gonum.org/v1/gonum@v0.14.0/mathext/internal/amos/amoslib/zbesj.f (about)

     1        SUBROUTINE ZBESJ(ZR, ZI, FNU, KODE, N, CYR, CYI, NZ, IERR)
     2  C***BEGIN PROLOGUE  ZBESJ
     3  C***DATE WRITTEN   830501   (YYMMDD)
     4  C***REVISION DATE  890801   (YYMMDD)
     5  C***CATEGORY NO.  B5K
     6  C***KEYWORDS  J-BESSEL FUNCTION,BESSEL FUNCTION OF COMPLEX ARGUMENT,
     7  C             BESSEL FUNCTION OF FIRST KIND
     8  C***AUTHOR  AMOS, DONALD E., SANDIA NATIONAL LABORATORIES
     9  C***PURPOSE  TO COMPUTE THE J-BESSEL FUNCTION OF A COMPLEX ARGUMENT
    10  C***DESCRIPTION
    11  C
    12  C                      ***A DOUBLE PRECISION ROUTINE***
    13  C         ON KODE=1, CBESJ COMPUTES AN N MEMBER  SEQUENCE OF COMPLEX
    14  C         BESSEL FUNCTIONS CY(I)=J(FNU+I-1,Z) FOR REAL, NONNEGATIVE
    15  C         ORDERS FNU+I-1, I=1,...,N AND COMPLEX Z IN THE CUT PLANE
    16  C         -PI.LT.ARG(Z).LE.PI. ON KODE=2, CBESJ RETURNS THE SCALED
    17  C         FUNCTIONS
    18  C
    19  C         CY(I)=EXP(-ABS(Y))*J(FNU+I-1,Z)   I = 1,...,N , Y=AIMAG(Z)
    20  C
    21  C         WHICH REMOVE THE EXPONENTIAL GROWTH IN BOTH THE UPPER AND
    22  C         LOWER HALF PLANES FOR Z TO INFINITY. DEFINITIONS AND NOTATION
    23  C         ARE FOUND IN THE NBS HANDBOOK OF MATHEMATICAL FUNCTIONS
    24  C         (REF. 1).
    25  C
    26  C         INPUT      ZR,ZI,FNU ARE DOUBLE PRECISION
    27  C           ZR,ZI  - Z=CMPLX(ZR,ZI),  -PI.LT.ARG(Z).LE.PI
    28  C           FNU    - ORDER OF INITIAL J FUNCTION, FNU.GE.0.0D0
    29  C           KODE   - A PARAMETER TO INDICATE THE SCALING OPTION
    30  C                    KODE= 1  RETURNS
    31  C                             CY(I)=J(FNU+I-1,Z), I=1,...,N
    32  C                        = 2  RETURNS
    33  C                             CY(I)=J(FNU+I-1,Z)EXP(-ABS(Y)), I=1,...,N
    34  C           N      - NUMBER OF MEMBERS OF THE SEQUENCE, N.GE.1
    35  C
    36  C         OUTPUT     CYR,CYI ARE DOUBLE PRECISION
    37  C           CYR,CYI- DOUBLE PRECISION VECTORS WHOSE FIRST N COMPONENTS
    38  C                    CONTAIN REAL AND IMAGINARY PARTS FOR THE SEQUENCE
    39  C                    CY(I)=J(FNU+I-1,Z)  OR
    40  C                    CY(I)=J(FNU+I-1,Z)EXP(-ABS(Y))  I=1,...,N
    41  C                    DEPENDING ON KODE, Y=AIMAG(Z).
    42  C           NZ     - NUMBER OF COMPONENTS SET TO ZERO DUE TO UNDERFLOW,
    43  C                    NZ= 0   , NORMAL RETURN
    44  C                    NZ.GT.0 , LAST NZ COMPONENTS OF CY SET  ZERO DUE
    45  C                              TO UNDERFLOW, CY(I)=CMPLX(0.0D0,0.0D0),
    46  C                              I = N-NZ+1,...,N
    47  C           IERR   - ERROR FLAG
