zbesh.f 14 KB

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  1. SUBROUTINE ZBESH(ZR, ZI, FNU, KODE, M, N, CYR, CYI, NZ, IERR)
  2. C***BEGIN PROLOGUE ZBESH
  3. C***DATE WRITTEN 830501 (YYMMDD)
  4. C***REVISION DATE 890801 (YYMMDD)
  5. C***CATEGORY NO. B5K
  6. C***KEYWORDS H-BESSEL FUNCTIONS,BESSEL FUNCTIONS OF COMPLEX ARGUMENT,
  7. C BESSEL FUNCTIONS OF THIRD KIND,HANKEL FUNCTIONS
  8. C***AUTHOR AMOS, DONALD E., SANDIA NATIONAL LABORATORIES
  9. C***PURPOSE TO COMPUTE THE H-BESSEL FUNCTIONS OF A COMPLEX ARGUMENT
  10. C***DESCRIPTION
  11. C
  12. C ***A DOUBLE PRECISION ROUTINE***
  13. C ON KODE=1, ZBESH COMPUTES AN N MEMBER SEQUENCE OF COMPLEX
  14. C HANKEL (BESSEL) FUNCTIONS CY(J)=H(M,FNU+J-1,Z) FOR KINDS M=1
  15. C OR 2, REAL, NONNEGATIVE ORDERS FNU+J-1, J=1,...,N, AND COMPLEX
  16. C Z.NE.CMPLX(0.0,0.0) IN THE CUT PLANE -PI.LT.ARG(Z).LE.PI.
  17. C ON KODE=2, ZBESH RETURNS THE SCALED HANKEL FUNCTIONS
  18. C
  19. C CY(I)=EXP(-MM*Z*I)*H(M,FNU+J-1,Z) MM=3-2*M, I**2=-1.
  20. C
  21. C WHICH REMOVES THE EXPONENTIAL BEHAVIOR IN BOTH THE UPPER AND
  22. C LOWER HALF PLANES. DEFINITIONS AND NOTATION ARE FOUND IN THE
  23. C NBS HANDBOOK OF MATHEMATICAL FUNCTIONS (REF. 1).
  24. C
  25. C INPUT ZR,ZI,FNU ARE DOUBLE PRECISION
  26. C ZR,ZI - Z=CMPLX(ZR,ZI), Z.NE.CMPLX(0.0D0,0.0D0),
  27. C -PT.LT.ARG(Z).LE.PI
  28. C FNU - ORDER OF INITIAL H FUNCTION, FNU.GE.0.0D0
  29. C KODE - A PARAMETER TO INDICATE THE SCALING OPTION
  30. C KODE= 1 RETURNS
  31. C CY(J)=H(M,FNU+J-1,Z), J=1,...,N
  32. C = 2 RETURNS
  33. C CY(J)=H(M,FNU+J-1,Z)*EXP(-I*Z*(3-2M))
  34. C J=1,...,N , I**2=-1
  35. C M - KIND OF HANKEL FUNCTION, M=1 OR 2
  36. C N - NUMBER OF MEMBERS IN THE SEQUENCE, N.GE.1
  37. C
  38. C OUTPUT CYR,CYI ARE DOUBLE PRECISION
  39. C CYR,CYI- DOUBLE PRECISION VECTORS WHOSE FIRST N COMPONENTS
  40. C CONTAIN REAL AND IMAGINARY PARTS FOR THE SEQUENCE
  41. C CY(J)=H(M,FNU+J-1,Z) OR
  42. C CY(J)=H(M,FNU+J-1,Z)*EXP(-I*Z*(3-2M)) J=1,...,N
  43. C DEPENDING ON KODE, I**2=-1.
  44. C NZ - NUMBER OF COMPONENTS SET TO ZERO DUE TO UNDERFLOW,
  45. C NZ= 0 , NORMAL RETURN
  46. C NZ.GT.0 , FIRST NZ COMPONENTS OF CY SET TO ZERO DUE
  47. C TO UNDERFLOW, CY(J)=CMPLX(0.0D0,0.0D0)
  48. C J=1,...,NZ WHEN Y.GT.0.0 AND M=1 OR
  49. C Y.LT.0.0 AND M=2. FOR THE COMPLMENTARY
  50. C HALF PLANES, NZ STATES ONLY THE NUMBER
  51. C OF UNDERFLOWS.
