A recursive algorithm for an efficient and accurate computation of incomplete Bessel functions
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In a previous work, we developed an algorithm for the computation of incomplete Bessel functions, which pose as a numerical challenge, based on the G_n^(1) transformation and Slevinsky-Safouhi formula for differentiation. In the present contribution, we improve this existing algorithm for incomplete Bessel functions by developing a recurrence relation for the numerator sequence and the denominator sequence whose ratio forms the sequence of approximations. By finding this recurrence relation, we reduce the complexity from O(n^4) to O(n). We plot relative error showing that the algorithm is capable of extremely high accuracy for incomplete Bessel functions.
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