bskin.f 13 KB

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  1. *DECK BSKIN
  2. SUBROUTINE BSKIN (X, N, KODE, M, Y, NZ, IERR)
  3. C***BEGIN PROLOGUE BSKIN
  4. C***PURPOSE Compute repeated integrals of the K-zero Bessel function.
  5. C***LIBRARY SLATEC
  6. C***CATEGORY C10F
  7. C***TYPE SINGLE PRECISION (BSKIN-S, DBSKIN-D)
  8. C***KEYWORDS BICKLEY FUNCTIONS, EXPONENTIAL INTEGRAL,
  9. C INTEGRALS OF BESSEL FUNCTIONS, K-ZERO BESSEL FUNCTION
  10. C***AUTHOR Amos, D. E., (SNLA)
  11. C***DESCRIPTION
  12. C
  13. C The following definitions are used in BSKIN:
  14. C
  15. C Definition 1
  16. C KI(0,X) = K-zero Bessel function.
  17. C
  18. C Definition 2
  19. C KI(N,X) = Bickley Function
  20. C = integral from X to infinity of KI(N-1,t)dt
  21. C for X .ge. 0 and N = 1,2,...
  22. C ____________________________________________________________________
  23. C BSKIN computes sequences of Bickley functions (repeated integrals
  24. C of the K0 Bessel function); i.e. for fixed X and N and K=1,...,
  25. C BSKIN computes the M-member sequence
  26. C
  27. C Y(K) = KI(N+K-1,X) for KODE=1
  28. C or
  29. C Y(K) = EXP(X)*KI(N+K-1,X) for KODE=2,
  30. C
  31. C for N.ge.0 and X.ge.0 (N and X cannot be zero simultaneously).
  32. C
  33. C INPUT
  34. C X - Argument, X .ge. 0.0E0
  35. C N - Order of first member of the sequence N .ge. 0
  36. C KODE - Selection parameter
  37. C KODE = 1 returns Y(K)= KI(N+K-1,X), K=1,M
  38. C = 2 returns Y(K)=EXP(X)*KI(N+K-1,X), K=1,M
  39. C M - Number of members in the sequence, M.ge.1
  40. C
  41. C OUTPUT
  42. C Y - A vector of dimension at least M containing the
  43. C sequence selected by KODE.
  44. C NZ - Underflow flag
  45. C NZ = 0 means computation completed
  46. C = M means an exponential underflow occurred on
  47. C KODE=1. Y(K)=0.0E0, K=1,...,M is returned
  48. C IERR - Error flag
  49. C IERR = 0, Normal return, computation completed.
  50. C = 1, Input error, no computation.
  51. C = 2, Error, no computation. The
  52. C termination condition was not met.
  53. C
  54. C The nominal computational accuracy is the maximum of unit
  55. C roundoff (=R1MACH(4)) and 1.0e-18 since critical constants
  56. C are given to only 18 digits.
  57. C
  58. C DBSKIN is the double precision version of BSKIN.
  59. C
  60. C *Long Description:
  61. C
  62. C Numerical recurrence on
  63. C
  64. C (L-1)*KI(L,X) = X(KI(L-3,X) - KI(L-1,X)) + (L-2)*KI(L-2,X)
  65. C
  66. C is stable where recurrence is carried forward or backward
  67. C away from INT(X+0.5). The power series for indices 0,1 and 2
  68. C on 0.le.X.le. 2 starts a stable recurrence for indices
  69. C greater than 2. If N is sufficiently large (N.gt.NLIM), the
  70. C uniform asymptotic expansion for N to INFINITY is more
  71. C economical. On X.gt.2 the recursion is started by evaluating
  72. C the uniform expansion for the three members whose indices are
  73. C closest to INT(X+0.5) within the set N,...,N+M-1. Forward
  74. C recurrence, backward recurrence or both, complete the
  75. C sequence depending on the relation of INT(X+0.5) to the
  76. C indices N,...,N+M-1.
  77. C
  78. C***REFERENCES D. E. Amos, Uniform asymptotic expansions for
  79. C exponential integrals E(N,X) and Bickley functions
