123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281 |
- SUBROUTINE ZBESK(ZR, ZI, FNU, KODE, N, CYR, CYI, NZ, IERR)
- C***BEGIN PROLOGUE ZBESK
- C***DATE WRITTEN 830501 (YYMMDD)
- C***REVISION DATE 890801 (YYMMDD)
- C***CATEGORY NO. B5K
- C***KEYWORDS K-BESSEL FUNCTION,COMPLEX BESSEL FUNCTION,
- C MODIFIED BESSEL FUNCTION OF THE SECOND KIND,
- C BESSEL FUNCTION OF THE THIRD KIND
- C***AUTHOR AMOS, DONALD E., SANDIA NATIONAL LABORATORIES
- C***PURPOSE TO COMPUTE K-BESSEL FUNCTIONS OF COMPLEX ARGUMENT
- C***DESCRIPTION
- C
- C ***A DOUBLE PRECISION ROUTINE***
- C
- C ON KODE=1, CBESK COMPUTES AN N MEMBER SEQUENCE OF COMPLEX
- C BESSEL FUNCTIONS CY(J)=K(FNU+J-1,Z) FOR REAL, NONNEGATIVE
- C ORDERS FNU+J-1, J=1,...,N AND COMPLEX Z.NE.CMPLX(0.0,0.0)
- C IN THE CUT PLANE -PI.LT.ARG(Z).LE.PI. ON KODE=2, CBESK
- C RETURNS THE SCALED K FUNCTIONS,
- C
- C CY(J)=EXP(Z)*K(FNU+J-1,Z) , J=1,...,N,
- C
- C WHICH REMOVE THE EXPONENTIAL BEHAVIOR IN BOTH THE LEFT AND
- C RIGHT HALF PLANES FOR Z TO INFINITY. DEFINITIONS AND
- C NOTATION ARE FOUND IN THE NBS HANDBOOK OF MATHEMATICAL
- C FUNCTIONS (REF. 1).
- C
- C INPUT ZR,ZI,FNU ARE DOUBLE PRECISION
- C ZR,ZI - Z=CMPLX(ZR,ZI), Z.NE.CMPLX(0.0D0,0.0D0),
- C -PI.LT.ARG(Z).LE.PI
- C FNU - ORDER OF INITIAL K FUNCTION, FNU.GE.0.0D0
- C N - NUMBER OF MEMBERS OF THE SEQUENCE, N.GE.1
- C KODE - A PARAMETER TO INDICATE THE SCALING OPTION
- C KODE= 1 RETURNS
- C CY(I)=K(FNU+I-1,Z), I=1,...,N
- C = 2 RETURNS
- C CY(I)=K(FNU+I-1,Z)*EXP(Z), I=1,...,N
- 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)=K(FNU+I-1,Z), I=1,...,N OR
- C CY(I)=K(FNU+I-1,Z)*EXP(Z), I=1,...,N
- C DEPENDING ON KODE
- C NZ - NUMBER OF COMPONENTS SET TO ZERO DUE TO UNDERFLOW.
- C NZ= 0 , NORMAL RETURN
- C NZ.GT.0 , FIRST NZ COMPONENTS OF CY SET TO ZERO DUE
- C TO UNDERFLOW, CY(I)=CMPLX(0.0D0,0.0D0),
- C I=1,...,N WHEN X.GE.0.0. WHEN X.LT.0.0
- C NZ STATES ONLY THE NUMBER OF UNDERFLOWS
- C IN THE SEQUENCE.
- C
- C IERR - ERROR FLAG
- C IERR=0, NORMAL RETURN - COMPUTATION COMPLETED
- C IERR=1, INPUT ERROR - NO COMPUTATION
- C IERR=2, OVERFLOW - NO COMPUTATION, FNU IS
- C TOO LARGE OR CABS(Z) IS TOO SMALL OR BOTH
- 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 EQUATIONS OF THE REFERENCE ARE IMPLEMENTED FOR SMALL ORDERS
- C DNU AND DNU+1.0 IN THE RIGHT HALF PLANE X.GE.0.0. FORWARD
- C RECURRENCE GENERATES HIGHER ORDERS. K IS CONTINUED TO THE LEFT
- C HALF PLANE BY THE RELATION
- C
- C K(FNU,Z*EXP(MP)) = EXP(-MP*FNU)*K(FNU,Z)-MP*I(FNU,Z)
- C MP=MR*PI*I, MR=+1 OR -1, RE(Z).GT.0, I**2=-1
- C
- C WHERE I(FNU,Z) IS THE I BESSEL FUNCTION.
- C
- C FOR LARGE ORDERS, FNU.GT.FNUL, THE K FUNCTION IS COMPUTED
- C BY MEANS OF ITS UNIFORM ASYMPTOTIC EXPANSIONS.
