Mercurial > octave-nkf
diff libcruft/amos/cbesy.f @ 7789:82be108cc558
First attempt at single precision tyeps
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corrections to qrupdate single precision routines
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prefer demotion to single over promotion to double
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Add single precision support to log2 function
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Trivial PROJECT file update
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Cache optimized hermitian/transpose methods
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Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author | David Bateman <dbateman@free.fr> |
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date | Sun, 27 Apr 2008 22:34:17 +0200 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/libcruft/amos/cbesy.f Sun Apr 27 22:34:17 2008 +0200 @@ -0,0 +1,226 @@ + SUBROUTINE CBESY(Z, FNU, KODE, N, CY, NZ, CWRK, IERR) +C***BEGIN PROLOGUE CBESY +C***DATE WRITTEN 830501 (YYMMDD) +C***REVISION DATE 890801 (YYMMDD) +C***CATEGORY NO. B5K +C***KEYWORDS Y-BESSEL FUNCTION,BESSEL FUNCTION OF COMPLEX ARGUMENT, +C BESSEL FUNCTION OF SECOND KIND +C***AUTHOR AMOS, DONALD E., SANDIA NATIONAL LABORATORIES +C***PURPOSE TO COMPUTE THE Y-BESSEL FUNCTION OF A COMPLEX ARGUMENT +C***DESCRIPTION +C +C ON KODE=1, CBESY COMPUTES AN N MEMBER SEQUENCE OF COMPLEX +C BESSEL FUNCTIONS CY(I)=Y(FNU+I-1,Z) FOR REAL, NONNEGATIVE +C ORDERS FNU+I-1, I=1,...,N AND COMPLEX Z IN THE CUT PLANE +C -PI.LT.ARG(Z).LE.PI. ON KODE=2, CBESY RETURNS THE SCALED +C FUNCTIONS +C +C CY(I)=EXP(-ABS(Y))*Y(FNU+I-1,Z) I = 1,...,N , Y=AIMAG(Z) +C +C WHICH REMOVE THE EXPONENTIAL GROWTH IN BOTH THE UPPER AND +C LOWER HALF PLANES FOR Z TO INFINITY. DEFINITIONS AND NOTATION +C ARE FOUND IN THE NBS HANDBOOK OF MATHEMATICAL FUNCTIONS +C (REF. 1). +C +C INPUT +C Z - Z=CMPLX(X,Y), Z.NE.CMPLX(0.,0.),-PI.LT.ARG(Z).LE.PI +C FNU - ORDER OF INITIAL Y FUNCTION, FNU.GE.0.0E0 +C KODE - A PARAMETER TO INDICATE THE SCALING OPTION +C KODE= 1 RETURNS +C CY(I)=Y(FNU+I-1,Z), I=1,...,N +C = 2 RETURNS +C CY(I)=Y(FNU+I-1,Z)*EXP(-ABS(Y)), I=1,...,N +C WHERE Y=AIMAG(Z) +C N - NUMBER OF MEMBERS OF THE SEQUENCE, N.GE.1 +C CWRK - A COMPLEX WORK VECTOR OF DIMENSION AT LEAST N +C +C OUTPUT +C CY - A COMPLEX VECTOR WHOSE FIRST N COMPONENTS CONTAIN +C VALUES FOR THE SEQUENCE +C CY(I)=Y(FNU+I-1,Z) OR +C CY(I)=Y(FNU+I-1,Z)*EXP(-ABS(Y)) I=1,...,N +C DEPENDING ON KODE. +C NZ - NZ=0 , A NORMAL RETURN +C NZ.GT.0 , NZ COMPONENTS OF CY SET TO ZERO DUE TO +C UNDERFLOW (GENERALLY ON KODE=2) +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+N-1 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 THE COMPUTATION IS CARRIED OUT BY THE FORMULA +C +C Y(FNU,Z)=0.5*(H(1,FNU,Z)-H(2,FNU,Z))/I +C +C WHERE I**2 = -1 AND THE HANKEL BESSEL FUNCTIONS H(1,FNU,Z) +C AND H(2,FNU,Z) ARE CALCULATED IN CBESH. +C +C FOR NEGATIVE