view libcruft/amos/cbesk.f @ 7789:82be108cc558

First attempt at single precision tyeps * * * corrections to qrupdate single precision routines * * * prefer demotion to single over promotion to double * * * Add single precision support to log2 function * * * Trivial PROJECT file update * * * Cache optimized hermitian/transpose methods * * * Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author David Bateman <dbateman@free.fr>
date Sun, 27 Apr 2008 22:34:17 +0200
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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