zbesk.f 12 KB

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  1. SUBROUTINE ZBESK(ZR, ZI, FNU, KODE, N, CYR, CYI, NZ, IERR)
  2. C***BEGIN PROLOGUE ZBESK
  3. C***DATE WRITTEN 830501 (YYMMDD)
  4. C***REVISION DATE 890801 (YYMMDD)
  5. C***CATEGORY NO. B5K
  6. C***KEYWORDS K-BESSEL FUNCTION,COMPLEX BESSEL FUNCTION,
  7. C MODIFIED BESSEL FUNCTION OF THE SECOND KIND,
  8. C BESSEL FUNCTION OF THE THIRD KIND
  9. C***AUTHOR AMOS, DONALD E., SANDIA NATIONAL LABORATORIES
  10. C***PURPOSE TO COMPUTE K-BESSEL FUNCTIONS OF COMPLEX ARGUMENT
  11. C***DESCRIPTION
  12. C
  13. C ***A DOUBLE PRECISION ROUTINE***
  14. C
  15. C ON KODE=1, CBESK COMPUTES AN N MEMBER SEQUENCE OF COMPLEX
  16. C BESSEL FUNCTIONS CY(J)=K(FNU+J-1,Z) FOR REAL, NONNEGATIVE
  17. C ORDERS FNU+J-1, J=1,...,N AND COMPLEX Z.NE.CMPLX(0.0,0.0)
  18. C IN THE CUT PLANE -PI.LT.ARG(Z).LE.PI. ON KODE=2, CBESK
  19. C RETURNS THE SCALED K FUNCTIONS,
  20. C
  21. C CY(J)=EXP(Z)*K(FNU+J-1,Z) , J=1,...,N,
  22. C
  23. C WHICH REMOVE THE EXPONENTIAL BEHAVIOR IN BOTH THE LEFT AND
  24. C RIGHT HALF PLANES FOR Z TO INFINITY. DEFINITIONS AND
  25. C NOTATION ARE FOUND IN THE NBS HANDBOOK OF MATHEMATICAL
  26. C FUNCTIONS (REF. 1).
  27. C
  28. C INPUT ZR,ZI,FNU ARE DOUBLE PRECISION
  29. C ZR,ZI - Z=CMPLX(ZR,ZI), Z.NE.CMPLX(0.0D0,0.0D0),
  30. C -PI.LT.ARG(Z).LE.PI
  31. C FNU - ORDER OF INITIAL K FUNCTION, FNU.GE.0.0D0
  32. C N - NUMBER OF MEMBERS OF THE SEQUENCE, N.GE.1
  33. C KODE - A PARAMETER TO INDICATE THE SCALING OPTION
  34. C KODE= 1 RETURNS
  35. C CY(I)=K(FNU+I-1,Z), I=1,...,N
  36. C = 2 RETURNS
  37. C CY(I)=K(FNU+I-1,Z)*EXP(Z), I=1,...,N
  38. C
  39. C OUTPUT CYR,CYI ARE DOUBLE PRECISION
  40. C CYR,CYI- DOUBLE PRECISION VECTORS WHOSE FIRST N COMPONENTS
  41. C CONTAIN REAL AND IMAGINARY PARTS FOR THE SEQUENCE
  42. C CY(I)=K(FNU+I-1,Z), I=1,...,N OR
  43. C CY(I)=K(FNU+I-1,Z)*EXP(Z), I=1,...,N
  44. C DEPENDING ON KODE
  45. C NZ - NUMBER OF COMPONENTS SET TO ZERO DUE TO UNDERFLOW.
  46. C NZ= 0 , NORMAL RETURN
  47. C NZ.GT.0 , FIRST NZ COMPONENTS OF CY SET TO ZERO DUE
  48. C TO UNDERFLOW, CY(I)=CMPLX(0.0D0,0.0D0),
  49. C I=1,...,N WHEN X.GE.0.0. WHEN X.LT.0.0
  50. C NZ STATES ONLY THE NUMBER OF UNDERFLOWS
  51. C IN THE SEQUENCE.
  52. C
  53. C IERR - ERROR FLAG
  54. C IERR=0, NORMAL RETURN - COMPUTATION COMPLETED
  55. C IERR=1, INPUT ERROR - NO COMPUTATION
  56. C IERR=2, OVERFLOW - NO COMPUTATION, FNU IS
