On 07/10/2012 11:50 AM, Steve Kargl wrote: > On Tue, Jul 10, 2012 at 11:39:59AM -0500, Stephen Montgomery-Smith wrote: >> On 07/09/2012 12:02 AM, Steve Kargl wrote: >> >>> Yep. Another example is the use of upward recurion to compute >>> Bessel functions where the argument is larger than the order. >>> The algorithm is known to be unstable. >> >> By upward recursion, do you mean equation (1) in >> http://mathworld.wolfram.com/BesselFunction.html? > > Yes. > >> So what do people use. Maybe something like >> http://en.wikipedia.org/wiki/Bessel_function#Asymptotic_forms (second >> set of equations), but finding some asymptotics with a few extra terms >> in them? > > They use downward recursion, which is known to be stable. > NIST has revised Abramowitz and Stegun, and it is available > on line. For Bessel function computations, look at > http://dlmf.nist.gov/10.74 > and more importantly example 1 under the following link > http://dlmf.nist.gov/3.6#v These algorithms are going to be subject to the same problems as using Taylor's series to evaluate exp(x) for x>0. The computation will require several floating point operations. Even if the method is not unstable, I would think getting a ULP of about 1 is next to impossible, that is, unless one performs all the computations in a higher precision, and then rounds at the end. Whereas as a scientist, having a bessel function computed to within 10 ULP would be just fine. I am looking at the man page of j0 for FreeBSD-8.3. It says in conforms to IEEE Std 1003.1-2001. Does that specify a certain ULP? I am searching around in this document, and I am finding nothing. Whereas the IEEE-754 document seems rather rigid, but on the other hand it doesn't specifically talk about math functions other than sqrt.Received on Tue Jul 10 2012 - 16:11:39 UTC
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