External module "ql/math/modifiedbessel"

Index

Classes

Interfaces

Variables

c1
c2

Functions

Variables

Const c1

c1: Real[] = [-1.142022680371168e0, 6.5165112670737e-3, 3.087090173086e-4, -3.4706269649e-6,6.9437664e-9, 3.67795e-11, -1.356e-13]

Const c2

c2: Real[] = [1.843740587300905e0, -7.68528408447867e-2, 1.2719271366546e-3,-4.9717367042e-6, -3.31261198e-8, 2.423096e-10, -1.702e-13, -1.49e-15]

Functions

besselik_impl

besselik_impl(nu: Real, x: Real, compute_i: boolean): Real

- Defined in ql/math/modifiedbessel.ts:208
Parameters
- nu: Real
- x: Real
- compute_i: boolean
Returns Real

chebev

chebev(c: Real[], x: Real): Real

- Defined in ql/math/modifiedbessel.ts:192
Parameters
- c: Real[]
- x: Real
Returns Real

modifiedBesselFunction_i

modifiedBesselFunction_i(nu: Real, x: Real): Real

- Defined in ql/math/modifiedbessel.ts:21
Compute modified Bessel functions I_nv(x) and K_nv(x)

Based on series expansion outlined in e.g. http://www.mhtlab.uwaterloo.ca/courses/me755/web_chap4.pdf

The exponentially weighted versions return the function value times exp(-x) resp exp(-z)

Parameters
- nu: Real
- x: Real
Returns Real

modifiedBesselFunction_i_Press

modifiedBesselFunction_i_Press(nu: Real, x: Real): Real

- Defined in ql/math/modifiedbessel.ts:69
Parameters
- nu: Real
- x: Real
Returns Real

modifiedBesselFunction_i_exponentiallyWeighted

modifiedBesselFunction_i_exponentiallyWeighted(nu: Real, x: Real): Real

- Defined in ql/math/modifiedbessel.ts:41
Parameters
- nu: Real
- x: Real
Returns Real

modifiedBesselFunction_i_impl

modifiedBesselFunction_i_impl(w: Weight, nu: Real, x: Real): Real

- Defined in ql/math/modifiedbessel.ts:77
Parameters
- w: Weight
- nu: Real
- x: Real
Returns Real

modifiedBesselFunction_ic

modifiedBesselFunction_ic(nu: Real, z: Complex): Complex

- Defined in ql/math/modifiedbessel.ts:33
Parameters
- nu: Real
- z: Complex
Returns Complex

modifiedBesselFunction_ic_exponentiallyWeighted

modifiedBesselFunction_ic_exponentiallyWeighted(nu: Real, z: Complex): Complex

- Defined in ql/math/modifiedbessel.ts:51
Parameters
- nu: Real
- z: Complex
Returns Complex

modifiedBesselFunction_ic_impl

modifiedBesselFunction_ic_impl(w: WeightC, nu: Real, x: Complex): Complex

- Defined in ql/math/modifiedbessel.ts:125
Parameters
- w: WeightC
- nu: Real
- x: Complex
Returns Complex

modifiedBesselFunction_k

modifiedBesselFunction_k(nu: Real, x: Real): Real

- Defined in ql/math/modifiedbessel.ts:29
Parameters
- nu: Real
- x: Real
Returns Real

modifiedBesselFunction_k_Press

modifiedBesselFunction_k_Press(nu: Real, x: Real): Real

- Defined in ql/math/modifiedbessel.ts:73
Parameters
- nu: Real
- x: Real
Returns Real

modifiedBesselFunction_k_exponentiallyWeighted

modifiedBesselFunction_k_exponentiallyWeighted(nu: Real, x: Real): Real

- Defined in ql/math/modifiedbessel.ts:56
Parameters
- nu: Real
- x: Real
Returns Real

modifiedBesselFunction_k_impl

modifiedBesselFunction_k_impl(w: Weight, nu: Real, x: Real): Real

- Defined in ql/math/modifiedbessel.ts:118
Parameters
- w: Weight
- nu: Real
- x: Real
Returns Real

modifiedBesselFunction_kc

modifiedBesselFunction_kc(nu: Real, z: Complex): Complex

- Defined in ql/math/modifiedbessel.ts:37
Parameters
- nu: Real
- z: Complex
Returns Complex

modifiedBesselFunction_kc_exponentiallyWeighted

modifiedBesselFunction_kc_exponentiallyWeighted(nu: Real, z: Complex): Complex

- Defined in ql/math/modifiedbessel.ts:61
Parameters
- nu: Real
- z: Complex
Returns Complex

modifiedBesselFunction_kc_impl

modifiedBesselFunction_kc_impl(w: WeightC, nu: Real, x: Complex): Complex

- Defined in ql/math/modifiedbessel.ts:174
Parameters
- w: WeightC
- nu: Real
- x: Complex
Returns Complex