    48  C                    IERR=0, NORMAL RETURN - COMPUTATION COMPLETED
    49  C                    IERR=1, INPUT ERROR   - NO COMPUTATION
    50  C                    IERR=2, OVERFLOW      - NO COMPUTATION, AIMAG(Z)
    51  C                            TOO LARGE ON KODE=1
    52  C                    IERR=3, CABS(Z) OR FNU+N-1 LARGE - COMPUTATION DONE
    53  C                            BUT LOSSES OF SIGNIFCANCE BY ARGUMENT
    54  C                            REDUCTION PRODUCE LESS THAN HALF OF MACHINE
    55  C                            ACCURACY
    56  C                    IERR=4, CABS(Z) OR FNU+N-1 TOO LARGE - NO COMPUTA-
    57  C                            TION BECAUSE OF COMPLETE LOSSES OF SIGNIFI-
    58  C                            CANCE BY ARGUMENT REDUCTION
    59  C                    IERR=5, ERROR              - NO COMPUTATION,
    60  C                            ALGORITHM TERMINATION CONDITION NOT MET
    61  C
    62  C***LONG DESCRIPTION
    63  C
    64  C         THE COMPUTATION IS CARRIED OUT BY THE FORMULA
    65  C
    66  C         J(FNU,Z)=EXP( FNU*PI*I/2)*I(FNU,-I*Z)    AIMAG(Z).GE.0.0
    67  C
    68  C         J(FNU,Z)=EXP(-FNU*PI*I/2)*I(FNU, I*Z)    AIMAG(Z).LT.0.0
    69  C
    70  C         WHERE I**2 = -1 AND I(FNU,Z) IS THE I BESSEL FUNCTION.
    71  C
    72  C         FOR NEGATIVE ORDERS,THE FORMULA
    73  C
    74  C              J(-FNU,Z) = J(FNU,Z)*COS(PI*FNU) - Y(FNU,Z)*SIN(PI*FNU)
    75  C
    76  C         CAN BE USED. HOWEVER,FOR LARGE ORDERS CLOSE TO INTEGERS, THE
    77  C         THE FUNCTION CHANGES RADICALLY. WHEN FNU IS A LARGE POSITIVE
    78  C         INTEGER,THE MAGNITUDE OF J(-FNU,Z)=J(FNU,Z)*COS(PI*FNU) IS A
    79  C         LARGE NEGATIVE POWER OF TEN. BUT WHEN FNU IS NOT AN INTEGER,
    80  C         Y(FNU,Z) DOMINATES IN MAGNITUDE WITH A LARGE POSITIVE POWER OF
    81  C         TEN AND THE MOST THAT THE SECOND TERM CAN BE REDUCED IS BY
    82  C         UNIT ROUNDOFF FROM THE COEFFICIENT. THUS, WIDE CHANGES CAN
    83  C         OCCUR WITHIN UNIT ROUNDOFF OF A LARGE INTEGER FOR FNU. HERE,
    84  C         LARGE MEANS FNU.GT.CABS(Z).
    85  C
    86  C         IN MOST COMPLEX VARIABLE COMPUTATION, ONE MUST EVALUATE ELE-
    87  C         MENTARY FUNCTIONS. WHEN THE MAGNITUDE OF Z OR FNU+N-1 IS
    88  C         LARGE, LOSSES OF SIGNIFICANCE BY ARGUMENT REDUCTION OCCUR.
    89  C         CONSEQUENTLY, IF EITHER ONE EXCEEDS U1=SQRT(0.5/UR), THEN
    90  C         LOSSES EXCEEDING HALF PRECISION ARE LIKELY AND AN ERROR FLAG
    91  C         IERR=3 IS TRIGGERED WHERE UR=DMAX1(D1MACH(4),1.0D-18) IS
    92  C         DOUBLE PRECISION UNIT ROUNDOFF LIMITED TO 18 DIGITS PRECISION.
    93  C         IF EITHER IS LARGER THAN U2=0.5/UR, THEN ALL SIGNIFICANCE IS
    94  C         LOST AND IERR=4. IN ORDER TO USE THE INT FUNCTION, ARGUMENTS
