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<div class="section" lang="en">
<div class="titlepage"><div><div><h4 class="title">
<a name="math_toolkit.special.bessel.bessel"></a><a class="link" href="bessel.html" title="Bessel Functions of the First and Second Kinds"> Bessel Functions
of the First and Second Kinds</a>
</h4></div></div></div>
<a name="math_toolkit.special.bessel.bessel.synopsis"></a><h5>
<a name="id1123256"></a>
<a class="link" href="bessel.html#math_toolkit.special.bessel.bessel.synopsis">Synopsis</a>
</h5>
<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">&gt;</span>
<a class="link" href="../../main_overview/result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">cyl_bessel_j</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">v</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">x</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Policies">Policy</a><span class="special">&gt;</span>
<a class="link" href="../../main_overview/result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">cyl_bessel_j</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">v</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Policies">Policy</a><span class="special">&amp;);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">&gt;</span>
<a class="link" href="../../main_overview/result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">cyl_neumann</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">v</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">x</span><span class="special">);</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T2</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../../policy.html" title="Policies">Policy</a><span class="special">&gt;</span>
<a class="link" href="../../main_overview/result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>calculated-result-type</em></span></a> <span class="identifier">cyl_neumann</span><span class="special">(</span><span class="identifier">T1</span> <span class="identifier">v</span><span class="special">,</span> <span class="identifier">T2</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <a class="link" href="../../policy.html" title="Policies">Policy</a><span class="special">&amp;);</span>
</pre>
<a name="math_toolkit.special.bessel.bessel.description"></a><h5>
<a name="id1123623"></a>
<a class="link" href="bessel.html#math_toolkit.special.bessel.bessel.description">Description</a>
</h5>
<p>
The functions <a class="link" href="bessel.html" title="Bessel Functions of the First and Second Kinds">cyl_bessel_j</a>
and <a class="link" href="bessel.html" title="Bessel Functions of the First and Second Kinds">cyl_neumann</a>
return the result of the Bessel functions of the first and second kinds
respectively:
</p>
<p>
cyl_bessel_j(v, x) = J<sub>v</sub>(x)
</p>
<p>
cyl_neumann(v, x) = Y<sub>v</sub>(x) = N<sub>v</sub>(x)
</p>
<p>
where:
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../equations/bessel2.png"></span>
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../equations/bessel3.png"></span>
</p>
<p>
The return type of these functions is computed using the <a class="link" href="../../main_overview/result_type.html" title="Calculation of the Type of the Result"><span class="emphasis"><em>result
type calculation rules</em></span></a> when T1 and T2 are different types.
The functions are also optimised for the relatively common case that T1
is an integer.
</p>
<p>
</p>
<p>
The final <a class="link" href="../../policy.html" title="Policies">Policy</a> argument
is optional and can be used to control the behaviour of the function:
how it handles errors, what level of precision to use etc. Refer to the
<a class="link" href="../../policy.html" title="Policies">policy documentation for more details</a>.
</p>
<p>
</p>
<p>
The functions return the result of <a class="link" href="../../main_overview/error_handling.html#domain_error">domain_error</a>
whenever the result is undefined or complex. For <a class="link" href="bessel.html" title="Bessel Functions of the First and Second Kinds">cyl_bessel_j</a>
this occurs when <code class="computeroutput"><span class="identifier">x</span> <span class="special">&lt;</span>
<span class="number">0</span></code> and v is not an integer, or when
<code class="computeroutput"><span class="identifier">x</span> <span class="special">==</span>
<span class="number">0</span></code> and <code class="computeroutput"><span class="identifier">v</span>
<span class="special">!=</span> <span class="number">0</span></code>.
For <a class="link" href="bessel.html" title="Bessel Functions of the First and Second Kinds">cyl_neumann</a>
this occurs when <code class="computeroutput"><span class="identifier">x</span> <span class="special">&lt;=</span>
<span class="number">0</span></code>.
