zbesj.f 11 KB

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  1. SUBROUTINE ZBESJ(ZR, ZI, FNU, KODE, N, CYR, CYI, NZ, IERR)
  2. C***BEGIN PROLOGUE ZBESJ
  3. C***DATE WRITTEN 830501 (YYMMDD)
  4. C***REVISION DATE 890801 (YYMMDD)
  5. C***CATEGORY NO. B5K
  6. C***KEYWORDS J-BESSEL FUNCTION,BESSEL FUNCTION OF COMPLEX ARGUMENT,
  7. C BESSEL FUNCTION OF FIRST KIND
  8. C***AUTHOR AMOS, DONALD E., SANDIA NATIONAL LABORATORIES
  9. C***PURPOSE TO COMPUTE THE J-BESSEL FUNCTION OF A COMPLEX ARGUMENT
  10. C***DESCRIPTION
  11. C
  12. C ***A DOUBLE PRECISION ROUTINE***
  13. C ON KODE=1, CBESJ COMPUTES AN N MEMBER SEQUENCE OF COMPLEX
  14. C BESSEL FUNCTIONS CY(I)=J(FNU+I-1,Z) FOR REAL, NONNEGATIVE
  15. C ORDERS FNU+I-1, I=1,...,N AND COMPLEX Z IN THE CUT PLANE
  16. C -PI.LT.ARG(Z).LE.PI. ON KODE=2, CBESJ RETURNS THE SCALED
  17. C FUNCTIONS
  18. C
  19. C CY(I)=EXP(-ABS(Y))*J(FNU+I-1,Z) I = 1,...,N , Y=AIMAG(Z)
  20. C
  21. C WHICH REMOVE THE EXPONENTIAL GROWTH IN BOTH THE UPPER AND
  22. C LOWER HALF PLANES FOR Z TO INFINITY. DEFINITIONS AND NOTATION
  23. C ARE FOUND IN THE NBS HANDBOOK OF MATHEMATICAL FUNCTIONS
  24. C (REF. 1).
  25. C
  26. C INPUT ZR,ZI,FNU ARE DOUBLE PRECISION
  27. C ZR,ZI - Z=CMPLX(ZR,ZI), -PI.LT.ARG(Z).LE.PI
  28. C FNU - ORDER OF INITIAL J FUNCTION, FNU.GE.0.0D0
  29. C KODE - A PARAMETER TO INDICATE THE SCALING OPTION
  30. C KODE= 1 RETURNS
  31. C CY(I)=J(FNU+I-1,Z), I=1,...,N
  32. C = 2 RETURNS
  33. C CY(I)=J(FNU+I-1,Z)EXP(-ABS(Y)), I=1,...,N
  34. C N - NUMBER OF MEMBERS OF THE SEQUENCE, N.GE.1
  35. C
  36. C OUTPUT CYR,CYI ARE DOUBLE PRECISION
  37. C CYR,CYI- DOUBLE PRECISION VECTORS WHOSE FIRST N COMPONENTS
  38. C CONTAIN REAL AND IMAGINARY PARTS FOR THE SEQUENCE
  39. C CY(I)=J(FNU+I-1,Z) OR
  40. C CY(I)=J(FNU+I-1,Z)EXP(-ABS(Y)) I=1,...,N
  41. C DEPENDING ON KODE, Y=AIMAG(Z).
  42. C NZ - NUMBER OF COMPONENTS SET TO ZERO DUE TO UNDERFLOW,
  43. C NZ= 0 , NORMAL RETURN
  44. C NZ.GT.0 , LAST NZ COMPONENTS OF CY SET ZERO DUE
  45. C TO UNDERFLOW, CY(I)=CMPLX(0.0D0,0.0D0),
  46. C I = N-NZ+1,...,N
  47. C IERR - ERROR FLAG
  48. C IERR=0, NORMAL RETURN - COMPUTATION COMPLETED
  49. C IERR=1, INPUT ERROR - NO COMPUTATION
  50. C IERR=2, OVERFLOW - NO COMPUTATION, AIMAG(Z)
  51. C TOO LARGE ON KODE=1
  52. C IERR=3, CABS(Z) OR FNU+N-1 LARGE - COMPUTATION DONE
  53. C BUT LOSSES OF SIGNIFCANCE BY ARGUMENT
  54. C REDUCTION PRODUCE LESS THAN HALF OF MACHINE
  55. C ACCURACY
  56. C IERR=4, CABS(Z) OR FNU+N-1 TOO LARGE - NO COMPUTA-
  57. C TION BECAUSE OF COMPLETE LOSSES OF SIGNIFI-
  58. C CANCE BY ARGUMENT REDUCTION
  59. C IERR=5, ERROR - NO COMPUTATION,
  60. C ALGORITHM TERMINATION CONDITION NOT MET
  61. C
  62. C***LONG DESCRIPTION
  63. C
  64. C THE COMPUTATION IS CARRIED OUT BY THE FORMULA
  65. C
  66. C J(FNU,Z)=EXP( FNU*PI*I/2)*I(FNU,-I*Z) AIMAG(Z).GE.0.0
