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view libcruft/amos/cbiry.f @ 12583:bb29b58e650c release-3-4-x
abandon release-3-4-x branch in favor of workflow using stable and default branches and merging stable to default periodically
author | John W. Eaton <jwe@octave.org> |
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date | Fri, 08 Apr 2011 09:06:04 -0400 |
parents | 82be108cc558 |
children |
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SUBROUTINE CBIRY(Z, ID, KODE, BI, IERR) C***BEGIN PROLOGUE CBIRY C***DATE WRITTEN 830501 (YYMMDD) C***REVISION DATE 890801 (YYMMDD) C***CATEGORY NO. B5K C***KEYWORDS AIRY FUNCTION,BESSEL FUNCTIONS OF ORDER ONE THIRD C***AUTHOR AMOS, DONALD E., SANDIA NATIONAL LABORATORIES C***PURPOSE TO COMPUTE AIRY FUNCTIONS BI(Z) AND DBI(Z) FOR COMPLEX Z C***DESCRIPTION C C ON KODE=1, CBIRY COMPUTES THE COMPLEX AIRY FUNCTION BI(Z) OR C ITS DERIVATIVE DBI(Z)/DZ ON ID=0 OR ID=1 RESPECTIVELY. ON C KODE=2, A SCALING OPTION CEXP(-AXZTA)*BI(Z) OR CEXP(-AXZTA)* C DBI(Z)/DZ IS PROVIDED TO REMOVE THE EXPONENTIAL BEHAVIOR IN C BOTH THE LEFT AND RIGHT HALF PLANES WHERE C ZTA=(2/3)*Z*CSQRT(Z)=CMPLX(XZTA,YZTA) AND AXZTA=ABS(XZTA). C DEFINITIONS AND NOTATION ARE FOUND IN THE NBS HANDBOOK OF C MATHEMATICAL FUNCTIONS (REF. 1). C C INPUT C Z - Z=CMPLX(X,Y) C ID - ORDER OF DERIVATIVE, ID=0 OR ID=1 C KODE - A PARAMETER TO INDICATE THE SCALING OPTION C KODE= 1 RETURNS C BI=BI(Z) ON ID=0 OR C BI=DBI(Z)/DZ ON ID=1 C = 2 RETURNS C BI=CEXP(-AXZTA)*BI(Z) ON ID=0 OR C BI=CEXP(-AXZTA)*DBI(Z)/DZ ON ID=1 WHERE C ZTA=(2/3)*Z*CSQRT(Z)=CMPLX(XZTA,YZTA) C AND AXZTA=ABS(XZTA) C C OUTPUT C BI - COMPLEX ANSWER DEPENDING ON THE CHOICES FOR ID AND C KODE C IERR - ERROR FLAG C IERR=0, NORMAL RETURN - COMPUTATION COMPLETED C IERR=1, INPUT ERROR - NO COMPUTATION C IERR=2, OVERFLOW - NO COMPUTATION, REAL(Z) C TOO LARGE WITH KODE=1 C IERR=3, CABS(Z) LARGE - COMPUTATION COMPLETED C LOSSES OF SIGNIFCANCE BY ARGUMENT REDUCTION C PRODUCE LESS THAN HALF OF MACHINE ACCURACY C IERR=4, CABS(Z) TOO LARGE - NO COMPUTATION C COMPLETE LOSS OF ACCURACY BY ARGUMENT C REDUCTION C IERR=5, ERROR - NO COMPUTATION, C ALGORITHM TERMINATION CONDITION NOT MET C C***LONG DESCRIPTION C C BI AND DBI ARE COMPUTED FOR CABS(Z).GT.1.0 FROM THE I BESSEL C FUNCTIONS BY C C BI(Z)=C*SQRT(Z)*( I(-1/3,ZTA) + I(1/3,ZTA) ) C DBI(Z)=C * Z * ( I(-2/3,ZTA) + I(2/3,ZTA) ) C C=1.0/SQRT(3.0) C ZTA=(2/3)*Z**(3/2) C C WITH THE POWER SERIES FOR CABS(Z).LE.1.0. C C IN MOST COMPLEX VARIABLE COMPUTATION, ONE MUST EVALUATE ELE- C MENTARY FUNCTIONS. WHEN THE MAGNITUDE OF Z IS LARGE, LOSSES C OF SIGNIFICANCE BY ARGUMENT REDUCTION OCCUR. CONSEQUENTLY, IF C THE MAGNITUDE OF ZETA=(2/3)*Z**1.5 EXCEEDS U1=SQRT(0.5/UR), C THEN LOSSES EXCEEDING HALF PRECISION ARE LIKELY AND AN ERROR C FLAG IERR=3 IS TRIGGERED WHERE UR=R1MACH(4)=UNIT ROUNDOFF. C