  57. C TOO LARGE OR CABS(Z) IS TOO SMALL OR BOTH
  58. C IERR=3, CABS(Z) OR FNU+N-1 LARGE - COMPUTATION DONE
  59. C BUT LOSSES OF SIGNIFCANCE BY ARGUMENT
  60. C REDUCTION PRODUCE LESS THAN HALF OF MACHINE
  61. C ACCURACY
  62. C IERR=4, CABS(Z) OR FNU+N-1 TOO LARGE - NO COMPUTA-
  63. C TION BECAUSE OF COMPLETE LOSSES OF SIGNIFI-
  64. C CANCE BY ARGUMENT REDUCTION
  65. C IERR=5, ERROR - NO COMPUTATION,
  66. C ALGORITHM TERMINATION CONDITION NOT MET
  67. C
  68. C***LONG DESCRIPTION
  69. C
  70. C EQUATIONS OF THE REFERENCE ARE IMPLEMENTED FOR SMALL ORDERS
  71. C DNU AND DNU+1.0 IN THE RIGHT HALF PLANE X.GE.0.0. FORWARD
  72. C RECURRENCE GENERATES HIGHER ORDERS. K IS CONTINUED TO THE LEFT
  73. C HALF PLANE BY THE RELATION
  74. C
  75. C K(FNU,Z*EXP(MP)) = EXP(-MP*FNU)*K(FNU,Z)-MP*I(FNU,Z)
  76. C MP=MR*PI*I, MR=+1 OR -1, RE(Z).GT.0, I**2=-1
  77. C
  78. C WHERE I(FNU,Z) IS THE I BESSEL FUNCTION.
  79. C
  80. C FOR LARGE ORDERS, FNU.GT.FNUL, THE K FUNCTION IS COMPUTED
  81. C BY MEANS OF ITS UNIFORM ASYMPTOTIC EXPANSIONS.
  82. C
  83. C FOR NEGATIVE ORDERS, THE FORMULA
  84. C
  85. C K(-FNU,Z) = K(FNU,Z)
  86. C
  87. C CAN BE USED.
  88. C
  89. C CBESK ASSUMES THAT A SIGNIFICANT DIGIT SINH(X) FUNCTION IS
  90. C AVAILABLE.
  91. C
  92. C IN MOST COMPLEX VARIABLE COMPUTATION, ONE MUST EVALUATE ELE-
  93. C MENTARY FUNCTIONS. WHEN THE MAGNITUDE OF Z OR FNU+N-1 IS
  94. C LARGE, LOSSES OF SIGNIFICANCE BY ARGUMENT REDUCTION OCCUR.
  95. C CONSEQUENTLY, IF EITHER ONE EXCEEDS U1=SQRT(0.5/UR), THEN
  96. C LOSSES EXCEEDING HALF PRECISION ARE LIKELY AND AN ERROR FLAG
  97. C IERR=3 IS TRIGGERED WHERE UR=DMAX1(D1MACH(4),1.0D-18) IS
  98. C DOUBLE PRECISION UNIT ROUNDOFF LIMITED TO 18 DIGITS PRECISION.
  99. C IF EITHER IS LARGER THAN U2=0.5/UR, THEN ALL SIGNIFICANCE IS
  100. C LOST AND IERR=4. IN ORDER TO USE THE INT FUNCTION, ARGUMENTS
  101. C MUST BE FURTHER RESTRICTED NOT TO EXCEED THE LARGEST MACHINE
  102. C INTEGER, U3=I1MACH(9). THUS, THE MAGNITUDE OF Z AND FNU+N-1 IS
  103. C RESTRICTED BY MIN(U2,U3). ON 32 BIT MACHINES, U1,U2, AND U3
  104. C ARE APPROXIMATELY 2.0E+3, 4.2E+6, 2.1E+9 IN SINGLE PRECISION
  105. C ARITHMETIC AND 1.3E+8, 1.8E+16, 2.1E+9 IN DOUBLE PRECISION
  106. C ARITHMETIC RESPECTIVELY. THIS MAKES U2 AND U3 LIMITING IN
  107. C THEIR RESPECTIVE ARITHMETICS. THIS MEANS THAT ONE CAN EXPECT
  108. C TO RETAIN, IN THE WORST CASES ON 32 BIT MACHINES, NO DIGITS
