zbiry.f 14 KB

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  1. SUBROUTINE ZBIRY(ZR, ZI, ID, KODE, BIR, BII, IERR)
  2. C***BEGIN PROLOGUE ZBIRY
  3. C***DATE WRITTEN 830501 (YYMMDD)
  4. C***REVISION DATE 890801 (YYMMDD)
  5. C***CATEGORY NO. B5K
  6. C***KEYWORDS AIRY FUNCTION,BESSEL FUNCTIONS OF ORDER ONE THIRD
  7. C***AUTHOR AMOS, DONALD E., SANDIA NATIONAL LABORATORIES
  8. C***PURPOSE TO COMPUTE AIRY FUNCTIONS BI(Z) AND DBI(Z) FOR COMPLEX Z
  9. C***DESCRIPTION
  10. C
  11. C ***A DOUBLE PRECISION ROUTINE***
  12. C ON KODE=1, CBIRY COMPUTES THE COMPLEX AIRY FUNCTION BI(Z) OR
  13. C ITS DERIVATIVE DBI(Z)/DZ ON ID=0 OR ID=1 RESPECTIVELY. ON
  14. C KODE=2, A SCALING OPTION CEXP(-AXZTA)*BI(Z) OR CEXP(-AXZTA)*
  15. C DBI(Z)/DZ IS PROVIDED TO REMOVE THE EXPONENTIAL BEHAVIOR IN
  16. C BOTH THE LEFT AND RIGHT HALF PLANES WHERE
  17. C ZTA=(2/3)*Z*CSQRT(Z)=CMPLX(XZTA,YZTA) AND AXZTA=ABS(XZTA).
  18. C DEFINTIONS AND NOTATION ARE FOUND IN THE NBS HANDBOOK OF
  19. C MATHEMATICAL FUNCTIONS (REF. 1).
  20. C
  21. C INPUT ZR,ZI ARE DOUBLE PRECISION
  22. C ZR,ZI - Z=CMPLX(ZR,ZI)
  23. C ID - ORDER OF DERIVATIVE, ID=0 OR ID=1
  24. C KODE - A PARAMETER TO INDICATE THE SCALING OPTION
  25. C KODE= 1 RETURNS
  26. C BI=BI(Z) ON ID=0 OR
  27. C BI=DBI(Z)/DZ ON ID=1
  28. C = 2 RETURNS
  29. C BI=CEXP(-AXZTA)*BI(Z) ON ID=0 OR
  30. C BI=CEXP(-AXZTA)*DBI(Z)/DZ ON ID=1 WHERE
  31. C ZTA=(2/3)*Z*CSQRT(Z)=CMPLX(XZTA,YZTA)
  32. C AND AXZTA=ABS(XZTA)
  33. C
  34. C OUTPUT BIR,BII ARE DOUBLE PRECISION
  35. C BIR,BII- COMPLEX ANSWER DEPENDING ON THE CHOICES FOR ID AND
  36. C KODE
  37. C IERR - ERROR FLAG
  38. C IERR=0, NORMAL RETURN - COMPUTATION COMPLETED
  39. C IERR=1, INPUT ERROR - NO COMPUTATION
  40. C IERR=2, OVERFLOW - NO COMPUTATION, REAL(Z)
  41. C TOO LARGE ON KODE=1
  42. C IERR=3, CABS(Z) LARGE - COMPUTATION COMPLETED
  43. C LOSSES OF SIGNIFCANCE BY ARGUMENT REDUCTION
  44. C PRODUCE LESS THAN HALF OF MACHINE ACCURACY
  45. C IERR=4, CABS(Z) TOO LARGE - NO COMPUTATION
  46. C COMPLETE LOSS OF ACCURACY BY ARGUMENT
  47. C REDUCTION
  48. C IERR=5, ERROR - NO COMPUTATION,
  49. C ALGORITHM TERMINATION CONDITION NOT MET
  50. C
  51. C***LONG DESCRIPTION
  52. C
  53. C BI AND DBI ARE COMPUTED FOR CABS(Z).GT.1.0 FROM THE I BESSEL
  54. C FUNCTIONS BY
  55. C
  56. C BI(Z)=C*SQRT(Z)*( I(-1/3,ZTA) + I(1/3,ZTA) )