  52. C IERR - ERROR FLAG
  53. C IERR=0, NORMAL RETURN - COMPUTATION COMPLETED
  54. C IERR=1, INPUT ERROR - NO COMPUTATION
  55. C IERR=2, OVERFLOW - NO COMPUTATION, FNU TOO
  56. C LARGE OR CABS(Z) TOO SMALL OR BOTH
  57. C IERR=3, CABS(Z) OR FNU+N-1 LARGE - COMPUTATION DONE
  58. C BUT LOSSES OF SIGNIFCANCE BY ARGUMENT
  59. C REDUCTION PRODUCE LESS THAN HALF OF MACHINE
  60. C ACCURACY
  61. C IERR=4, CABS(Z) OR FNU+N-1 TOO LARGE - NO COMPUTA-
  62. C TION BECAUSE OF COMPLETE LOSSES OF SIGNIFI-
  63. C CANCE BY ARGUMENT REDUCTION
  64. C IERR=5, ERROR - NO COMPUTATION,
  65. C ALGORITHM TERMINATION CONDITION NOT MET
  66. C
  67. C***LONG DESCRIPTION
  68. C
  69. C THE COMPUTATION IS CARRIED OUT BY THE RELATION
  70. C
  71. C H(M,FNU,Z)=(1/MP)*EXP(-MP*FNU)*K(FNU,Z*EXP(-MP))
  72. C MP=MM*HPI*I, MM=3-2*M, HPI=PI/2, I**2=-1
  73. C
  74. C FOR M=1 OR 2 WHERE THE K BESSEL FUNCTION IS COMPUTED FOR THE
  75. C RIGHT HALF PLANE RE(Z).GE.0.0. THE K FUNCTION IS CONTINUED
  76. C TO THE LEFT HALF PLANE BY THE RELATION
  77. C
  78. C K(FNU,Z*EXP(MP)) = EXP(-MP*FNU)*K(FNU,Z)-MP*I(FNU,Z)
  79. C MP=MR*PI*I, MR=+1 OR -1, RE(Z).GT.0, I**2=-1
  80. C
  81. C WHERE I(FNU,Z) IS THE I BESSEL FUNCTION.
  82. C
  83. C EXPONENTIAL DECAY OF H(M,FNU,Z) OCCURS IN THE UPPER HALF Z
  84. C PLANE FOR M=1 AND THE LOWER HALF Z PLANE FOR M=2. EXPONENTIAL
  85. C GROWTH OCCURS IN THE COMPLEMENTARY HALF PLANES. SCALING
  86. C BY EXP(-MM*Z*I) REMOVES THE EXPONENTIAL BEHAVIOR IN THE
  87. C WHOLE Z PLANE FOR Z TO INFINITY.
  88. C
  89. C FOR NEGATIVE ORDERS,THE FORMULAE
  90. C
  91. C H(1,-FNU,Z) = H(1,FNU,Z)*CEXP( PI*FNU*I)
  92. C H(2,-FNU,Z) = H(2,FNU,Z)*CEXP(-PI*FNU*I)
  93. C I**2=-1
  94. C
  95. C CAN BE USED.
  96. C
  97. C IN MOST COMPLEX VARIABLE COMPUTATION, ONE MUST EVALUATE ELE-
  98. C MENTARY FUNCTIONS. WHEN THE MAGNITUDE OF Z OR FNU+N-1 IS
  99. C LARGE, LOSSES OF SIGNIFICANCE BY ARGUMENT REDUCTION OCCUR.
  100. C CONSEQUENTLY, IF EITHER ONE EXCEEDS U1=SQRT(0.5/UR), THEN
  101. C LOSSES EXCEEDING HALF PRECISION ARE LIKELY AND AN ERROR FLAG
  102. C IERR=3 IS TRIGGERED WHERE UR=DMAX1(D1MACH(4),1.0D-18) IS
  103. C DOUBLE PRECISION UNIT ROUNDOFF LIMITED TO 18 DIGITS PRECISION.
  104. C IF EITHER IS LARGER THAN U2=0.5/UR, THEN ALL SIGNIFICANCE IS
  105. C LOST AND IERR=4. IN ORDER TO USE THE INT FUNCTION, ARGUMENTS
  106. C MUST BE FURTHER RESTRICTED NOT TO EXCEED THE LARGEST MACHINE