  109. C IN SINGLE AND ONLY 7 DIGITS IN DOUBLE PRECISION ARITHMETIC.
  110. C SIMILAR CONSIDERATIONS HOLD FOR OTHER MACHINES.
  111. C
  112. C THE APPROXIMATE RELATIVE ERROR IN THE MAGNITUDE OF A COMPLEX
  113. C BESSEL FUNCTION CAN BE EXPRESSED BY P*10**S WHERE P=MAX(UNIT
  114. C ROUNDOFF,1.0E-18) IS THE NOMINAL PRECISION AND 10**S REPRE-
  115. C SENTS THE INCREASE IN ERROR DUE TO ARGUMENT REDUCTION IN THE
  116. C ELEMENTARY FUNCTIONS. HERE, S=MAX(1,ABS(LOG10(CABS(Z))),
  117. C ABS(LOG10(FNU))) APPROXIMATELY (I.E. S=MAX(1,ABS(EXPONENT OF
  118. C CABS(Z),ABS(EXPONENT OF FNU)) ). HOWEVER, THE PHASE ANGLE MAY
  119. C HAVE ONLY ABSOLUTE ACCURACY. THIS IS MOST LIKELY TO OCCUR WHEN
  120. C ONE COMPONENT (IN ABSOLUTE VALUE) IS LARGER THAN THE OTHER BY
  121. C SEVERAL ORDERS OF MAGNITUDE. IF ONE COMPONENT IS 10**K LARGER
  122. C THAN THE OTHER, THEN ONE CAN EXPECT ONLY MAX(ABS(LOG10(P))-K,
  123. C 0) SIGNIFICANT DIGITS; OR, STATED ANOTHER WAY, WHEN K EXCEEDS
  124. C THE EXPONENT OF P, NO SIGNIFICANT DIGITS REMAIN IN THE SMALLER
  125. C COMPONENT. HOWEVER, THE PHASE ANGLE RETAINS ABSOLUTE ACCURACY
  126. C BECAUSE, IN COMPLEX ARITHMETIC WITH PRECISION P, THE SMALLER
  127. C COMPONENT WILL NOT (AS A RULE) DECREASE BELOW P TIMES THE
  128. C MAGNITUDE OF THE LARGER COMPONENT. IN THESE EXTREME CASES,
  129. C THE PRINCIPAL PHASE ANGLE IS ON THE ORDER OF +P, -P, PI/2-P,
  130. C OR -PI/2+P.
  131. C
  132. C***REFERENCES HANDBOOK OF MATHEMATICAL FUNCTIONS BY M. ABRAMOWITZ
  133. C AND I. A. STEGUN, NBS AMS SERIES 55, U.S. DEPT. OF
  134. C COMMERCE, 1955.
  135. C
  136. C COMPUTATION OF BESSEL FUNCTIONS OF COMPLEX ARGUMENT
  137. C BY D. E. AMOS, SAND83-0083, MAY, 1983.
  138. C
  139. C COMPUTATION OF BESSEL FUNCTIONS OF COMPLEX ARGUMENT
  140. C AND LARGE ORDER BY D. E. AMOS, SAND83-0643, MAY, 1983.
  141. C
  142. C A SUBROUTINE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX
  143. C ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, SAND85-
  144. C 1018, MAY, 1985
  145. C
  146. C A PORTABLE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX
  147. C ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, TRANS.
  148. C MATH. SOFTWARE, 1986
  149. C
  150. C***ROUTINES CALLED ZACON,ZBKNU,ZBUNK,ZUOIK,ZABS,I1MACH,D1MACH
  151. C***END PROLOGUE ZBESK
  152. C
  153. C COMPLEX CY,Z
  154. DOUBLE PRECISION AA, ALIM, ALN, ARG, AZ, CYI, CYR, DIG, ELIM, FN,
