123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351 |
- *DECK ZBESH
- SUBROUTINE ZBESH (ZR, ZI, FNU, KODE, M, N, CYR, CYI, NZ, IERR)
- C***BEGIN PROLOGUE ZBESH
- C***PURPOSE Compute a sequence of the Hankel functions H(m,a,z)
- C for superscript m=1 or 2, real nonnegative orders a=b,
- C b+1,... where b>0, and nonzero complex argument z. A
- C scaling option is available to help avoid overflow.
- C***LIBRARY SLATEC
- C***CATEGORY C10A4
- C***TYPE COMPLEX (CBESH-C, ZBESH-C)
- C***KEYWORDS BESSEL FUNCTIONS OF COMPLEX ARGUMENT,
- C BESSEL FUNCTIONS OF THE THIRD KIND, H BESSEL FUNCTIONS,
- C HANKEL FUNCTIONS
- C***AUTHOR Amos, D. E., (SNL)
- C***DESCRIPTION
- C
- C ***A DOUBLE PRECISION ROUTINE***
- C On KODE=1, ZBESH computes an N member sequence of complex
- C Hankel (Bessel) functions CY(L)=H(M,FNU+L-1,Z) for super-
- C script M=1 or 2, real nonnegative orders FNU+L-1, L=1,...,
- C N, and complex nonzero Z in the cut plane -pi<arg(Z)<=pi
- C where Z=ZR+i*ZI. On KODE=2, CBESH returns the scaled
- C functions
- C
- C CY(L) = H(M,FNU+L-1,Z)*exp(-(3-2*M)*Z*i), i**2=-1
- C
- C which removes the exponential behavior in both the upper
- C and lower half planes. Definitions and notation are found
- C in the NBS Handbook of Mathematical Functions (Ref. 1).
- C
- C Input
- C ZR - DOUBLE PRECISION real part of nonzero argument Z
- C ZI - DOUBLE PRECISION imag part of nonzero 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)=H(M,FNU+L-1,Z), L=1,...,N
- C =2 returns
- C CY(L)=H(M,FNU+L-1,Z)*exp(-(3-2M)*Z*i),
- C L=1,...,N
- C M - Superscript of Hankel function, M=1 or 2
- 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 for NZ values of L (if M=1 and
- C Im(Z)>0 or if M=2 and Im(Z)<0, then
- C CY(L)=0 for L=1,...,NZ; in the com-
- C plementary half planes, the underflows
- C may not be in an 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 H(m,a,z) = (1/t)*exp(-a*t)*K(a,z*exp(-t))
- C t = (3-2*m)*i*pi/2
- C
- C where the K Bessel function is computed as described in the
- C prologue to CBESK.
- C
- C Exponential decay of H(m,a,z) occurs in the upper half z
- C plane for m=1 and the lower half z plane for m=2. Exponential
- C growth occurs in the complementary half planes. Scaling
- C by exp(-(3-2*m)*z*i) removes the exponential behavior in the
- C whole z plane as z goes to infinity.
- C
- C For negative orders, the formula
- C
- C H(m,-a,z) = H(m,a,z)*exp((3-2*m)*a*pi*i)
- C
- C can be used.
- 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, ZACON, ZBKNU, ZBUNK, ZUOIK
- 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 ZBESH
- C
- C COMPLEX CY,Z,ZN,ZT,CSGN
- DOUBLE PRECISION AA, ALIM, ALN, ARG, AZ, CYI, CYR, DIG, ELIM,
- * FMM, FN, FNU, FNUL, HPI, RHPI, RL, R1M5, SGN, STR, TOL, UFL, ZI,
- * ZNI, ZNR, ZR, ZTI, D1MACH, ZABS, BB, ASCLE, RTOL, ATOL, STI,
- * CSGNR, CSGNI
- INTEGER I, IERR, INU, INUH, IR, K, KODE, K1, K2, M,
- * MM, MR, N, NN, NUF, NW, NZ, I1MACH
- DIMENSION CYR(N), CYI(N)
- EXTERNAL ZABS
- C
- DATA HPI /1.57079632679489662D0/
- C
- C***FIRST EXECUTABLE STATEMENT ZBESH
- IERR = 0
- NZ=0
- IF (ZR.EQ.0.0D0 .AND. ZI.EQ.0.0D0) IERR=1
- IF (FNU.LT.0.0D0) IERR=1
- IF (M.LT.1 .OR. M.GT.2) IERR=1
- IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1
- IF (N.LT.1) IERR=1
- IF (IERR.NE.0) RETURN
- NN = N
- 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)
- FNUL = 10.0D0 + 6.0D0*(DIG-3.0D0)
- RL = 1.2D0*DIG + 3.0D0
- FN = FNU + (NN-1)
- MM = 3 - M - M
- FMM = MM
- ZNR = FMM*ZI
- ZNI = -FMM*ZR
- C-----------------------------------------------------------------------
- C TEST FOR PROPER RANGE
- C-----------------------------------------------------------------------
- AZ = ZABS(ZR,ZI)
- 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 OVERFLOW TEST ON THE LAST MEMBER OF THE SEQUENCE
- C-----------------------------------------------------------------------
- UFL = D1MACH(1)*1.0D+3
- IF (AZ.LT.UFL) GO TO 230
- IF (FNU.GT.FNUL) GO TO 90
- IF (FN.LE.1.0D0) GO TO 70
- IF (FN.GT.2.0D0) GO TO 60
- IF (AZ.GT.TOL) GO TO 70
- ARG = 0.5D0*AZ
- ALN = -FN*LOG(ARG)
- IF (ALN.GT.ELIM) GO TO 230
- GO TO 70
- 60 CONTINUE
- CALL ZUOIK(ZNR, ZNI, FNU, KODE, 2, NN, CYR, CYI, NUF, TOL, ELIM,
- * ALIM)
- IF (NUF.LT.0) GO TO 230
- NZ = NZ + NUF
- NN = NN - NUF
- C-----------------------------------------------------------------------
- C HERE NN=N OR NN=0 SINCE NUF=0,NN, OR -1 ON RETURN FROM CUOIK
- C IF NUF=NN, THEN CY(I)=CZERO FOR ALL I
- C-----------------------------------------------------------------------
- IF (NN.EQ.0) GO TO 140
- 70 CONTINUE
- IF ((ZNR.LT.0.0D0) .OR. (ZNR.EQ.0.0D0 .AND. ZNI.LT.0.0D0 .AND.
