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- *DECK ZBESJ
- SUBROUTINE ZBESJ (ZR, ZI, FNU, KODE, N, CYR, CYI, NZ, IERR)
- C***BEGIN PROLOGUE ZBESJ
- C***PURPOSE Compute a sequence of the Bessel functions J(a,z) for
- C complex argument z and real nonnegative orders a=b,b+1,
- C b+2,... where b>0. A scaling option is available to
- C help avoid overflow.
- C***LIBRARY SLATEC
- C***CATEGORY C10A4
- C***TYPE COMPLEX (CBESJ-C, ZBESJ-C)
- C***KEYWORDS BESSEL FUNCTIONS OF COMPLEX ARGUMENT,
- C BESSEL FUNCTIONS OF THE FIRST KIND, J BESSEL FUNCTIONS
- C***AUTHOR Amos, D. E., (SNL)
- C***DESCRIPTION
- C
- C ***A DOUBLE PRECISION ROUTINE***
- C On KODE=1, ZBESJ computes an N member sequence of complex
- C Bessel functions CY(L)=J(FNU+L-1,Z) for real nonnegative
- C orders FNU+L-1, L=1,...,N and complex Z in the cut plane
- C -pi<arg(Z)<=pi where Z=ZR+i*ZI. On KODE=2, CBESJ returns
- C the scaled functions
- C
- C CY(L) = exp(-abs(Y))*J(FNU+L-1,Z), L=1,...,N and Y=Im(Z)
- C
- C which remove the exponential growth in both the upper and
- C lower half planes as Z goes to infinity. Definitions and
- C notation are found in the NBS Handbook of Mathematical
- C Functions (Ref. 1).
- C
- C Input
- C ZR - DOUBLE PRECISION real part of argument Z
- C ZI - DOUBLE PRECISION imag part of argument Z
- C FNU - DOUBLE PRECISION initial order, FNU>=0
- C KODE - A parameter to indicate the scaling option
- C KODE=1 returns
- C CY(L)=J(FNU+L-1,Z), L=1,...,N
- C =2 returns
- C CY(L)=J(FNU+L-1,Z)*exp(-abs(Y)), L=1,...,N
- C where Y=Im(Z)
- C N - Number of terms in the sequence, N>=1
- C
- C Output
- C CYR - DOUBLE PRECISION real part of result vector
- C CYI - DOUBLE PRECISION imag part of result vector
- C NZ - Number of underflows set to zero
- C NZ=0 Normal return
- C NZ>0 CY(L)=0, L=N-NZ+1,...,N
- C IERR - Error flag
- C IERR=0 Normal return - COMPUTATION COMPLETED
- C IERR=1 Input error - NO COMPUTATION
- C IERR=2 Overflow - NO COMPUTATION
- C (Im(Z) too large on KODE=1)
- C IERR=3 Precision warning - COMPUTATION COMPLETED
- C (Result has half precision or less
- C because abs(Z) or FNU+N-1 is large)
- C IERR=4 Precision error - NO COMPUTATION
- C (Result has no precision because
- C abs(Z) or FNU+N-1 is too large)
- C IERR=5 Algorithmic error - NO COMPUTATION
- C (Termination condition not met)
- C
- C *Long Description:
- C
- C The computation is carried out by the formulae
- C
- C J(a,z) = exp( a*pi*i/2)*I(a,-i*z), Im(z)>=0
- C
- C J(a,z) = exp(-a*pi*i/2)*I(a, i*z), Im(z)<0
- C
- C where the I Bessel function is computed as described in the
- C prologue to CBESI.
- C
- C For negative orders, the formula
- C
- C J(-a,z) = J(a,z)*cos(a*pi) - Y(a,z)*sin(a*pi)
- C
- C can be used. However, for large orders close to integers, the
- C the function changes radically. When a is a large positive
- C integer, the magnitude of J(-a,z)=J(a,z)*cos(a*pi) is a
- C large negative power of ten. But when a is not an integer,
- C Y(a,z) dominates in magnitude with a large positive power of
- C ten and the most that the second term can be reduced is by
- C unit roundoff from the coefficient. Thus, wide changes can
- C occur within unit roundoff of a large integer for a. Here,
- C large means a>abs(z).
- C
- C In most complex variable computation, one must evaluate ele-
- C mentary functions. When the magnitude of Z or FNU+N-1 is
- C large, losses of significance by argument reduction occur.
