The Bessel function(s) are pretty difficult to calculate and generally have to be calculated numerically via any of several methods. Looking at the numbers you posted, I'd say that Jmat is probably using a different algorithm and/or precision level than the others. My hunch would be that it's using a series expansion, while the other software is using one of the more clever algorithms.

PS: In Mathematica, you should probably use "N[..., 20]" instead of "SetPrecision". It not quite the same and using SetPrecision can cause odd effects if you're not careful, like accidentally triggering numerical evaluation too early.