gonum.org/v1/gonum@v0.14.0/mathext/internal/amos/amoslib/zairy.f (about) 1 SUBROUTINE ZAIRY(ZR, ZI, ID, KODE, AIR, AII, NZ, IERR) 2 C***BEGIN PROLOGUE ZAIRY 3 C***DATE WRITTEN 830501 (YYMMDD) 4 C***REVISION DATE 890801 (YYMMDD) 5 C***CATEGORY NO. B5K 6 C***KEYWORDS AIRY FUNCTION,BESSEL FUNCTIONS OF ORDER ONE THIRD 7 C***AUTHOR AMOS, DONALD E., SANDIA NATIONAL LABORATORIES 8 C***PURPOSE TO COMPUTE AIRY FUNCTIONS AI(Z) AND DAI(Z) FOR COMPLEX Z 9 C***DESCRIPTION 10 C 11 C ***A DOUBLE PRECISION ROUTINE*** 12 C ON KODE=1, ZAIRY COMPUTES THE COMPLEX AIRY FUNCTION AI(Z) OR 13 C ITS DERIVATIVE DAI(Z)/DZ ON ID=0 OR ID=1 RESPECTIVELY. ON 14 C KODE=2, A SCALING OPTION CEXP(ZTA)*AI(Z) OR CEXP(ZTA)* 15 C DAI(Z)/DZ IS PROVIDED TO REMOVE THE EXPONENTIAL DECAY IN 16 C -PI/3.LT.ARG(Z).LT.PI/3 AND THE EXPONENTIAL GROWTH IN 17 C PI/3.LT.ABS(ARG(Z)).LT.PI WHERE ZTA=(2/3)*Z*CSQRT(Z). 18 C 19 C WHILE THE AIRY FUNCTIONS AI(Z) AND DAI(Z)/DZ ARE ANALYTIC IN 20 C THE WHOLE Z PLANE, THE CORRESPONDING SCALED FUNCTIONS DEFINED 21 C FOR KODE=2 HAVE A CUT ALONG THE NEGATIVE REAL AXIS. 22 C DEFINTIONS AND NOTATION ARE FOUND IN THE NBS HANDBOOK OF 23 C MATHEMATICAL FUNCTIONS (REF. 1). 24 C 25 C INPUT ZR,ZI ARE DOUBLE PRECISION 26 C ZR,ZI - Z=CMPLX(ZR,ZI) 27 C ID - ORDER OF DERIVATIVE, ID=0 OR ID=1 28 C KODE - A PARAMETER TO INDICATE THE SCALING OPTION 29 C KODE= 1 RETURNS 30 C AI=AI(Z) ON ID=0 OR 31 C AI=DAI(Z)/DZ ON ID=1 32 C = 2 RETURNS 33 C AI=CEXP(ZTA)*AI(Z) ON ID=0 OR 34 C AI=CEXP(ZTA)*DAI(Z)/DZ ON ID=1 WHERE 35 C ZTA=(2/3)*Z*CSQRT(Z) 36 C 37 C OUTPUT AIR,AII ARE DOUBLE PRECISION 38 C AIR,AII- COMPLEX ANSWER DEPENDING ON THE CHOICES FOR ID AND 39 C KODE 40 C NZ - UNDERFLOW INDICATOR 41 C NZ= 0 , NORMAL RETURN 42 C NZ= 1 , AI=CMPLX(0.0D0,0.0D0) DUE TO UNDERFLOW IN 43 C -PI/3.LT.ARG(Z).LT.PI/3 ON KODE=1 44 C IERR - ERROR FLAG 45 C IERR=0, NORMAL RETURN - COMPUTATION COMPLETED 46 C IERR=1, INPUT ERROR - NO COMPUTATION 47 C IERR=2, OVERFLOW - NO COMPUTATION, REAL(ZTA) 48 C TOO LARGE ON KODE=1 49 C IERR=3, CABS(Z) LARGE - COMPUTATION COMPLETED 50 C LOSSES OF SIGNIFCANCE BY ARGUMENT REDUCTION 51 C PRODUCE LESS THAN HALF OF MACHINE ACCURACY 52 C IERR=4, CABS(Z) TOO LARGE - NO COMPUTATION 53 C COMPLETE LOSS OF ACCURACY BY ARGUMENT 54 C REDUCTION 55 C IERR=5, ERROR - NO COMPUTATION, 56 C ALGORITHM TERMINATION CONDITION NOT MET 57 C 58 C***LONG DESCRIPTION 59 C 60 C AI AND DAI ARE COMPUTED FOR CABS(Z).GT.1.0 FROM THE K BESSEL 61 C FUNCTIONS BY 62 C 63 C AI(Z)=C*SQRT(Z)*K(1/3,ZTA) , DAI(Z)=-C*Z*K(2/3,ZTA) 64 C C=1.0/(PI*SQRT(3.0)) 65 C ZTA=(2/3)*Z**(3/2) 66 C 67 C WITH THE POWER SERIES FOR CABS(Z).LE.1.0. 