  107. C INTEGER, U3=I1MACH(9). THUS, THE MAGNITUDE OF Z AND FNU+N-1 IS
  108. C RESTRICTED BY MIN(U2,U3). ON 32 BIT MACHINES, U1,U2, AND U3
  109. C ARE APPROXIMATELY 2.0E+3, 4.2E+6, 2.1E+9 IN SINGLE PRECISION
  110. C ARITHMETIC AND 1.3E+8, 1.8E+16, 2.1E+9 IN DOUBLE PRECISION
  111. C ARITHMETIC RESPECTIVELY. THIS MAKES U2 AND U3 LIMITING IN
  112. C THEIR RESPECTIVE ARITHMETICS. THIS MEANS THAT ONE CAN EXPECT
  113. C TO RETAIN, IN THE WORST CASES ON 32 BIT MACHINES, NO DIGITS
  114. C IN SINGLE AND ONLY 7 DIGITS IN DOUBLE PRECISION ARITHMETIC.
  115. C SIMILAR CONSIDERATIONS HOLD FOR OTHER MACHINES.
  116. C
  117. C THE APPROXIMATE RELATIVE ERROR IN THE MAGNITUDE OF A COMPLEX
  118. C BESSEL FUNCTION CAN BE EXPRESSED BY P*10**S WHERE P=MAX(UNIT
  119. C ROUNDOFF,1.0D-18) IS THE NOMINAL PRECISION AND 10**S REPRE-
  120. C SENTS THE INCREASE IN ERROR DUE TO ARGUMENT REDUCTION IN THE
  121. C ELEMENTARY FUNCTIONS. HERE, S=MAX(1,ABS(LOG10(CABS(Z))),
  122. C ABS(LOG10(FNU))) APPROXIMATELY (I.E. S=MAX(1,ABS(EXPONENT OF
  123. C CABS(Z),ABS(EXPONENT OF FNU)) ). HOWEVER, THE PHASE ANGLE MAY
  124. C HAVE ONLY ABSOLUTE ACCURACY. THIS IS MOST LIKELY TO OCCUR WHEN
  125. C ONE COMPONENT (IN ABSOLUTE VALUE) IS LARGER THAN THE OTHER BY
  126. C SEVERAL ORDERS OF MAGNITUDE. IF ONE COMPONENT IS 10**K LARGER
  127. C THAN THE OTHER, THEN ONE CAN EXPECT ONLY MAX(ABS(LOG10(P))-K,
  128. C 0) SIGNIFICANT DIGITS; OR, STATED ANOTHER WAY, WHEN K EXCEEDS
  129. C THE EXPONENT OF P, NO SIGNIFICANT DIGITS REMAIN IN THE SMALLER
  130. C COMPONENT. HOWEVER, THE PHASE ANGLE RETAINS ABSOLUTE ACCURACY
  131. C BECAUSE, IN COMPLEX ARITHMETIC WITH PRECISION P, THE SMALLER
  132. C COMPONENT WILL NOT (AS A RULE) DECREASE BELOW P TIMES THE
  133. C MAGNITUDE OF THE LARGER COMPONENT. IN THESE EXTREME CASES,
  134. C THE PRINCIPAL PHASE ANGLE IS ON THE ORDER OF +P, -P, PI/2-P,
  135. C OR -PI/2+P.
  136. C
  137. C***REFERENCES HANDBOOK OF MATHEMATICAL FUNCTIONS BY M. ABRAMOWITZ
  138. C AND I. A. STEGUN, NBS AMS SERIES 55, U.S. DEPT. OF
  139. C COMMERCE, 1955.
  140. C
  141. C COMPUTATION OF BESSEL FUNCTIONS OF COMPLEX ARGUMENT
  142. C BY D. E. AMOS, SAND83-0083, MAY, 1983.
  143. C
  144. C COMPUTATION OF BESSEL FUNCTIONS OF COMPLEX ARGUMENT
  145. C AND LARGE ORDER BY D. E. AMOS, SAND83-0643, MAY, 1983
  146. C
