NAG FL Interfaces17dlf (hankel_​complex)

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1Purpose

s17dlf returns a sequence of values for the Hankel functions ${H}_{\nu +n}^{\left(1\right)}\left(z\right)$ or ${H}_{\nu +n}^{\left(2\right)}\left(z\right)$ for complex $z$, non-negative $\nu$ and $n=0,1,\dots ,N-1$, with an option for exponential scaling.

2Specification

Fortran Interface
 Subroutine s17dlf ( m, fnu, z, n, scal, cy, nz,
 Integer, Intent (In) :: m, n Integer, Intent (Inout) :: ifail Integer, Intent (Out) :: nz Real (Kind=nag_wp), Intent (In) :: fnu Complex (Kind=nag_wp), Intent (In) :: z Complex (Kind=nag_wp), Intent (Out) :: cy(n) Character (1), Intent (In) :: scal
#include <nag.h>
 void s17dlf_ (const Integer *m, const double *fnu, const Complex *z, const Integer *n, const char *scal, Complex cy[], Integer *nz, Integer *ifail, const Charlen length_scal)
The routine may be called by the names s17dlf or nagf_specfun_hankel_complex.

3Description

s17dlf evaluates a sequence of values for the Hankel function ${H}_{\nu }^{\left(1\right)}\left(z\right)$ or ${H}_{\nu }^{\left(2\right)}\left(z\right)$, where $z$ is complex, $-\pi <\mathrm{arg}z\le \pi$, and $\nu$ is the real, non-negative order. The $N$-member sequence is generated for orders $\nu$, $\nu +1,\dots ,\nu +N-1$. Optionally, the sequence is scaled by the factor ${e}^{-iz}$ if the function is ${H}_{\nu }^{\left(1\right)}\left(z\right)$ or by the factor ${e}^{iz}$ if the function is ${H}_{\nu }^{\left(2\right)}\left(z\right)$.
Note:  although the routine may not be called with $\nu$ less than zero, for negative orders the formulae ${H}_{-\nu }^{\left(1\right)}\left(z\right)={e}^{\nu \pi i}{H}_{\nu }^{\left(1\right)}\left(z\right)$, and ${H}_{-\nu }^{\left(2\right)}\left(z\right)={e}^{-\nu \pi i}{H}_{\nu }^{\left(2\right)}\left(z\right)$ may be used.
The routine is derived from the routine CBESH in Amos (1986). It is based on the relation
 $Hν (m) (z)=1pe-pνKν(ze-p),$
where $p=\frac{i\pi }{2}$ if $m=1$ and $p=-\frac{i\pi }{2}$ if $m=2$, and the Bessel function ${K}_{\nu }\left(z\right)$ is computed in the right half-plane only. Continuation of ${K}_{\nu }\left(z\right)$ to the left half-plane is computed in terms of the Bessel function ${I}_{\nu }\left(z\right)$. These functions are evaluated using a variety of different techniques, depending on the region under consideration.
When $N$ is greater than $1$, extra values of ${H}_{\nu }^{\left(m\right)}\left(z\right)$ are computed using recurrence relations.
For very large $|z|$ or $\left(\nu +N-1\right)$, argument reduction will cause total loss of accuracy, and so no computation is performed. For slightly smaller $|z|$ or $\left(\nu +N-1\right)$, the computation is performed but results are accurate to less than half of machine precision. If $|z|$ is very small, near the machine underflow threshold, or $\left(\nu +N-1\right)$ is too large, there is a risk of overflow and so no computation is performed. In all the above cases, a warning is given by the routine.

4References

NIST Digital Library of Mathematical Functions
Amos D E (1986) Algorithm 644: A portable package for Bessel functions of a complex argument and non-negative order ACM Trans. Math. Software 12 265–273

5Arguments

1: $\mathbf{m}$Integer Input
On entry: the kind of functions required.
${\mathbf{m}}=1$
The functions are ${H}_{\nu }^{\left(1\right)}\left(z\right)$.
${\mathbf{m}}=2$
The functions are ${H}_{\nu }^{\left(2\right)}\left(z\right)$.
Constraint: ${\mathbf{m}}=1$ or $2$.
2: $\mathbf{fnu}$Real (Kind=nag_wp) Input
On entry: $\nu$, the order of the first member of the sequence of functions.
Constraint: ${\mathbf{fnu}}\ge 0.0$.
3: $\mathbf{z}$Complex (Kind=nag_wp) Input
On entry: the argument $z$ of the functions.
Constraint: ${\mathbf{z}}\ne \left(0.0,0.0\right)$.
4: $\mathbf{n}$Integer Input
On entry: $N$, the number of members required in the sequence ${H}_{\nu }^{\left({\mathbf{m}}\right)}\left(z\right),{H}_{\nu +1}^{\left({\mathbf{m}}\right)}\left(z\right),\dots ,{H}_{\nu +N-1}^{\left({\mathbf{m}}\right)}\left(z\right)$.
Constraint: ${\mathbf{n}}\ge 1$.
5: $\mathbf{scal}$Character(1) Input
On entry: the scaling option.
${\mathbf{scal}}=\text{'U'}$
The results are returned unscaled.
${\mathbf{scal}}=\text{'S'}$
The results are returned scaled by the factor ${e}^{-iz}$ when ${\mathbf{m}}=1$, or by the factor ${e}^{iz}$ when ${\mathbf{m}}=2$.
Constraint: ${\mathbf{scal}}=\text{'U'}$ or $\text{'S'}$.
6: $\mathbf{cy}\left({\mathbf{n}}\right)$Complex (Kind=nag_wp) array Output
On exit: the $N$ required function values: ${\mathbf{cy}}\left(i\right)$ contains ${H}_{\nu +i-1}^{\left({\mathbf{m}}\right)}\left(z\right)$, for $\mathit{i}=1,2,\dots ,N$.
7: $\mathbf{nz}$Integer Output
On exit: the number of components of cy that are set to zero due to underflow. If ${\mathbf{nz}}>0$, then if $\mathrm{Im}\left(z\right)>0.0$ and ${\mathbf{m}}=1$, or $\mathrm{Im}\left(z\right)<0.0$ and ${\mathbf{m}}=2$, elements ${\mathbf{cy}}\left(1\right),{\mathbf{cy}}\left(2\right),\dots ,{\mathbf{cy}}\left({\mathbf{nz}}\right)$ are set to zero. In the complementary half-planes, nz simply states the number of underflows, and not which elements they are.
8: $\mathbf{ifail}$Integer Input/Output
On entry: ifail must be set to $0$, $-1$ or $1$ to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of $0$ causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of $-1$ means that an error message is printed while a value of $1$ means that it is not.
If halting is not appropriate, the value $-1$ or $1$ is recommended. If message printing is undesirable, then the value $1$ is recommended. Otherwise, the value $0$ is recommended. When the value $-\mathbf{1}$ or $\mathbf{1}$ is used it is essential to test the value of ifail on exit.
On exit: ${\mathbf{ifail}}={\mathbf{0}}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6Error Indicators and Warnings