  57. C DBI(Z)=C * Z * ( I(-2/3,ZTA) + I(2/3,ZTA) )
  58. C C=1.0/SQRT(3.0)
  59. C ZTA=(2/3)*Z**(3/2)
  60. C
  61. C WITH THE POWER SERIES FOR CABS(Z).LE.1.0.
  62. C
  63. C IN MOST COMPLEX VARIABLE COMPUTATION, ONE MUST EVALUATE ELE-
  64. C MENTARY FUNCTIONS. WHEN THE MAGNITUDE OF Z IS LARGE, LOSSES
  65. C OF SIGNIFICANCE BY ARGUMENT REDUCTION OCCUR. CONSEQUENTLY, IF
  66. C THE MAGNITUDE OF ZETA=(2/3)*Z**1.5 EXCEEDS U1=SQRT(0.5/UR),
  67. C THEN LOSSES EXCEEDING HALF PRECISION ARE LIKELY AND AN ERROR
  68. C FLAG IERR=3 IS TRIGGERED WHERE UR=DMAX1(D1MACH(4),1.0D-18) IS
  69. C DOUBLE PRECISION UNIT ROUNDOFF LIMITED TO 18 DIGITS PRECISION.
  70. C ALSO, IF THE MAGNITUDE OF ZETA IS LARGER THAN U2=0.5/UR, THEN
  71. C ALL SIGNIFICANCE IS LOST AND IERR=4. IN ORDER TO USE THE INT
  72. C FUNCTION, ZETA MUST BE FURTHER RESTRICTED NOT TO EXCEED THE
  73. C LARGEST INTEGER, U3=I1MACH(9). THUS, THE MAGNITUDE OF ZETA
  74. C MUST BE RESTRICTED BY MIN(U2,U3). ON 32 BIT MACHINES, U1,U2,
  75. C AND U3 ARE APPROXIMATELY 2.0E+3, 4.2E+6, 2.1E+9 IN SINGLE
  76. C PRECISION ARITHMETIC AND 1.3E+8, 1.8E+16, 2.1E+9 IN DOUBLE
  77. C PRECISION ARITHMETIC RESPECTIVELY. THIS MAKES U2 AND U3 LIMIT-
  78. C ING IN THEIR RESPECTIVE ARITHMETICS. THIS MEANS THAT THE MAG-
  79. C NITUDE OF Z CANNOT EXCEED 3.1E+4 IN SINGLE AND 2.1E+6 IN
  80. C DOUBLE PRECISION ARITHMETIC. THIS ALSO MEANS THAT ONE CAN
  81. C EXPECT TO RETAIN, IN THE WORST CASES ON 32 BIT MACHINES,
  82. C NO DIGITS IN SINGLE PRECISION AND ONLY 7 DIGITS IN DOUBLE
  83. C PRECISION ARITHMETIC. SIMILAR CONSIDERATIONS HOLD FOR OTHER
  84. C MACHINES.
  85. C
  86. C THE APPROXIMATE RELATIVE ERROR IN THE MAGNITUDE OF A COMPLEX
  87. C BESSEL FUNCTION CAN BE EXPRESSED BY P*10**S WHERE P=MAX(UNIT
  88. C ROUNDOFF,1.0E-18) IS THE NOMINAL PRECISION AND 10**S REPRE-
  89. C SENTS THE INCREASE IN ERROR DUE TO ARGUMENT REDUCTION IN THE
  90. C ELEMENTARY FUNCTIONS. HERE, S=MAX(1,ABS(LOG10(CABS(Z))),
  91. C ABS(LOG10(FNU))) APPROXIMATELY (I.E. S=MAX(1,ABS(EXPONENT OF
  92. C CABS(Z),ABS(EXPONENT OF FNU)) ). HOWEVER, THE PHASE ANGLE MAY
  93. C HAVE ONLY ABSOLUTE ACCURACY. THIS IS MOST LIKELY TO OCCUR WHEN
  94. C ONE COMPONENT (IN ABSOLUTE VALUE) IS LARGER THAN THE OTHER BY
  95. C SEVERAL ORDERS OF MAGNITUDE. IF ONE COMPONENT IS 10**K LARGER
  96. C THAN THE OTHER, THEN ONE CAN EXPECT ONLY MAX(ABS(LOG10(P))-K,
