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- *DECK CBESY
- SUBROUTINE CBESY (Z, FNU, KODE, N, CY, NZ, CWRK, IERR)
- C***BEGIN PROLOGUE CBESY
- C***PURPOSE Compute a sequence of the Bessel functions Y(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 (CBESY-C, ZBESY-C)
- C***KEYWORDS BESSEL FUNCTIONS OF COMPLEX ARGUMENT,
- C BESSEL FUNCTIONS OF SECOND KIND, WEBER'S FUNCTION,
- C Y BESSEL FUNCTIONS
- C***AUTHOR Amos, D. E., (SNL)
- C***DESCRIPTION
- C
- C On KODE=1, CBESY computes an N member sequence of complex
- C Bessel functions CY(L)=Y(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. On KODE=2, CBESY returns the scaled
- C functions
- C
- C CY(L) = exp(-abs(Y))*Y(FNU+L-1,Z), L=1,...,N, 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 Z - Nonzero argument of type COMPLEX
- C FNU - Initial order of type REAL, FNU>=0
- C KODE - A parameter to indicate the scaling option
- C KODE=1 returns
- C CY(L)=Y(FNU+L-1,Z), L=1,...,N
- C =2 returns
- C CY(L)=Y(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 CWRK - A work vector of type COMPLEX and dimension N
- C
- C Output
- C CY - Result vector of type COMPLEX
- C NZ - Number of underflows set to zero
- C NZ=0 Normal return
- C NZ>0 CY(L)=0 for NZ values of L, usually on
- C KODE=2 (the underflows may not be in an
- C uninterrupted sequence)
- 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 (abs(Z) too small and/or FNU+N-1
- C too large)
- 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 formula
- C
- C Y(a,z) = (H(1,a,z) - H(2,a,z))/(2*i)
- C
- C where the Hankel functions are computed as described in CBESH.
- C
- C For negative orders, the formula
- C
- C Y(-a,z) = Y(a,z)*cos(a*pi) + J(a,z)*sin(a*pi)
- C
- C can be used. However, for large orders close to half odd
- C integers the function changes radically. When a is a large
- C positive half odd integer, the magnitude of Y(-a,z)=J(a,z)*
- C sin(a*pi) is a large negative power of ten. But when a is
- C not a half odd integer, Y(a,z) dominates in magnitude with a
- C large positive power of ten and the most that the second term
- C can be reduced is by unit roundoff from the coefficient.
- C Thus, wide changes can occur within unit roundoff of a large
- C half odd integer. Here, 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=R1MACH(4)=UNIT ROUNDOFF. 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 CBESH, I1MACH, R1MACH
- 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 CBESY
- C
- COMPLEX CWRK, CY, C1, C2, EX, HCI, Z, ZU, ZV
- REAL ELIM, EY, FNU, R1, R2, TAY, XX, YY, R1MACH, R1M5, ASCLE,
- * RTOL, ATOL, TOL, AA, BB
- INTEGER I, IERR, K, KODE, K1, K2, N, NZ, NZ1, NZ2, I1MACH
- DIMENSION CY(N), CWRK(N)
- C***FIRST EXECUTABLE STATEMENT CBESY
- XX = REAL(Z)
- YY = AIMAG(Z)
- IERR = 0
- NZ=0
- IF (XX.EQ.0.0E0 .AND. YY.EQ.0.0E0) IERR=1
- IF (FNU.LT.0.0E0) IERR=1
- IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1
- IF (N.LT.1) IERR=1
- IF (IERR.NE.0) RETURN
- HCI = CMPLX(0.0E0,0.5E0)
- CALL CBESH(Z, FNU, KODE, 1, N, CY, NZ1, IERR)
- IF (IERR.NE.0.AND.IERR.NE.3) GO TO 170
- CALL CBESH(Z, FNU, KODE, 2, N, CWRK, NZ2, IERR)
- IF (IERR.NE.0.AND.IERR.NE.3) GO TO 170
- NZ = MIN(NZ1,NZ2)
- IF (KODE.EQ.2) GO TO 60
- DO 50 I=1,N
- CY(I) = HCI*(CWRK(I)-CY(I))
- 50 CONTINUE
- RETURN
- 60 CONTINUE
- TOL = MAX(R1MACH(4),1.0E-18)
- K1 = I1MACH(12)
- K2 = I1MACH(13)
- K = MIN(ABS(K1),ABS(K2))
- R1M5 = R1MACH(5)
- C-----------------------------------------------------------------------
- C ELIM IS THE APPROXIMATE EXPONENTIAL UNDER- AND OVERFLOW LIMIT
- C-----------------------------------------------------------------------
- ELIM = 2.303E0*(K*R1M5-3.0E0)
- R1 = COS(XX)
- R2 = SIN(XX)
- EX = CMPLX(R1,R2)
- EY = 0.0E0
- TAY = ABS(YY+YY)
- IF (TAY.LT.ELIM) EY = EXP(-TAY)
- IF (YY.LT.0.0E0) GO TO 90
- C1 = EX*CMPLX(EY,0.0E0)
- C2 = CONJG(EX)
- 70 CONTINUE
- NZ = 0
- RTOL = 1.0E0/TOL
- ASCLE = R1MACH(1)*RTOL*1.0E+3
- DO 80 I=1,N
- C CY(I) = HCI*(C2*CWRK(I)-C1*CY(I))
- ZV = CWRK(I)
- AA=REAL(ZV)
- BB=AIMAG(ZV)
- ATOL=1.0E0
- IF (MAX(ABS(AA),ABS(BB)).GT.ASCLE) GO TO 75
- ZV = ZV*CMPLX(RTOL,0.0E0)
- ATOL = TOL
- 75 CONTINUE
- ZV = ZV*C2*HCI
- ZV = ZV*CMPLX(ATOL,0.0E0)
- ZU=CY(I)
- AA=REAL(ZU)
- BB=AIMAG(ZU)
- ATOL=1.0E0
- IF (MAX(ABS(AA),ABS(BB)).GT.ASCLE) GO TO 85
- ZU = ZU*CMPLX(RTOL,0.0E0)
- ATOL = TOL
- 85 CONTINUE
- ZU = ZU*C1*HCI
- ZU = ZU*CMPLX(ATOL,0.0E0)
- CY(I) = ZV - ZU
- IF (CY(I).EQ.CMPLX(0.0E0,0.0E0) .AND. EY.EQ.0.0E0) NZ = NZ + 1
- 80 CONTINUE
- RETURN
- 90 CONTINUE
- C1 = EX
- C2 = CONJG(EX)*CMPLX(EY,0.0E0)
- GO TO 70
- 170 CONTINUE
- NZ = 0
- RETURN
- END
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