/// <summary> /// Simultaneously compute I{v}(x) and K{v}(x) /// </summary> /// <param name="v"></param> /// <param name="x"></param> /// <param name="needI"></param> /// <param name="needK"></param> /// <returns>A tuple of (I, K). If needI == false or needK == false, I = NaN or K = NaN respectively</returns> public static (double I, double K) IK(double v, double x, bool needI, bool needK) { Debug.Assert(needI || needK, "NeedI and NeedK cannot both be false"); // set initial values for parameters double I = double.NaN; double K = double.NaN; // check v first so that there are no integer throws later if (Math.Abs(v) > int.MaxValue) { Policies.ReportNotImplementedError("BesselIK(v: {0}, x: {1}): Requires |v| <= {2}", v, x, int.MaxValue); return(I, K); } if (v < 0) { v = -v; // for integer orders only, we can use the following identities: // I{-n}(x) = I{n}(v) // K{-n}(x) = K{n}(v) // for any v, use reflection rule: // I{-v}(x) = I{v}(x) + (2/PI) * sin(pi*v)*K{v}(x) // K{-v}(x) = K{v}(x) if (needI && !Math2.IsInteger(v)) { var(IPos, KPos) = IK(v, x, true, true); I = IPos + (2 / Math.PI) * Math2.SinPI(v) * KPos; if (needK) { K = KPos; } return(I, K); } } if (x < 0) { Policies.ReportDomainError("BesselIK(v: {0}, x: {1}): Complex result not supported. Requires x >= 0", v, x); return(I, K); } // both x and v are non-negative from here Debug.Assert(x >= 0 && v >= 0); if (x == 0) { if (needI) { I = (v == 0) ? 1.0 : 0.0; } if (needK) { K = double.PositiveInfinity; } return(I, K); } if (needI && (x < 2 || 3 * (v + 1) > x * x)) { I = I_SmallArg(v, x); needI = false; if (!needK) { return(I, K); } } // Hankel is fast, and reasonably accurate. // at x == 32, it will converge in about 15 iterations if (x >= HankelAsym.IKMinX(v)) { if (needK) { K = HankelAsym.K(v, x); } if (needI) { I = HankelAsym.I(v, x); } return(I, K); } // the uniform expansion is here as a last resort // to limit the number of recurrences, but it is less accurate. if (UniformAsym.IsIKAvailable(v, x)) { if (needK) { K = UniformAsym.K(v, x); } if (needI) { I = UniformAsym.I(v, x); } return(I, K); } // K{v}(x) and K{v+1}(x), binary scaled var(Kv, Kv1, binaryScale) = K_CF(v, x); if (needK) { K = Math2.Ldexp(Kv, binaryScale); } if (needI) { // use the Wronskian relationship // Since CF1 is O(x) for x > v, try to weed out obvious overflows // Note: I{v+1}(x)/I{v}(x) is in [0, 1]. // I{0}(713. ...) == MaxDouble const double I0MaxX = 713; if (x > I0MaxX && x > v) { I = Math2.Ldexp(1.0 / (x * (Kv + Kv1)), -binaryScale); if (double.IsInfinity(I)) { return(I, K); } } double W = 1 / x; double fv = I_CF1(v, x); I = Math2.Ldexp(W / (Kv * fv + Kv1), -binaryScale); } return(I, K); }
/// <summary> /// Returns K{n}(x) for integer order /// </summary> /// <param name="n"></param> /// <param name="x"></param> /// <returns></returns> public static double KN(int n, double x) { if (x < 0) { Policies.ReportDomainError("BesselK(v: {0}, x: {1}): Requires x >= 0 for real result", n, x); return(double.NaN); } if (x == 0) { return(double.PositiveInfinity); } // even function // K{-n}(z) = K{n}(z) if (n < 0) { n = -n; } if (n == 0) { return(K0(x)); } if (n == 1) { return(K1(x)); } double v = n; // Hankel is fast, and reasonably accurate, saving us from many recurrences. if (x >= HankelAsym.IKMinX(v)) { return(HankelAsym.K(v, x)); } // the uniform expansion is here as a last resort // to limit the number of recurrences, but it is less accurate. if (UniformAsym.IsIKAvailable(v, x)) { return(UniformAsym.K(v, x)); } // Since K{v}(x) has a (e^-x)/sqrt(x) multiplier // using recurrence can underflow too quickly for large x, // so, use a scaled version double result; if (x > 1) { double prev = K0(x, true); double current = K1(x, true); // for large v and x this number can get very large // maximum observed K(1000,10) = 2^6211 var(Kv, _, binaryScale) = Recurrence.ForwardK_B(1, x, n - 1, current, prev); // Compute: value * 2^(binaryScale) * e^-x if (x < -DoubleX.MinLogValue) { DoubleX exs = DoubleX.Ldexp(DoubleX.Exp(-x), binaryScale); result = Math2.Ldexp(Kv * exs.Mantissa, exs.Exponent); } else { result = Math.Exp(-x + Math.Log(Kv) + binaryScale * Constants.Ln2); } } else { double prev = K0(x); double current = K1(x); result = Recurrence.ForwardK(1, x, n - 1, current, prev).Kvpn; } return(result); }