File: i0.cpp

package info (click to toggle)
libitpp 4.0.4-2
  • links: PTS, VCS
  • area: main
  • in suites: lenny
  • size: 7,520 kB
  • ctags: 6,341
  • sloc: cpp: 51,608; sh: 9,248; makefile: 636; fortran: 8
file content (203 lines) | stat: -rw-r--r-- 4,838 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
/*!
 * \file
 * \brief Implementation of modified Bessel functions of order zero
 * \author Tony Ottosson
 *
 * -------------------------------------------------------------------------
 *
 * IT++ - C++ library of mathematical, signal processing, speech processing,
 *        and communications classes and functions
 *
 * Copyright (C) 1995-2008  (see AUTHORS file for a list of contributors)
 *
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or
 * (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
 *
 * -------------------------------------------------------------------------
 *
 * This is slightly modified routine from the Cephes library:
 * http://www.netlib.org/cephes/
 */

#include <itpp/base/bessel/bessel_internal.h>


/*
 *
 * Modified Bessel function of order zero
 *
 * double x, y, i0();
 *
 * y = i0( x );
 *
 *
 * DESCRIPTION:
 *
 * Returns modified Bessel function of order zero of the
 * argument.
 *
 * The function is defined as i0(x) = j0( ix ).
 *
 * The range is partitioned into the two intervals [0,8] and
 * (8, infinity).  Chebyshev polynomial expansions are employed
 * in each interval.
 *
 *
 * ACCURACY:
 *
 *                      Relative error:
 * arithmetic   domain     # trials      peak         rms
 *    IEEE      0,30        30000       5.8e-16     1.4e-16
 *
 */

/*
 *	Modified Bessel function of order zero,
 *	exponentially scaled
 *
 * double x, y, i0e();
 *
 * y = i0e( x );
 *
 * DESCRIPTION:
 *
 * Returns exponentially scaled modified Bessel function
 * of order zero of the argument.
 *
 * The function is defined as i0e(x) = exp(-|x|) j0( ix ).
 *
 * ACCURACY:
 *
 *                      Relative error:
 * arithmetic   domain     # trials      peak         rms
 *    IEEE      0,30        30000       5.4e-16     1.2e-16
 * See i0().
 */

/*
  Cephes Math Library Release 2.8:  June, 2000
  Copyright 1984, 1987, 2000 by Stephen L. Moshier
*/


/* Chebyshev coefficients for exp(-x) I0(x)
 * in the interval [0,8].
 *
 * lim(x->0){ exp(-x) I0(x) } = 1.
 */

static double A[] =
{
-4.41534164647933937950E-18,
 3.33079451882223809783E-17,
-2.43127984654795469359E-16,
 1.71539128555513303061E-15,
-1.16853328779934516808E-14,
 7.67618549860493561688E-14,
-4.85644678311192946090E-13,
 2.95505266312963983461E-12,
-1.72682629144155570723E-11,
 9.67580903537323691224E-11,
-5.18979560163526290666E-10,
 2.65982372468238665035E-9,
-1.30002500998624804212E-8,
 6.04699502254191894932E-8,
-2.67079385394061173391E-7,
 1.11738753912010371815E-6,
-4.41673835845875056359E-6,
 1.64484480707288970893E-5,
-5.75419501008210370398E-5,
 1.88502885095841655729E-4,
-5.76375574538582365885E-4,
 1.63947561694133579842E-3,
-4.32430999505057594430E-3,
 1.05464603945949983183E-2,
-2.37374148058994688156E-2,
 4.93052842396707084878E-2,
-9.49010970480476444210E-2,
 1.71620901522208775349E-1,
-3.04682672343198398683E-1,
 6.76795274409476084995E-1
};



/* Chebyshev coefficients for exp(-x) sqrt(x) I0(x)
 * in the inverted interval [8,infinity].
 *
 * lim(x->inf){ exp(-x) sqrt(x) I0(x) } = 1/sqrt(2pi).
 */

static double B[] =
{
-7.23318048787475395456E-18,
-4.83050448594418207126E-18,
 4.46562142029675999901E-17,
 3.46122286769746109310E-17,
-2.82762398051658348494E-16,
-3.42548561967721913462E-16,
 1.77256013305652638360E-15,
 3.81168066935262242075E-15,
-9.55484669882830764870E-15,
-4.15056934728722208663E-14,
 1.54008621752140982691E-14,
 3.85277838274214270114E-13,
 7.18012445138366623367E-13,
-1.79417853150680611778E-12,
-1.32158118404477131188E-11,
-3.14991652796324136454E-11,
 1.18891471078464383424E-11,
 4.94060238822496958910E-10,
 3.39623202570838634515E-9,
 2.26666899049817806459E-8,
 2.04891858946906374183E-7,
 2.89137052083475648297E-6,
 6.88975834691682398426E-5,
 3.36911647825569408990E-3,
 8.04490411014108831608E-1
};


double i0(double x)
{
  double y;

  if( x < 0 )
    x = -x;
  if( x <= 8.0 )
    {
      y = (x/2.0) - 2.0;
      return( exp(x) * chbevl( y, A, 30 ) );
    }

  return(  exp(x) * chbevl( 32.0/x - 2.0, B, 25 ) / sqrt(x) );

}


double i0e(double x)
{
  double y;

  if( x < 0 )
    x = -x;
  if( x <= 8.0 )
    {
      y = (x/2.0) - 2.0;
      return( chbevl( y, A, 30 ) );
    }

  return(  chbevl( 32.0/x - 2.0, B, 25 ) / sqrt(x) );

}