  97. C 0) SIGNIFICANT DIGITS; OR, STATED ANOTHER WAY, WHEN K EXCEEDS
  98. C THE EXPONENT OF P, NO SIGNIFICANT DIGITS REMAIN IN THE SMALLER
  99. C COMPONENT. HOWEVER, THE PHASE ANGLE RETAINS ABSOLUTE ACCURACY
  100. C BECAUSE, IN COMPLEX ARITHMETIC WITH PRECISION P, THE SMALLER
  101. C COMPONENT WILL NOT (AS A RULE) DECREASE BELOW P TIMES THE
  102. C MAGNITUDE OF THE LARGER COMPONENT. IN THESE EXTREME CASES,
  103. C THE PRINCIPAL PHASE ANGLE IS ON THE ORDER OF +P, -P, PI/2-P,
  104. C OR -PI/2+P.
  105. C
  106. C***REFERENCES HANDBOOK OF MATHEMATICAL FUNCTIONS BY M. ABRAMOWITZ
  107. C AND I. A. STEGUN, NBS AMS SERIES 55, U.S. DEPT. OF
  108. C COMMERCE, 1955.
  109. C
  110. C COMPUTATION OF BESSEL FUNCTIONS OF COMPLEX ARGUMENT
  111. C AND LARGE ORDER BY D. E. AMOS, SAND83-0643, MAY, 1983
  112. C
  113. C A SUBROUTINE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX
  114. C ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, SAND85-
  115. C 1018, MAY, 1985
  116. C
  117. C A PORTABLE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX
  118. C ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, TRANS.
  119. C MATH. SOFTWARE, 1986
  120. C
  121. C***ROUTINES CALLED ZBINU,ZABS,ZDIV,ZSQRT,D1MACH,I1MACH
  122. C***END PROLOGUE ZBIRY
  123. C COMPLEX BI,CONE,CSQ,CY,S1,S2,TRM1,TRM2,Z,ZTA,Z3
  124. DOUBLE PRECISION AA, AD, AK, ALIM, ATRM, AZ, AZ3, BB, BII, BIR,
  125. * BK, CC, CK, COEF, CONEI, CONER, CSQI, CSQR, CYI, CYR, C1, C2,
  126. * DIG, DK, D1, D2, EAA, ELIM, FID, FMR, FNU, FNUL, PI, RL, R1M5,
  127. * SFAC, STI, STR, S1I, S1R, S2I, S2R, TOL, TRM1I, TRM1R, TRM2I,
  128. * TRM2R, TTH, ZI, ZR, ZTAI, ZTAR, Z3I, Z3R, D1MACH, ZABS
  129. INTEGER ID, IERR, K, KODE, K1, K2, NZ, I1MACH
  130. DIMENSION CYR(2), CYI(2)
  131. DATA TTH, C1, C2, COEF, PI /6.66666666666666667D-01,
  132. * 6.14926627446000736D-01,4.48288357353826359D-01,
  133. * 5.77350269189625765D-01,3.14159265358979324D+00/
  134. DATA CONER, CONEI /1.0D0,0.0D0/
  135. C***FIRST EXECUTABLE STATEMENT ZBIRY
  136. IERR = 0
  137. NZ=0
  138. IF (ID.LT.0 .OR. ID.GT.1) IERR=1
  139. IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1
  140. IF (IERR.NE.0) RETURN
  141. AZ = ZABS(COMPLEX(ZR,ZI))
  142. TOL = DMAX1(D1MACH(4),1.0D-18)
  143. FID = DBLE(FLOAT(ID))
  144. IF (AZ.GT.1.0E0) GO TO 70