ALSO, IF THE MAGNITUDE OF ZETA IS LARGER THAN U2=0.5/UR, THEN C ALL SIGNIFICANCE IS LOST AND IERR=4. IN ORDER TO USE THE INT C FUNCTION, ZETA MUST BE FURTHER RESTRICTED NOT TO EXCEED THE C LARGEST INTEGER, U3=I1MACH(9). THUS, THE MAGNITUDE OF ZETA C MUST BE RESTRICTED BY MIN(U2,U3). ON 32 BIT MACHINES, U1,U2, C AND U3 ARE APPROXIMATELY 2.0E+3, 4.2E+6, 2.1E+9 IN SINGLE C PRECISION ARITHMETIC AND 1.3E+8, 1.8E+16, 2.1E+9 IN DOUBLE C PRECISION ARITHMETIC RESPECTIVELY. THIS MAKES U2 AND U3 LIMIT- C ING IN THEIR RESPECTIVE ARITHMETICS. THIS MEANS THAT THE MAG- C NITUDE OF Z CANNOT EXCEED 3.1E+4 IN SINGLE AND 2.1E+6 IN C DOUBLE PRECISION ARITHMETIC. THIS ALSO MEANS THAT ONE CAN C EXPECT TO RETAIN, IN THE WORST CASES ON 32 BIT MACHINES, C NO DIGITS IN SINGLE PRECISION AND ONLY 7 DIGITS IN DOUBLE C PRECISION ARITHMETIC. 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 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 CBINU,I1MACH,R1MACH C***END PROLOGUE CBIRY COMPLEX BI, CONE, CSQ, CY, S1, S2, TRM1, TRM2, Z, ZTA, Z3 REAL AA, AD, AK, ALIM, ATRM, AZ, AZ3, BB, BK, CK, COEF, C1, C2, * DIG, DK, D1, D2, ELIM, FID, FMR, FNU, FNUL, PI, RL, R1M5, SFAC, * TOL, TTH, ZI, ZR, Z3I, Z3R, R1MACH INTEGER ID, IERR, K, KODE, K1, K2, NZ, I1MACH DIMENSION CY(2) DATA TTH, C1, C2, COEF, PI /6.66666666666666667E-01, * 6.14926627446000736E-01,4.48288357353826359E-01, * 5.77350269189625765E-01,3.14159265358979324E+00/ DATA CONE / (1.0E0,0.0E0) / C***FIRST EXECUTABLE STATEMENT CBIRY IERR = 0 NZ=0 IF (ID.LT.0 .OR. ID.GT.1) IERR=1 IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1 IF (IERR.NE.0) RETURN AZ = CABS(Z) TOL = AMAX1(R1MACH(4),1.0E-18) FID = FLOAT(ID) IF (AZ.GT.1.0E0) GO TO 60 C----------------------------------------------------------------------- C POWER SERIES FOR CABS(Z).LE.1. C----------------------------------------------------------------------- S1 = CONE S2 = CONE IF (AZ.LT.TOL) GO TO 110 AA = AZ*AZ IF (AA.LT.TOL/AZ) GO TO 40 TRM1 = CONE TRM2 = CONE ATRM = 1.0E0 Z3 = Z*Z*Z AZ3 = AZ*AA AK = 2.0E0 + FID BK = 3.0E0 - FID - FID CK = 4.0E0 - FID DK = 3.0E0 + FID + FID D1 = AK*DK D2 = BK*CK AD = AMIN1(D1,D2) AK = 24.0E0 + 9.0E0*FID BK = 30.0E0 - 9.0E0*FID Z3R = REAL(Z3) Z3I = AIMAG(Z3) DO 30 K=1,25 TRM1 = TRM1*CMPLX(Z3R/D1,Z3I/D1) S1 = S1 + TRM1 TRM2 = TRM2*CMPLX(Z3R/D2,Z3I/D2) S2 = S2 + TRM2 ATRM = ATRM*AZ3/AD D1 = D1 + AK D2 = D2 + BK AD = AMIN1(D1,D2) IF (ATRM.LT.TOL*AD) GO TO 40 AK = AK + 18.0E0 BK = BK + 18.0E0 30 CONTINUE 40 CONTINUE IF (ID.EQ.1) GO TO 50 BI = S1*CMPLX(C1,0.0E0) + Z*S2*CMPLX(C2,0.0E0) IF (KODE.EQ.1) RETURN ZTA = Z*CSQRT(Z)*CMPLX(TTH,0.0E0) AA = REAL(ZTA) AA = -ABS(AA) BI = BI*CMPLX(EXP(AA),0.0E0) RETURN 50 CONTINUE BI = S2*CMPLX(C2,0.0E0) IF (AZ.GT.TOL) BI = BI + Z*Z*S1*CMPLX(C1/(1.0E0+FID),0.0E0) IF (KODE.EQ.1) RETURN ZTA = Z*CSQRT(Z)*CMPLX(TTH,0.0E0) AA = REAL(ZTA) AA = -ABS(AA) BI = BI*CMPLX(EXP(AA),0.0E0) RETURN C----------------------------------------------------------------------- C CASE FOR CABS(Z).GT.1.0 C----------------------------------------------------------------------- 60 CONTINUE FNU = (1.0E0+FID)/3.0E0 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----------------------------------------------------------------------- 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) RL = 1.2E0*DIG + 3.0E0 FNUL = 10.0E0 + 6.0E0*(DIG-3.0E0) C----------------------------------------------------------------------- C TEST FOR RANGE C----------------------------------------------------------------------- AA=0.5E0/TOL BB=FLOAT(I1MACH(9))*0.5E0 AA=AMIN1(AA,BB) AA=AA**TTH IF (AZ.GT.AA) GO TO 190 AA=SQRT(AA) IF (AZ.GT.AA) IERR=3 CSQ=CSQRT(Z) ZTA=Z*CSQ*CMPLX(TTH,0.0E0) C----------------------------------------------------------------------- C RE(ZTA).LE.0 WHEN RE(Z).LT.0, ESPECIALLY WHEN IM(Z) IS SMALL C----------------------------------------------------------------------- SFAC = 1.0E0 ZI = AIMAG(Z) ZR = REAL(Z) AK = AIMAG(ZTA) IF (ZR.GE.0.0E0) GO TO 70 BK = REAL(ZTA) CK = -ABS(BK) ZTA = CMPLX(CK,AK) 70 CONTINUE IF (ZI.EQ.0.0E0 .AND. ZR.LE.0.0E0) ZTA = CMPLX(0.0E0,AK) AA = REAL(ZTA) IF (KODE.EQ.2) GO TO 80 C----------------------------------------------------------------------- C OVERFLOW TEST C----------------------------------------------------------------------- BB = ABS(AA) IF (BB.LT.ALIM) GO TO 80 BB = BB + 0.25E0*ALOG(AZ) SFAC = TOL IF (BB.GT.ELIM) GO TO 170 80 CONTINUE FMR = 0.0E0 IF (AA.GE.0.0E0 .AND. ZR.GT.0.0E0) GO TO 90 FMR = PI IF (ZI.LT.0.0E0) FMR = -PI ZTA = -ZTA 90 CONTINUE C----------------------------------------------------------------------- C AA=FACTOR FOR ANALYTIC CONTINUATION OF I(FNU,ZTA) C KODE=2 RETURNS EXP(-ABS(XZTA))*I(FNU,ZTA) FROM CBINU C----------------------------------------------------------------------- CALL CBINU(ZTA, FNU, KODE, 1, CY, NZ, RL, FNUL, TOL, ELIM, ALIM) IF (NZ.LT.0) GO TO 180 AA = FMR*FNU Z3 = CMPLX(SFAC,0.0E0) S1 = CY(1)*CMPLX(COS(AA),SIN(AA))*Z3 FNU = (2.0E0-FID)/3.0E0 CALL CBINU(ZTA, FNU, KODE, 2, CY, NZ, RL, FNUL, TOL, ELIM, ALIM) CY(1) = CY(1)*Z3 CY(2) = CY(2)*Z3 C----------------------------------------------------------------------- C BACKWARD RECUR ONE STEP FOR ORDERS -1/3 OR -2/3 C----------------------------------------------------------------------- S2 = CY(1)*CMPLX(FNU+FNU,0.0E0)/ZTA + CY(2) AA = FMR*(FNU-1.0E0) S1 = (S1+S2*CMPLX(COS(AA),SIN(AA)))*CMPLX(COEF,0.0E0) IF (ID.EQ.1) GO TO 100 S1 = CSQ*S1 BI = S1*CMPLX(1.0E0/SFAC,0.0E0) RETURN 100 CONTINUE S1 = Z*S1 BI = S1*CMPLX(1.0E0/SFAC,0.0E0) RETURN 110 CONTINUE AA = C1*(1.0E0-FID) + FID*C2 BI = CMPLX(AA,0.0E0) RETURN 170 CONTINUE NZ=0 IERR=2 RETURN 180 CONTINUE IF(NZ.EQ.(-1)) GO TO 170 NZ=0 IERR=5 RETURN 190 CONTINUE IERR=4 NZ=0 RETURN END