OpenLibm/slatec/dbskin.f
Viral B. Shah c977aa998f Add Makefile.extras to build libopenlibm-extras.
Replace amos with slatec
2012-12-31 16:37:05 -05:00

353 lines
13 KiB
Fortran

*DECK DBSKIN
SUBROUTINE DBSKIN (X, N, KODE, M, Y, NZ, IERR)
C***BEGIN PROLOGUE DBSKIN
C***PURPOSE Compute repeated integrals of the K-zero Bessel function.
C***LIBRARY SLATEC
C***CATEGORY C10F
C***TYPE DOUBLE PRECISION (BSKIN-S, DBSKIN-D)
C***KEYWORDS BICKLEY FUNCTIONS, EXPONENTIAL INTEGRAL,
C INTEGRALS OF BESSEL FUNCTIONS, K-ZERO BESSEL FUNCTION
C***AUTHOR Amos, D. E., (SNLA)
C***DESCRIPTION
C
C The following definitions are used in DBSKIN:
C
C Definition 1
C KI(0,X) = K-zero Bessel function.
C
C Definition 2
C KI(N,X) = Bickley Function
C = integral from X to infinity of KI(N-1,t)dt
C for X .ge. 0 and N = 1,2,...
C _____________________________________________________________________
C DBSKIN computes a sequence of Bickley functions (repeated integrals
C of the K0 Bessel function); i.e. for fixed X and N and for K=1,...,
C DBSKIN computes the sequence
C
C Y(K) = KI(N+K-1,X) for KODE=1
C or
C Y(K) = EXP(X)*KI(N+K-1,X) for KODE=2,
C
C for N.ge.0 and X.ge.0 (N and X cannot be zero simultaneously).
C
C INPUT X is DOUBLE PRECISION
C X - Argument, X .ge. 0.0D0
C N - Order of first member of the sequence N .ge. 0
C KODE - Selection parameter
C KODE = 1 returns Y(K)= KI(N+K-1,X), K=1,M
C = 2 returns Y(K)=EXP(X)*KI(N+K-1,X), K=1,M
C M - Number of members in the sequence, M.ge.1
C
C OUTPUT Y is a DOUBLE PRECISION VECTOR
C Y - A vector of dimension at least M containing the
C sequence selected by KODE.
C NZ - Underflow flag
C NZ = 0 means computation completed
C = 1 means an exponential underflow occurred on
C KODE=1. Y(K)=0.0D0, K=1,...,M is returned
C KODE=1 AND Y(K)=0.0E0, K=1,...,M IS RETURNED
C IERR - Error flag
C IERR=0, Normal return, computation completed
C IERR=1, Input error, no computation
C IERR=2, Error, no computation
C Algorithm termination condition not met
C
C The nominal computational accuracy is the maximum of unit
C roundoff (=D1MACH(4)) and 1.0D-18 since critical constants
C are given to only 18 digits.
C
C BSKIN is the single precision version of DBSKIN.
C
C *Long Description:
C
C Numerical recurrence on
C
C (L-1)*KI(L,X) = X(KI(L-3,X) - KI(L-1,X)) + (L-2)*KI(L-2,X)
C
C is stable where recurrence is carried forward or backward
C away from INT(X+0.5). The power series for indices 0,1 and 2
C on 0.le.X.le.2 starts a stable recurrence for indices
C greater than 2. If N is sufficiently large (N.gt.NLIM), the
C uniform asymptotic expansion for N to INFINITY is more
C economical. On X.gt.2 the recursion is started by evaluating
C the uniform expansion for the three members whose indices are
C closest to INT(X+0.5) within the set N,...,N+M-1. Forward
C recurrence, backward recurrence or both complete the
C sequence depending on the relation of INT(X+0.5) to the
C indices N,...,N+M-1.
C
C***REFERENCES D. E. Amos, Uniform asymptotic expansions for
C exponential integrals E(N,X) and Bickley functions
C KI(N,X), ACM Transactions on Mathematical Software,
C 1983.
