/* kn.c * * Modified Bessel function, third kind, integer order * * * * SYNOPSIS: * * double x, y, kn(); * int n; * * y = kn( n, x ); * * * * DESCRIPTION: * * Returns modified Bessel function of the third kind * of order n of the argument. * * The range is partitioned into the two intervals [0,9.55] and * (9.55, infinity). An ascending power series is used in the * low range, and an asymptotic expansion in the high range. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * DEC 0,30 3000 1.3e-9 5.8e-11 * IEEE 0,30 90000 1.8e-8 3.0e-10 * * Error is high only near the crossover point x = 9.55 * between the two expansions used. */ /* Cephes Math Library Release 2.8: June, 2000 Copyright 1984, 1987, 1988, 2000 by Stephen L. Moshier */ /* Algorithm for Kn. n-1 -n - (n-k-1)! 2 k K (x) = 0.5 (x/2) > -------- (-x /4) n - k! k=0 inf. 2 k n n - (x /4) + (-1) 0.5(x/2) > {p(k+1) + p(n+k+1) - 2log(x/2)} --------- - k! (n+k)! k=0 where p(m) is the psi function: p(1) = -EUL and m-1 - p(m) = -EUL + > 1/k - k=1 For large x, 2 2 2 u-1 (u-1 )(u-3 ) K (z) = sqrt(pi/2z) exp(-z) { 1 + ------- + ------------ + ...} v 1 2 1! (8z) 2! (8z) asymptotically, where 2 u = 4 v . */ #include #define EUL 5.772156649015328606065e-1 #define MAXFAC 31 #ifdef ANSIPROT extern double fabs ( double ); extern double exp ( double ); extern double log ( double ); extern double sqrt ( double ); #else double fabs(), exp(), log(), sqrt(); #endif extern double MACHEP, MAXNUM, MAXLOG, PI; double kn( nn, x ) int nn; double x; { double k, kf, nk1f, nkf, zn, t, s, z0, z; double ans, fn, pn, pk, zmn, tlg, tox; int i, n; if( nn < 0 ) n = -nn; else n = nn; if( n > MAXFAC ) { overf: mtherr( "kn", OVERFLOW ); return( MAXNUM ); } if( x <= 0.0 ) { if( x < 0.0 ) mtherr( "kn", DOMAIN ); else mtherr( "kn", SING ); return( MAXNUM ); } if( x > 9.55 ) goto asymp; ans = 0.0; z0 = 0.25 * x * x; fn = 1.0; pn = 0.0; zmn = 1.0; tox = 2.0/x; if( n > 0 ) { /* compute factorial of n and psi(n) */ pn = -EUL; k = 1.0; for( i=1; i 1.0) && ((MAXNUM/tox) < zmn) ) goto overf; zmn *= tox; } s *= 0.5; t = fabs(s); if( (zmn > 1.0) && ((MAXNUM/zmn) < t) ) goto overf; if( (t > 1.0) && ((MAXNUM/t) < zmn) ) goto overf; ans = s * zmn; } } tlg = 2.0 * log( 0.5 * x ); pk = -EUL; if( n == 0 ) { pn = pk; t = 1.0; } else { pn = pn + 1.0/n; t = 1.0/fn; } s = (pk+pn-tlg)*t; k = 1.0; do { t *= z0 / (k * (k+n)); pk += 1.0/k; pn += 1.0/(k+n); s += (pk+pn-tlg)*t; k += 1.0; } while( fabs(t/s) > MACHEP ); s = 0.5 * s / zmn; if( n & 1 ) s = -s; ans += s; return(ans); /* Asymptotic expansion for Kn(x) */ /* Converges to 1.4e-17 for x > 18.4 */ asymp: if( x > MAXLOG ) { mtherr( "kn", UNDERFLOW ); return(0.0); } k = n; pn = 4.0 * k * k; pk = 1.0; z0 = 8.0 * x; fn = 1.0; t = 1.0; s = t; nkf = MAXNUM; i = 0; do { z = pn - pk * pk; t = t * z /(fn * z0); nk1f = fabs(t); if( (i >= n) && (nk1f > nkf) ) { goto adone; } nkf = nk1f; s += t; fn += 1.0; pk += 2.0; i += 1; } while( fabs(t/s) > MACHEP ); adone: ans = exp(-x) * sqrt( PI/(2.0*x) ) * s; return(ans); }