Last time I had to do with such things, it was state of the art to do simple integration of the intervals defined by the zero crossings. That is in most cases relatively stable and if the integrand is approaching zero reasonable fast easy to do.
As a starting point for playing around I´ve included a bit of code. Of course you need to work on the convergence detection and error checking. This is no production code but I thought maybe it provides a starting point for you. Its using gsl.
On my iMac this code takes about 2 µs per iteration. It will not become faster by including a hardcoded table for the intervals.
I hope this is of some use for you.
#include <iostream>
#include <vector>
#include <gsl/gsl_sf_bessel.h>
#include <gsl/gsl_integration.h>
#include <gsl/gsl_sf.h>
double f (double x, void * params) {
double y = 1.0 / (1.0 + x) * gsl_sf_bessel_J0 (x);
return y;
}
int main(int argc, const char * argv[]) {
double sum = 0;
double delta = 0.00001;
int max_steps = 1000;
gsl_integration_workspace * w = gsl_integration_workspace_alloc (max_steps);
gsl_function F;
F.function = &f;
F.params = 0;
double result, error;
double a,b;
for(int n=0; n < max_steps; n++)
{
if(n==0)
{
a = 0.0;
b = gsl_sf_bessel_zero_J0(1);
}
else
{
a = n;
b = gsl_sf_bessel_zero_J0(n+1);
}
gsl_integration_qag (&F, // function
besselj0_intervals[n], // from
besselj0_intervals[n+1], // to
0, // eps absolute
1e-4,// eps relative
max_steps,
GSL_INTEG_GAUSS15,
w,
&result,
&error);
sum += result;
std::cout << n << " " << result << " " << sum << "\n";
if(abs(result) < delta)
break;
}
return 0;
}