- C
- C FOR NEGATIVE ORDERS, THE FORMULA
- C
- C K(-FNU,Z) = K(FNU,Z)
- C
- C CAN BE USED.
- C
- C CBESK ASSUMES THAT A SIGNIFICANT DIGIT SINH(X) FUNCTION IS
- C AVAILABLE.
- 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 ZACON,ZBKNU,ZBUNK,ZUOIK,ZABS,I1MACH,D1MACH
- C***END PROLOGUE ZBESK
- C
- C COMPLEX CY,Z
- DOUBLE PRECISION AA, ALIM, ALN, ARG, AZ, CYI, CYR, DIG, ELIM, FN,
- * FNU, FNUL, RL, R1M5, TOL, UFL, ZI, ZR, D1MACH, ZABS, BB
- INTEGER IERR, K, KODE, K1, K2, MR, N, NN, NUF, NW, NZ, I1MACH
- DIMENSION CYR(N), CYI(N)
- C***FIRST EXECUTABLE STATEMENT ZBESK
- IERR = 0
- NZ=0
- IF (ZI.EQ.0.0E0 .AND. ZR.EQ.0.0E0) IERR=1
- 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
- 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 = 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)
- FNUL = 10.0D0 + 6.0D0*(DIG-3.0D0)
- RL = 1.2D0*DIG + 3.0D0
- C-----------------------------------------------------------------------------
- C TEST FOR PROPER RANGE
- C-----------------------------------------------------------------------
- AZ = ZABS(COMPLEX(ZR,ZI))
- FN = FNU + DBLE(FLOAT(NN-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 OVERFLOW TEST ON THE LAST MEMBER OF THE SEQUENCE
- C-----------------------------------------------------------------------
- C UFL = DEXP(-ELIM)
- UFL = D1MACH(1)*1.0D+3
- IF (AZ.LT.UFL) GO TO 180
- IF (FNU.GT.FNUL) GO TO 80
- IF (FN.LE.1.0D0) GO TO 60
- IF (FN.GT.2.0D0) GO TO 50
- IF (AZ.GT.TOL) GO TO 60
- ARG = 0.5D0*AZ
- ALN = -FN*DLOG(ARG)
- IF (ALN.GT.ELIM) GO TO 180
- GO TO 60
- 50 CONTINUE
- CALL ZUOIK(ZR, ZI, FNU, KODE, 2, NN, CYR, CYI, NUF, TOL, ELIM,
- * ALIM)
- IF (NUF.LT.0) GO TO 180
- 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 100
- 60 CONTINUE
- IF (ZR.LT.0.0D0) GO TO 70
- C-----------------------------------------------------------------------
- C RIGHT HALF PLANE COMPUTATION, REAL(Z).GE.0.
- C-----------------------------------------------------------------------
- CALL ZBKNU(ZR, ZI, FNU, KODE, NN, CYR, CYI, NW, TOL, ELIM, ALIM)
- IF (NW.LT.0) GO TO 200
- NZ=NW
- RETURN
- C-----------------------------------------------------------------------
- C LEFT HALF PLANE COMPUTATION
- C PI/2.LT.ARG(Z).LE.PI AND -PI.LT.ARG(Z).LT.-PI/2.
- C-----------------------------------------------------------------------
- 70 CONTINUE
- IF (NZ.NE.0) GO TO 180
- MR = 1
- IF (ZI.LT.0.0D0) MR = -1
- CALL ZACON(ZR, ZI, FNU, KODE, MR, NN, CYR, CYI, NW, RL, FNUL,
- * TOL, ELIM, ALIM)
- IF (NW.LT.0) GO TO 200
- NZ=NW
- RETURN
- C-----------------------------------------------------------------------
- C UNIFORM ASYMPTOTIC EXPANSIONS FOR FNU.GT.FNUL
- C-----------------------------------------------------------------------
- 80 CONTINUE
- MR = 0
- IF (ZR.GE.0.0D0) GO TO 90
- MR = 1
- IF (ZI.LT.0.0D0) MR = -1
- 90 CONTINUE
- CALL ZBUNK(ZR, ZI, FNU, KODE, MR, NN, CYR, CYI, NW, TOL, ELIM,
- * ALIM)
- IF (NW.LT.0) GO TO 200
- NZ = NZ + NW
- RETURN
- 100 CONTINUE
- IF (ZR.LT.0.0D0) GO TO 180
- RETURN
- 180 CONTINUE
- NZ = 0
- IERR=2
- RETURN
- 200 CONTINUE
- IF(NW.EQ.(-1)) GO TO 180
- NZ=0
- IERR=5
- RETURN
- 260 CONTINUE
- NZ=0
- IERR=4
- RETURN
- END
|