zbesj.f 12 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277
  1. *DECK ZBESJ
  2. SUBROUTINE ZBESJ (ZR, ZI, FNU, KODE, N, CYR, CYI, NZ, IERR)
  3. C***BEGIN PROLOGUE ZBESJ
  4. C***PURPOSE Compute a sequence of the Bessel functions J(a,z) for
  5. C complex argument z and real nonnegative orders a=b,b+1,
  6. C b+2,... where b>0. A scaling option is available to
  7. C help avoid overflow.
  8. C***LIBRARY SLATEC
  9. C***CATEGORY C10A4
  10. C***TYPE COMPLEX (CBESJ-C, ZBESJ-C)
  11. C***KEYWORDS BESSEL FUNCTIONS OF COMPLEX ARGUMENT,
  12. C BESSEL FUNCTIONS OF THE FIRST KIND, J BESSEL FUNCTIONS
  13. C***AUTHOR Amos, D. E., (SNL)
  14. C***DESCRIPTION
  15. C
  16. C ***A DOUBLE PRECISION ROUTINE***
  17. C On KODE=1, ZBESJ computes an N member sequence of complex
  18. C Bessel functions CY(L)=J(FNU+L-1,Z) for real nonnegative
  19. C orders FNU+L-1, L=1,...,N and complex Z in the cut plane
  20. C -pi<arg(Z)<=pi where Z=ZR+i*ZI. On KODE=2, CBESJ returns
  21. C the scaled functions
  22. C
  23. C CY(L) = exp(-abs(Y))*J(FNU+L-1,Z), L=1,...,N and Y=Im(Z)
  24. C
  25. C which remove the exponential growth in both the upper and
  26. C lower half planes as Z goes to infinity. Definitions and
  27. C notation are found in the NBS Handbook of Mathematical
  28. C Functions (Ref. 1).
  29. C
  30. C Input
  31. C ZR - DOUBLE PRECISION real part of argument Z
  32. C ZI - DOUBLE PRECISION imag part of argument Z
  33. C FNU - DOUBLE PRECISION initial order, FNU>=0
  34. C KODE - A parameter to indicate the scaling option
  35. C KODE=1 returns
  36. C CY(L)=J(FNU+L-1,Z), L=1,...,N
  37. C =2 returns
  38. C CY(L)=J(FNU+L-1,Z)*exp(-abs(Y)), L=1,...,N
  39. C where Y=Im(Z)
  40. C N - Number of terms in the sequence, N>=1
  41. C
  42. C Output
  43. C CYR - DOUBLE PRECISION real part of result vector
  44. C CYI - DOUBLE PRECISION imag part of result vector
  45. C NZ - Number of underflows set to zero
  46. C NZ=0 Normal return
  47. C NZ>0 CY(L)=0, L=N-NZ+1,...,N
  48. C IERR - Error flag
  49. C IERR=0 Normal return - COMPUTATION COMPLETED
  50. C IERR=1 Input error - NO COMPUTATION
  51. C IERR=2 Overflow - NO COMPUTATION
  52. C (Im(Z) too large on KODE=1)
  53. C IERR=3 Precision warning - COMPUTATION COMPLETED
  54. C (Result has half precision or less
  55. C because abs(Z) or FNU+N-1 is large)
  56. C IERR=4 Precision error - NO COMPUTATION
  57. C (Result has no precision because
  58. C abs(Z) or FNU+N-1 is too large)
  59. C IERR=5 Algorithmic error - NO COMPUTATION
  60. C (Termination condition not met)
  61. C
  62. C *Long Description:
  63. C
  64. C The computation is carried out by the formulae
  65. C
  66. C J(a,z) = exp( a*pi*i/2)*I(a,-i*z), Im(z)>=0
  67. C
  68. C J(a,z) = exp(-a*pi*i/2)*I(a, i*z), Im(z)<0
  69. C
  70. C where the I Bessel function is computed as described in the
  71. C prologue to CBESI.
  72. C
  73. C For negative orders, the formula