  80. C KI(N,X), ACM Transactions on Mathematical Software,
  81. C 1983.
  82. C D. E. Amos, A portable Fortran subroutine for the
  83. C Bickley functions KI(N,X), Algorithm 609, ACM
  84. C Transactions on Mathematical Software, 1983.
  85. C***ROUTINES CALLED BKIAS, BKISR, EXINT, GAMRN, I1MACH, R1MACH
  86. C***REVISION HISTORY (YYMMDD)
  87. C 820601 DATE WRITTEN
  88. C 890531 Changed all specific intrinsics to generic. (WRB)
  89. C 891009 Removed unreferenced statement label. (WRB)
  90. C 891009 REVISION DATE from Version 3.2
  91. C 891214 Prologue converted to Version 4.0 format. (BAB)
  92. C 920501 Reformatted the REFERENCES section. (WRB)
  93. C***END PROLOGUE BSKIN
  94. INTEGER I, ICASE, IERR, IL, I1M, K, KK, KODE, KTRMS, M,
  95. * M3, N, NE, NFLG, NL, NLIM, NN, NP, NS, NT, NZ
  96. INTEGER I1MACH
  97. REAL A, ENLIM, EXI, FN, GR, H, HN, HRTPI, SS, TOL, T1, T2, W, X,
  98. * XLIM, XNLIM, XP, Y, YS, YSS
  99. REAL GAMRN, R1MACH
  100. DIMENSION EXI(102), A(50), YS(3), YSS(3), H(31), Y(*)
  101. SAVE A, HRTPI
  102. C-----------------------------------------------------------------------
  103. C COEFFICIENTS IN SERIES OF EXPONENTIAL INTEGRALS
  104. C-----------------------------------------------------------------------
  105. DATA A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8), A(9), A(10),
  106. * A(11), A(12), A(13), A(14), A(15), A(16), A(17), A(18), A(19),
  107. * A(20), A(21), A(22), A(23), A(24) /1.00000000000000000E+00,
  108. * 5.00000000000000000E-01,3.75000000000000000E-01,
  109. * 3.12500000000000000E-01,2.73437500000000000E-01,
  110. * 2.46093750000000000E-01,2.25585937500000000E-01,
  111. * 2.09472656250000000E-01,1.96380615234375000E-01,
  112. * 1.85470581054687500E-01,1.76197052001953125E-01,
  113. * 1.68188095092773438E-01,1.61180257797241211E-01,
  114. * 1.54981017112731934E-01,1.49445980787277222E-01,
  115. * 1.44464448094367981E-01,1.39949934091418982E-01,
  116. * 1.35833759559318423E-01,1.32060599571559578E-01,
  117. * 1.28585320635465905E-01,1.25370687619579257E-01,
  118. * 1.22385671247684513E-01,1.19604178719328047E-01,
  119. * 1.17004087877603524E-01/
  120. DATA A(25), A(26), A(27), A(28), A(29), A(30), A(31), A(32),
  121. * A(33), A(34), A(35), A(36), A(37), A(38), A(39), A(40), A(41),
  122. * A(42), A(43), A(44), A(45), A(46), A(47), A(48)
  123. * /1.14566502713486784E-01,1.12275172659217048E-01,
  124. * 1.10116034723462874E-01,1.08076848895250599E-01,
  125. * 1.06146905164978267E-01,1.04316786110409676E-01,
  126. * 1.02578173008569515E-01,1.00923686347140974E-01,
  127. * 9.93467537479668965E-02,9.78414999033007314E-02,
  128. * 9.64026543164874854E-02,9.50254735405376642E-02,
  129. * 9.37056752969190855E-02,9.24393823875012600E-02,
  130. * 9.12230747245078224E-02,9.00535481254756708E-02,
  131. * 8.89278787739072249E-02,8.78433924473961612E-02,
  132. * 8.67976377754033498E-02,8.57883629175498224E-02,
  133. * 8.48134951571231199E-02,8.38711229887106408E-02,
  134. * 8.29594803475290034E-02,8.20769326842574183E-02/
  135. DATA A(49), A(50) /8.12219646354630702E-02,8.03931690779583449E-02
  136. * /
  137. C-----------------------------------------------------------------------
  138. C SQRT(PI)/2
  139. C-----------------------------------------------------------------------
