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- SUBROUTINE ZBESJ(ZR, ZI, FNU, KODE, N, CYR, CYI, NZ, IERR)
- C***BEGIN PROLOGUE ZBESJ
- C***DATE WRITTEN 830501 (YYMMDD)
- C***REVISION DATE 890801 (YYMMDD)
- C***CATEGORY NO. B5K
- C***KEYWORDS J-BESSEL FUNCTION,BESSEL FUNCTION OF COMPLEX ARGUMENT,
- C BESSEL FUNCTION OF FIRST KIND
- C***AUTHOR AMOS, DONALD E., SANDIA NATIONAL LABORATORIES
- C***PURPOSE TO COMPUTE THE J-BESSEL FUNCTION OF A COMPLEX ARGUMENT
- C***DESCRIPTION
- C
- C ***A DOUBLE PRECISION ROUTINE***
- C ON KODE=1, CBESJ COMPUTES AN N MEMBER SEQUENCE OF COMPLEX
- C BESSEL FUNCTIONS CY(I)=J(FNU+I-1,Z) FOR REAL, NONNEGATIVE
- C ORDERS FNU+I-1, I=1,...,N AND COMPLEX Z IN THE CUT PLANE
- C -PI.LT.ARG(Z).LE.PI. ON KODE=2, CBESJ RETURNS THE SCALED
- C FUNCTIONS
- C
- C CY(I)=EXP(-ABS(Y))*J(FNU+I-1,Z) I = 1,...,N , Y=AIMAG(Z)
- C
- C WHICH REMOVE THE EXPONENTIAL GROWTH IN BOTH THE UPPER AND
- C LOWER HALF PLANES FOR Z TO INFINITY. DEFINITIONS AND NOTATION
- C ARE FOUND IN THE NBS HANDBOOK OF MATHEMATICAL FUNCTIONS
- C (REF. 1).
- C
- C INPUT ZR,ZI,FNU ARE DOUBLE PRECISION
- C ZR,ZI - Z=CMPLX(ZR,ZI), -PI.LT.ARG(Z).LE.PI
- C FNU - ORDER OF INITIAL J FUNCTION, FNU.GE.0.0D0
- C KODE - A PARAMETER TO INDICATE THE SCALING OPTION
- C KODE= 1 RETURNS
- C CY(I)=J(FNU+I-1,Z), I=1,...,N
- C = 2 RETURNS
- C CY(I)=J(FNU+I-1,Z)EXP(-ABS(Y)), I=1,...,N
- C N - NUMBER OF MEMBERS OF THE SEQUENCE, N.GE.1
- C
- C OUTPUT CYR,CYI ARE DOUBLE PRECISION
- C CYR,CYI- DOUBLE PRECISION VECTORS WHOSE FIRST N COMPONENTS
- C CONTAIN REAL AND IMAGINARY PARTS FOR THE SEQUENCE
- C CY(I)=J(FNU+I-1,Z) OR
- C CY(I)=J(FNU+I-1,Z)EXP(-ABS(Y)) I=1,...,N
- C DEPENDING ON KODE, Y=AIMAG(Z).
- C NZ - NUMBER OF COMPONENTS SET TO ZERO DUE TO UNDERFLOW,
- C NZ= 0 , NORMAL RETURN
- C NZ.GT.0 , LAST NZ COMPONENTS OF CY SET ZERO DUE
- C TO UNDERFLOW, CY(I)=CMPLX(0.0D0,0.0D0),
- C I = 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, AIMAG(Z)
- C TOO LARGE ON KODE=1
- C IERR=3, CABS(Z) OR FNU+N-1 LARGE - COMPUTATION DONE
- C BUT LOSSES OF SIGNIFCANCE BY ARGUMENT
- C REDUCTION PRODUCE LESS THAN HALF OF MACHINE
- C ACCURACY
- C IERR=4, CABS(Z) OR FNU+N-1 TOO LARGE - NO COMPUTA-
- C TION BECAUSE OF COMPLETE LOSSES OF SIGNIFI-
- C CANCE BY ARGUMENT REDUCTION
- C IERR=5, ERROR - NO COMPUTATION,
- C ALGORITHM TERMINATION CONDITION NOT MET
- C
- C***LONG DESCRIPTION
- C
- C THE COMPUTATION IS CARRIED OUT BY THE FORMULA
- C
- C J(FNU,Z)=EXP( FNU*PI*I/2)*I(FNU,-I*Z) AIMAG(Z).GE.0.0
- C
- C J(FNU,Z)=EXP(-FNU*PI*I/2)*I(FNU, I*Z) AIMAG(Z).LT.0.0
- C
- C WHERE I**2 = -1 AND I(FNU,Z) IS THE I BESSEL FUNCTION.
