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/** Mathlib : A C Library of Special Functions* Copyright (C) 1998-2005 Ross Ihaka and the R Development Core team.** This program is free software; you can redistribute it and/or modify* it under the terms of the GNU General Public License as published by* the Free Software Foundation; either version 2 of the License, or* (at your option) any later version.** This program is distributed in the hope that it will be useful,* but WITHOUT ANY WARRANTY; without even the implied warranty of* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the* GNU General Public License for more details.** You should have received a copy of the GNU General Public License* along with this program; if not, write to the Free Software* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA*//* DESCRIPTION --> see below *//* From http://www.netlib.org/specfun/rjbesl Fortran translated by f2c,...* ------------------------------=#---- Martin Maechler, ETH Zurich* Additional code for nu == alpha < 0 MM*/#include "bessel.h"#include "nmath.h"#ifndef MATHLIB_STANDALONE#include <R_ext/Memory.h>#endifstatic void J_bessel(double *x, double *alpha, long *nb,double *b, long *ncalc);double bessel_j(double x, double alpha){long nb, ncalc;double *bj;#ifndef MATHLIB_STANDALONEchar *vmax;#endif#ifdef IEEE_754/* NaNs propagated correctly */if (ISNAN(x) || ISNAN(alpha)) return x + alpha;#endifif (x < 0) {ML_ERROR(ME_RANGE);return ML_NAN;}if (alpha < 0) {/* Using Abramowitz & Stegun 9.1.2* this may not be quite optimal (CPU and accuracy wise) */return(bessel_j(x, -alpha) * cos(M_PI * alpha) +bessel_y(x, -alpha) * sin(M_PI * alpha));}nb = 1+ (long)floor(alpha);/* nb-1 <= alpha < nb */alpha -= (nb-1);#ifdef MATHLIB_STANDALONEbj = (double *) calloc(nb, sizeof(double));if (!bj) MATHLIB_ERROR("%s", _("bessel_j allocation error"));#elsevmax = vmaxget();bj = (double *) R_alloc(nb, sizeof(double));#endifJ_bessel(&x, &alpha, &nb, bj, &ncalc);if(ncalc != nb) {/* error input */if(ncalc < 0)MATHLIB_WARNING4(_("bessel_j(%g): ncalc (=%ld) != nb (=%ld); alpha=%g. Arg. out of range?\n"),x, ncalc, nb, alpha);elseMATHLIB_WARNING2(_("bessel_j(%g,nu=%g): precision lost in result\n"),x, alpha+nb-1);}x = bj[nb-1];#ifdef MATHLIB_STANDALONEfree(bj);#elsevmaxset(vmax);#endifreturn x;}static void J_bessel(double *x, double *alpha, long *nb,double *b, long *ncalc){/*Calculates Bessel functions J_{n+alpha} (x)for non-negative argument x, and non-negative order n+alpha, n = 0,1,..,nb-1.Explanation of variables in the calling sequence.X - Non-negative argument for which J's are to be calculated.ALPHA - Fractional part of order for whichJ's are to be calculated. 0 <= ALPHA < 1.NB - Number of functions to be calculated, NB >= 1.The first function calculated is of order ALPHA, and thelast is of order (NB - 1 + ALPHA).B - Output vector of length NB. If RJBESLterminates normally (NCALC=NB), the vector B contains thefunctions J/ALPHA/(X) through J/NB-1+ALPHA/(X).NCALC - Output variable indicating possible errors.Before using the vector B, the user should check thatNCALC=NB, i.e., all orders have been calculated tothe desired accuracy. See the following****************************************************************Error return codesIn case of an error, NCALC != NB, and not all J's arecalculated to the desired accuracy.NCALC < 0: An argument is out of range. For example,NBES <= 0, ALPHA < 0 or > 1, or X is too large.In this case, b[1] is set to zero, the remainder of theB-vector is not calculated, and NCALC is set toMIN(NB,0)-1 so that NCALC != NB.NB > NCALC > 0: Not all requested function values couldbe calculated accurately. This usually occurs because NB ismuch larger than ABS(X). In this case, b[N] is calculatedto the desired accuracy for N <= NCALC, but precisionis lost for NCALC < N <= NB. If b[N] does not vanishfor N > NCALC (because it is too small to be represented),and b[N]/b[NCALC] = 10^(-K), then only the first NSIG - Ksignificant figures of b[N] can be trusted.AcknowledgementThis program is based on a program written by David J. Sookne(2) that computes values of the Bessel functions J or I of floatargument and long order. Modifications include the restrictionof the computation to the J Bessel function of non-negative floatargument, the extension of the computation to arbitrary positiveorder, and the elimination of most underflow.References:Olver, F.W.J., and Sookne, D.J. (1972)"A Note on Backward Recurrence Algorithms";Math. Comp. 26, 941-947.Sookne, D.J. (1973)"Bessel Functions of Real Argument and Integer Order";NBS Jour. of Res. B. 77B, 125-132.Latest modification: March 19, 1990Author: W. J. CodyApplied Mathematics DivisionArgonne National LaboratoryArgonne, IL 60439********************************************************************//* ---------------------------------------------------------------------Mathematical constantsPI2 = 2 / PITWOPI1 = first few significant digits of 2 * PITWOPI2 = (2*PI - TWOPI1) to working precision, i.e.,TWOPI1 + TWOPI2 = 2 * PI to extra precision.