If on entry ${\mathbf{ifail}}=0$ or $-1$, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
${\mathbf{ifail}}=1$
On entry, ${\mathbf{fnu}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{fnu}}\ge 0.0$.
On entry, m has illegal value: ${\mathbf{m}}=⟨\mathit{\text{value}}⟩$.
On entry, ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{n}}\ge 1$.
On entry, scal has an illegal value: ${\mathbf{scal}}=⟨\mathit{\text{value}}⟩$.
On entry, ${\mathbf{z}}=\left(0.0,0.0\right)$.
${\mathbf{ifail}}=2$
No computation because $|{\mathbf{z}}|=⟨\mathit{\text{value}}⟩<⟨\mathit{\text{value}}⟩$.
${\mathbf{ifail}}=3$
No computation because ${\mathbf{fnu}}+{\mathbf{n}}-1=⟨\mathit{\text{value}}⟩$ is too large.
${\mathbf{ifail}}=4$
Results lack precision, ${\mathbf{fnu}}+{\mathbf{n}}-1=⟨\mathit{\text{value}}⟩>⟨\mathit{\text{value}}⟩$.
Results lack precision because $|{\mathbf{z}}|=⟨\mathit{\text{value}}⟩>⟨\mathit{\text{value}}⟩$.
${\mathbf{ifail}}=5$
No computation because $|{\mathbf{z}}|=⟨\mathit{\text{value}}⟩>⟨\mathit{\text{value}}⟩$.
No computation because ${\mathbf{fnu}}+{\mathbf{n}}-1=⟨\mathit{\text{value}}⟩>⟨\mathit{\text{value}}⟩$.
${\mathbf{ifail}}=6$
No computation – algorithm termination condition not met.
${\mathbf{ifail}}=-99$
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
${\mathbf{ifail}}=-399$
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
${\mathbf{ifail}}=-999$
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7Accuracy

All constants in s17dlf are given to approximately $18$ digits of precision. Calling the number of digits of precision in the floating-point arithmetic being used $t$, then clearly the maximum number of correct digits in the results obtained is limited by $p=\mathrm{min}\phantom{\rule{0.125em}{0ex}}\left(t,18\right)$. Because of errors in argument reduction when computing elementary functions inside s17dlf, the actual number of correct digits is limited, in general, by $p-s$, where $s\approx \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,|{\mathrm{log}}_{10}|z||,|{\mathrm{log}}_{10}\nu |\right)$ represents the number of digits lost due to the argument reduction. Thus the larger the values of $|z|$ and $\nu$, the less the precision in the result. If s17dlf is called with ${\mathbf{n}}>1$, then computation of function values via recurrence may lead to some further small loss of accuracy.
If function values which should nominally be identical are computed by calls to s17dlf with different base values of $\nu$ and different ${\mathbf{n}}$, the computed values may not agree exactly. Empirical tests with modest values of $\nu$ and $z$ have shown that the discrepancy is limited to the least significant $3$$4$ digits of precision.

8Parallelism and Performance

s17dlf is not threaded in any implementation.

The time taken for a call of s17dlf is approximately proportional to the value of n, plus a constant. In general it is much cheaper to call s17dlf with n greater than $1$, rather than to make $N$ separate calls to s17dlf.
Paradoxically, for some values of $z$ and $\nu$, it is cheaper to call s17dlf with a larger value of ${\mathbf{n}}$ than is required, and then discard the extra function values returned. However, it is not possible to state the precise circumstances in which this is likely to occur. It is due to the fact that the base value used to start recurrence may be calculated in different regions for different ${\mathbf{n}}$, and the costs in each region may differ greatly.

10Example

This example prints a caption and then proceeds to read sets of data from the input data stream. The first datum is a value for the kind of function, m, the second is a value for the order fnu, the third is a complex value for the argument, z, and the fourth is a character value to set the argument scal. The program calls the routine with ${\mathbf{n}}=2$ to evaluate the function for orders fnu and ${\mathbf{fnu}}+1$, and it prints the results. The process is repeated until the end of the input data stream is encountered.

10.1Program Text

Program Text (s17dlfe.f90)

10.2Program Data

Program Data (s17dlfe.d)

10.3Program Results

Program Results (s17dlfe.r)