C D. E. Amos, A portable Fortran subroutine for the
C Bickley functions KI(N,X), Algorithm 609, ACM
C Transactions on Mathematical Software, 1983.
C***ROUTINES CALLED D1MACH, DBKIAS, DBKISR, DEXINT, DGAMRN, I1MACH
C***REVISION HISTORY (YYMMDD)
C 820601 DATE WRITTEN
C 890531 Changed all specific intrinsics to generic. (WRB)
C 890911 Removed unnecessary intrinsics. (WRB)
C 891006 Cosmetic changes to prologue. (WRB)
C 891009 Removed unreferenced statement label. (WRB)
C 891009 REVISION DATE from Version 3.2
C 891214 Prologue converted to Version 4.0 format. (BAB)
C 920501 Reformatted the REFERENCES section. (WRB)
C***END PROLOGUE DBSKIN
INTEGER I, ICASE, IERR, IL, I1M, K, KK, KODE, KTRMS, M,
* M3, N, NE, NFLG, NL, NLIM, NN, NP, NS, NT, NZ
INTEGER I1MACH
DOUBLE PRECISION A, ENLIM, EXI, FN, GR, H, HN, HRTPI, SS, TOL,
* T1, T2, W, X, XLIM, XNLIM, XP, Y, YS, YSS
DOUBLE PRECISION DGAMRN, D1MACH
DIMENSION EXI(102), A(50), YS(3), YSS(3), H(31), Y(*)
SAVE A, HRTPI
C-----------------------------------------------------------------------
C COEFFICIENTS IN SERIES OF EXPONENTIAL INTEGRALS
C-----------------------------------------------------------------------
DATA A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8), A(9), A(10),
* A(11), A(12), A(13), A(14), A(15), A(16), A(17), A(18), A(19),
* A(20), A(21), A(22), A(23), A(24) /1.00000000000000000D+00,
* 5.00000000000000000D-01,3.75000000000000000D-01,
* 3.12500000000000000D-01,2.73437500000000000D-01,
* 2.46093750000000000D-01,2.25585937500000000D-01,
* 2.09472656250000000D-01,1.96380615234375000D-01,
* 1.85470581054687500D-01,1.76197052001953125D-01,
* 1.68188095092773438D-01,1.61180257797241211D-01,
* 1.54981017112731934D-01,1.49445980787277222D-01,
* 1.44464448094367981D-01,1.39949934091418982D-01,
* 1.35833759559318423D-01,1.32060599571559578D-01,
* 1.28585320635465905D-01,1.25370687619579257D-01,
* 1.22385671247684513D-01,1.19604178719328047D-01,
* 1.17004087877603524D-01/
DATA A(25), A(26), A(27), A(28), A(29), A(30), A(31), A(32),
* A(33), A(34), A(35), A(36), A(37), A(38), A(39), A(40), A(41),
* A(42), A(43), A(44), A(45), A(46), A(47), A(48)
* /1.14566502713486784D-01,1.12275172659217048D-01,
* 1.10116034723462874D-01,1.08076848895250599D-01,
* 1.06146905164978267D-01,1.04316786110409676D-01,
* 1.02578173008569515D-01,1.00923686347140974D-01,
* 9.93467537479668965D-02,9.78414999033007314D-02,
* 9.64026543164874854D-02,9.50254735405376642D-02,
* 9.37056752969190855D-02,9.24393823875012600D-02,
* 9.12230747245078224D-02,9.00535481254756708D-02,
* 8.89278787739072249D-02,8.78433924473961612D-02,
* 8.67976377754033498D-02,8.57883629175498224D-02,
* 8.48134951571231199D-02,8.38711229887106408D-02,
