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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