view libcruft/amos/cbesy.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 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