  145. C-----------------------------------------------------------------------
  146. C POWER SERIES FOR CABS(Z).LE.1.
  147. C-----------------------------------------------------------------------
  148. S1R = CONER
  149. S1I = CONEI
  150. S2R = CONER
  151. S2I = CONEI
  152. IF (AZ.LT.TOL) GO TO 130
  153. AA = AZ*AZ
  154. IF (AA.LT.TOL/AZ) GO TO 40
  155. TRM1R = CONER
  156. TRM1I = CONEI
  157. TRM2R = CONER
  158. TRM2I = CONEI
  159. ATRM = 1.0D0
  160. STR = ZR*ZR - ZI*ZI
  161. STI = ZR*ZI + ZI*ZR
  162. Z3R = STR*ZR - STI*ZI
  163. Z3I = STR*ZI + STI*ZR
  164. AZ3 = AZ*AA
  165. AK = 2.0D0 + FID
  166. BK = 3.0D0 - FID - FID
  167. CK = 4.0D0 - FID
  168. DK = 3.0D0 + FID + FID
  169. D1 = AK*DK
  170. D2 = BK*CK
  171. AD = DMIN1(D1,D2)
  172. AK = 24.0D0 + 9.0D0*FID
  173. BK = 30.0D0 - 9.0D0*FID
  174. DO 30 K=1,25
  175. STR = (TRM1R*Z3R-TRM1I*Z3I)/D1
  176. TRM1I = (TRM1R*Z3I+TRM1I*Z3R)/D1
  177. TRM1R = STR
  178. S1R = S1R + TRM1R
  179. S1I = S1I + TRM1I
  180. STR = (TRM2R*Z3R-TRM2I*Z3I)/D2
  181. TRM2I = (TRM2R*Z3I+TRM2I*Z3R)/D2
  182. TRM2R = STR
  183. S2R = S2R + TRM2R
  184. S2I = S2I + TRM2I
  185. ATRM = ATRM*AZ3/AD
  186. D1 = D1 + AK
  187. D2 = D2 + BK
  188. AD = DMIN1(D1,D2)
  189. IF (ATRM.LT.TOL*AD) GO TO 40
  190. AK = AK + 18.0D0
  191. BK = BK + 18.0D0
  192. 30 CONTINUE
  193. 40 CONTINUE
  194. IF (ID.EQ.1) GO TO 50
  195. BIR = C1*S1R + C2*(ZR*S2R-ZI*S2I)
  196. BII = C1*S1I + C2*(ZR*S2I+ZI*S2R)
  197. IF (KODE.EQ.1) RETURN
  198. CALL ZSQRT(ZR, ZI, STR, STI)
  199. ZTAR = TTH*(ZR*STR-ZI*STI)
  200. ZTAI = TTH*(ZR*STI+ZI*STR)
  201. AA = ZTAR
  202. AA = -DABS(AA)
  203. EAA = DEXP(AA)
  204. BIR = BIR*EAA
  205. BII = BII*EAA
  206. RETURN
  207. 50 CONTINUE
  208. BIR = S2R*C2
  209. BII = S2I*C2
  210. IF (AZ.LE.TOL) GO TO 60
  211. CC = C1/(1.0D0+FID)
  212. STR = S1R*ZR - S1I*ZI
  213. STI = S1R*ZI + S1I*ZR
  214. BIR = BIR + CC*(STR*ZR-STI*ZI)
  215. BII = BII + CC*(STR*ZI+STI*ZR)
  216. 60 CONTINUE
  217. IF (KODE.EQ.1) RETURN
  218. CALL ZSQRT(ZR, ZI, STR, STI)
  219. ZTAR = TTH*(ZR*STR-ZI*STI)
  220. ZTAI = TTH*(ZR*STI+ZI*STR)
  221. AA = ZTAR
  222. AA = -DABS(AA)
  223. EAA = DEXP(AA)
  224. BIR = BIR*EAA
  225. BII = BII*EAA
  226. RETURN
  227. C-----------------------------------------------------------------------
  228. C CASE FOR CABS(Z).GT.1.0
  229. C-----------------------------------------------------------------------
