zbesj.f

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      SUBROUTINE ZBESJ(ZR, ZI, FNU, KODE, N, CYR, CYI, NZ, IERR)
C***BEGIN PROLOGUE  ZBESJ
C***DATE WRITTEN   830501   (YYMMDD)
C***REVISION DATE  890801   (YYMMDD)
C***CATEGORY NO.  B5K
C***KEYWORDS  J-BESSEL FUNCTION,BESSEL FUNCTION OF COMPLEX ARGUMENT,
C             BESSEL FUNCTION OF FIRST KIND
C***AUTHOR  AMOS, DONALD E., SANDIA NATIONAL LABORATORIES
C***PURPOSE  TO COMPUTE THE J-BESSEL FUNCTION OF A COMPLEX ARGUMENT
C***DESCRIPTION
C
C                      ***A DOUBLE PRECISION ROUTINE***
C         ON KODE=1, CBESJ COMPUTES AN N MEMBER  SEQUENCE OF COMPLEX
C         BESSEL FUNCTIONS CY(I)=J(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, CBESJ RETURNS THE SCALED
C         FUNCTIONS
C
C         CY(I)=EXP(-ABS(Y))*J(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      ZR,ZI,FNU ARE DOUBLE PRECISION
C           ZR,ZI  - Z=CMPLX(ZR,ZI),  -PI.LT.ARG(Z).LE.PI
C           FNU    - ORDER OF INITIAL J FUNCTION, FNU.GE.0.0D0
C           KODE   - A PARAMETER TO INDICATE THE SCALING OPTION
C                    KODE= 1  RETURNS
C                             CY(I)=J(FNU+I-1,Z), I=1,...,N
C                        = 2  RETURNS
C                             CY(I)=J(FNU+I-1,Z)EXP(-ABS(Y)), I=1,...,N
C           N      - NUMBER OF MEMBERS OF THE SEQUENCE, N.GE.1
C
C         OUTPUT     CYR,CYI ARE DOUBLE PRECISION
C           CYR,CYI- DOUBLE PRECISION VECTORS WHOSE FIRST N COMPONENTS
C                    CONTAIN REAL AND IMAGINARY PARTS FOR THE SEQUENCE
C                    CY(I)=J(FNU+I-1,Z)  OR
C                    CY(I)=J(FNU+I-1,Z)EXP(-ABS(Y))  I=1,...,N
C                    DEPENDING ON KODE, Y=AIMAG(Z).
C           NZ     - NUMBER OF COMPONENTS SET TO ZERO DUE TO UNDERFLOW,
C                    NZ= 0   , NORMAL RETURN
C                    NZ.GT.0 , LAST NZ COMPONENTS OF CY SET  ZERO DUE
C                              TO UNDERFLOW, CY(I)=CMPLX(0.0D0,0.0D0),
C                              I = N-NZ+1,...,N
C           IERR   - ERROR FLAG
C                    IERR=0, NORMAL RETURN - COMPUTATION COMPLETED
C                    IERR=1, INPUT ERROR   - NO COMPUTATION
C                    IERR=2, OVERFLOW      - NO COMPUTATION, AIMAG(Z)
C                            TOO LARGE ON KODE=1
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         J(FNU,Z)=EXP( FNU*PI*I/2)*I(FNU,-I*Z)    AIMAG(Z).GE.0.0
C
C         J(FNU,Z)=EXP(-FNU*PI*I/2)*I(FNU, I*Z)    AIMAG(Z).LT.0.0
C
C         WHERE I**2 = -1 AND I(FNU,Z) IS THE I BESSEL FUNCTION.
C
C         FOR NEGATIVE ORDERS,THE FORMULA
C
C              J(-FNU,Z) = J(FNU,Z)*COS(PI*FNU) - Y(FNU,Z)*SIN(PI*FNU)
C
C         CAN BE USED. HOWEVER,FOR LARGE ORDERS CLOSE TO INTEGERS, THE
C         THE FUNCTION CHANGES RADICALLY. WHEN FNU IS A LARGE POSITIVE
C         INTEGER,THE MAGNITUDE OF J(-FNU,Z)=J(FNU,Z)*COS(PI*FNU) IS A
C         LARGE NEGATIVE POWER OF TEN. BUT WHEN FNU IS NOT AN INTEGER,
C         Y(FNU,Z) DOMINATES IN MAGNITUDE WITH A LARGE POSITIVE POWER OF
C         TEN AND THE MOST THAT THE SECOND TERM CAN BE REDUCED IS BY
C         UNIT ROUNDOFF FROM THE COEFFICIENT. THUS, WIDE CHANGES CAN
C         OCCUR WITHIN UNIT ROUNDOFF OF A LARGE INTEGER FOR FNU. HERE,
C         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=DMAX1(D1MACH(4),1.0D-18) IS
C         DOUBLE PRECISION UNIT ROUNDOFF LIMITED TO 18 DIGITS PRECISION.