    95  C         MUST BE FURTHER RESTRICTED NOT TO EXCEED THE LARGEST MACHINE
    96  C         INTEGER, U3=I1MACH(9). THUS, THE MAGNITUDE OF Z AND FNU+N-1 IS
    97  C         RESTRICTED BY MIN(U2,U3). ON 32 BIT MACHINES, U1,U2, AND U3
    98  C         ARE APPROXIMATELY 2.0E+3, 4.2E+6, 2.1E+9 IN SINGLE PRECISION
    99  C         ARITHMETIC AND 1.3E+8, 1.8E+16, 2.1E+9 IN DOUBLE PRECISION
   100  C         ARITHMETIC RESPECTIVELY. THIS MAKES U2 AND U3 LIMITING IN
   101  C         THEIR RESPECTIVE ARITHMETICS. THIS MEANS THAT ONE CAN EXPECT
   102  C         TO RETAIN, IN THE WORST CASES ON 32 BIT MACHINES, NO DIGITS
   103  C         IN SINGLE AND ONLY 7 DIGITS IN DOUBLE PRECISION ARITHMETIC.
   104  C         SIMILAR CONSIDERATIONS HOLD FOR OTHER MACHINES.
   105  C
   106  C         THE APPROXIMATE RELATIVE ERROR IN THE MAGNITUDE OF A COMPLEX
   107  C         BESSEL FUNCTION CAN BE EXPRESSED BY P*10**S WHERE P=MAX(UNIT
   108  C         ROUNDOFF,1.0E-18) IS THE NOMINAL PRECISION AND 10**S REPRE-
   109  C         SENTS THE INCREASE IN ERROR DUE TO ARGUMENT REDUCTION IN THE
   110  C         ELEMENTARY FUNCTIONS. HERE, S=MAX(1,ABS(LOG10(CABS(Z))),
   111  C         ABS(LOG10(FNU))) APPROXIMATELY (I.E. S=MAX(1,ABS(EXPONENT OF
   112  C         CABS(Z),ABS(EXPONENT OF FNU)) ). HOWEVER, THE PHASE ANGLE MAY
   113  C         HAVE ONLY ABSOLUTE ACCURACY. THIS IS MOST LIKELY TO OCCUR WHEN
   114  C         ONE COMPONENT (IN ABSOLUTE VALUE) IS LARGER THAN THE OTHER BY
   115  C         SEVERAL ORDERS OF MAGNITUDE. IF ONE COMPONENT IS 10**K LARGER
   116  C         THAN THE OTHER, THEN ONE CAN EXPECT ONLY MAX(ABS(LOG10(P))-K,
   117  C         0) SIGNIFICANT DIGITS; OR, STATED ANOTHER WAY, WHEN K EXCEEDS
   118  C         THE EXPONENT OF P, NO SIGNIFICANT DIGITS REMAIN IN THE SMALLER
   119  C         COMPONENT. HOWEVER, THE PHASE ANGLE RETAINS ABSOLUTE ACCURACY
   120  C         BECAUSE, IN COMPLEX ARITHMETIC WITH PRECISION P, THE SMALLER
   121  C         COMPONENT WILL NOT (AS A RULE) DECREASE BELOW P TIMES THE
   122  C         MAGNITUDE OF THE LARGER COMPONENT. IN THESE EXTREME CASES,
   123  C         THE PRINCIPAL PHASE ANGLE IS ON THE ORDER OF +P, -P, PI/2-P,
   124  C         OR -PI/2+P.
   125  C
   126  C***REFERENCES  HANDBOOK OF MATHEMATICAL FUNCTIONS BY M. ABRAMOWITZ
   127  C                 AND I. A. STEGUN, NBS AMS SERIES 55, U.S. DEPT. OF
   128  C                 COMMERCE, 1955.
   129  C
   130  C               COMPUTATION OF BESSEL FUNCTIONS OF COMPLEX ARGUMENT
   131  C                 BY D. E. AMOS, SAND83-0083, MAY, 1983.
   132  C
   133  C               COMPUTATION OF BESSEL FUNCTIONS OF COMPLEX ARGUMENT
   134  C                 AND LARGE ORDER BY D. E. AMOS, SAND83-0643, MAY, 1983