  147. C A SUBROUTINE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX
  148. C ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, SAND85-
  149. C 1018, MAY, 1985
  150. C
  151. C A PORTABLE PACKAGE FOR BESSEL FUNCTIONS OF A COMPLEX
  152. C ARGUMENT AND NONNEGATIVE ORDER BY D. E. AMOS, TRANS.
  153. C MATH. SOFTWARE, 1986
  154. C
  155. C***ROUTINES CALLED ZACON,ZBKNU,ZBUNK,ZUOIK,ZABS,I1MACH,D1MACH
  156. C***END PROLOGUE ZBESH
  157. C
  158. C COMPLEX CY,Z,ZN,ZT,CSGN
  159. DOUBLE PRECISION AA, ALIM, ALN, ARG, AZ, CYI, CYR, DIG, ELIM,
  160. * FMM, FN, FNU, FNUL, HPI, RHPI, RL, R1M5, SGN, STR, TOL, UFL, ZI,
  161. * ZNI, ZNR, ZR, ZTI, D1MACH, ZABS, BB, ASCLE, RTOL, ATOL, STI,
  162. * CSGNR, CSGNI
  163. INTEGER I, IERR, INU, INUH, IR, K, KODE, K1, K2, M,
  164. * MM, MR, N, NN, NUF, NW, NZ, I1MACH
  165. DIMENSION CYR(N), CYI(N)
  166. C
  167. DATA HPI /1.57079632679489662D0/
  168. C
  169. C***FIRST EXECUTABLE STATEMENT ZBESH
  170. IERR = 0
  171. NZ=0
  172. IF (ZR.EQ.0.0D0 .AND. ZI.EQ.0.0D0) IERR=1
  173. IF (FNU.LT.0.0D0) IERR=1
  174. IF (M.LT.1 .OR. M.GT.2) IERR=1
  175. IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1
  176. IF (N.LT.1) IERR=1
  177. IF (IERR.NE.0) RETURN
  178. NN = N
  179. C-----------------------------------------------------------------------
  180. C SET PARAMETERS RELATED TO MACHINE CONSTANTS.
  181. C TOL IS THE APPROXIMATE UNIT ROUNDOFF LIMITED TO 1.0E-18.
  182. C ELIM IS THE APPROXIMATE EXPONENTIAL OVER- AND UNDERFLOW LIMIT.
  183. C EXP(-ELIM).LT.EXP(-ALIM)=EXP(-ELIM)/TOL AND
  184. C EXP(ELIM).GT.EXP(ALIM)=EXP(ELIM)*TOL ARE INTERVALS NEAR
  185. C UNDERFLOW AND OVERFLOW LIMITS WHERE SCALED ARITHMETIC IS DONE.
  186. C RL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC EXPANSION FOR LARGE Z.
  187. C DIG = NUMBER OF BASE 10 DIGITS IN TOL = 10**(-DIG).
  188. C FNUL IS THE LOWER BOUNDARY OF THE ASYMPTOTIC SERIES FOR LARGE FNU
  189. C-----------------------------------------------------------------------
  190. TOL = DMAX1(D1MACH(4),1.0D-18)
  191. K1 = I1MACH(15)
  192. K2 = I1MACH(16)
  193. R1M5 = D1MACH(5)
  194. K = MIN0(IABS(K1),IABS(K2))
  195. ELIM = 2.303D0*(DBLE(FLOAT(K))*R1M5-3.0D0)
  196. K1 = I1MACH(14) - 1
  197. AA = R1M5*DBLE(FLOAT(K1))
  198. DIG = DMIN1(AA,18.0D0)
  199. AA = AA*2.303D0
  200. ALIM = ELIM + DMAX1(-AA,-41.45D0)
  201. FNUL = 10.0D0 + 6.0D0*(DIG-3.0D0)
