Algorithm 831

Algorithm 831: Modified Bessel functions of imaginary order and positive argument Fortran 77 programs for the computation of modified Bessel functions of purely imaginary order are presented. The codes compute the functions Kia(x), Lia(x) and their derivatives for real a and positive x; these functions are independent solutions of the differential equation x2w” + xw’ + (a2 − x2)w = 0. The code also computes exponentially scaled functions. The range of computation is (x, a) ∈ (0,1500] × [−1500, 1500] when scaled functions are considered and it is larger than (0,500] × [−400, 400] for standard IEEE double precision arithmetic. The relative accuracy is better than 10−13 in the range (0,200] × [−200, 200] and close to 10−12 in (0, 1500] × [−1500, 1500]. (Source: http://dl.acm.org/)

This software is also peer reviewed by journal TOMS.