  67. C
  68. C J(FNU,Z)=EXP(-FNU*PI*I/2)*I(FNU, I*Z) AIMAG(Z).LT.0.0
  69. C
  70. C WHERE I**2 = -1 AND I(FNU,Z) IS THE I BESSEL FUNCTION.
  71. C
  72. C FOR NEGATIVE ORDERS,THE FORMULA
  73. C
  74. C J(-FNU,Z) = J(FNU,Z)*COS(PI*FNU) - Y(FNU,Z)*SIN(PI*FNU)
  75. C
  76. C CAN BE USED. HOWEVER,FOR LARGE ORDERS CLOSE TO INTEGERS, THE
  77. C THE FUNCTION CHANGES RADICALLY. WHEN FNU IS A LARGE POSITIVE
  78. C INTEGER,THE MAGNITUDE OF J(-FNU,Z)=J(FNU,Z)*COS(PI*FNU) IS A
  79. C LARGE NEGATIVE POWER OF TEN. BUT WHEN FNU IS NOT AN INTEGER,
  80. C Y(FNU,Z) DOMINATES IN MAGNITUDE WITH A LARGE POSITIVE POWER OF
  81. C TEN AND THE MOST THAT THE SECOND TERM CAN BE REDUCED IS BY
  82. C UNIT ROUNDOFF FROM THE COEFFICIENT. THUS, WIDE CHANGES CAN
  83. C OCCUR WITHIN UNIT ROUNDOFF OF A LARGE INTEGER FOR FNU. HERE,
  84. C LARGE MEANS FNU.GT.CABS(Z).
  85. C
  86. C IN MOST COMPLEX VARIABLE COMPUTATION, ONE MUST EVALUATE ELE-
  87. C MENTARY FUNCTIONS. WHEN THE MAGNITUDE OF Z OR FNU+N-1 IS
  88. C LARGE, LOSSES OF SIGNIFICANCE BY ARGUMENT REDUCTION OCCUR.
  89. C CONSEQUENTLY, IF EITHER ONE EXCEEDS U1=SQRT(0.5/UR), THEN
  90. C LOSSES EXCEEDING HALF PRECISION ARE LIKELY AND AN ERROR FLAG
  91. C IERR=3 IS TRIGGERED WHERE UR=DMAX1(D1MACH(4),1.0D-18) IS
  92. C DOUBLE PRECISION UNIT ROUNDOFF LIMITED TO 18 DIGITS PRECISION.
  93. C IF EITHER IS LARGER THAN U2=0.5/UR, THEN ALL SIGNIFICANCE IS
  94. C LOST AND IERR=4. IN ORDER TO USE THE INT FUNCTION, ARGUMENTS
  95. C MUST BE FURTHER RESTRICTED NOT TO EXCEED THE LARGEST MACHINE
  96. C INTEGER, U3=I1MACH(9). THUS, THE MAGNITUDE OF Z AND FNU+N-1 IS
  97. C RESTRICTED BY MIN(U2,U3). ON 32 BIT MACHINES, U1,U2, AND U3
  98. C ARE APPROXIMATELY 2.0E+3, 4.2E+6, 2.1E+9 IN SINGLE PRECISION
  99. C ARITHMETIC AND 1.3E+8, 1.8E+16, 2.1E+9 IN DOUBLE PRECISION
  100. C ARITHMETIC RESPECTIVELY. THIS MAKES U2 AND U3 LIMITING IN
  101. C THEIR RESPECTIVE ARITHMETICS. THIS MEANS THAT ONE CAN EXPECT
  102. C TO RETAIN, IN THE WORST CASES ON 32 BIT MACHINES, NO DIGITS
  103. C IN SINGLE AND ONLY 7 DIGITS IN DOUBLE PRECISION ARITHMETIC.
  104. C SIMILAR CONSIDERATIONS HOLD FOR OTHER MACHINES.
  105. C
  106. C THE APPROXIMATE RELATIVE ERROR IN THE MAGNITUDE OF A COMPLEX
  107. C BESSEL FUNCTION CAN BE EXPRESSED BY P*10**S WHERE P=MAX(UNIT
  108. C ROUNDOFF,1.0E-18) IS THE NOMINAL PRECISION AND 10**S REPRE-
  109. C SENTS THE INCREASE IN ERROR DUE TO ARGUMENT REDUCTION IN THE
  110. C ELEMENTARY FUNCTIONS. HERE, S=MAX(1,ABS(LOG10(CABS(Z))),
  111. C ABS(LOG10(FNU))) APPROXIMATELY (I.E. S=MAX(1,ABS(EXPONENT OF
  112. C CABS(Z),ABS(EXPONENT OF FNU)) ). HOWEVER, THE PHASE ANGLE MAY
  113. C HAVE ONLY ABSOLUTE ACCURACY. THIS IS MOST LIKELY TO OCCUR WHEN
  114. C ONE COMPONENT (IN ABSOLUTE VALUE) IS LARGER THAN THE OTHER BY
  115. C SEVERAL ORDERS OF MAGNITUDE. IF ONE COMPONENT IS 10**K LARGER