68 C 69 C IN MOST COMPLEX VARIABLE COMPUTATION, ONE MUST EVALUATE ELE- 70 C MENTARY FUNCTIONS. WHEN THE MAGNITUDE OF Z IS LARGE, LOSSES 71 C OF SIGNIFICANCE BY ARGUMENT REDUCTION OCCUR. CONSEQUENTLY, IF 72 C THE MAGNITUDE OF ZETA=(2/3)*Z**1.5 EXCEEDS U1=SQRT(0.5/UR), 73 C THEN LOSSES EXCEEDING HALF PRECISION ARE LIKELY AND AN ERROR 74 C FLAG IERR=3 IS TRIGGERED WHERE UR=DMAX1(D1MACH(4),1.0D-18) IS 75 C DOUBLE PRECISION UNIT ROUNDOFF LIMITED TO 18 DIGITS PRECISION. 76 C ALSO, IF THE MAGNITUDE OF ZETA IS LARGER THAN U2=0.5/UR, THEN 77 C ALL SIGNIFICANCE IS LOST AND IERR=4. IN ORDER TO USE THE INT 78 C FUNCTION, ZETA MUST BE FURTHER RESTRICTED NOT TO EXCEED THE 79 C LARGEST INTEGER, U3=I1MACH(9). THUS, THE MAGNITUDE OF ZETA 80 C MUST BE RESTRICTED BY MIN(U2,U3). ON 32 BIT MACHINES, U1,U2, 81 C AND U3 ARE APPROXIMATELY 2.0E+3, 4.2E+6, 2.1E+9 IN SINGLE 82 C PRECISION ARITHMETIC AND 1.3E+8, 1.8E+16, 2.1E+9 IN DOUBLE 83 C PRECISION ARITHMETIC RESPECTIVELY. THIS MAKES U2 AND U3 LIMIT- 84 C ING IN THEIR RESPECTIVE ARITHMETICS. THIS MEANS THAT THE MAG- 85 C NITUDE OF Z CANNOT EXCEED 3.1E+4 IN SINGLE AND 2.1E+6 IN 86 C DOUBLE PRECISION ARITHMETIC. THIS ALSO MEANS THAT ONE CAN 87 C EXPECT TO RETAIN, IN THE WORST CASES ON 32 BIT MACHINES, 88 C NO DIGITS IN SINGLE PRECISION AND ONLY 7 DIGITS IN DOUBLE 89 C PRECISION ARITHMETIC. SIMILAR CONSIDERATIONS HOLD FOR OTHER 90 C MACHINES. 91 C 92 C THE APPROXIMATE RELATIVE ERROR IN THE MAGNITUDE OF A COMPLEX 93 C BESSEL FUNCTION CAN BE EXPRESSED BY P*10**S WHERE P=MAX(UNIT 94 C ROUNDOFF,1.0E-18) IS THE NOMINAL PRECISION AND 10**S REPRE- 95 C SENTS THE INCREASE IN ERROR DUE TO ARGUMENT REDUCTION IN THE 96 C ELEMENTARY FUNCTIONS. HERE, S=MAX(1,ABS(LOG10(CABS(Z))), 97 C ABS(LOG10(FNU))) APPROXIMATELY (I.E. S=MAX(1,ABS(EXPONENT OF 98 C CABS(Z),ABS(EXPONENT OF FNU)) ). HOWEVER, THE PHASE ANGLE MAY 99 C HAVE ONLY ABSOLUTE ACCURACY. THIS IS MOST LIKELY TO OCCUR WHEN 100 C ONE COMPONENT (IN