/* 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 * 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 "mconf.h" #include #define EUL 5.772156649015328606065e-1 #define MAXFAC 31 extern double MACHEP, MAXLOG; 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: sf_error("kn", SF_ERROR_OVERFLOW, NULL); return (NPY_INFINITY); } if (x <= 0.0) { if (x < 0.0) { sf_error("kn", SF_ERROR_DOMAIN, NULL); return NPY_NAN; } else { sf_error("kn", SF_ERROR_SINGULAR, NULL); return NPY_INFINITY; } } 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 < n; i++) { pn += 1.0 / k; k += 1.0; fn *= k; } zmn = tox; if (n == 1) { ans = 1.0 / x; } else { nk1f = fn / n; kf = 1.0; s = nk1f; z = -z0; zn = 1.0; for (i = 1; i < n; i++) { nk1f = nk1f / (n - i); kf = kf * i; zn *= z; t = nk1f * zn / kf; s += t; if ((DBL_MAX - fabs(t)) < fabs(s)) goto overf; if ((tox > 1.0) && ((DBL_MAX / tox) < zmn)) goto overf; zmn *= tox; } s *= 0.5; t = fabs(s); if ((zmn > 1.0) && ((DBL_MAX / zmn) < t)) goto overf; if ((t > 1.0) && ((DBL_MAX / 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) { sf_error("kn", SF_ERROR_UNDERFLOW, NULL); 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 = NPY_INFINITY; 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(NPY_PI / (2.0 * x)) * s; return (ans); }