  116. C THAN THE OTHER, THEN ONE CAN EXPECT ONLY MAX(ABS(LOG10(P))-K,
  117. C 0) SIGNIFICANT DIGITS; OR, STATED ANOTHER WAY, WHEN K EXCEEDS
  118. C THE EXPONENT OF P, NO SIGNIFICANT DIGITS REMAIN IN THE SMALLER
  119. C COMPONENT. HOWEVER, THE PHASE ANGLE RETAINS ABSOLUTE ACCURACY
  120. C BECAUSE, IN COMPLEX ARITHMETIC WITH PRECISION P, THE SMALLER
  121. C COMPONENT WILL NOT (AS A RULE) DECREASE BELOW P TIMES THE
  122. C MAGNITUDE OF THE LARGER COMPONENT. IN THESE EXTREME CASES,
  123. C THE PRINCIPAL PHASE ANGLE IS ON THE ORDER OF +P, -P, PI/2-P,
  124. C OR -PI/2+P.
  125. C
  126. C***REFERENCES HANDBOOK OF MATHEMATICAL FUNCTIONS BY M. ABRAMOWITZ
  127. C AND I. A. STEGUN, NBS AMS SERIES 55, U.S. DEPT. OF
  128. C COMMERCE, 1955.
  129. C
  130. C COMPUTATION OF BESSEL FUNCTIONS OF COMPLEX ARGUMENT
  131. C BY D. E. AMOS, SAND83-0083, MAY, 1983.
  132. C
  133. C COMPUTATION OF BESSEL FUNCTIONS OF COMPLEX ARGUMENT
  134. C AND LARGE ORDER BY D. E. AMOS, SAND83-0643, MAY, 1983
  135. C
  136. C A SUBROUTINE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX
  137. C ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, SAND85-
  138. C 1018, MAY, 1985
  139. C
  140. C A PORTABLE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX
  141. C ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, TRANS.
  142. C MATH. SOFTWARE, 1986
  143. C
  144. C***ROUTINES CALLED ZBINU,I1MACH,D1MACH
  145. C***END PROLOGUE ZBESJ
  146. C
  147. C COMPLEX CI,CSGN,CY,Z,ZN
  148. DOUBLE PRECISION AA, ALIM, ARG, CII, CSGNI, CSGNR, CYI, CYR, DIG,
  149. * ELIM, FNU, FNUL, HPI, RL, R1M5, STR, TOL, ZI, ZNI, ZNR, ZR,
  150. * D1MACH, BB, FN, AZ, ZABS, ASCLE, RTOL, ATOL, STI
  151. INTEGER I, IERR, INU, INUH, IR, K, KODE, K1, K2, N, NL, NZ, I1MACH
  152. DIMENSION CYR(N), CYI(N)
  153. DATA HPI /1.57079632679489662D0/
  154. C
  155. C***FIRST EXECUTABLE STATEMENT ZBESJ
  156. IERR = 0
  157. NZ=0
  158. IF (FNU.LT.0.0D0) IERR=1
  159. IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1
  160. IF (N.LT.1) IERR=1
  161. IF (IERR.NE.0) RETURN
  162. C-----------------------------------------------------------------------
  163. C SET PARAMETERS RELATED TO MACHINE CONSTANTS.
  164. C TOL IS THE APPROXIMATE UNIT ROUNDOFF LIMITED TO 1.0E-18.
  165. C ELIM IS THE APPROXIMATE EXPONENTIAL OVER- AND UNDERFLOW LIMIT.
  166. C EXP(-ELIM).LT.EXP(-ALIM)=EXP(-ELIM)/TOL AND
  167. C EXP(ELIM).GT.EXP(ALIM)=EXP(ELIM)*TOL ARE INTERVALS NEAR
  168. C UNDERFLOW AND OVERFLOW LIMITS WHERE SCALED ARITHMETIC IS DONE.
  169. C RL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC EXPANSION FOR LARGE Z.
  170. C DIG = NUMBER OF BASE 10 DIGITS IN TOL = 10**(-DIG).
  171. C FNUL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC SERIES FOR LARGE FNU.