- C
- C FOR NEGATIVE ORDERS,THE FORMULA
- C
- C J(-FNU,Z) = J(FNU,Z)*COS(PI*FNU) - Y(FNU,Z)*SIN(PI*FNU)
- C
- C CAN BE USED. HOWEVER,FOR LARGE ORDERS CLOSE TO INTEGERS, THE
- C THE FUNCTION CHANGES RADICALLY. WHEN FNU IS A LARGE POSITIVE
- C INTEGER,THE MAGNITUDE OF J(-FNU,Z)=J(FNU,Z)*COS(PI*FNU) IS A
- C LARGE NEGATIVE POWER OF TEN. BUT WHEN FNU IS NOT AN INTEGER,
- C Y(FNU,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 FNU. HERE,
- C LARGE MEANS FNU.GT.CABS(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=DMAX1(D1MACH(4),1.0D-18) IS
- C DOUBLE PRECISION UNIT ROUNDOFF LIMITED TO 18 DIGITS PRECISION.
- 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 IS
- C RESTRICTED BY MIN(U2,U3). ON 32 BIT MACHINES, U1,U2, AND U3
- C ARE APPROXIMATELY 2.0E+3, 4.2E+6, 2.1E+9 IN SINGLE PRECISION
- C ARITHMETIC AND 1.3E+8, 1.8E+16, 2.1E+9 IN DOUBLE PRECISION
- C ARITHMETIC RESPECTIVELY. THIS MAKES U2 AND U3 LIMITING IN
- C THEIR RESPECTIVE ARITHMETICS. THIS MEANS THAT ONE CAN EXPECT
- C TO RETAIN, IN THE WORST CASES ON 32 BIT MACHINES, NO DIGITS
- C IN SINGLE AND ONLY 7 DIGITS IN DOUBLE PRECISION ARITHMETIC.
- C SIMILAR CONSIDERATIONS HOLD FOR OTHER MACHINES.
- C
- C THE APPROXIMATE RELATIVE ERROR IN THE MAGNITUDE OF A COMPLEX
- C BESSEL FUNCTION CAN BE EXPRESSED BY 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(CABS(Z))),
- C ABS(LOG10(FNU))) APPROXIMATELY (I.E. S=MAX(1,ABS(EXPONENT OF
- C CABS(Z),ABS(EXPONENT OF FNU)) ). HOWEVER, THE PHASE ANGLE MAY
- C HAVE ONLY ABSOLUTE ACCURACY. THIS IS MOST LIKELY TO OCCUR WHEN
- C ONE COMPONENT (IN ABSOLUTE VALUE) 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 HANDBOOK OF MATHEMATICAL FUNCTIONS BY M. ABRAMOWITZ
- C AND I. A. STEGUN, NBS AMS SERIES 55, U.S. DEPT. OF
- C COMMERCE, 1955.
- C
- C COMPUTATION OF BESSEL FUNCTIONS OF COMPLEX ARGUMENT
- C BY D. E. AMOS, SAND83-0083, MAY, 1983.
- C
- C COMPUTATION OF BESSEL FUNCTIONS OF COMPLEX ARGUMENT
- C AND LARGE ORDER BY D. E. AMOS, SAND83-0643, MAY, 1983
- C
- C A SUBROUTINE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX
- C ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, SAND85-
- C 1018, MAY, 1985
- C
- C A PORTABLE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX
- C ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, TRANS.
- C MATH. SOFTWARE, 1986
- C
- C***ROUTINES CALLED ZBINU,I1MACH,D1MACH
- 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)
- 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 = DMAX1(D1MACH(4),1.0D-18)
- K1 = I1MACH(15)
- K2 = I1MACH(16)
- R1M5 = D1MACH(5)
- K = MIN0(IABS(K1),IABS(K2))
- ELIM = 2.303D0*(DBLE(FLOAT(K))*R1M5-3.0D0)
- K1 = I1MACH(14) - 1
- AA = R1M5*DBLE(FLOAT(K1))
- DIG = DMIN1(AA,18.0D0)
- AA = AA*2.303D0
- ALIM = ELIM + DMAX1(-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(COMPLEX(ZR,ZI))
- FN = FNU+DBLE(FLOAT(N-1))
- AA = 0.5D0/TOL
- BB=DBLE(FLOAT(I1MACH(9)))*0.5D0
- AA = DMIN1(AA,BB)
- IF (AZ.GT.AA) GO TO 260
- IF (FN.GT.AA) GO TO 260
- AA = DSQRT(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 = INT(SNGL(FNU))
- INUH = INU/2
- IR = INU - 2*INUH
- ARG = (FNU-DBLE(FLOAT(INU-IR)))*HPI
- CSGNR = DCOS(ARG)
- CSGNI = DSIN(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 (DMAX1(DABS(AA),DABS(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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