ABSOLUTE VALUE) IS LARGER THAN THE OTHER BY 101 C SEVERAL ORDERS OF MAGNITUDE. IF ONE COMPONENT IS 10**K LARGER 102 C THAN THE OTHER, THEN ONE CAN EXPECT ONLY MAX(ABS(LOG10(P))-K, 103 C 0) SIGNIFICANT DIGITS; OR, STATED ANOTHER WAY, WHEN K EXCEEDS 104 C THE EXPONENT OF P, NO SIGNIFICANT DIGITS REMAIN IN THE SMALLER 105 C COMPONENT. HOWEVER, THE PHASE ANGLE RETAINS ABSOLUTE ACCURACY 106 C BECAUSE, IN COMPLEX ARITHMETIC WITH PRECISION P, THE SMALLER 107 C COMPONENT WILL NOT (AS A RULE) DECREASE BELOW P TIMES THE 108 C MAGNITUDE OF THE LARGER COMPONENT. IN THESE EXTREME CASES, 109 C THE PRINCIPAL PHASE ANGLE IS ON THE ORDER OF +P, -P, PI/2-P, 110 C OR -PI/2+P. 111 C 112 C***REFERENCES HANDBOOK OF MATHEMATICAL FUNCTIONS BY M. ABRAMOWITZ 113 C AND I. A. STEGUN, NBS AMS SERIES 55, U.S. DEPT. OF 114 C COMMERCE, 1955. 115 C 116 C COMPUTATION OF BESSEL FUNCTIONS OF COMPLEX ARGUMENT 117 C AND LARGE ORDER BY D. E. AMOS, SAND83-0643, MAY, 1983 118 C 119 C A SUBROUTINE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX 120 C ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, SAND85- 121 C 1018, MAY, 1985 122 C 123 C A PORTABLE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX 124 C ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, TRANS. 125 C MATH. SOFTWARE, 1986 126 C 127 C***ROUTINES CALLED ZACAI,ZBKNU,ZEXP,ZSQRT,I1MACH,D1MACH 128 C***END PROLOGUE ZAIRY 129 C COMPLEX AI,CONE,CSQ,CY,S1,S2,TRM1,TRM2,Z,ZTA,Z3 130 DOUBLE PRECISION AA, AD, AII, AIR, AK, ALIM, ATRM, AZ, AZ3, BK, 131 * CC, CK, COEF, CONEI, CONER, CSQI, CSQR, CYI, CYR, C1, C2, DIG, 132 * DK, D1, D2, ELIM, FID, FNU, PTR, RL, R1M5, SFAC, STI, STR, 133 * S1I, S1R, S2I, S2R, TOL, TRM1I, TRM1R, TRM2I, TRM2R, TTH, ZEROI, 134 * ZEROR, ZI, ZR, ZTAI, ZTAR, Z3I, Z3R, D1MACH, ZABS, ALAZ, BB 135 INTEGER ID, IERR, IFLAG, K, KODE, K1, K2, MR, NN, NZ, I1MACH 136 DIMENSION CYR(1), CYI(1) 137 DATA TTH, C1, C2, COEF /6.66666666666666667D-01, 138 * 3.55028053887817240D-01,2.58819403792806799D-01, 139 * 1.83776298473930683D-01/ 140 DATA ZEROR, ZEROI, CONER, CONEI /0.0D0,0.0D0,1.0D0,0.0D0/ 141 C***FIRST EXECUTABLE STATEMENT ZAIRY 142 IERR = 0 143 NZ=0 144 IF (ID.LT.0 .OR. ID.GT.1) IERR=1 145 IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1 146 IF (IERR.NE.0) RETURN 147 AZ = ZABS(CMPLX(ZR,ZI,kind=KIND(1.0D0))) 148 TOL = DMAX1(D1MACH(4),1.0D-18) 149 FID = DBLE(FLOAT(ID)) 150 IF (AZ.GT.1.0D0) GO TO 70 151 C----------------------------------------------------------------------- 152 C POWER SERIES FOR CABS(Z).LE.1. 