- * M.EQ.2)) GO TO 80
- C-----------------------------------------------------------------------
- C RIGHT HALF PLANE COMPUTATION, XN.GE.0. .AND. (XN.NE.0. .OR.
- C YN.GE.0. .OR. M=1)
- C-----------------------------------------------------------------------
- CALL ZBKNU(ZNR, ZNI, FNU, KODE, NN, CYR, CYI, NZ, TOL, ELIM, ALIM)
- GO TO 110
- C-----------------------------------------------------------------------
- C LEFT HALF PLANE COMPUTATION
- C-----------------------------------------------------------------------
- 80 CONTINUE
- MR = -MM
- CALL ZACON(ZNR, ZNI, FNU, KODE, MR, NN, CYR, CYI, NW, RL, FNUL,
- * TOL, ELIM, ALIM)
- IF (NW.LT.0) GO TO 240
- NZ=NW
- GO TO 110
- 90 CONTINUE
- C-----------------------------------------------------------------------
- C UNIFORM ASYMPTOTIC EXPANSIONS FOR FNU.GT.FNUL
- C-----------------------------------------------------------------------
- MR = 0
- IF ((ZNR.GE.0.0D0) .AND. (ZNR.NE.0.0D0 .OR. ZNI.GE.0.0D0 .OR.
- * M.NE.2)) GO TO 100
- MR = -MM
- IF (ZNR.NE.0.0D0 .OR. ZNI.GE.0.0D0) GO TO 100
- ZNR = -ZNR
- ZNI = -ZNI
- 100 CONTINUE
- CALL ZBUNK(ZNR, ZNI, FNU, KODE, MR, NN, CYR, CYI, NW, TOL, ELIM,
- * ALIM)
- IF (NW.LT.0) GO TO 240
- NZ = NZ + NW
- 110 CONTINUE
- C-----------------------------------------------------------------------
- C H(M,FNU,Z) = -FMM*(I/HPI)*(ZT**FNU)*K(FNU,-Z*ZT)
- C
- C ZT=EXP(-FMM*HPI*I) = CMPLX(0.0,-FMM), FMM=3-2*M, M=1,2
- C-----------------------------------------------------------------------
- SGN = DSIGN(HPI,-FMM)
- C-----------------------------------------------------------------------
- C CALCULATE EXP(FNU*HPI*I) TO MINIMIZE LOSSES OF SIGNIFICANCE
- C WHEN FNU IS LARGE
- C-----------------------------------------------------------------------
- INU = FNU
- INUH = INU/2
- IR = INU - 2*INUH
- ARG = (FNU-(INU-IR))*SGN
- RHPI = 1.0D0/SGN
- C ZNI = RHPI*COS(ARG)
- C ZNR = -RHPI*SIN(ARG)
- CSGNI = RHPI*COS(ARG)
- CSGNR = -RHPI*SIN(ARG)
- IF (MOD(INUH,2).EQ.0) GO TO 120
- C ZNR = -ZNR
- C ZNI = -ZNI
- CSGNR = -CSGNR
- CSGNI = -CSGNI
- 120 CONTINUE
- ZTI = -FMM
- RTOL = 1.0D0/TOL
- ASCLE = UFL*RTOL
- DO 130 I=1,NN
- C STR = CYR(I)*ZNR - CYI(I)*ZNI
- C CYI(I) = CYR(I)*ZNI + CYI(I)*ZNR
- C CYR(I) = STR
- C STR = -ZNI*ZTI
- C ZNI = ZNR*ZTI
- C ZNR = STR
- AA = CYR(I)
- BB = CYI(I)
- ATOL = 1.0D0
- IF (MAX(ABS(AA),ABS(BB)).GT.ASCLE) GO TO 135
- AA = AA*RTOL
- BB = BB*RTOL
- ATOL = TOL
- 135 CONTINUE
- STR = AA*CSGNR - BB*CSGNI
- STI = AA*CSGNI + BB*CSGNR
- CYR(I) = STR*ATOL
- CYI(I) = STI*ATOL
- STR = -CSGNI*ZTI
- CSGNI = CSGNR*ZTI
- CSGNR = STR
- 130 CONTINUE
- RETURN
- 140 CONTINUE
- IF (ZNR.LT.0.0D0) GO TO 230
- RETURN
- 230 CONTINUE
- NZ=0
- IERR=2
- RETURN
- 240 CONTINUE
- IF(NW.EQ.(-1)) GO TO 230
- NZ=0
- IERR=5
- RETURN
- 260 CONTINUE
- NZ=0
- IERR=4
- RETURN
- END
|