  202. RL = 1.2D0*DIG + 3.0D0
  203. FN = FNU + DBLE(FLOAT(NN-1))
  204. MM = 3 - M - M
  205. FMM = DBLE(FLOAT(MM))
  206. ZNR = FMM*ZI
  207. ZNI = -FMM*ZR
  208. C-----------------------------------------------------------------------
  209. C TEST FOR PROPER RANGE
  210. C-----------------------------------------------------------------------
  211. AZ = ZABS(COMPLEX(ZR,ZI))
  212. AA = 0.5D0/TOL
  213. BB=DBLE(FLOAT(I1MACH(9)))*0.5D0
  214. AA = DMIN1(AA,BB)
  215. IF (AZ.GT.AA) GO TO 260
  216. IF (FN.GT.AA) GO TO 260
  217. AA = DSQRT(AA)
  218. IF (AZ.GT.AA) IERR=3
  219. IF (FN.GT.AA) IERR=3
  220. C-----------------------------------------------------------------------
  221. C OVERFLOW TEST ON THE LAST MEMBER OF THE SEQUENCE
  222. C-----------------------------------------------------------------------
  223. UFL = D1MACH(1)*1.0D+3
  224. IF (AZ.LT.UFL) GO TO 230
  225. IF (FNU.GT.FNUL) GO TO 90
  226. IF (FN.LE.1.0D0) GO TO 70
  227. IF (FN.GT.2.0D0) GO TO 60
  228. IF (AZ.GT.TOL) GO TO 70
  229. ARG = 0.5D0*AZ
  230. ALN = -FN*DLOG(ARG)
  231. IF (ALN.GT.ELIM) GO TO 230
  232. GO TO 70
  233. 60 CONTINUE
  234. CALL ZUOIK(ZNR, ZNI, FNU, KODE, 2, NN, CYR, CYI, NUF, TOL, ELIM,
  235. * ALIM)
  236. IF (NUF.LT.0) GO TO 230
  237. NZ = NZ + NUF
  238. NN = NN - NUF
  239. C-----------------------------------------------------------------------
  240. C HERE NN=N OR NN=0 SINCE NUF=0,NN, OR -1 ON RETURN FROM CUOIK
  241. C IF NUF=NN, THEN CY(I)=CZERO FOR ALL I
  242. C-----------------------------------------------------------------------
  243. IF (NN.EQ.0) GO TO 140
  244. 70 CONTINUE
  245. IF ((ZNR.LT.0.0D0) .OR. (ZNR.EQ.0.0D0 .AND. ZNI.LT.0.0D0 .AND.
  246. * M.EQ.2)) GO TO 80
  247. C-----------------------------------------------------------------------
  248. C RIGHT HALF PLANE COMPUTATION, XN.GE.0. .AND. (XN.NE.0. .OR.
  249. C YN.GE.0. .OR. M=1)
  250. C-----------------------------------------------------------------------
  251. CALL ZBKNU(ZNR, ZNI, FNU, KODE, NN, CYR, CYI, NZ, TOL, ELIM, ALIM)
  252. GO TO 110
  253. C-----------------------------------------------------------------------
  254. C LEFT HALF PLANE COMPUTATION
  255. C-----------------------------------------------------------------------
  256. 80 CONTINUE
  257. MR = -MM
  258. CALL ZACON(ZNR, ZNI, FNU, KODE, MR, NN, CYR, CYI, NW, RL, FNUL,
  259. * TOL, ELIM, ALIM)