153 C----------------------------------------------------------------------- 154 S1R = CONER 155 S1I = CONEI 156 S2R = CONER 157 S2I = CONEI 158 IF (AZ.LT.TOL) GO TO 170 159 AA = AZ*AZ 160 IF (AA.LT.TOL/AZ) GO TO 40 161 TRM1R = CONER 162 TRM1I = CONEI 163 TRM2R = CONER 164 TRM2I = CONEI 165 ATRM = 1.0D0 166 STR = ZR*ZR - ZI*ZI 167 STI = ZR*ZI + ZI*ZR 168 Z3R = STR*ZR - STI*ZI 169 Z3I = STR*ZI + STI*ZR 170 AZ3 = AZ*AA 171 AK = 2.0D0 + FID 172 BK = 3.0D0 - FID - FID 173 CK = 4.0D0 - FID 174 DK = 3.0D0 + FID + FID 175 D1 = AK*DK 176 D2 = BK*CK 177 AD = DMIN1(D1,D2) 178 AK = 24.0D0 + 9.0D0*FID 179 BK = 30.0D0 - 9.0D0*FID 180 DO 30 K=1,25 181 STR = (TRM1R*Z3R-TRM1I*Z3I)/D1 182 TRM1I = (TRM1R*Z3I+TRM1I*Z3R)/D1 183 TRM1R = STR 184 S1R = S1R + TRM1R 185 S1I = S1I + TRM1I 186 STR = (TRM2R*Z3R-TRM2I*Z3I)/D2 187 TRM2I = (TRM2R*Z3I+TRM2I*Z3R)/D2 188 TRM2R = STR 189 S2R = S2R + TRM2R 190 S2I = S2I + TRM2I 191 ATRM = ATRM*AZ3/AD 192 D1 = D1 + AK 193 D2 = D2 + BK 194 AD = DMIN1(D1,D2) 195 IF (ATRM.LT.TOL*AD) GO TO 40 196 AK = AK + 18.0D0 197 BK = BK + 18.0D0 198 30 CONTINUE 199 40 CONTINUE 200 IF (ID.EQ.1) THEN 201 GO TO 50 202 END IF 203 AIR = S1R*C1 - C2*(ZR*S2R-ZI*S2I) 204 AII = S1I*C1 - C2*(ZR*S2I+ZI*S2R) 205 IF (KODE.EQ.1) RETURN 206 CALL ZSQRT(ZR, ZI, STR, STI) 207 ZTAR = TTH*(ZR*STR-ZI*STI) 208 ZTAI = TTH*(ZR*STI+ZI*STR) 209 CALL ZEXP(ZTAR, ZTAI, STR, STI) 210 PTR = AIR*STR - AII*STI 211 AII = AIR*STI + AII*STR 212 AIR = PTR 213 RETURN 214 50 CONTINUE 215 AIR = -S2R*C2 216 AII = -S2I*C2 217 IF (AZ.LE.TOL) GO TO 60 218 STR = ZR*S1R - ZI*S1I 219 STI = ZR*S1I + ZI*S1R 220 CC = C1/(1.0D0+FID) 221 AIR = AIR + CC*(STR*ZR-STI*ZI) 222 AII = AII + CC*(STR*ZI+STI*ZR) 223 60 CONTINUE 224 IF (KODE.EQ.1) RETURN 225 CALL ZSQRT(ZR, ZI, STR, STI) 226 ZTAR = TTH*(ZR*STR-ZI*STI) 227 ZTAI = TTH*(ZR*STI+ZI*STR) 228 CALL ZEXP(ZTAR, ZTAI, STR, STI) 229 PTR = STR*AIR - STI*AII 230 AII = STR*AII + STI*AIR 231 AIR = PTR 232 RETURN 233 C----------------------------------------------------------------------- 234 C CASE FOR CABS(Z).GT.1.0 235 C----------------------------------------------------------------------- 236 70 CONTINUE 237 FNU = (1.0D0+FID)/3.0D0 238 C----------------------------------------------------------------------- 239 C SET PARAMETERS RELATED TO MACHINE CONSTANTS. 