</p>
<p>
The following graph illustrates the cyclic nature of J<sub>v</sub>:
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../graphs/cyl_bessel_j.png" align="middle"></span>
</p>
<p>
The following graph shows the behaviour of Y<sub>v</sub>: this is also cyclic for
large <span class="emphasis"><em>x</em></span>, but tends to -&#8734; &#8203; for small <span class="emphasis"><em>x</em></span>:
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../graphs/cyl_neumann.png" align="middle"></span>
</p>
<a name="math_toolkit.special.bessel.bessel.testing"></a><h5>
<a name="id1123906"></a>
<a class="link" href="bessel.html#math_toolkit.special.bessel.bessel.testing">Testing</a>
</h5>
<p>
There are two sets of test values: spot values calculated using <a href="http://functions.wolfram.com" target="_top">functions.wolfram.com</a>, and a
much larger set of tests computed using a simplified version of this implementation
(with all the special case handling removed).
</p>
<a name="math_toolkit.special.bessel.bessel.accuracy"></a><h5>
<a name="id1123928"></a>
<a class="link" href="bessel.html#math_toolkit.special.bessel.bessel.accuracy">Accuracy</a>
</h5>
<p>
The following tables show how the accuracy of these functions varies on
various platforms, along with comparisons to the <a href="http://www.gnu.org/software/gsl/" target="_top">GSL-1.9</a>
and <a href="http://www.netlib.org/cephes/" target="_top">Cephes</a> libraries.
Note that the cyclic nature of these functions means that they have an
infinite number of irrational roots: in general these functions have arbitrarily
large <span class="emphasis"><em>relative</em></span> errors when the arguments are sufficiently
close to a root. Of course the absolute error in such cases is always small.
Note that only results for the widest floating-point type on the system
are given as narrower types have <a class="link" href="../../backgrounders/relative_error.html#zero_error">effectively
zero error</a>. All values are relative errors in units of epsilon.
</p>
<div class="table">
<a name="math_toolkit.special.bessel.bessel.errors_rates_in_cyl_bessel_j"></a><p class="title"><b>Table&#160;36.&#160;Errors Rates in cyl_bessel_j</b></p>
<div class="table-contents"><table class="table" summary="Errors Rates in cyl_bessel_j">
<colgroup>
<col>
<col>
<col>
<col>
<col>
</colgroup>
<thead><tr>
<th>
<p>
Significand Size
</p>
</th>
<th>
<p>
Platform and Compiler
</p>
</th>
<th>
<p>
J<sub>0</sub> &#8203; and J<sub>1</sub>
</p>
</th>
<th>
<p>
J<sub>v</sub>
</p>
</th>
<th>
<p>
J<sub>v</sub> &#8203; (large values of x &gt; 1000)
</p>
</th>
</tr></thead>
<tbody>
<tr>
<td>
<p>
53
</p>
</td>
<td>
<p>
Win32 / Visual C++ 8.0
</p>
</td>
<td>
<p>
Peak=2.5 Mean=1.1
</p>
<p>
GSL Peak=6.6
</p>
<p>
<a href="http://www.netlib.org/cephes/" target="_top">Cephes</a> Peak=2.5
Mean=1.1
</p>
</td>
<td>
<p>
Peak=11 Mean=2.2
</p>
<p>
GSL Peak=11
</p>
<p>
<a href="http://www.netlib.org/cephes/" target="_top">Cephes</a> Peak=17
Mean=2.5
</p>
</td>
<td>
<p>
Peak=413 Mean=110
