s18af returns a value for the modified Bessel function I1x.

Syntax

C#
public static double s18af(
	double x,
	out int ifail
)
Visual Basic
Public Shared Function s18af ( _
	x As Double, _
	<OutAttribute> ByRef ifail As Integer _
) As Double
Visual C++
public:
static double s18af(
	double x, 
	[OutAttribute] int% ifail
)
F#
static member s18af : 
        x : float * 
        ifail : int byref -> float 

Parameters

x
Type: System..::..Double
On entry: the argument x of the function.
ifail
Type: System..::..Int32%
On exit: ifail=0 unless the method detects an error or a warning has been flagged (see [Error Indicators and Warnings]).

Return Value

s18af returns a value for the modified Bessel function I1x.

Description

s18af evaluates an approximation to the modified Bessel function of the first kind I1x.
Note:  I1-x=-I1x, so the approximation need only consider x0.
The method is based on three Chebyshev expansions:
For 0<x4,
I1x=xr=0arTrt,   where ​t=2x42-1;
For 4<x12,
I1x=exr=0brTrt,   where ​t=x-84;
For x>12,
I1x=exxr=0crTrt,   where ​t=212x-1.
For small x, I1xx. This approximation is used when x is sufficiently small for the result to be correct to machine precision.
For large x, the method must fail because I1x cannot be represented without overflow.

References

Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications

Error Indicators and Warnings

Errors or warnings detected by the method:
ifail=1
x is too large. On failure the method returns the approximate value of I1x at the nearest valid argument. See also the Users' Note for your implementation.
ifail=-9000
An error occured, see message report.

Accuracy

Let δ and ε be the relative errors in the argument and result respectively.
If δ is somewhat larger than the machine precision (i.e., if δ is due to data errors etc.), then ε and δ are approximately related by:
εxI0x-I1xI1xδ.
Figure 1 shows the behaviour of the error amplification factor
xI0x-I1xI1x.
Figure 1
Figure 1
However, if δ is of the same order as machine precision, then rounding errors could make ε slightly larger than the above relation predicts.
For small x, εδ and there is no amplification of errors.
For large x, εxδ and we have strong amplification of errors. However the method must fail for quite moderate values of x because I1x would overflow; hence in practice the loss of accuracy for large x is not excessive. Note that for large x, the errors will be dominated by those of the standard function exp.

Parallelism and Performance

None.

Further Comments

None.

Example

This example reads values of the argument x from a file, evaluates the function at each value of x and prints the results.

Example program (C#): s18afe.cs

Example program data: s18afe.d

Example program results: s18afe.r

See Also