* 8.29594803475290034D-02,8.20769326842574183D-02/
DATA A(49), A(50) /8.12219646354630702D-02,8.03931690779583449D-02
* /
C-----------------------------------------------------------------------
C SQRT(PI)/2
C-----------------------------------------------------------------------
DATA HRTPI /8.86226925452758014D-01/
C
C***FIRST EXECUTABLE STATEMENT DBSKIN
IERR = 0
NZ=0
IF (X.LT.0.0D0) IERR=1
IF (N.LT.0) IERR=1
IF (KODE.LT.1 .OR. KODE.GT.2) IERR=1
IF (M.LT.1) IERR=1
IF (X.EQ.0.0D0 .AND. N.EQ.0) IERR=1
IF (IERR.NE.0) RETURN
IF (X.EQ.0.0D0) GO TO 300
I1M = -I1MACH(15)
T1 = 2.3026D0*D1MACH(5)*I1M
XLIM = T1 - 3.228086D0
T2 = T1 + (N+M-1)
IF (T2.GT.1000.0D0) XLIM = T1 - 0.5D0*(LOG(T2)-0.451583D0)
IF (X.GT.XLIM .AND. KODE.EQ.1) GO TO 320
TOL = MAX(D1MACH(4),1.0D-18)
I1M = I1MACH(14)
C-----------------------------------------------------------------------
C LN(NLIM) = 0.125*LN(EPS), NLIM = 2*KTRMS+N
C-----------------------------------------------------------------------
XNLIM = 0.287823D0*(I1M-1)*D1MACH(5)
ENLIM = EXP(XNLIM)
NLIM = INT(ENLIM) + 2
NLIM = MIN(100,NLIM)
NLIM = MAX(20,NLIM)
M3 = MIN(M,3)
NL = N + M - 1
IF (X.GT.2.0D0) GO TO 130
IF (N.GT.NLIM) GO TO 280
C-----------------------------------------------------------------------
C COMPUTATION BY SERIES FOR 0.LE.X.LE.2
C-----------------------------------------------------------------------
NFLG = 0
NN = N
IF (NL.LE.2) GO TO 60
M3 = 3
NN = 0
NFLG = 1
60 CONTINUE
XP = 1.0D0
IF (KODE.EQ.2) XP = EXP(X)
DO 80 I=1,M3
CALL DBKISR(X, NN, W, IERR)
IF(IERR.NE.0) RETURN
W = W*XP
IF (NN.LT.N) GO TO 70
KK = NN - N + 1
Y(KK) = W
70 CONTINUE
YS(I) = W
NN = NN + 1
80 CONTINUE
IF (NFLG.EQ.0) RETURN
NS = NN
XP = 1.0D0
90 CONTINUE
C-----------------------------------------------------------------------
C FORWARD RECURSION SCALED BY EXP(X) ON ICASE=0,1,2
C-----------------------------------------------------------------------
FN = NS - 1
IL = NL - NS + 1
IF (IL.LE.0) RETURN
DO 110 I=1,IL
T1 = YS(2)
T2 = YS(3)
YS(3) = (X*(YS(1)-YS(3))+(FN-1.0D0)*YS(2))/FN
YS(2) = T2
YS(1) = T1
FN = FN + 1.0D0
IF (NS.LT.N) GO TO 100
KK = NS - N + 1
Y(KK) = YS(3)*XP
100 CONTINUE
NS = NS + 1
110 CONTINUE
RETURN
C-----------------------------------------------------------------------
C COMPUTATION BY ASYMPTOTIC EXPANSION FOR X.GT.2
C-----------------------------------------------------------------------
130 CONTINUE
W = X + 0.5D0
NT = INT(W)
IF (NL.GT.NT) GO TO 270
C-----------------------------------------------------------------------
C CASE NL.LE.NT, ICASE=0
C-----------------------------------------------------------------------
ICASE = 0
NN = NL
NFLG = MIN(M-M3,1)
140 CONTINUE
KK = (NLIM-NN)/2
KTRMS = MAX(0,KK)
NS = NN + 1