  260. IF (NW.LT.0) GO TO 240
  261. NZ=NW
  262. GO TO 110
  263. 90 CONTINUE
  264. C-----------------------------------------------------------------------
  265. C UNIFORM ASYMPTOTIC EXPANSIONS FOR FNU.GT.FNUL
  266. C-----------------------------------------------------------------------
  267. MR = 0
  268. IF ((ZNR.GE.0.0D0) .AND. (ZNR.NE.0.0D0 .OR. ZNI.GE.0.0D0 .OR.
  269. * M.NE.2)) GO TO 100
  270. MR = -MM
  271. IF (ZNR.NE.0.0D0 .OR. ZNI.GE.0.0D0) GO TO 100
  272. ZNR = -ZNR
  273. ZNI = -ZNI
  274. 100 CONTINUE
  275. CALL ZBUNK(ZNR, ZNI, FNU, KODE, MR, NN, CYR, CYI, NW, TOL, ELIM,
  276. * ALIM)
  277. IF (NW.LT.0) GO TO 240
  278. NZ = NZ + NW
  279. 110 CONTINUE
  280. C-----------------------------------------------------------------------
  281. C H(M,FNU,Z) = -FMM*(I/HPI)*(ZT**FNU)*K(FNU,-Z*ZT)
  282. C
  283. C ZT=EXP(-FMM*HPI*I) = CMPLX(0.0,-FMM), FMM=3-2*M, M=1,2
  284. C-----------------------------------------------------------------------
  285. SGN = DSIGN(HPI,-FMM)
  286. C-----------------------------------------------------------------------
  287. C CALCULATE EXP(FNU*HPI*I) TO MINIMIZE LOSSES OF SIGNIFICANCE
  288. C WHEN FNU IS LARGE
  289. C-----------------------------------------------------------------------
  290. INU = INT(SNGL(FNU))
  291. INUH = INU/2
  292. IR = INU - 2*INUH
  293. ARG = (FNU-DBLE(FLOAT(INU-IR)))*SGN
  294. RHPI = 1.0D0/SGN
  295. C ZNI = RHPI*DCOS(ARG)
  296. C ZNR = -RHPI*DSIN(ARG)
  297. CSGNI = RHPI*DCOS(ARG)
  298. CSGNR = -RHPI*DSIN(ARG)
  299. IF (MOD(INUH,2).EQ.0) GO TO 120
  300. C ZNR = -ZNR
  301. C ZNI = -ZNI
  302. CSGNR = -CSGNR
  303. CSGNI = -CSGNI
  304. 120 CONTINUE
  305. ZTI = -FMM
  306. RTOL = 1.0D0/TOL
  307. ASCLE = UFL*RTOL
  308. DO 130 I=1,NN
  309. C STR = CYR(I)*ZNR - CYI(I)*ZNI
  310. C CYI(I) = CYR(I)*ZNI + CYI(I)*ZNR
  311. C CYR(I) = STR
  312. C STR = -ZNI*ZTI
  313. C ZNI = ZNR*ZTI
  314. C ZNR = STR
  315. AA = CYR(I)
  316. BB = CYI(I)
  317. ATOL = 1.0D0
  318. IF (DMAX1(DABS(AA),DABS(BB)).GT.ASCLE) GO TO 135
  319. AA = AA*RTOL
  320. BB = BB*RTOL
  321. ATOL = TOL
  322. 135 CONTINUE
  323. STR = AA*CSGNR - BB*CSGNI
  324. STI = AA*CSGNI + BB*CSGNR
  325. CYR(I) = STR*ATOL
  326. CYI(I) = STI*ATOL
  327. STR = -CSGNI*ZTI
  328. CSGNI = CSGNR*ZTI
  329. CSGNR = STR
  330. 130 CONTINUE
  331. RETURN
  332. 140 CONTINUE
  333. IF (ZNR.LT.0.0D0) GO TO 230
  334. RETURN
  335. 230 CONTINUE
  336. NZ=0
  337. IERR=2
  338. RETURN
  339. 240 CONTINUE
  340. IF(NW.EQ.(-1)) GO TO 230
  341. NZ=0
  342. IERR=5
  343. RETURN
  344. 260 CONTINUE
  345. NZ=0
  346. IERR=4
  347. RETURN
  348. END