On the computation of Macdonald functions by numerical quadrature

The use of Gaussian quadrature formulae is explored for the computation of the Macdonald function Kν(x) = ∫ ∞ 0 e cosh t cosh νt dt when x > 0 and ν is complex, ν = α+ iβ. It is shown that Gaussian quadrature with weight function w(t) = exp(−et) on [0,∞] is a viable approach, unless x is small and/or β large, but in combination with Gauss–Legendre quadrature, even in these latter cases.