240 C TOL IS THE APPROXIMATE UNIT ROUNDOFF LIMITED TO 1.0D-18. 241 C ELIM IS THE APPROXIMATE EXPONENTIAL OVER- AND UNDERFLOW LIMIT. 242 C EXP(-ELIM).LT.EXP(-ALIM)=EXP(-ELIM)/TOL AND 243 C EXP(ELIM).GT.EXP(ALIM)=EXP(ELIM)*TOL ARE INTERVALS NEAR 244 C UNDERFLOW AND OVERFLOW LIMITS WHERE SCALED ARITHMETIC IS DONE. 245 C RL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC EXPANSION FOR LARGE Z. 246 C DIG = NUMBER OF BASE 10 DIGITS IN TOL = 10**(-DIG). 247 C----------------------------------------------------------------------- 248 K1 = I1MACH(15) 249 K2 = I1MACH(16) 250 R1M5 = D1MACH(5) 251 K = MIN0(IABS(K1),IABS(K2)) 252 ELIM = 2.303D0*(DBLE(FLOAT(K))*R1M5-3.0D0) 253 K1 = I1MACH(14) - 1 254 AA = R1M5*DBLE(FLOAT(K1)) 255 DIG = DMIN1(AA,18.0D0) 256 AA = AA*2.303D0 257 ALIM = ELIM + DMAX1(-AA,-41.45D0) 258 RL = 1.2D0*DIG + 3.0D0 259 ALAZ = DLOG(AZ) 260 C-------------------------------------------------------------------------- 261 C TEST FOR PROPER RANGE 262 C----------------------------------------------------------------------- 263 AA=0.5D0/TOL 264 BB=DBLE(FLOAT(I1MACH(9)))*0.5D0 265 AA=DMIN1(AA,BB) 266 AA=AA**TTH 267 IF (AZ.GT.AA) GO TO 260 268 AA=DSQRT(AA) 269 IF (AZ.GT.AA) IERR=3 270 CALL ZSQRT(ZR, ZI, CSQR, CSQI) 271 ZTAR = TTH*(ZR*CSQR-ZI*CSQI) 272 ZTAI = TTH*(ZR*CSQI+ZI*CSQR) 273 C----------------------------------------------------------------------- 274 C RE(ZTA).LE.0 WHEN RE(Z).LT.0, ESPECIALLY WHEN IM(Z) IS SMALL 275 C----------------------------------------------------------------------- 276 IFLAG = 0 277 SFAC = 1.0D0 278 AK = ZTAI 279 IF (ZR.GE.0.0D0) GO TO 80 280 BK = ZTAR 281 CK = -DABS(BK) 282 ZTAR = CK 283 ZTAI = AK 284 80 CONTINUE 285 IF (ZI.NE.0.0D0) GO TO 90 286 IF (ZR.GT.0.0D0) GO TO 90 287 ZTAR = 0.0D0 288 ZTAI = AK 289 90 CONTINUE 290 AA = ZTAR 291 IF (AA.GE.0.0D0 .AND. ZR.GT.0.0D0) GO TO 110 292 IF (KODE.EQ.2) GO TO 100 293 C----------------------------------------------------------------------- 294 C OVERFLOW TEST 295 C----------------------------------------------------------------------- 296 IF (AA.GT.