[230f479] | 1 | /* kn.c |
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| 2 | * |
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| 3 | * Modified Bessel function, third kind, integer order |
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| 4 | * |
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| 5 | * |
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| 6 | * |
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| 7 | * SYNOPSIS: |
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| 8 | * |
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| 9 | * double x, y, kn(); |
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| 10 | * int n; |
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| 11 | * |
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| 12 | * y = kn( n, x ); |
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| 13 | * |
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| 14 | * |
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| 15 | * |
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| 16 | * DESCRIPTION: |
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| 17 | * |
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| 18 | * Returns modified Bessel function of the third kind |
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| 19 | * of order n of the argument. |
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| 20 | * |
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| 21 | * The range is partitioned into the two intervals [0,9.55] and |
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| 22 | * (9.55, infinity). An ascending power series is used in the |
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| 23 | * low range, and an asymptotic expansion in the high range. |
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| 24 | * |
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| 25 | * |
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| 26 | * |
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| 27 | * ACCURACY: |
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| 28 | * |
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| 29 | * Relative error: |
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| 30 | * arithmetic domain # trials peak rms |
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| 31 | * DEC 0,30 3000 1.3e-9 5.8e-11 |
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| 32 | * IEEE 0,30 90000 1.8e-8 3.0e-10 |
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| 33 | * |
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| 34 | * Error is high only near the crossover point x = 9.55 |
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| 35 | * between the two expansions used. |
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| 36 | */ |
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| 37 | |
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| 38 | |
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| 39 | /* |
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| 40 | Cephes Math Library Release 2.8: June, 2000 |
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| 41 | Copyright 1984, 1987, 1988, 2000 by Stephen L. Moshier |
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| 42 | */ |
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| 43 | |
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| 44 | |
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| 45 | /* |
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| 46 | Algorithm for Kn. |
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| 47 | n-1 |
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| 48 | -n - (n-k-1)! 2 k |
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| 49 | K (x) = 0.5 (x/2) > -------- (-x /4) |
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| 50 | n - k! |
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| 51 | k=0 |
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| 52 | |
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| 53 | inf. 2 k |
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| 54 | n n - (x /4) |
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| 55 | + (-1) 0.5(x/2) > {p(k+1) + p(n+k+1) - 2log(x/2)} --------- |
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| 56 | - k! (n+k)! |
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| 57 | k=0 |
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| 58 | |
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| 59 | where p(m) is the psi function: p(1) = -EUL and |
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| 60 | |
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| 61 | m-1 |
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| 62 | - |
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| 63 | p(m) = -EUL + > 1/k |
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| 64 | - |
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| 65 | k=1 |
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| 66 | |
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| 67 | For large x, |
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| 68 | 2 2 2 |
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| 69 | u-1 (u-1 )(u-3 ) |
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| 70 | K (z) = sqrt(pi/2z) exp(-z) { 1 + ------- + ------------ + ...} |
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| 71 | v 1 2 |
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| 72 | 1! (8z) 2! (8z) |
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| 73 | asymptotically, where |
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| 74 | |
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| 75 | 2 |
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| 76 | u = 4 v . |
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| 77 | |
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| 78 | */ |
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| 79 | |
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| 80 | #include "mconf.h" |
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| 81 | |
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| 82 | #define EUL 5.772156649015328606065e-1 |
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| 83 | #define MAXFAC 31 |
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| 84 | #ifdef ANSIPROT |
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| 85 | extern double fabs ( double ); |
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| 86 | extern double exp ( double ); |
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| 87 | extern double log ( double ); |
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| 88 | extern double sqrt ( double ); |
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| 89 | #else |
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| 90 | double fabs(), exp(), log(), sqrt(); |
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| 91 | #endif |
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| 92 | extern double MACHEP, MAXNUM, MAXLOG, PI; |
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| 93 | |
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| 94 | double kn( nn, x ) |
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| 95 | int nn; |
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| 96 | double x; |
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| 97 | { |
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| 98 | double k, kf, nk1f, nkf, zn, t, s, z0, z; |
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| 99 | double ans, fn, pn, pk, zmn, tlg, tox; |
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| 100 | int i, n; |
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| 101 | |
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| 102 | if( nn < 0 ) |
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| 103 | n = -nn; |
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| 104 | else |
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| 105 | n = nn; |
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| 106 | |
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| 107 | if( n > MAXFAC ) |
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| 108 | { |
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| 109 | overf: |
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| 110 | mtherr( "kn", OVERFLOW ); |
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| 111 | return( MAXNUM ); |
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| 112 | } |
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| 113 | |
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| 114 | if( x <= 0.0 ) |
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| 115 | { |
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| 116 | if( x < 0.0 ) |
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| 117 | mtherr( "kn", DOMAIN ); |
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| 118 | else |
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| 119 | mtherr( "kn", SING ); |
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| 120 | return( MAXNUM ); |
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| 121 | } |
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| 122 | |
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| 123 | |
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| 124 | if( x > 9.55 ) |
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| 125 | goto asymp; |
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| 126 | |