  74. C
  75. C J(-a,z) = J(a,z)*cos(a*pi) - Y(a,z)*sin(a*pi)
  76. C
  77. C can be used. However, for large orders close to integers, the
  78. C the function changes radically. When a is a large positive
  79. C integer, the magnitude of J(-a,z)=J(a,z)*cos(a*pi) is a
  80. C large negative power of ten. But when a is not an integer,
  81. C Y(a,z) dominates in magnitude with a large positive power of
  82. C ten and the most that the second term can be reduced is by
  83. C unit roundoff from the coefficient. Thus, wide changes can
  84. C occur within unit roundoff of a large integer for a. Here,
  85. C large means a>abs(z).
  86. C
  87. C In most complex variable computation, one must evaluate ele-
  88. C mentary functions. When the magnitude of Z or FNU+N-1 is
  89. C large, losses of significance by argument reduction occur.
  90. C Consequently, if either one exceeds U1=SQRT(0.5/UR), then
  91. C losses exceeding half precision are likely and an error flag
  92. C IERR=3 is triggered where UR=MAX(D1MACH(4),1.0D-18) is double
  93. C precision unit roundoff limited to 18 digits precision. Also,
  94. C if either is larger than U2=0.5/UR, then all significance is
  95. C lost and IERR=4. In order to use the INT function, arguments
  96. C must be further restricted not to exceed the largest machine
  97. C integer, U3=I1MACH(9). Thus, the magnitude of Z and FNU+N-1
  98. C is restricted by MIN(U2,U3). In IEEE arithmetic, U1,U2, and
  99. C U3 approximate 2.0E+3, 4.2E+6, 2.1E+9 in single precision
  100. C and 4.7E+7, 2.3E+15 and 2.1E+9 in double precision. This
  101. C makes U2 limiting in single precision and U3 limiting in
  102. C double precision. This means that one can expect to retain,
  103. C in the worst cases on IEEE machines, no digits in single pre-
  104. C cision and only 6 digits in double precision. Similar con-
  105. C siderations hold for other machines.
  106. C
  107. C The approximate relative error in the magnitude of a complex
  108. C Bessel function can be expressed as P*10**S where P=MAX(UNIT
  109. C ROUNDOFF,1.0E-18) is the nominal precision and 10**S repre-
  110. C sents the increase in error due to argument reduction in the
  111. C elementary functions. Here, S=MAX(1,ABS(LOG10(ABS(Z))),
  112. C ABS(LOG10(FNU))) approximately (i.e., S=MAX(1,ABS(EXPONENT OF
  113. C ABS(Z),ABS(EXPONENT OF FNU)) ). However, the phase angle may
  114. C have only absolute accuracy. This is most likely to occur
  115. C when one component (in magnitude) is larger than the other by
  116. C several orders of magnitude. If one component is 10**K larger
  117. C than the other, then one can expect only MAX(ABS(LOG10(P))-K,
  118. C 0) significant digits; or, stated another way, when K exceeds
  119. C the exponent of P, no significant digits remain in the smaller
  120. C component. However, the phase angle retains absolute accuracy