</p>
<p>
GSL Peak=6x10<sup>11</sup>
</p>
<p>
<a href="http://www.netlib.org/cephes/" target="_top">Cephes</a> Peak=2x10<sup>5</sup>
</p>
</td>
</tr>
<tr>
<td>
<p>
64
</p>
</td>
<td>
<p>
Red Hat Linux IA64 / G++ 3.4
</p>
</td>
<td>
<p>
Peak=7 Mean=3
</p>
</td>
<td>
<p>
Peak=117 Mean=10
</p>
</td>
<td>
<p>
Peak=2x10<sup>4</sup> &#8203; Mean=6x10<sup>3</sup>
</p>
</td>
</tr>
<tr>
<td>
<p>
64
</p>
</td>
<td>
<p>
SUSE Linux AMD64 / G++ 4.1
</p>
</td>
<td>
<p>
Peak=7 Mean=3
</p>
</td>
<td>
<p>
Peak=400 Mean=40
</p>
</td>
<td>
<p>
Peak=2x10<sup>4</sup> &#8203; Mean=1x10<sup>4</sup>
</p>
</td>
</tr>
<tr>
<td>
<p>
113
</p>
</td>
<td>
<p>
HP-UX / HP aCC 6
</p>
</td>
<td>
<p>
Peak=14 Mean=6
</p>
</td>
<td>
<p>
Peak=29 Mean=3
</p>
</td>
<td>
<p>
Peak=2700 Mean=450
</p>
</td>
</tr>
</tbody>
</table></div>
</div>
<br class="table-break"><div class="table">
<a name="math_toolkit.special.bessel.bessel.errors_rates_in_cyl_neumann"></a><p class="title"><b>Table&#160;37.&#160;Errors Rates in cyl_neumann</b></p>
<div class="table-contents"><table class="table" summary="Errors Rates in cyl_neumann">
<colgroup>
<col>
<col>
<col>
<col>
<col>
</colgroup>
<thead><tr>
<th>
<p>
Significand Size
</p>
</th>
<th>
<p>
Platform and Compiler
</p>
</th>
<th>
<p>
J<sub>0</sub> &#8203; and J<sub>1</sub>
</p>
</th>
<th>
<p>
J<sub>n</sub> (integer orders)
</p>
</th>
<th>
<p>
J<sub>v</sub> (fractional orders)
</p>
</th>
</tr></thead>
<tbody>
<tr>
<td>
<p>
53
</p>
</td>
<td>
<p>
Win32 / Visual C++ 8.0
</p>
</td>
<td>
<p>
Peak=330 Mean=54
</p>
<p>
GSL Peak=34 Mean=9
</p>
<p>
<a href="http://www.netlib.org/cephes/" target="_top">Cephes</a> Peak=330
Mean=54
</p>
</td>
<td>
<p>
Peak=923 Mean=83
</p>
<p>
GSL Peak=500 Mean=54
</p>
<p>
<a href="http://www.netlib.org/cephes/" target="_top">Cephes</a> Peak=923
Mean=83
</p>
</td>
<td>
<p>
Peak=561 Mean=36
</p>
<p>
GSL Peak=1.4x10<sup>6</sup> &#8203; Mean=7x10<sup>4</sup> &#8203;
</p>
<p>
<a href="http://www.netlib.org/cephes/" target="_top">Cephes</a> Peak=+INF
</p>
</td>
</tr>
<tr>
<td>
<p>
64
</p>
</td>
<td>
<p>
Red Hat Linux IA64 / G++ 3.4
</p>
</td>
<td>
<p>
Peak=470 Mean=56
</p>
</td>
<td>
<p>
Peak=843 Mean=51
</p>
</td>
<td>
<p>
Peak=741 Mean=51
</p>
</td>
</tr>
<tr>
<td>
<p>
64
</p>
</td>
<td>
<p>
SUSE Linux AMD64 / G++ 4.1
</p>
</td>
<td>
<p>
Peak=1300 Mean=424
</p>
</td>
<td>
<p>
Peak=2x10<sup>4</sup> &#8203; Mean=8x10<sup>3</sup>
</p>
</td>
<td>
<p>
Peak=1x10<sup>5</sup> &#8203; Mean=6x10<sup>3</sup>
</p>
</td>
</tr>
<tr>
<td>
<p>
113
</p>
</td>
<td>
<p>
HP-UX / HP aCC 6
</p>
</td>
<td>
<p>
Peak=180 Mean=63
</p>
</td>
<td>
<p>
Peak=340 Mean=150
</p>
</td>
<td>
<p>
Peak=2x10<sup>4</sup> &#8203; Mean=1200
</p>
</td>
</tr>
</tbody>
</table></div>
</div>
<br class="table-break"><p>
Note that for large <span class="emphasis"><em>x</em></span> these functions are largely
dependent on the accuracy of the <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">sin</span></code>
and <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">cos</span></code> functions.