  140. DATA HRTPI /8.86226925452758014E-01/
  141. C
  142. C***FIRST EXECUTABLE STATEMENT BSKIN
  143. IERR = 0
  144. NZ=0
  145. IF (X.LT.0.0E0) IERR=1
  146. IF (N.LT.0) IERR=1
  147. IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1
  148. IF (M.LT.1) IERR=1
  149. IF (X.EQ.0.0E0 .AND. N.EQ.0) IERR=1
  150. IF (IERR.NE.0) RETURN
  151. IF (X.EQ.0.0E0) GO TO 300
  152. I1M = -I1MACH(12)
  153. T1 = 2.3026E0*R1MACH(5)*I1M
  154. XLIM = T1 - 3.228086E0
  155. T2 = T1 + N + M - 1
  156. IF (T2.GT.1000.0E0) XLIM = T1 - 0.5E0*(LOG(T2)-0.451583E0)
  157. IF (X.GT.XLIM .AND. KODE.EQ.1) GO TO 320
  158. TOL = MAX(R1MACH(4),1.0E-18)
  159. I1M = I1MACH(11)
  160. C-----------------------------------------------------------------------
  161. C LN(NLIM) = 0.125*LN(EPS), NLIM = 2*KTRMS+N
  162. C-----------------------------------------------------------------------
  163. XNLIM = 0.287823E0*(I1M-1)*R1MACH(5)
  164. ENLIM = EXP(XNLIM)
  165. NLIM = INT(ENLIM) + 2
  166. NLIM = MIN(100,NLIM)
  167. NLIM = MAX(20,NLIM)
  168. M3 = MIN(M,3)
  169. NL = N + M - 1
  170. IF (X.GT.2.0E0) GO TO 130
  171. IF (N.GT.NLIM) GO TO 280
  172. C-----------------------------------------------------------------------
  173. C COMPUTATION BY SERIES FOR 0.LE.X.LE.2
  174. C-----------------------------------------------------------------------
  175. NFLG = 0
  176. NN = N
  177. IF (NL.LE.2) GO TO 60
  178. M3 = 3
  179. NN = 0
  180. NFLG = 1
  181. 60 CONTINUE
  182. XP = 1.0E0
  183. IF (KODE.EQ.2) XP = EXP(X)
  184. DO 80 I=1,M3
  185. CALL BKISR(X, NN, W, IERR)
  186. IF(IERR.NE.0) RETURN
  187. W = W*XP
  188. IF (NN.LT.N) GO TO 70
  189. KK = NN - N + 1
  190. Y(KK) = W
  191. 70 CONTINUE
  192. YS(I) = W
  193. NN = NN + 1
  194. 80 CONTINUE
  195. IF (NFLG.EQ.0) RETURN
  196. NS = NN
  197. XP = 1.0E0
  198. 90 CONTINUE
  199. C-----------------------------------------------------------------------
  200. C FORWARD RECURSION SCALED BY EXP(X) ON ICASE=0,1,2
  201. C-----------------------------------------------------------------------
  202. FN = NS - 1
  203. IL = NL - NS + 1
  204. IF (IL.LE.0) RETURN
  205. DO 110 I=1,IL
  206. T1 = YS(2)
  207. T2 = YS(3)
  208. YS(3) = (X*(YS(1)-YS(3))+(FN-1.0E0)*YS(2))/FN
  209. YS(2) = T2
  210. YS(1) = T1
  211. FN = FN + 1.0E0
  212. IF (NS.LT.N) GO TO 100
  213. KK = NS - N + 1
  214. Y(KK) = YS(3)*XP
  215. 100 CONTINUE
  216. NS = NS + 1
  217. 110 CONTINUE
  218. RETURN
  219. C-----------------------------------------------------------------------
  220. C COMPUTATION BY ASYMPTOTIC EXPANSION FOR X.GT.2
  221. C-----------------------------------------------------------------------
  222. 130 CONTINUE
  223. W = X + 0.5E0
  224. NT = INT(W)
  225. IF (NL.GT.NT) GO TO 270
  226. C-----------------------------------------------------------------------
  227. C CASE NL.LE.NT, ICASE=0
  228. C-----------------------------------------------------------------------
  229. ICASE = 0
  230. NN = NL
  231. NFLG = MIN(M-M3,1)
  232. 140 CONTINUE
  233. KK = (NLIM-NN)/2
  234. KTRMS = MAX(0,KK)
  235. NS = NN + 1
  236. NP = NN - M3 + 1
  237. XP = 1.0E0
  238. IF (KODE.EQ.1) XP = EXP(-X)
  239. DO 150 I=1,M3
  240. KK = I
  241. CALL BKIAS(X, NP, KTRMS, A, W, KK, NE, GR, H, IERR)
  242. IF(IERR.NE.0) RETURN
  243. YS(I) = W
