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