  230. 70 CONTINUE
  231. FNU = (1.0D0+FID)/3.0D0
  232. C-----------------------------------------------------------------------
  233. C SET PARAMETERS RELATED TO MACHINE CONSTANTS.
  234. C TOL IS THE APPROXIMATE UNIT ROUNDOFF LIMITED TO 1.0E-18.
  235. C ELIM IS THE APPROXIMATE EXPONENTIAL OVER- AND UNDERFLOW LIMIT.
  236. C EXP(-ELIM).LT.EXP(-ALIM)=EXP(-ELIM)/TOL AND
  237. C EXP(ELIM).GT.EXP(ALIM)=EXP(ELIM)*TOL ARE INTERVALS NEAR
  238. C UNDERFLOW AND OVERFLOW LIMITS WHERE SCALED ARITHMETIC IS DONE.
  239. C RL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC EXPANSION FOR LARGE Z.
  240. C DIG = NUMBER OF BASE 10 DIGITS IN TOL = 10**(-DIG).
  241. C FNUL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC SERIES FOR LARGE FNU.
  242. C-----------------------------------------------------------------------
  243. K1 = I1MACH(15)
  244. K2 = I1MACH(16)
  245. R1M5 = D1MACH(5)
  246. K = MIN0(IABS(K1),IABS(K2))
  247. ELIM = 2.303D0*(DBLE(FLOAT(K))*R1M5-3.0D0)
  248. K1 = I1MACH(14) - 1
  249. AA = R1M5*DBLE(FLOAT(K1))
  250. DIG = DMIN1(AA,18.0D0)
  251. AA = AA*2.303D0
  252. ALIM = ELIM + DMAX1(-AA,-41.45D0)
  253. RL = 1.2D0*DIG + 3.0D0
  254. FNUL = 10.0D0 + 6.0D0*(DIG-3.0D0)
  255. C-----------------------------------------------------------------------
  256. C TEST FOR RANGE
  257. C-----------------------------------------------------------------------
  258. AA=0.5D0/TOL
  259. BB=DBLE(FLOAT(I1MACH(9)))*0.5D0
  260. AA=DMIN1(AA,BB)
  261. AA=AA**TTH
  262. IF (AZ.GT.AA) GO TO 260
  263. AA=DSQRT(AA)
  264. IF (AZ.GT.AA) IERR=3
  265. CALL ZSQRT(ZR, ZI, CSQR, CSQI)
  266. ZTAR = TTH*(ZR*CSQR-ZI*CSQI)
  267. ZTAI = TTH*(ZR*CSQI+ZI*CSQR)
  268. C-----------------------------------------------------------------------
  269. C RE(ZTA).LE.0 WHEN RE(Z).LT.0, ESPECIALLY WHEN IM(Z) IS SMALL
  270. C-----------------------------------------------------------------------
  271. SFAC = 1.0D0
  272. AK = ZTAI
  273. IF (ZR.GE.0.0D0) GO TO 80
  274. BK = ZTAR
  275. CK = -DABS(BK)
  276. ZTAR = CK
  277. ZTAI = AK
  278. 80 CONTINUE
  279. IF (ZI.NE.0.0D0 .OR. ZR.GT.0.0D0) GO TO 90
  280. ZTAR = 0.0D0
  281. ZTAI = AK
  282. 90 CONTINUE
  283. AA = ZTAR
  284. IF (KODE.EQ.2) GO TO 100
  285. C-----------------------------------------------------------------------
  286. C OVERFLOW TEST