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  ZBINU,I1MACH,D1MACH
C***END PROLOGUE  ZBESJ
C
C     COMPLEX CI,CSGN,CY,Z,ZN
      DOUBLE PRECISION AA, ALIM, ARG, CII, CSGNI, CSGNR, CYI, CYR, DIG,
     * ELIM, FNU, FNUL, HPI, RL, R1M5, STR, TOL, ZI, ZNI, ZNR, ZR,
     * D1MACH, BB, FN, AZ, XZABS, ASCLE, RTOL, ATOL, STI
      INTEGER I, IERR, INU, INUH, IR, K, KODE, K1, K2, N, NL, NZ, I1MACH
      DIMENSION CYR(N), CYI(N)
      DATA HPI /1.57079632679489662D0/
C
C***FIRST EXECUTABLE STATEMENT  ZBESJ
      IERR = 0
      NZ=0
      IF (FNU.LT.0.0D0) IERR=1
      IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1
      IF (N.LT.1) IERR=1
      IF (IERR.NE.0) RETURN
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 = DMAX1(D1MACH(4),1.0D-18)
      K1 = I1MACH(15)
      K2 = I1MACH(16)
      R1M5 = D1MACH(5)
      K = MIN0(IABS(K1),IABS(K2))
      ELIM = 2.303D0*(DBLE(FLOAT(K))*R1M5-3.0D0)
      K1 = I1MACH(14) - 1
      AA = R1M5*DBLE(FLOAT(K1))
      DIG = DMIN1(AA,18.0D0)
      AA = AA*2.303D0
      ALIM = ELIM + DMAX1(-AA,-41.45D0)
      RL = 1.2D0*DIG + 3.0D0
      FNUL = 10.0D0 + 6.0D0*(DIG-3.0D0)
C-----------------------------------------------------------------------
C     TEST FOR PROPER RANGE
C-----------------------------------------------------------------------
      AZ = XZABS(ZR,ZI)
      FN = FNU+DBLE(FLOAT(N-1))
      AA = 0.5D0/TOL
      BB=DBLE(FLOAT(I1MACH(9)))*0.5D0
      AA = DMIN1(AA,BB)
      IF (AZ.GT.AA) GO TO 260
      IF (FN.GT.AA) GO TO 260
      AA = DSQRT(AA)
      IF (AZ.GT.AA) IERR=3
      IF (FN.GT.AA) IERR=3
C-----------------------------------------------------------------------
C     CALCULATE CSGN=EXP(FNU*HPI*I) TO MINIMIZE LOSSES OF SIGNIFICANCE
C     WHEN FNU IS LARGE
C-----------------------------------------------------------------------
      CII = 1.0D0
      INU = INT(SNGL(FNU))
      INUH = INU/2
      IR = INU - 2*INUH
      ARG = (FNU-DBLE(FLOAT(INU-IR)))*HPI
      CSGNR = DCOS(ARG)
      CSGNI = DSIN(ARG)
      IF (MOD(INUH,2).EQ.0) GO TO 40
      CSGNR = -CSGNR
      CSGNI = -CSGNI
   40 CONTINUE
C-----------------------------------------------------------------------
C     ZN IS IN THE RIGHT HALF PLANE
C-----------------------------------------------------------------------
      ZNR = ZI
      ZNI = -ZR
      IF (ZI.GE.0.0D0) GO TO 50
      ZNR = -ZNR
      ZNI = -ZNI
      CSGNI = -CSGNI
      CII = -CII
   50 CONTINUE
      CALL ZBINU(ZNR, ZNI, FNU, KODE, N, CYR, CYI, NZ, RL, FNUL, TOL,
     * ELIM, ALIM)
      IF (NZ.LT.0) GO TO 130
      NL = N - NZ
      IF (NL.EQ.0) RETURN
      RTOL = 1.0D0/TOL
      ASCLE = D1MACH(1)*RTOL*1.0D+3
      DO 60 I=1,NL
C       STR = CYR(I)*CSGNR - CYI(I)*CSGNI
C       CYI(I) = CYR(I)*CSGNI + CYI(I)*CSGNR
C       CYR(I) = STR
        AA = CYR(I)
        BB = CYI(I)
        ATOL = 1.0D0
        IF (DMAX1(DABS(AA),DABS(BB)).GT.ASCLE) GO TO 55
          AA = AA*RTOL
          BB = BB*RTOL
          ATOL = TOL
   55   CONTINUE
        STR = AA*CSGNR - BB*CSGNI
        STI = AA*CSGNI + BB*CSGNR
        CYR(I) = STR*ATOL
        CYI(I) = STI*ATOL
        STR = -CSGNI*CII
        CSGNI = CSGNR*CII
        CSGNR = STR
   60 CONTINUE
      RETURN
  130 CONTINUE
      IF(NZ.EQ.(-2)) GO TO 140
      NZ = 0
      IERR = 2
      RETURN
  140 CONTINUE
      NZ=0
      IERR=5
      RETURN
  260 CONTINUE
      NZ=0
      IERR=4
      RETURN
      END