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Bounds and algorithms for the K-Bessel function of imaginary order

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)78-108
Number of pages31
JournalLMS Journal of Computation and Mathematics
Early online date10 Apr 2013
DateAccepted/In press - 2 Oct 2012
DateE-pub ahead of print - 10 Apr 2013
DatePublished (current) - 2013


Using the paths of steepest descent, we prove precise bounds with numerical implied constants for the modified Bessel function of imaginary order and its first two derivatives with respect to the order. We also prove precise asymptotic bounds on more general (mixed) derivatives without working out numerical implied constants. Moreover, we present an absolutely and rapidly convergent series for the computation of and its derivatives, as well as a formula based on Fourier interpolation for computing with many values of . Finally, we have implemented a subset of these features in a software library for fast and rigorous computation of .

    Research areas

  • Bessel function

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