  172. C-----------------------------------------------------------------------
  173. TOL = DMAX1(D1MACH(4),1.0D-18)
  174. K1 = I1MACH(15)
  175. K2 = I1MACH(16)
  176. R1M5 = D1MACH(5)
  177. K = MIN0(IABS(K1),IABS(K2))
  178. ELIM = 2.303D0*(DBLE(FLOAT(K))*R1M5-3.0D0)
  179. K1 = I1MACH(14) - 1
  180. AA = R1M5*DBLE(FLOAT(K1))
  181. DIG = DMIN1(AA,18.0D0)
  182. AA = AA*2.303D0
  183. ALIM = ELIM + DMAX1(-AA,-41.45D0)
  184. RL = 1.2D0*DIG + 3.0D0
  185. FNUL = 10.0D0 + 6.0D0*(DIG-3.0D0)
  186. C-----------------------------------------------------------------------
  187. C TEST FOR PROPER RANGE
  188. C-----------------------------------------------------------------------
  189. AZ = ZABS(COMPLEX(ZR,ZI))
  190. FN = FNU+DBLE(FLOAT(N-1))
  191. AA = 0.5D0/TOL
  192. BB=DBLE(FLOAT(I1MACH(9)))*0.5D0
  193. AA = DMIN1(AA,BB)
  194. IF (AZ.GT.AA) GO TO 260
  195. IF (FN.GT.AA) GO TO 260
  196. AA = DSQRT(AA)
  197. IF (AZ.GT.AA) IERR=3
  198. IF (FN.GT.AA) IERR=3
  199. C-----------------------------------------------------------------------
  200. C CALCULATE CSGN=EXP(FNU*HPI*I) TO MINIMIZE LOSSES OF SIGNIFICANCE
  201. C WHEN FNU IS LARGE
  202. C-----------------------------------------------------------------------
  203. CII = 1.0D0
  204. INU = INT(SNGL(FNU))
  205. INUH = INU/2
  206. IR = INU - 2*INUH
  207. ARG = (FNU-DBLE(FLOAT(INU-IR)))*HPI
  208. CSGNR = DCOS(ARG)
  209. CSGNI = DSIN(ARG)
  210. IF (MOD(INUH,2).EQ.0) GO TO 40
  211. CSGNR = -CSGNR
  212. CSGNI = -CSGNI
  213. 40 CONTINUE
  214. C-----------------------------------------------------------------------
  215. C ZN IS IN THE RIGHT HALF PLANE
  216. C-----------------------------------------------------------------------
  217. ZNR = ZI
  218. ZNI = -ZR
  219. IF (ZI.GE.0.0D0) GO TO 50
  220. ZNR = -ZNR
  221. ZNI = -ZNI
  222. CSGNI = -CSGNI
  223. CII = -CII
  224. 50 CONTINUE
  225. CALL ZBINU(ZNR, ZNI, FNU, KODE, N, CYR, CYI, NZ, RL, FNUL, TOL,
  226. * ELIM, ALIM)
  227. IF (NZ.LT.0) GO TO 130
  228. NL = N - NZ
  229. IF (NL.EQ.0) RETURN
  230. RTOL = 1.0D0/TOL
  231. ASCLE = D1MACH(1)*RTOL*1.0D+3
  232. DO 60 I=1,NL
  233. C STR = CYR(I)*CSGNR - CYI(I)*CSGNI
  234. C CYI(I) = CYR(I)*CSGNI + CYI(I)*CSGNR
  235. C CYR(I) = STR
  236. AA = CYR(I)
  237. BB = CYI(I)
  238. ATOL = 1.0D0
  239. IF (DMAX1(DABS(AA),DABS(BB)).GT.ASCLE) GO TO 55
  240. AA = AA*RTOL
  241. BB = BB*RTOL
  242. ATOL = TOL
  243. 55 CONTINUE
  244. STR = AA*CSGNR - BB*CSGNI
  245. STI = AA*CSGNI + BB*CSGNR
  246. CYR(I) = STR*ATOL
  247. CYI(I) = STI*ATOL
  248. STR = -CSGNI*CII
  249. CSGNI = CSGNR*CII
  250. CSGNR = STR
  251. 60 CONTINUE
  252. RETURN
  253. 130 CONTINUE
  254. IF(NZ.EQ.(-2)) GO TO 140
  255. NZ = 0
  256. IERR = 2
  257. RETURN
  258. 140 CONTINUE
  259. NZ=0
  260. IERR=5
  261. RETURN
  262. 260 CONTINUE
  263. NZ=0
  264. IERR=4
  265. RETURN
  266. END