  121. C because, in complex arithmetic with precision P, the smaller
  122. C component will not (as a rule) decrease below P times the
  123. C magnitude of the larger component. In these extreme cases,
  124. C the principal phase angle is on the order of +P, -P, PI/2-P,
  125. C or -PI/2+P.
  126. C
  127. C***REFERENCES 1. M. Abramowitz and I. A. Stegun, Handbook of Mathe-
  128. C matical Functions, National Bureau of Standards
  129. C Applied Mathematics Series 55, U. S. Department
  130. C of Commerce, Tenth Printing (1972) or later.
  131. C 2. D. E. Amos, Computation of Bessel Functions of
  132. C Complex Argument, Report SAND83-0086, Sandia National
  133. C Laboratories, Albuquerque, NM, May 1983.
  134. C 3. D. E. Amos, Computation of Bessel Functions of
  135. C Complex Argument and Large Order, Report SAND83-0643,
  136. C Sandia National Laboratories, Albuquerque, NM, May
  137. C 1983.
  138. C 4. D. E. Amos, A Subroutine Package for Bessel Functions
  139. C of a Complex Argument and Nonnegative Order, Report
  140. C SAND85-1018, Sandia National Laboratory, Albuquerque,
  141. C NM, May 1985.
  142. C 5. D. E. Amos, A portable package for Bessel functions
  143. C of a complex argument and nonnegative order, ACM
  144. C Transactions on Mathematical Software, 12 (September
  145. C 1986), pp. 265-273.
  146. C
  147. C***ROUTINES CALLED D1MACH, I1MACH, ZABS, ZBINU
  148. C***REVISION HISTORY (YYMMDD)
  149. C 830501 DATE WRITTEN
  150. C 890801 REVISION DATE from Version 3.2
  151. C 910415 Prologue converted to Version 4.0 format. (BAB)
  152. C 920128 Category corrected. (WRB)
  153. C 920811 Prologue revised. (DWL)
  154. C***END PROLOGUE ZBESJ
  155. C
  156. C COMPLEX CI,CSGN,CY,Z,ZN
  157. DOUBLE PRECISION AA, ALIM, ARG, CII, CSGNI, CSGNR, CYI, CYR, DIG,
  158. * ELIM, FNU, FNUL, HPI, RL, R1M5, STR, TOL, ZI, ZNI, ZNR, ZR,
  159. * D1MACH, BB, FN, AZ, ZABS, ASCLE, RTOL, ATOL, STI
  160. INTEGER I, IERR, INU, INUH, IR, K, KODE, K1, K2, N, NL, NZ, I1MACH
  161. DIMENSION CYR(N), CYI(N)
  162. EXTERNAL ZABS
  163. DATA HPI /1.57079632679489662D0/
  164. C
  165. C***FIRST EXECUTABLE STATEMENT ZBESJ
  166. IERR = 0
  167. NZ=0
  168. IF (FNU.LT.0.0D0) IERR=1
  169. IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1
  170. IF (N.LT.1) IERR=1
  171. IF (IERR.NE.0) RETURN
  172. C-----------------------------------------------------------------------
  173. C SET PARAMETERS RELATED TO MACHINE CONSTANTS.
  174. C TOL IS THE APPROXIMATE UNIT ROUNDOFF LIMITED TO 1.0E-18.
  175. C ELIM IS THE APPROXIMATE EXPONENTIAL OVER- AND UNDERFLOW LIMIT.
  176. C EXP(-ELIM).LT.EXP(-ALIM)=EXP(-ELIM)/TOL AND
  177. C EXP(ELIM).GT.EXP(ALIM)=EXP(ELIM)*TOL ARE INTERVALS NEAR
  178. C UNDERFLOW AND OVERFLOW LIMITS WHERE SCALED ARITHMETIC IS DONE.
  179. C RL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC EXPANSION FOR LARGE Z.