(-ALIM)) GO TO 100 297 AA = -AA + 0.25D0*ALAZ 298 IFLAG = 1 299 SFAC = TOL 300 IF (AA.GT.ELIM) GO TO 270 301 100 CONTINUE 302 C----------------------------------------------------------------------- 303 C CBKNU AND CACON RETURN EXP(ZTA)*K(FNU,ZTA) ON KODE=2 304 C----------------------------------------------------------------------- 305 MR = 1 306 IF (ZI.LT.0.0D0) MR = -1 307 CALL ZACAI(ZTAR, ZTAI, FNU, KODE, MR, 1, CYR, CYI, NN, RL, TOL, 308 * ELIM, ALIM) 309 IF (NN.LT.0) GO TO 280 310 NZ = NZ + NN 311 GO TO 130 312 110 CONTINUE 313 IF (KODE.EQ.2) GO TO 120 314 C----------------------------------------------------------------------- 315 C UNDERFLOW TEST 316 C----------------------------------------------------------------------- 317 IF (AA.LT.ALIM) GO TO 120 318 AA = -AA - 0.25D0*ALAZ 319 IFLAG = 2 320 SFAC = 1.0D0/TOL 321 IF (AA.LT.(-ELIM)) GO TO 210 322 120 CONTINUE 323 CALL ZBKNU(ZTAR, ZTAI, FNU, KODE, 1, CYR, CYI, NZ, TOL, ELIM, 324 * ALIM) 325 130 CONTINUE 326 S1R = CYR(1)*COEF 327 S1I = CYI(1)*COEF 328 IF (IFLAG.NE.0) GO TO 150 329 IF (ID.EQ.1) GO TO 140 330 AIR = CSQR*S1R - CSQI*S1I 331 AII = CSQR*S1I + CSQI*S1R 332 RETURN 333 140 CONTINUE 334 AIR = -(ZR*S1R-ZI*S1I) 335 AII = -(ZR*S1I+ZI*S1R) 336 RETURN 337 150 CONTINUE 338 S1R = S1R*SFAC 339 S1I = S1I*SFAC 340 IF (ID.EQ.1) GO TO 160 341 STR = S1R*CSQR - S1I*CSQI 342 S1I = S1R*CSQI + S1I*CSQR 343 S1R = STR 344 AIR = S1R/SFAC 345 AII = S1I/SFAC 346 RETURN 347 160 CONTINUE 348 STR = -(S1R*ZR-S1I*ZI) 349 S1I = -(S1R*ZI+S1I*ZR) 350 S1R = STR 351 AIR = S1R/SFAC 352 AII = S1I/SFAC 353 RETURN 354 170 CONTINUE 355 AA = 1.0D+3*D1MACH(1) 356 S1R = ZEROR 357 S1I = ZEROI 358 IF (ID.EQ.1) GO TO 190 359 IF (AZ.LE.AA) GO TO 180 360 S1R = C2*ZR 361 S1I = C2*ZI 362 180 CONTINUE 363 AIR = C1 - S1R 364 AII = -S1I 365 RETURN 366 190 CONTINUE 367 AIR = -C2 368 AII = 0.0D0 369 AA = DSQRT(AA) 370 IF (AZ.LE.AA) GO TO 200 371 S1R = 0.5D0*(ZR*ZR-ZI*ZI) 372 S1I = ZR*ZI 373 200 CONTINUE 374 AIR = AIR + C1*S1R 375 AII = AII + C1*S1I 376 RETURN 377 210 CONTINUE 378 NZ = 1 379 AIR = ZEROR 380 AII = ZEROI 381 RETURN 382 270 CONTINUE 383 NZ = 0 384 IERR=2 385 RETURN 386 280 CONTINUE 387 IF(NN.EQ.(-1)) GO TO 270 388 NZ=0 389 IERR=5 390 RETURN 391 260 CONTINUE 392 IERR=4 393 NZ=0 394 RETURN 395 END