Algorithm 644

Algorithm 644: A portable package for Bessel functions of a complex argument and nonnegative order. This algorithm is a package of subroutines for Computing Bessel functions Hv(1)(z), Hv(2)(z), Iv(z), Jv(z), Kv(z), Yv(z) and Airy functions Ai(z), Ai′(z), Bi(z), Bi′(z) for ordersv≥0 and complex z in −&pgr;<arg z≤&pgr;. Eight callable subroutines and their double-precision counterparts are provided. Exponential scaling and sequence generation are auxiliary options.

This software is also peer reviewed by journal TOMS.

Keywords for this software

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References in zbMATH (referenced in 52 articles , 1 standard article )

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  1. Bremer, James: An algorithm for the rapid numerical evaluation of Bessel functions of real orders and arguments (2019)
  2. Corsaro, Stefania; Kyriakou, Ioannis; Marazzina, Daniele; Marino, Zelda: A general framework for pricing Asian options under stochastic volatility on parallel architectures (2019)
  3. Bouveyron, Charles; Latouche, Pierre; Mattei, Pierre-Alexandre: Bayesian variable selection for globally sparse probabilistic PCA (2018)
  4. Beebe, Nelson H. F.: The mathematical-function computation handbook. Programming using the MathCW portable software library (2017)
  5. Dunster, T. M.; Gil, A.; Segura, J.: Computation of asymptotic expansions of turning point problems via Cauchy’s integral formula: Bessel functions (2017)
  6. Horsley, David E.: Bessel phase functions: calculation and application (2017)
  7. Jankov Maširević, Dragana: On new formulas for the cumulative distribution function of the noncentral chi-square distribution (2017)
  8. Kyriakou, Ioannis; Pouliasis, Panos K.; Papapostolou, Nikos C.: Jumps and stochastic volatility in crude oil prices and advances in average option pricing (2016)
  9. Gatto, Paolo; Hesthaven, Jan S.: Numerical approximation of the fractional Laplacian via (hp)-finite elements, with an application to image denoising (2015)
  10. Margnat, Florent: Hybrid prediction of the aerodynamic noise radiated by a rectangular cylinder at incidence (2015)
  11. Yarman, Can Evren; Flagg, Garret M.: Generalization of Padé approximation from rational functions to arbitrary analytic functions -- theory (2015)
  12. Bar-Lev, Shaul K.; Blanc, Hans; Boxma, Onno; Janssen, Guido; Perry, David: Tandem queues with impatient customers for blood screening procedures (2013)
  13. Erricolo, Danilo; Carluccio, Giuseppe: Algorithm 934, Fortran 90 subroutines to compute Mathieu functions for complex values of the parameter (2013)
  14. Shampine, L. F.: Efficient Filon method for oscillatory integrals (2013)
  15. Brambley, E. J.; Darau, M.; Rienstra, S. W.: The critical layer in linear-shear boundary layers over acoustic linings (2012)
  16. Brambley, E. J.; Davis, A. M. J.; Peake, N.: Eigenmodes of lined flow ducts with rigid splices (2012)
  17. Gil, Amparo; Segura, Javier: Computing the real zeros of cylinder functions and the roots of the equation (x\mathcalC_\nu’(x)+\gamma\mathcalC_\nu(x)=0). (2012)
  18. Veling, E. J. M.: Radial transport in a porous medium with Dirichlet, Neumann and Robin-type inhomogeneous boundary values and general initial data: analytical solution and evaluation (2012)
  19. Fang, Fang; Oosterlee, Cornelis W.: A Fourier-based valuation method for Bermudan and barrier options under Heston’s model (2011)
  20. Gil, Amparo; Segura, Javier; Temme, Nico M.: Basic methods for computing special functions (2011)

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