  287. C-----------------------------------------------------------------------
  288. BB = DABS(AA)
  289. IF (BB.LT.ALIM) GO TO 100
  290. BB = BB + 0.25D0*DLOG(AZ)
  291. SFAC = TOL
  292. IF (BB.GT.ELIM) GO TO 190
  293. 100 CONTINUE
  294. FMR = 0.0D0
  295. IF (AA.GE.0.0D0 .AND. ZR.GT.0.0D0) GO TO 110
  296. FMR = PI
  297. IF (ZI.LT.0.0D0) FMR = -PI
  298. ZTAR = -ZTAR
  299. ZTAI = -ZTAI
  300. 110 CONTINUE
  301. C-----------------------------------------------------------------------
  302. C AA=FACTOR FOR ANALYTIC CONTINUATION OF I(FNU,ZTA)
  303. C KODE=2 RETURNS EXP(-ABS(XZTA))*I(FNU,ZTA) FROM CBESI
  304. C-----------------------------------------------------------------------
  305. CALL ZBINU(ZTAR, ZTAI, FNU, KODE, 1, CYR, CYI, NZ, RL, FNUL, TOL,
  306. * ELIM, ALIM)
  307. IF (NZ.LT.0) GO TO 200
  308. AA = FMR*FNU
  309. Z3R = SFAC
  310. STR = DCOS(AA)
  311. STI = DSIN(AA)
  312. S1R = (STR*CYR(1)-STI*CYI(1))*Z3R
  313. S1I = (STR*CYI(1)+STI*CYR(1))*Z3R
  314. FNU = (2.0D0-FID)/3.0D0
  315. CALL ZBINU(ZTAR, ZTAI, FNU, KODE, 2, CYR, CYI, NZ, RL, FNUL, TOL,
  316. * ELIM, ALIM)
  317. CYR(1) = CYR(1)*Z3R
  318. CYI(1) = CYI(1)*Z3R
  319. CYR(2) = CYR(2)*Z3R
  320. CYI(2) = CYI(2)*Z3R
  321. C-----------------------------------------------------------------------
  322. C BACKWARD RECUR ONE STEP FOR ORDERS -1/3 OR -2/3
  323. C-----------------------------------------------------------------------
  324. CALL ZDIV(CYR(1), CYI(1), ZTAR, ZTAI, STR, STI)
  325. S2R = (FNU+FNU)*STR + CYR(2)
  326. S2I = (FNU+FNU)*STI + CYI(2)
  327. AA = FMR*(FNU-1.0D0)
  328. STR = DCOS(AA)
  329. STI = DSIN(AA)
  330. S1R = COEF*(S1R+S2R*STR-S2I*STI)
  331. S1I = COEF*(S1I+S2R*STI+S2I*STR)
  332. IF (ID.EQ.1) GO TO 120
  333. STR = CSQR*S1R - CSQI*S1I
  334. S1I = CSQR*S1I + CSQI*S1R
  335. S1R = STR
  336. BIR = S1R/SFAC
  337. BII = S1I/SFAC
  338. RETURN
  339. 120 CONTINUE
  340. STR = ZR*S1R - ZI*S1I
  341. S1I = ZR*S1I + ZI*S1R
  342. S1R = STR
  343. BIR = S1R/SFAC
  344. BII = S1I/SFAC
  345. RETURN
  346. 130 CONTINUE
  347. AA = C1*(1.0D0-FID) + FID*C2
  348. BIR = AA
  349. BII = 0.0D0
  350. RETURN
  351. 190 CONTINUE
  352. IERR=2
  353. NZ=0
  354. RETURN
  355. 200 CONTINUE
  356. IF(NZ.EQ.(-1)) GO TO 190
  357. NZ=0
  358. IERR=5
  359. RETURN
  360. 260 CONTINUE
  361. IERR=4
  362. NZ=0
  363. RETURN
  364. END