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| 127 | ans = 0.0; |
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| 128 | z0 = 0.25 * x * x; |
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| 129 | fn = 1.0; |
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| 130 | pn = 0.0; |
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| 131 | zmn = 1.0; |
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| 132 | tox = 2.0/x; |
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| 133 | |
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| 134 | if( n > 0 ) |
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| 135 | { |
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| 136 | /* compute factorial of n and psi(n) */ |
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| 137 | pn = -EUL; |
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| 138 | k = 1.0; |
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| 139 | for( i=1; i<n; i++ ) |
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| 140 | { |
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| 141 | pn += 1.0/k; |
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| 142 | k += 1.0; |
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| 143 | fn *= k; |
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| 144 | } |
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| 145 | |
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| 146 | zmn = tox; |
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| 147 | |
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| 148 | if( n == 1 ) |
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| 149 | { |
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| 150 | ans = 1.0/x; |
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| 151 | } |
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| 152 | else |
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| 153 | { |
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| 154 | nk1f = fn/n; |
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| 155 | kf = 1.0; |
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| 156 | s = nk1f; |
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| 157 | z = -z0; |
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| 158 | zn = 1.0; |
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| 159 | for( i=1; i<n; i++ ) |
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| 160 | { |
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| 161 | nk1f = nk1f/(n-i); |
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| 162 | kf = kf * i; |
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| 163 | zn *= z; |
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| 164 | t = nk1f * zn / kf; |
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| 165 | s += t; |
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| 166 | if( (MAXNUM - fabs(t)) < fabs(s) ) |
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| 167 | goto overf; |
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| 168 | if( (tox > 1.0) && ((MAXNUM/tox) < zmn) ) |
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| 169 | goto overf; |
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| 170 | zmn *= tox; |
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| 171 | } |
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| 172 | s *= 0.5; |
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| 173 | t = fabs(s); |
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| 174 | if( (zmn > 1.0) && ((MAXNUM/zmn) < t) ) |
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| 175 | goto overf; |
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| 176 | if( (t > 1.0) && ((MAXNUM/t) < zmn) ) |
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| 177 | goto overf; |
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| 178 | ans = s * zmn; |
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| 179 | } |
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| 180 | } |
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| 181 | |
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| 182 | |
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| 183 | tlg = 2.0 * log( 0.5 * x ); |
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| 184 | pk = -EUL; |
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| 185 | if( n == 0 ) |
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| 186 | { |
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| 187 | pn = pk; |
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| 188 | t = 1.0; |
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| 189 | } |
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| 190 | else |
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| 191 | { |
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| 192 | pn = pn + 1.0/n; |
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| 193 | t = 1.0/fn; |
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| 194 | } |
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| 195 | s = (pk+pn-tlg)*t; |
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| 196 | k = 1.0; |
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| 197 | do |
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| 198 | { |
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| 199 | t *= z0 / (k * (k+n)); |
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| 200 | pk += 1.0/k; |
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| 201 | pn += 1.0/(k+n); |
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| 202 | s += (pk+pn-tlg)*t; |
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| 203 | k += 1.0; |
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| 204 | } |
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| 205 | while( fabs(t/s) > MACHEP ); |
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| 206 | |
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| 207 | s = 0.5 * s / zmn; |
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| 208 | if( n & 1 ) |
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| 209 | s = -s; |
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| 210 | ans += s; |
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| 211 | |
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| 212 | return(ans); |
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| 213 | |
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| 214 | |
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| 215 | |
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| 216 | /* Asymptotic expansion for Kn(x) */ |
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| 217 | /* Converges to 1.4e-17 for x > 18.4 */ |
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| 218 | |
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| 219 | asymp: |
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| 220 | |
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| 221 | if( x > MAXLOG ) |
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| 222 | { |
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| 223 | mtherr( "kn", UNDERFLOW ); |
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| 224 | return(0.0); |
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| 225 | } |
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| 226 | k = n; |
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| 227 | pn = 4.0 * k * k; |
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| 228 | pk = 1.0; |
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| 229 | z0 = 8.0 * x; |
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| 230 | fn = 1.0; |
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| 231 | t = 1.0; |
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| 232 | s = t; |
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| 233 | nkf = MAXNUM; |
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| 234 | i = 0; |
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| 235 | do |
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| 236 | { |
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| 237 | z = pn - pk * pk; |
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| 238 | t = t * z /(fn * z0); |
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| 239 | nk1f = fabs(t); |
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| 240 | if( (i >= n) && (nk1f > nkf) ) |
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| 241 | { |
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| 242 | goto adone; |
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| 243 | } |
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| 244 | nkf = nk1f; |
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| 245 | s += t; |
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| 246 | fn += 1.0; |
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| 247 | pk += 2.0; |
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| 248 | i += 1; |
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| 249 | } |
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| 250 | while( fabs(t/s) > MACHEP ); |
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| 251 | |
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| 252 | adone: |
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| 253 | ans = exp(-x) * sqrt( PI/(2.0*x) ) * s; |
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| 254 | return(ans); |
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| 255 | } |
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