   135  C
   136  C               A SUBROUTINE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX
   137  C                 ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, SAND85-
   138  C                 1018, MAY, 1985
   139  C
   140  C               A PORTABLE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX
   141  C                 ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, TRANS.
   142  C                 MATH. SOFTWARE, 1986
   143  C
   144  C***ROUTINES CALLED  ZBINU,I1MACH,D1MACH
   145  C***END PROLOGUE  ZBESJ
   146  C
   147  C     COMPLEX CI,CSGN,CY,Z,ZN
   148        DOUBLE PRECISION AA, ALIM, ARG, CII, CSGNI, CSGNR, CYI, CYR, DIG,
   149       * ELIM, FNU, FNUL, HPI, RL, R1M5, STR, TOL, ZI, ZNI, ZNR, ZR,
   150       * D1MACH, BB, FN, AZ, ZABS, ASCLE, RTOL, ATOL, STI
   151        INTEGER I, IERR, INU, INUH, IR, K, KODE, K1, K2, N, NL, NZ, I1MACH
   152        DIMENSION CYR(N), CYI(N)
   153        DATA HPI /1.57079632679489662D0/
   154  C
   155  C***FIRST EXECUTABLE STATEMENT  ZBESJ
   156        IERR = 0
   157        NZ=0
   158        IF (FNU.LT.0.0D0) IERR=1
   159        IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1
   160        IF (N.LT.1) IERR=1
   161        IF (IERR.NE.0) RETURN
   162  C-----------------------------------------------------------------------
   163  C     SET PARAMETERS RELATED TO MACHINE CONSTANTS.
   164  C     TOL IS THE APPROXIMATE UNIT ROUNDOFF LIMITED TO 1.0E-18.
   165  C     ELIM IS THE APPROXIMATE EXPONENTIAL OVER- AND UNDERFLOW LIMIT.
   166  C     EXP(-ELIM).LT.EXP(-ALIM)=EXP(-ELIM)/TOL    AND
   167  C     EXP(ELIM).GT.EXP(ALIM)=EXP(ELIM)*TOL       ARE INTERVALS NEAR
   168  C     UNDERFLOW AND OVERFLOW LIMITS WHERE SCALED ARITHMETIC IS DONE.
   169  C     RL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC EXPANSION FOR LARGE Z.
   170  C     DIG = NUMBER OF BASE 10 DIGITS IN TOL = 10**(-DIG).
   171  C     FNUL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC SERIES FOR LARGE FNU.
   172  C-----------------------------------------------------------------------
   173        TOL = DMAX1(D1MACH(4),1.0D-18)
   174        K1 = I1MACH(15)
   175        K2 = I1MACH(16)
   176        R1M5 = D1MACH(5)
   177        K = MIN0(IABS(K1),IABS(K2))
   178        ELIM = 2.303D0*(DBLE(FLOAT(K))*R1M5-3.0D0)
   179        K1 = I1MACH(14) - 1
   180        AA = R1M5*DBLE(FLOAT(K1))
   181        DIG = DMIN1(AA,18.0D0)
   182        AA = AA*2.303D0
   183        ALIM = ELIM + DMAX1(-AA,-41.45D0)
   184        RL = 1.2D0*DIG + 3.0D0
   185        FNUL = 10.0D0 + 6.0D0*(DIG-3.0D0)
   186  C-----------------------------------------------------------------------
   187  C     TEST FOR PROPER RANGE