  244. NP = NP + 1
  245. 150 CONTINUE
  246. C-----------------------------------------------------------------------
  247. C SUM SERIES OF EXPONENTIAL INTEGRALS BACKWARD
  248. C-----------------------------------------------------------------------
  249. IF (KTRMS.EQ.0) GO TO 160
  250. NE = KTRMS + KTRMS + 1
  251. NP = NN - M3 + 2
  252. CALL EXINT(X, NP, 2, NE, TOL, EXI, NZ, IERR)
  253. IF(NZ.NE.0) GO TO 320
  254. IF(IERR.EQ.2) RETURN
  255. 160 CONTINUE
  256. DO 190 I=1,M3
  257. SS = 0.0E0
  258. IF (KTRMS.EQ.0) GO TO 180
  259. KK = I + KTRMS + KTRMS - 2
  260. IL = KTRMS
  261. DO 170 K=1,KTRMS
  262. SS = SS + A(IL)*EXI(KK)
  263. KK = KK - 2
  264. IL = IL - 1
  265. 170 CONTINUE
  266. 180 CONTINUE
  267. YS(I) = YS(I) + SS
  268. 190 CONTINUE
  269. IF (ICASE.EQ.1) GO TO 200
  270. IF (NFLG.NE.0) GO TO 220
  271. 200 CONTINUE
  272. DO 210 I=1,M3
  273. Y(I) = YS(I)*XP
  274. 210 CONTINUE
  275. IF (ICASE.EQ.1 .AND. NFLG.EQ.1) GO TO 90
  276. RETURN
  277. 220 CONTINUE
  278. C-----------------------------------------------------------------------
  279. C BACKWARD RECURSION SCALED BY EXP(X) ICASE=0,2
  280. C-----------------------------------------------------------------------
  281. KK = NN - N + 1
  282. K = M3
  283. DO 230 I=1,M3
  284. Y(KK) = YS(K)*XP
  285. YSS(I) = YS(I)
  286. KK = KK - 1
  287. K = K - 1
  288. 230 CONTINUE
  289. IL = KK
  290. IF (IL.LE.0) GO TO 250
  291. FN = NN - 3
  292. DO 240 I=1,IL
  293. T1 = YS(2)
  294. T2 = YS(1)
  295. YS(1) = YS(2) + ((FN+2.0E0)*YS(3)-(FN+1.0E0)*YS(1))/X
  296. YS(2) = T2
  297. YS(3) = T1
  298. Y(KK) = YS(1)*XP
  299. KK = KK - 1
  300. FN = FN - 1.0E0
  301. 240 CONTINUE
  302. 250 CONTINUE
  303. IF (ICASE.NE.2) RETURN
  304. DO 260 I=1,M3
  305. YS(I) = YSS(I)
  306. 260 CONTINUE
  307. GO TO 90
  308. 270 CONTINUE
  309. IF (N.LT.NT) GO TO 290
  310. C-----------------------------------------------------------------------
  311. C ICASE=1, NT.LE.N.LE.NL WITH FORWARD RECURSION
  312. C-----------------------------------------------------------------------
  313. 280 CONTINUE
  314. NN = N + M3 - 1
  315. NFLG = MIN(M-M3,1)
  316. ICASE = 1
  317. GO TO 140
  318. C-----------------------------------------------------------------------
  319. C ICASE=2, N.LT.NT.LT.NL WITH BOTH FORWARD AND BACKWARD RECURSION
  320. C-----------------------------------------------------------------------
  321. 290 CONTINUE
  322. NN = NT + 1
  323. NFLG = MIN(M-M3,1)
  324. ICASE = 2
  325. GO TO 140
  326. C-----------------------------------------------------------------------
  327. C X=0 CASE
  328. C-----------------------------------------------------------------------
  329. 300 CONTINUE
  330. FN = N
  331. HN = 0.5E0*FN
  332. GR = GAMRN(HN)
  333. Y(1) = HRTPI*GR
  334. IF (M.EQ.1) RETURN
  335. Y(2) = HRTPI/(HN*GR)
  336. IF (M.EQ.2) RETURN
  337. DO 310 K=3,M
  338. Y(K) = FN*Y(K-2)/(FN+1.0E0)
  339. FN = FN + 1.0E0
  340. 310 CONTINUE
  341. RETURN
  342. C-----------------------------------------------------------------------
  343. C UNDERFLOW ON KODE=1, X.GT.XLIM
  344. C-----------------------------------------------------------------------
  345. 320 CONTINUE
  346. NZ=M
  347. DO 330 I=1,M
  348. Y(I) = 0.0E0
  349. 330 CONTINUE
  350. RETURN
  351. END