  155. * FNU, FNUL, RL, R1M5, TOL, UFL, ZI, ZR, D1MACH, ZABS, BB
  156. INTEGER IERR, K, KODE, K1, K2, MR, N, NN, NUF, NW, NZ, I1MACH
  157. DIMENSION CYR(N), CYI(N)
  158. C***FIRST EXECUTABLE STATEMENT ZBESK
  159. IERR = 0
  160. NZ=0
  161. IF (ZI.EQ.0.0E0 .AND. ZR.EQ.0.0E0) IERR=1
  162. IF (FNU.LT.0.0D0) IERR=1
  163. IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1
  164. IF (N.LT.1) IERR=1
  165. IF (IERR.NE.0) RETURN
  166. NN = N
  167. C-----------------------------------------------------------------------
  168. C SET PARAMETERS RELATED TO MACHINE CONSTANTS.
  169. C TOL IS THE APPROXIMATE UNIT ROUNDOFF LIMITED TO 1.0E-18.
  170. C ELIM IS THE APPROXIMATE EXPONENTIAL OVER- AND UNDERFLOW LIMIT.
  171. C EXP(-ELIM).LT.EXP(-ALIM)=EXP(-ELIM)/TOL AND
  172. C EXP(ELIM).GT.EXP(ALIM)=EXP(ELIM)*TOL ARE INTERVALS NEAR
  173. C UNDERFLOW AND OVERFLOW LIMITS WHERE SCALED ARITHMETIC IS DONE.
  174. C RL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC EXPANSION FOR LARGE Z.
  175. C DIG = NUMBER OF BASE 10 DIGITS IN TOL = 10**(-DIG).
  176. C FNUL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC SERIES FOR LARGE FNU
  177. C-----------------------------------------------------------------------
  178. TOL = DMAX1(D1MACH(4),1.0D-18)
  179. K1 = I1MACH(15)
  180. K2 = I1MACH(16)
  181. R1M5 = D1MACH(5)
  182. K = MIN0(IABS(K1),IABS(K2))
  183. ELIM = 2.303D0*(DBLE(FLOAT(K))*R1M5-3.0D0)
  184. K1 = I1MACH(14) - 1
  185. AA = R1M5*DBLE(FLOAT(K1))
  186. DIG = DMIN1(AA,18.0D0)
  187. AA = AA*2.303D0
  188. ALIM = ELIM + DMAX1(-AA,-41.45D0)
  189. FNUL = 10.0D0 + 6.0D0*(DIG-3.0D0)
  190. RL = 1.2D0*DIG + 3.0D0
  191. C-----------------------------------------------------------------------------
  192. C TEST FOR PROPER RANGE
  193. C-----------------------------------------------------------------------
  194. AZ = ZABS(COMPLEX(ZR,ZI))
  195. FN = FNU + DBLE(FLOAT(NN-1))
  196. AA = 0.5D0/TOL
  197. BB=DBLE(FLOAT(I1MACH(9)))*0.5D0
  198. AA = DMIN1(AA,BB)
  199. IF (AZ.GT.AA) GO TO 260
  200. IF (FN.GT.AA) GO TO 260
  201. AA = DSQRT(AA)
  202. IF (AZ.GT.AA) IERR=3
  203. IF (FN.GT.AA) IERR=3
  204. C-----------------------------------------------------------------------
  205. C OVERFLOW TEST ON THE LAST MEMBER OF THE SEQUENCE
  206. C-----------------------------------------------------------------------
  207. C UFL = DEXP(-ELIM)
  208. UFL = D1MACH(1)*1.0D+3
