On Tue, Jul 10, 2012 at 01:11:38PM -0500, Stephen Montgomery-Smith wrote: > 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. Downward recurion is used for n > 1. j0(x) and j1(x) are computed using two different schemes. If x <= 2, then the ascending series can be summed (this only takes somewhere around 10 terms for double). Alternately, one can use a minimax polynomial for x in [0:2]. For x > 2, the Hankel expansions are used (see 10.17.3 at http://dlmf.nist.gov/10.17). The summations are approximated by minimax polynomials. See msun/src/s_j0.c. I've tested j0f() and know that one can get less than 1 ULP over various ranges of x. I also know that when is close to a zero of j0(x), then one has ULP on the order of 1000000. > Whereas as a scientist, having a bessel function computed to within 10 > ULP would be just fine. As someone who has spent a portion of career computing Bessel functions, I am disinclined to agree with your statement. > 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 doubt that it would specify ULP for any function other than perhaps sqrt(). I don't have IEEE Std 1003.1-2001 handy, but I would guess that it simply statements the math funtion return an floating point approximation to its true value. > 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. -- SteveReceived on Tue Jul 10 2012 - 18:53:12 UTC
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