Exponentially scaled modified Bessel functions of order zero and one. The functions are conventionally called i0e and i1e. The exponentially scaled version is more numerically stable. The standard Bessel functions can be obtained as i0(x) = exp(|x|) i0e(x) The code is ported from Cephes and tested against SciPy.
Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.
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