</p>
<p>
Comparison to GSL and <a href="http://www.netlib.org/cephes/" target="_top">Cephes</a>
is interesting: both <a href="http://www.netlib.org/cephes/" target="_top">Cephes</a>
and this library optimise the integer order case - leading to identical
results - simply using the general case is for the most part slightly more
accurate though, as noted by the better accuracy of GSL in the integer
argument cases. This implementation tends to perform much better when the
arguments become large, <a href="http://www.netlib.org/cephes/" target="_top">Cephes</a>
in particular produces some remarkably inaccurate results with some of
the test data (no significant figures correct), and even GSL performs badly
with some inputs to J<sub>v</sub>. Note that by way of double-checking these results,
the worst performing <a href="http://www.netlib.org/cephes/" target="_top">Cephes</a>
and GSL cases were recomputed using <a href="http://functions.wolfram.com" target="_top">functions.wolfram.com</a>,
and the result checked against our test data: no errors in the test data
were found.
</p>
<a name="math_toolkit.special.bessel.bessel.implementation"></a><h5>
<a name="id1126433"></a>
<a class="link" href="bessel.html#math_toolkit.special.bessel.bessel.implementation">Implementation</a>
</h5>
<p>
The implementation is mostly about filtering off various special cases:
</p>
<p>
When <span class="emphasis"><em>x</em></span> is negative, then the order <span class="emphasis"><em>v</em></span>
must be an integer or the result is a domain error. If the order is an
integer then the function is odd for odd orders and even for even orders,
so we reflect to <span class="emphasis"><em>x &gt; 0</em></span>.
</p>
<p>
When the order <span class="emphasis"><em>v</em></span> is negative then the reflection formulae
can be used to move to <span class="emphasis"><em>v &gt; 0</em></span>:
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../equations/bessel9.png"></span>
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../equations/bessel10.png"></span>
</p>
<p>
Note that if the order is an integer, then these formulae reduce to:
</p>
<p>
J<sub>-n</sub> = (-1)<sup>n</sup>J<sub>n</sub>
</p>
<p>
Y<sub>-n</sub> = (-1)<sup>n</sup>Y<sub>n</sub>
</p>
<p>
However, in general, a negative order implies that we will need to compute
both J and Y.
</p>
<p>
When <span class="emphasis"><em>x</em></span> is large compared to the order <span class="emphasis"><em>v</em></span>
then the asymptotic expansions for large <span class="emphasis"><em>x</em></span> in M. Abramowitz
and I.A. Stegun, <span class="emphasis"><em>Handbook of Mathematical Functions</em></span>
9.2.19 are used (these were found to be more reliable than those in A&amp;S
9.2.5).
</p>
<p>
When the order <span class="emphasis"><em>v</em></span> is an integer the method first relates
the result to J<sub>0</sub>, J<sub>1</sub>, Y<sub>0</sub> &#8203; and Y<sub>1</sub> &#8203; using either forwards or backwards recurrence
(Miller's algorithm) depending upon which is stable. The values for J<sub>0</sub>,
J<sub>1</sub>, Y<sub>0</sub> &#8203; and Y<sub>1</sub> &#8203; are calculated using the rational minimax approximations on
root-bracketing intervals for small <span class="emphasis"><em>|x|</em></span> and Hankel
asymptotic expansion for large <span class="emphasis"><em>|x|</em></span>. The coefficients
are from:
</p>
<p>
W.J. Cody, <span class="emphasis"><em>ALGORITHM 715: SPECFUN - A Portable FORTRAN Package
of Special Function Routines and Test Drivers</em></span>, ACM Transactions
on Mathematical Software, vol 19, 22 (1993).
</p>
<p>
and
</p>
<p>
J.F. Hart et al, <span class="emphasis"><em>Computer Approximations</em></span>, John Wiley
&amp; Sons, New York, 1968.
</p>
<p>
These approximations are accurate to around 19 decimal digits: therefore
these methods are not used when type T has more than 64 binary digits.
</p>
<p>
When <span class="emphasis"><em>x</em></span> is small, J<sub>x</sub> &#8203; is best computed directly from
the series:
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../equations/bessel2.png"></span>
</p>
<p>
In the general case we compute J<sub>v</sub> &#8203; and Y<sub>v</sub> &#8203; simultaneously.
