Skip to content

Latest commit

 

History

History
73 lines (56 loc) · 3.09 KB

README.md

File metadata and controls

73 lines (56 loc) · 3.09 KB
Raw

Comparison of spherical Bessel function algorithms

A number of algorithms exist for computing the values of spherical Bessel functions with fixed-precision arithmetic. This repository contains implementations of these algorithms, as well as code for comparing their accuracy over a wide range of parameters. It's an extension of the work of Jabłoński (1994) to complex-valued arguments.

The ultimate objective of this work is to design a new implementation of spherical Bessel functions for SciPy.

Notation

  • Throughout, x denotes a real argument and z a complex argument.
  • j_n(z): spherical Bessel function of the first kind.
  • y_n(z): spherical Bessel function of the second kind.

Algorithms

I compare the following implementations:

  1. The current SciPy implementation, which uses the algorithms described by Zhang and Jin in Computation of Special Functions (Wiley, 1996). The algorithm uses backward recurrence for j_n(x) and j_n(z), a forward recurrence for y_n(x), and a recurrence based on the Wronskian relation between j_n(z) and y_n(z) for computing y_n(z). The algorithm for j_n(x) is reported to be unstable for moderately large values of the argument (see these issues). This problem motivates the investigation reported here.
  2. An implementation using the SciPy implementations of the Bessel functions, based on their connection to the spherical Bessel functions (DLMF 10.47.ii).
  3. An algorithm recently proposed by Liang-Wu Cai (2011).
  4. The explicit or analytical formulas in terms of trigonometric functions (DLMF 10.49).
  5. Ascending recurrence.
  6. Descending recurrence.
  7. Power series expansion about z = 0.

Accuracy tests

All of the tested algorithms are used to compute the spherical Bessel functions at a range of order and argument values, and compared to the output of a variant of algorithm 2 implemented using the mpmath arbitrary- precision arithmetic library. The goal is to identify regions of order and argument space in which each of the fixed-precision algorithms of the previous section is correct. Correctness is defined (somewhat arbitrarily, but following Jabłoński) as matching the first 10 significant figures of the exact result.

The inputs at which the algorithms are tested are those generated by reference/reference_points.py. By default, 100 logarithmically spaced points along each of 5 rays in the complex plane are used. The reference mpmath values themselves are computed by reference/reference_values.py.

Unit tests

To run the algorithms' unit tests, run nosetests in the sbf directory. These tests only check the mpmath algorithms used for computing the reference values.