- C Consequently, if either one exceeds U1=SQRT(0.5/UR), then
- C losses exceeding half precision are likely and an error flag
- C IERR=3 is triggered where UR=MAX(D1MACH(4),1.0D-18) is double
- C precision unit roundoff limited to 18 digits precision. Also,
- C if either is larger than U2=0.5/UR, then all significance is
- C lost and IERR=4. In order to use the INT function, arguments
- C must be further restricted not to exceed the largest machine
- C integer, U3=I1MACH(9). Thus, the magnitude of Z and FNU+N-1
- C is restricted by MIN(U2,U3). In IEEE arithmetic, U1,U2, and
- C U3 approximate 2.0E+3, 4.2E+6, 2.1E+9 in single precision
- C and 4.7E+7, 2.3E+15 and 2.1E+9 in double precision. This
- C makes U2 limiting in single precision and U3 limiting in
- C double precision. This means that one can expect to retain,
- C in the worst cases on IEEE machines, no digits in single pre-
- C cision and only 6 digits in double precision. Similar con-
- C siderations hold for other machines.
- C
- C The approximate relative error in the magnitude of a complex
- C Bessel function can be expressed as P*10**S where P=MAX(UNIT
- C ROUNDOFF,1.0E-18) is the nominal precision and 10**S repre-
- C sents the increase in error due to argument reduction in the
- C elementary functions. Here, S=MAX(1,ABS(LOG10(ABS(Z))),
- C ABS(LOG10(FNU))) approximately (i.e., S=MAX(1,ABS(EXPONENT OF
- C ABS(Z),ABS(EXPONENT OF FNU)) ). However, the phase angle may
- C have only absolute accuracy. This is most likely to occur
- C when one component (in magnitude) is larger than the other by
- C several orders of magnitude. If one component is 10**K larger
- C than the other, then one can expect only MAX(ABS(LOG10(P))-K,
- C 0) significant digits; or, stated another way, when K exceeds
- C the exponent of P, no significant digits remain in the smaller
- C component. However, the phase angle retains absolute accuracy
- C because, in complex arithmetic with precision P, the smaller
- C component will not (as a rule) decrease below P times the
- C magnitude of the larger component. In these extreme cases,
- C the principal phase angle is on the order of +P, -P, PI/2-P,
- C or -PI/2+P.
- C
- C***REFERENCES 1. M. Abramowitz and I. A. Stegun, Handbook of Mathe-
- C matical Functions, National Bureau of Standards
- C Applied Mathematics Series 55, U. S. Department
- C of Commerce, Tenth Printing (1972) or later.
- C 2. D. E. Amos, Computation of Bessel Functions of
- C Complex Argument, Report SAND83-0086, Sandia National
- C Laboratories, Albuquerque, NM, May 1983.
- C 3. D. E. Amos, Computation of Bessel Functions of
- C Complex Argument and Large Order, Report SAND83-0643,
- C Sandia National Laboratories, Albuquerque, NM, May
- C 1983.
- C 4. D. E. Amos, A Subroutine Package for Bessel Functions
- C of a Complex Argument and Nonnegative Order, Report
- C SAND85-1018, Sandia National Laboratory, Albuquerque,
- C NM, May 1985.
- C 5. D. E. Amos, A portable package for Bessel functions
- C of a complex argument and nonnegative order, ACM
- C Transactions on Mathematical Software, 12 (September
- C 1986), pp. 265-273.
- C
- C***ROUTINES CALLED D1MACH, I1MACH, ZABS, ZBINU
- C***REVISION HISTORY (YYMMDD)
- C 830501 DATE WRITTEN
- C 890801 REVISION DATE from Version 3.2
- C 910415 Prologue converted to Version 4.0 format. (BAB)
- C 920128 Category corrected. (WRB)
- C 920811 Prologue revised. (DWL)
- C***END PROLOGUE ZBESJ
- C
- C COMPLEX CI,CSGN,CY,Z,ZN
- DOUBLE PRECISION AA, ALIM, ARG, CII, CSGNI, CSGNR, CYI, CYR, DIG,
- * ELIM, FNU, FNUL, HPI, RL, R1M5, STR, TOL, ZI, ZNI, ZNR, ZR,
- * D1MACH, BB, FN, AZ, ZABS, ASCLE, RTOL, ATOL, STI
- INTEGER I, IERR, INU, INUH, IR, K, KODE, K1, K2, N, NL, NZ, I1MACH
- DIMENSION CYR(N), CYI(N)
- EXTERNAL ZABS
- DATA HPI /1.57079632679489662D0/
- C
- C***FIRST EXECUTABLE STATEMENT ZBESJ
- IERR = 0
- NZ=0
- IF (FNU.LT.0.0D0) IERR=1
- IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1
- IF (N.LT.1) IERR=1
- IF (IERR.NE.0) RETURN
- C-----------------------------------------------------------------------
- C SET PARAMETERS RELATED TO MACHINE CONSTANTS.
