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view libcruft/amos/cbesy.f @ 12541:dd2c70b30f28
Add tests for ifftshift.m
author | Robert T. Short <octave@phaselockedsystems.com.com> |
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date | Sat, 26 Mar 2011 06:50:12 -0700 |
parents | 82be108cc558 |
children |
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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