NP = NN - M3 + 1
XP = 1.0D0
IF (KODE.EQ.1) XP = EXP(-X)
DO 150 I=1,M3
KK = I
CALL DBKIAS(X, NP, KTRMS, A, W, KK, NE, GR, H, IERR)
IF(IERR.NE.0) RETURN
YS(I) = W
NP = NP + 1
150 CONTINUE
C-----------------------------------------------------------------------
C SUM SERIES OF EXPONENTIAL INTEGRALS BACKWARD
C-----------------------------------------------------------------------
IF (KTRMS.EQ.0) GO TO 160
NE = KTRMS + KTRMS + 1
NP = NN - M3 + 2
CALL DEXINT(X, NP, 2, NE, TOL, EXI, NZ, IERR)
IF (NZ.NE.0) GO TO 320
160 CONTINUE
DO 190 I=1,M3
SS = 0.0D0
IF (KTRMS.EQ.0) GO TO 180
KK = I + KTRMS + KTRMS - 2
IL = KTRMS
DO 170 K=1,KTRMS
SS = SS + A(IL)*EXI(KK)
KK = KK - 2
IL = IL - 1
170 CONTINUE
180 CONTINUE
YS(I) = YS(I) + SS
190 CONTINUE
IF (ICASE.EQ.1) GO TO 200
IF (NFLG.NE.0) GO TO 220
200 CONTINUE
DO 210 I=1,M3
Y(I) = YS(I)*XP
210 CONTINUE
IF (ICASE.EQ.1 .AND. NFLG.EQ.1) GO TO 90
RETURN
220 CONTINUE
C-----------------------------------------------------------------------
C BACKWARD RECURSION SCALED BY EXP(X) ICASE=0,2
C-----------------------------------------------------------------------
KK = NN - N + 1
K = M3
DO 230 I=1,M3
Y(KK) = YS(K)*XP
YSS(I) = YS(I)
KK = KK - 1
K = K - 1
230 CONTINUE
IL = KK
IF (IL.LE.0) GO TO 250
FN = NN - 3
DO 240 I=1,IL
T1 = YS(2)
T2 = YS(1)
YS(1) = YS(2) + ((FN+2.0D0)*YS(3)-(FN+1.0D0)*YS(1))/X
YS(2) = T2
YS(3) = T1
Y(KK) = YS(1)*XP
KK = KK - 1
FN = FN - 1.0D0
240 CONTINUE
250 CONTINUE
IF (ICASE.NE.2) RETURN
DO 260 I=1,M3
YS(I) = YSS(I)
260 CONTINUE
GO TO 90
270 CONTINUE
IF (N.LT.NT) GO TO 290
C-----------------------------------------------------------------------
C ICASE=1, NT.LE.N.LE.NL WITH FORWARD RECURSION
C-----------------------------------------------------------------------
280 CONTINUE
NN = N + M3 - 1
NFLG = MIN(M-M3,1)
ICASE = 1
GO TO 140
C-----------------------------------------------------------------------
C ICASE=2, N.LT.NT.LT.NL WITH BOTH FORWARD AND BACKWARD RECURSION
C-----------------------------------------------------------------------
290 CONTINUE
NN = NT + 1
NFLG = MIN(M-M3,1)
ICASE = 2
GO TO 140
C-----------------------------------------------------------------------
C X=0 CASE
C-----------------------------------------------------------------------
300 CONTINUE
FN = N
HN = 0.5D0*FN
GR = DGAMRN(HN)
Y(1) = HRTPI*GR
IF (M.EQ.1) RETURN
Y(2) = HRTPI/(HN*GR)
IF (M.EQ.2) RETURN
DO 310 K=3,M
Y(K) = FN*Y(K-2)/(FN+1.0D0)
FN = FN + 1.0D0
310 CONTINUE
RETURN
C-----------------------------------------------------------------------
C UNDERFLOW ON KODE=1, X.GT.XLIM
C-----------------------------------------------------------------------
320 CONTINUE
NZ=M
DO 330 I=1,M
Y(I) = 0.0D0
330 CONTINUE
RETURN
END