</p>
<p>
To get the initial values, let &#956; &#8203; = &#957; - floor(&#957; + 1/2), then &#956; &#8203; is the fractional
part of &#957; &#8203; such that |&#956;| &lt;= 1/2 (we need this for convergence later). The
idea is to calculate J<sub>&#956;</sub>(x), J<sub>&#956;+1</sub>(x), Y<sub>&#956;</sub>(x), Y<sub>&#956;+1</sub>(x) and use them to obtain
J<sub>&#957;</sub>(x), Y<sub>&#957;</sub>(x).
</p>
<p>
The algorithm is called Steed's method, which needs two continued fractions
as well as the Wronskian:
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../equations/bessel8.png"></span>
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../equations/bessel11.png"></span>
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../equations/bessel12.png"></span>
</p>
<p>
See: F.S. Acton, <span class="emphasis"><em>Numerical Methods that Work</em></span>, The
Mathematical Association of America, Washington, 1997.
</p>
<p>
The continued fractions are computed using the modified Lentz's method
(W.J. Lentz, <span class="emphasis"><em>Generating Bessel functions in Mie scattering calculations
using continued fractions</em></span>, Applied Optics, vol 15, 668 (1976)).
Their convergence rates depend on <span class="emphasis"><em>x</em></span>, therefore we
need different strategies for large <span class="emphasis"><em>x</em></span> and small <span class="emphasis"><em>x</em></span>.
</p>
<p>
<span class="emphasis"><em>x &gt; v</em></span>, CF1 needs O(<span class="emphasis"><em>x</em></span>) iterations
to converge, CF2 converges rapidly
</p>
<p>
<span class="emphasis"><em>x &lt;= v</em></span>, CF1 converges rapidly, CF2 fails to converge
when <span class="emphasis"><em>x</em></span> <code class="literal">-&gt;</code> 0
</p>
<p>
When <span class="emphasis"><em>x</em></span> is large (<span class="emphasis"><em>x</em></span> &gt; 2), both
continued fractions converge (CF1 may be slow for really large <span class="emphasis"><em>x</em></span>).
J<sub>&#956;</sub>, J<sub>&#956;+1</sub>, Y<sub>&#956;</sub>, Y<sub>&#956;+1</sub> can be calculated by
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../equations/bessel13.png"></span>
</p>
<p>
where
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../equations/bessel14.png"></span>
</p>
<p>
J<sub>&#957;</sub> and Y<sub>&#956;</sub> are then calculated using backward (Miller's algorithm) and forward
recurrence respectively.
</p>
<p>
When <span class="emphasis"><em>x</em></span> is small (<span class="emphasis"><em>x</em></span> &lt;= 2),
CF2 convergence may fail (but CF1 works very well). The solution here is
Temme's series:
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../equations/bessel15.png"></span>
</p>
<p>
where
</p>
<p>
<span class="inlinemediaobject"><img src="../../../../equations/bessel16.png"></span>
</p>
<p>
g<sub>k</sub> &#8203; and h<sub>k</sub> &#8203;
are also computed by recursions (involving gamma functions), but
the formulas are a little complicated, readers are refered to N.M. Temme,
<span class="emphasis"><em>On the numerical evaluation of the ordinary Bessel function of
the second kind</em></span>, Journal of Computational Physics, vol 21, 343
(1976). Note Temme's series converge only for |&#956;| &lt;= 1/2.
</p>
<p>
As the previous case, Y<sub>&#957;</sub> &#8203; is calculated from the forward recurrence, so is
Y<sub>&#957;+1</sub>. With these two values and f<sub>&#957;</sub>, the Wronskian yields J<sub>&#957;</sub>(x) directly without
backward recurrence.
</p>
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<td align="right"><div class="copyright-footer">Copyright &#169; 2006 , 2007, 2008, 2009, 2010 John Maddock, Paul A. Bristow,
Hubert Holin, Xiaogang Zhang, Bruno Lalande, Johan R&#229;de, Gautam Sewani and
Thijs van den Berg<p>
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
</p>
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