ORDERS,THE FORMULA +C +C Y(-FNU,Z) = Y(FNU,Z)*COS(PI*FNU) + J(FNU,Z)*SIN(PI*FNU) +C +C CAN BE USED. HOWEVER,FOR LARGE ORDERS CLOSE TO HALF ODD +C INTEGERS THE FUNCTION CHANGES RADICALLY. WHEN FNU IS A LARGE +C POSITIVE HALF ODD INTEGER,THE MAGNITUDE OF Y(-FNU,Z)=J(FNU,Z)* +C SIN(PI*FNU) IS A LARGE NEGATIVE POWER OF TEN. BUT WHEN FNU IS +C NOT A HALF ODD INTEGER, Y(FNU,Z) DOMINATES IN MAGNITUDE WITH A +C LARGE POSITIVE POWER OF TEN AND THE MOST THAT THE SECOND TERM +C CAN BE REDUCED IS BY UNIT ROUNDOFF FROM THE COEFFICIENT. THUS, +C WIDE CHANGES CAN OCCUR WITHIN UNIT ROUNDOFF OF A LARGE HALF +C ODD INTEGER. HERE, LARGE MEANS FNU.GT.CABS(Z). +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=R1MACH(4)=UNIT ROUNDOFF. ALSO +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 CBESH,I1MACH,R1MACH +C***END PROLOGUE CBESY +C + COMPLEX CWRK, CY, C1, C2, EX, HCI, Z, ZU, ZV + REAL ELIM, EY, FNU, R1, R2, TAY, XX, YY, R1MACH, ASCLE, RTOL, + * ATOL, AA, BB + INTEGER I, IERR, K, KODE, K1, K2, N, NZ, NZ1, NZ2, I1MACH + DIMENSION CY(N), CWRK(N) +C***FIRST EXECUTABLE STATEMENT CBESY + XX = REAL(Z) + YY = AIMAG(Z) + IERR = 0 + NZ=0 + IF (XX.EQ.0.0E0 .AND. YY.EQ.0.0E0) IERR=1 + IF (FNU.LT.0.0E0) IERR=1 + IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1 + IF (N.LT.1) IERR=1 + IF (IERR.NE.0) RETURN + HCI = CMPLX(0.0E0,0.5E0) + CALL CBESH(Z, FNU, KODE, 1, N, CY, NZ1, IERR) + IF (IERR.NE.0.AND.IERR.NE.3) GO TO 170 + CALL CBESH(Z, FNU, KODE, 2, N, CWRK, NZ2, IERR) + IF (IERR.NE.0.AND.IERR.NE.3) GO TO 170 + NZ = MIN0(NZ1,NZ2) + IF (KODE.EQ.2) GO TO 60 + DO 50 I=1,N + CY(I) = HCI*(CWRK(I)-CY(I)) + 50 CONTINUE + RETURN + 60 CONTINUE + TOL = AMAX1(R1MACH(4),1.0E-18) + K1 = I1MACH(12) + K2 = I1MACH(13) + K = MIN0(IABS(K1),IABS(K2)) + R1M5 = R1MACH(5) +C----------------------------------------------------------------------- +C ELIM IS THE APPROXIMATE EXPONENTIAL UNDER- AND OVERFLOW LIMIT +C----------------------------------------------------------------------- + ELIM = 2.303E0*(FLOAT(K)*R1M5-3.0E0) + R1 = COS(XX) + R2 = SIN(XX) + EX = CMPLX(R1,R2) + EY = 0.0E0 + TAY = ABS(YY+YY) + IF (TAY.LT.ELIM) EY = EXP(-TAY) + IF (YY.LT.0.0E0) GO TO 90 + C1 = EX*CMPLX(EY,0.0E0) + C2 = CONJG(EX) + 70 CONTINUE + NZ = 0 + RTOL = 1.0E0/TOL + ASCLE = R1MACH(1)*RTOL*1.0E+3 + DO 80 I=1,N +C CY(I) = HCI*(C2*CWRK(I)-C1*CY(I)) + ZV = CWRK(I) + AA=REAL(ZV) + BB=AIMAG(ZV) + ATOL=1.0E0 + IF (AMAX1(ABS(AA),ABS(BB)).GT.ASCLE) GO TO 75 + ZV = ZV*CMPLX(RTOL,0.0E0) + ATOL = TOL + 75 CONTINUE + ZV = ZV*C2*HCI + ZV = ZV*CMPLX(ATOL,0.0E0) + ZU=CY(I) + AA=REAL(ZU) + BB=AIMAG(ZU) + ATOL=1.0E0 + IF (AMAX1(ABS(AA),ABS(BB)).GT.ASCLE) GO TO 85 + ZU = ZU*CMPLX(RTOL,0.0E0) + ATOL = TOL + 85 CONTINUE + ZU = ZU*C1*HCI + ZU = ZU*CMPLX(ATOL,0.0E0) + CY(I) = ZV - ZU + IF (CY(I).EQ.CMPLX(0.0E0,0.0E0) .AND. EY.EQ.0.0E0) NZ = NZ + 1 + 80 CONTINUE + RETURN + 90 CONTINUE + C1 = EX + C2 = CONJG(EX)*CMPLX(EY,0.0E0) + GO TO 70 + 170 CONTINUE + NZ = 0 + RETURN + END