  209. IF (AZ.LT.UFL) GO TO 180
  210. IF (FNU.GT.FNUL) GO TO 80
  211. IF (FN.LE.1.0D0) GO TO 60
  212. IF (FN.GT.2.0D0) GO TO 50
  213. IF (AZ.GT.TOL) GO TO 60
  214. ARG = 0.5D0*AZ
  215. ALN = -FN*DLOG(ARG)
  216. IF (ALN.GT.ELIM) GO TO 180
  217. GO TO 60
  218. 50 CONTINUE
  219. CALL ZUOIK(ZR, ZI, FNU, KODE, 2, NN, CYR, CYI, NUF, TOL, ELIM,
  220. * ALIM)
  221. IF (NUF.LT.0) GO TO 180
  222. NZ = NZ + NUF
  223. NN = NN - NUF
  224. C-----------------------------------------------------------------------
  225. C HERE NN=N OR NN=0 SINCE NUF=0,NN, OR -1 ON RETURN FROM CUOIK
  226. C IF NUF=NN, THEN CY(I)=CZERO FOR ALL I
  227. C-----------------------------------------------------------------------
  228. IF (NN.EQ.0) GO TO 100
  229. 60 CONTINUE
  230. IF (ZR.LT.0.0D0) GO TO 70
  231. C-----------------------------------------------------------------------
  232. C RIGHT HALF PLANE COMPUTATION, REAL(Z).GE.0.
  233. C-----------------------------------------------------------------------
  234. CALL ZBKNU(ZR, ZI, FNU, KODE, NN, CYR, CYI, NW, TOL, ELIM, ALIM)
  235. IF (NW.LT.0) GO TO 200
  236. NZ=NW
  237. RETURN
  238. C-----------------------------------------------------------------------
  239. C LEFT HALF PLANE COMPUTATION
  240. C PI/2.LT.ARG(Z).LE.PI AND -PI.LT.ARG(Z).LT.-PI/2.
  241. C-----------------------------------------------------------------------
  242. 70 CONTINUE
  243. IF (NZ.NE.0) GO TO 180
  244. MR = 1
  245. IF (ZI.LT.0.0D0) MR = -1
  246. CALL ZACON(ZR, ZI, FNU, KODE, MR, NN, CYR, CYI, NW, RL, FNUL,
  247. * TOL, ELIM, ALIM)
  248. IF (NW.LT.0) GO TO 200
  249. NZ=NW
  250. RETURN
  251. C-----------------------------------------------------------------------
  252. C UNIFORM ASYMPTOTIC EXPANSIONS FOR FNU.GT.FNUL
  253. C-----------------------------------------------------------------------
  254. 80 CONTINUE
  255. MR = 0
  256. IF (ZR.GE.0.0D0) GO TO 90
  257. MR = 1
  258. IF (ZI.LT.0.0D0) MR = -1
  259. 90 CONTINUE
  260. CALL ZBUNK(ZR, ZI, FNU, KODE, MR, NN, CYR, CYI, NW, TOL, ELIM,
  261. * ALIM)
  262. IF (NW.LT.0) GO TO 200
  263. NZ = NZ + NW
  264. RETURN
  265. 100 CONTINUE
  266. IF (ZR.LT.0.0D0) GO TO 180
  267. RETURN
  268. 180 CONTINUE
  269. NZ = 0
  270. IERR=2
  271. RETURN
  272. 200 CONTINUE
  273. IF(NW.EQ.(-1)) GO TO 180
  274. NZ=0
  275. IERR=5
  276. RETURN
  277. 260 CONTINUE
  278. NZ=0
  279. IERR=4
  280. RETURN
  281. END