- C TOL IS THE APPROXIMATE UNIT ROUNDOFF LIMITED TO 1.0E-18.
- C ELIM IS THE APPROXIMATE EXPONENTIAL OVER- AND UNDERFLOW LIMIT.
- C EXP(-ELIM).LT.EXP(-ALIM)=EXP(-ELIM)/TOL AND
- C EXP(ELIM).GT.EXP(ALIM)=EXP(ELIM)*TOL ARE INTERVALS NEAR
- C UNDERFLOW AND OVERFLOW LIMITS WHERE SCALED ARITHMETIC IS DONE.
- C RL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC EXPANSION FOR LARGE Z.
- C DIG = NUMBER OF BASE 10 DIGITS IN TOL = 10**(-DIG).
- C FNUL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC SERIES FOR LARGE FNU.
- C-----------------------------------------------------------------------
- TOL = MAX(D1MACH(4),1.0D-18)
- K1 = I1MACH(15)
- K2 = I1MACH(16)
- R1M5 = D1MACH(5)
- K = MIN(ABS(K1),ABS(K2))
- ELIM = 2.303D0*(K*R1M5-3.0D0)
- K1 = I1MACH(14) - 1
- AA = R1M5*K1
- DIG = MIN(AA,18.0D0)
- AA = AA*2.303D0
- ALIM = ELIM + MAX(-AA,-41.45D0)
- RL = 1.2D0*DIG + 3.0D0
- FNUL = 10.0D0 + 6.0D0*(DIG-3.0D0)
- C-----------------------------------------------------------------------
- C TEST FOR PROPER RANGE
- C-----------------------------------------------------------------------
- AZ = ZABS(ZR,ZI)
- FN = FNU+(N-1)
- AA = 0.5D0/TOL
- BB = I1MACH(9)*0.5D0
- AA = MIN(AA,BB)
- IF (AZ.GT.AA) GO TO 260
- IF (FN.GT.AA) GO TO 260
- AA = SQRT(AA)
- IF (AZ.GT.AA) IERR=3
- IF (FN.GT.AA) IERR=3
- C-----------------------------------------------------------------------
- C CALCULATE CSGN=EXP(FNU*HPI*I) TO MINIMIZE LOSSES OF SIGNIFICANCE
- C WHEN FNU IS LARGE
- C-----------------------------------------------------------------------
- CII = 1.0D0
- INU = FNU
- INUH = INU/2
- IR = INU - 2*INUH
- ARG = (FNU-(INU-IR))*HPI
- CSGNR = COS(ARG)
- CSGNI = SIN(ARG)
- IF (MOD(INUH,2).EQ.0) GO TO 40
- CSGNR = -CSGNR
- CSGNI = -CSGNI
- 40 CONTINUE
- C-----------------------------------------------------------------------
- C ZN IS IN THE RIGHT HALF PLANE
- C-----------------------------------------------------------------------
- ZNR = ZI
- ZNI = -ZR
- IF (ZI.GE.0.0D0) GO TO 50
- ZNR = -ZNR
- ZNI = -ZNI
- CSGNI = -CSGNI
- CII = -CII
- 50 CONTINUE
- CALL ZBINU(ZNR, ZNI, FNU, KODE, N, CYR, CYI, NZ, RL, FNUL, TOL,
- * ELIM, ALIM)
- IF (NZ.LT.0) GO TO 130
- NL = N - NZ
- IF (NL.EQ.0) RETURN
- RTOL = 1.0D0/TOL
- ASCLE = D1MACH(1)*RTOL*1.0D+3
- DO 60 I=1,NL
- C STR = CYR(I)*CSGNR - CYI(I)*CSGNI
- C CYI(I) = CYR(I)*CSGNI + CYI(I)*CSGNR
- C CYR(I) = STR
- AA = CYR(I)
- BB = CYI(I)
- ATOL = 1.0D0
- IF (MAX(ABS(AA),ABS(BB)).GT.ASCLE) GO TO 55
- AA = AA*RTOL
- BB = BB*RTOL
- ATOL = TOL
- 55 CONTINUE
- STR = AA*CSGNR - BB*CSGNI
- STI = AA*CSGNI + BB*CSGNR
- CYR(I) = STR*ATOL
- CYI(I) = STI*ATOL
- STR = -CSGNI*CII
- CSGNI = CSGNR*CII
- CSGNR = STR
- 60 CONTINUE
- RETURN
- 130 CONTINUE
- IF(NZ.EQ.(-2)) GO TO 140
- NZ = 0
- IERR = 2
- RETURN
- 140 CONTINUE
- NZ=0
- IERR=5
- RETURN
- 260 CONTINUE
- NZ=0
- IERR=4
- RETURN
- END
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