   188  C-----------------------------------------------------------------------
   189        AZ = ZABS(CMPLX(ZR,ZI,kind=KIND(1.0D0)))
   190        FN = FNU+DBLE(FLOAT(N-1))
   191        AA = 0.5D0/TOL
   192        BB=DBLE(FLOAT(I1MACH(9)))*0.5D0
   193        AA = DMIN1(AA,BB)
   194        IF (AZ.GT.AA) GO TO 260
   195        IF (FN.GT.AA) GO TO 260
   196        AA = DSQRT(AA)
   197        IF (AZ.GT.AA) IERR=3
   198        IF (FN.GT.AA) IERR=3
   199  C-----------------------------------------------------------------------
   200  C     CALCULATE CSGN=EXP(FNU*HPI*I) TO MINIMIZE LOSSES OF SIGNIFICANCE
   201  C     WHEN FNU IS LARGE
   202  C-----------------------------------------------------------------------
   203        CII = 1.0D0
   204        INU = INT(SNGL(FNU))
   205        INUH = INU/2
   206        IR = INU - 2*INUH
   207        ARG = (FNU-DBLE(FLOAT(INU-IR)))*HPI
   208        CSGNR = DCOS(ARG)
   209        CSGNI = DSIN(ARG)
   210        IF (MOD(INUH,2).EQ.0) GO TO 40
   211        CSGNR = -CSGNR
   212        CSGNI = -CSGNI
   213     40 CONTINUE
   214  C-----------------------------------------------------------------------
   215  C     ZN IS IN THE RIGHT HALF PLANE
   216  C-----------------------------------------------------------------------
   217        ZNR = ZI
   218        ZNI = -ZR
   219        IF (ZI.GE.0.0D0) GO TO 50
   220        ZNR = -ZNR
   221        ZNI = -ZNI
   222        CSGNI = -CSGNI
   223        CII = -CII
   224     50 CONTINUE
   225        CALL ZBINU(ZNR, ZNI, FNU, KODE, N, CYR, CYI, NZ, RL, FNUL, TOL,
   226       * ELIM, ALIM)
   227        IF (NZ.LT.0) GO TO 130
   228        NL = N - NZ
   229        IF (NL.EQ.0) RETURN
   230        RTOL = 1.0D0/TOL
   231        ASCLE = D1MACH(1)*RTOL*1.0D+3
   232        DO 60 I=1,NL
   233  C       STR = CYR(I)*CSGNR - CYI(I)*CSGNI
   234  C       CYI(I) = CYR(I)*CSGNI + CYI(I)*CSGNR
   235  C       CYR(I) = STR
   236          AA = CYR(I)
   237          BB = CYI(I)
   238          ATOL = 1.0D0
   239          IF (DMAX1(DABS(AA),DABS(BB)).GT.ASCLE) GO TO 55
   240            AA = AA*RTOL
   241            BB = BB*RTOL
   242            ATOL = TOL
   243     55   CONTINUE
   244          STR = AA*CSGNR - BB*CSGNI
   245          STI = AA*CSGNI + BB*CSGNR
   246          CYR(I) = STR*ATOL
   247          CYI(I) = STI*ATOL
   248          STR = -CSGNI*CII
   249          CSGNI = CSGNR*CII
   250          CSGNR = STR
   251     60 CONTINUE
   252        RETURN
   253    130 CONTINUE
   254        IF(NZ.EQ.(-2)) GO TO 140
   255        NZ = 0
   256        IERR = 2
   257        RETURN
   258    140 CONTINUE
   259        NZ=0
   260        IERR=5
   261        RETURN
   262    260 CONTINUE
   263        NZ=0
   264        IERR=4
   265        RETURN
   266        END