Mercurial > octave-nkf
view libcruft/amos/cbesk.f @ 14200:64d9f33313cc stable rc-3-6-0-1
3.6.0-rc1 release candidate
* configure.ac (AC_INIT): Version is now 3.6.0-rc1.
(OCTAVE_RELEASE_DATE): Now 2012-01-12.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Thu, 12 Jan 2012 14:31:50 -0500 |
parents | 82be108cc558 |
children |
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SUBROUTINE CBESK(Z, FNU, KODE, N, CY, NZ, IERR) C***BEGIN PROLOGUE CBESK 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 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 C Z - Z=CMPLX(X,Y),Z.NE.CMPLX(0.,0.),-PI.LT.ARG(Z).LE.PI C FNU - ORDER OF INITIAL K FUNCTION, FNU.GE.0.0E0 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 C CY - A COMPLEX VECTOR WHOSE FIRST N COMPONENTS CONTAIN C VALUES 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 C DUE TO UNDERFLOW, CY(I)=CMPLX(0.0,0.0), 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 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 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=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 CACON,CBKNU,CBUNK,CUOIK,I1MACH,R1MACH C***END PROLOGUE CBESK C COMPLEX CY, Z REAL AA, ALIM, ALN, ARG, AZ, DIG, ELIM, FN, FNU, FNUL, RL, R1M5, * TOL, UFL, XX, YY, R1MACH, BB INTEGER IERR, K, KODE, K1, K2, MR, N, NN, NUF, NW, NZ, I1MACH DIMENSION CY(N) C***FIRST EXECUTABLE STATEMENT CBESK IERR = 0 NZ=0 XX = REAL(Z) YY = AIMAG(Z) IF (YY.EQ.0.0E0 .AND. XX.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 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 = AMAX1(R1MACH(4),1.0E-18) K1 = I1MACH(12) K2 = I1MACH(13) R1M5 = R1MACH(5) K = MIN0(IABS(K1),IABS(K2)) ELIM = 2.303E0*(FLOAT(K)*R1M5-3.0E0) K1 = I1MACH(11) - 1 AA = R1M5*FLOAT(K1) DIG = AMIN1(AA,18.0E0) AA = AA*2.303E0 ALIM = ELIM + AMAX1(-AA,-41.45E0) FNUL = 10.0E0 + 6.0E0*(DIG-3.0E0) RL = 1.2E0*DIG + 3.0E0 AZ = CABS(Z) FN = FNU + FLOAT(NN-1) C----------------------------------------------------------------------- C TEST FOR RANGE C----------------------------------------------------------------------- AA = 0.5E0/TOL BB=FLOAT(I1MACH(9))*0.5E0 AA=AMIN1(AA,BB) IF(AZ.GT.AA) GO TO 210 IF(FN.GT.AA) GO TO 210 AA=SQRT(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 = EXP(-ELIM) UFL = R1MACH(1)*1.0E+3 IF (AZ.LT.UFL) GO TO 180 IF (FNU.GT.FNUL) GO TO 80 IF (FN.LE.1.0E0) GO TO 60 IF (FN.GT.2.0E0) GO TO 50 IF (AZ.GT.TOL) GO TO 60 ARG = 0.5E0*AZ ALN = -FN*ALOG(ARG) IF (ALN.GT.ELIM) GO TO 180 GO TO 60 50 CONTINUE CALL CUOIK(Z, FNU, KODE, 2, NN, CY, 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 (XX.LT.0.0E0) GO TO 70 C----------------------------------------------------------------------- C RIGHT HALF PLANE COMPUTATION, REAL(Z).GE.0. C----------------------------------------------------------------------- CALL CBKNU(Z, FNU, KODE, NN, CY, 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 (YY.LT.0.0E0) MR = -1 CALL CACON(Z, FNU, KODE, MR, NN, CY, 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 (XX.GE.0.0E0) GO TO 90 MR = 1 IF (YY.LT.0.0E0) MR = -1 90 CONTINUE CALL CBUNK(Z, FNU, KODE, MR, NN, CY, NW, TOL, ELIM, ALIM) IF (NW.LT.0) GO TO 200 NZ = NZ + NW RETURN 100 CONTINUE IF (XX.LT.0.0E0) 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 210 CONTINUE NZ=0 IERR=4 RETURN END