  180. C DIG = NUMBER OF BASE 10 DIGITS IN TOL = 10**(-DIG).
  181. C FNUL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC SERIES FOR LARGE FNU.
  182. C-----------------------------------------------------------------------
  183. TOL = MAX(D1MACH(4),1.0D-18)
  184. K1 = I1MACH(15)
  185. K2 = I1MACH(16)
  186. R1M5 = D1MACH(5)
  187. K = MIN(ABS(K1),ABS(K2))
  188. ELIM = 2.303D0*(K*R1M5-3.0D0)
  189. K1 = I1MACH(14) - 1
  190. AA = R1M5*K1
  191. DIG = MIN(AA,18.0D0)
  192. AA = AA*2.303D0
  193. ALIM = ELIM + MAX(-AA,-41.45D0)
  194. RL = 1.2D0*DIG + 3.0D0
  195. FNUL = 10.0D0 + 6.0D0*(DIG-3.0D0)
  196. C-----------------------------------------------------------------------
  197. C TEST FOR PROPER RANGE
  198. C-----------------------------------------------------------------------
  199. AZ = ZABS(ZR,ZI)
  200. FN = FNU+(N-1)
  201. AA = 0.5D0/TOL
  202. BB = I1MACH(9)*0.5D0
  203. AA = MIN(AA,BB)
  204. IF (AZ.GT.AA) GO TO 260
  205. IF (FN.GT.AA) GO TO 260
  206. AA = SQRT(AA)
  207. IF (AZ.GT.AA) IERR=3
  208. IF (FN.GT.AA) IERR=3
  209. C-----------------------------------------------------------------------
  210. C CALCULATE CSGN=EXP(FNU*HPI*I) TO MINIMIZE LOSSES OF SIGNIFICANCE
  211. C WHEN FNU IS LARGE
  212. C-----------------------------------------------------------------------
  213. CII = 1.0D0
  214. INU = FNU
  215. INUH = INU/2
  216. IR = INU - 2*INUH
  217. ARG = (FNU-(INU-IR))*HPI
  218. CSGNR = COS(ARG)
  219. CSGNI = SIN(ARG)
  220. IF (MOD(INUH,2).EQ.0) GO TO 40
  221. CSGNR = -CSGNR
  222. CSGNI = -CSGNI
  223. 40 CONTINUE
  224. C-----------------------------------------------------------------------
  225. C ZN IS IN THE RIGHT HALF PLANE
  226. C-----------------------------------------------------------------------
  227. ZNR = ZI
  228. ZNI = -ZR
  229. IF (ZI.GE.0.0D0) GO TO 50
  230. ZNR = -ZNR
  231. ZNI = -ZNI
  232. CSGNI = -CSGNI
  233. CII = -CII
  234. 50 CONTINUE
  235. CALL ZBINU(ZNR, ZNI, FNU, KODE, N, CYR, CYI, NZ, RL, FNUL, TOL,
  236. * ELIM, ALIM)
  237. IF (NZ.LT.0) GO TO 130
  238. NL = N - NZ
  239. IF (NL.EQ.0) RETURN
  240. RTOL = 1.0D0/TOL
  241. ASCLE = D1MACH(1)*RTOL*1.0D+3
  242. DO 60 I=1,NL
  243. C STR = CYR(I)*CSGNR - CYI(I)*CSGNI
  244. C CYI(I) = CYR(I)*CSGNI + CYI(I)*CSGNR
  245. C CYR(I) = STR
  246. AA = CYR(I)
  247. BB = CYI(I)
  248. ATOL = 1.0D0
  249. IF (MAX(ABS(AA),ABS(BB)).GT.ASCLE) GO TO 55
  250. AA = AA*RTOL
  251. BB = BB*RTOL
  252. ATOL = TOL
  253. 55 CONTINUE
  254. STR = AA*CSGNR - BB*CSGNI
  255. STI = AA*CSGNI + BB*CSGNR
  256. CYR(I) = STR*ATOL
  257. CYI(I) = STI*ATOL
  258. STR = -CSGNI*CII
  259. CSGNI = CSGNR*CII
  260. CSGNR = STR
  261. 60 CONTINUE
  262. RETURN
  263. 130 CONTINUE
  264. IF(NZ.EQ.(-2)) GO TO 140
  265. NZ = 0
  266. IERR = 2
  267. RETURN
  268. 140 CONTINUE
  269. NZ=0
  270. IERR=5
  271. RETURN
  272. 260 CONTINUE
  273. NZ=0
  274. IERR=4
  275. RETURN
  276. END