--------------------------------------------------------------------- */const static double pi2 = .636619772367581343075535;const static double twopi1 = 6.28125;const static double twopi2 = .001935307179586476925286767;/*---------------------------------------------------------------------* Factorial(N)*--------------------------------------------------------------------- */const static double fact[25] = { 1.,1.,2.,6.,24.,120.,720.,5040.,40320.,362880.,3628800.,39916800.,479001600.,6227020800.,87178291200.,1.307674368e12,2.0922789888e13,3.55687428096e14,6.402373705728e15,1.21645100408832e17,2.43290200817664e18,5.109094217170944e19,1.12400072777760768e21,2.585201673888497664e22,6.2044840173323943936e23 };/* Local variables */long nend, intx, nbmx, i, j, k, l, m, n, nstart;double nu, twonu, capp, capq, pold, vcos, test, vsin;double p, s, t, z, alpem, halfx, aa, bb, cc, psave, plast;double tover, t1, alp2em, em, en, xc, xk, xm, psavel, gnu, xin, sum;/* Parameter adjustment */--b;nu = *alpha;twonu = nu + nu;/*-------------------------------------------------------------------Check for out of range arguments.-------------------------------------------------------------------*/if (*nb > 0 && *x >= 0. && 0. <= nu && nu < 1.) {*ncalc = *nb;if(*x > xlrg_BESS_IJ) {ML_ERROR(ME_RANGE);for(i=1; i <= *nb; i++)b[i] = ML_POSINF;/* FIXME : +Inf is really nonsense */return;}intx = (long) (*x);/* Initialize result array to zero. */for (i = 1; i <= *nb; ++i)b[i] = 0.;/*===================================================================Branch into 3 cases :1) use 2-term ascending series for small X2) use asymptotic form for large X when NB is not too large3) use recursion otherwise===================================================================*/if (*x < rtnsig_BESS) {/* ---------------------------------------------------------------Two-term ascending series for small X.--------------------------------------------------------------- */alpem = 1. + nu;halfx = (*x > enmten_BESS) ? .5 * *x : 0.;aa = (nu != 0.) ? pow(halfx, nu) / (nu * gamma_cody(nu)) : 1.;bb = (*x + 1. > 1.)? -halfx * halfx : 0.;b[1] = aa + aa * bb / alpem;if (*x != 0. && b[1] == 0.)*ncalc = 0;if (*nb != 1) {if (*x <= 0.) {for (n = 2; n <= *nb; ++n)b[n] = 0.;}else {/* ----------------------------------------------Calculate higher order functions.---------------------------------------------- */if (bb == 0.)tover = (enmten_BESS + enmten_BESS) / *x;elsetover = enmten_BESS / bb;cc = halfx;for (n = 2; n <= *nb; ++n) {aa /= alpem;alpem += 1.;aa *= cc;if (aa <= tover * alpem)aa = 0.;b[n] = aa + aa * bb / alpem;if (b[n] == 0. && *ncalc > n)*ncalc = n - 1;}}}} else if (*x > 25. && *nb <= intx + 1) {/* ------------------------------------------------------------Asymptotic series for X > 25 (and not too large nb)------------------------------------------------------------ */xc = sqrt(pi2 / *x);xin = 1 / (64 * *x * *x);if (*x >= 130.) m = 4;else if (*x >= 35.) m = 8;else m = 11;xm = 4. * (double) m;/* ------------------------------------------------Argument reduction for SIN and COS routines.------------------------------------------------ */t = ftrunc(*x / (twopi1 + twopi2) + .5);z = (*x - t * twopi1) - t * twopi2 - (nu + .5) / pi2;vsin = sin(z);vcos = cos(z);gnu = twonu;for (i = 1; i <= 2; ++i) {s = (xm - 1. - gnu) * (xm - 1. + gnu) * xin * .5;t = (gnu - (xm - 3.)) * (gnu + (xm - 3.));t1= (gnu - (xm + 1.)) * (gnu + (xm + 1.));k = m + m;capp = s * t / fact[k];capq = s * t1/ fact[k + 1];xk = xm;for (; k >= 4; k -= 2) {/* k + 2(j-2) == 2m */xk -= 4.;s = (xk - 1. - gnu) * (xk - 1. + gnu);t1 = t;t = (gnu - (xk - 3.)) * (gnu + (xk - 3.));capp = (capp + 1. / fact[k - 2]) * s * t * xin;capq = (capq + 1. / fact[k - 1]) * s * t1 * xin;}capp += 1.;capq = (capq + 1.) * (gnu * gnu - 1.) * (.125 / *x);b[i] = xc * (capp * vcos - capq * vsin);if (*nb == 1)return;/* vsin <--> vcos */ t = vsin; vsin = -vcos; vcos = t;gnu += 2.;}/* -----------------------------------------------If NB > 2, compute J(X,ORDER+I) for I = 2, NB-1----------------------------------------------- */if (*nb > 2)for (gnu = twonu + 2., j = 3; j <= *nb; j++, gnu += 2.)b[j] = gnu * b[j - 1] / *x - b[j - 2];}else {/* rtnsig_BESS <= x && ( x <= 25 || intx+1 < *nb ) :--------------------------------------------------------Use recurrence to generate results.First initialize the calculation of P*S.-------------------------------------------------------- */nbmx = *nb - intx;n = intx + 1;en = (double)(n + n) + twonu;plast = 1.;p = en / *x;/* ---------------------------------------------------Calculate general significance test.--------------------------------------------------- */test = ensig_BESS + ensig_BESS;if (nbmx >= 3) {/* ------------------------------------------------------------Calculate P*S until N = NB-1. Check for possible overflow.---------------------------------------------------------- */tover = enten_BESS / ensig_BESS;nstart = intx + 2;nend = *nb - 1;en = (double) (nstart + nstart) - 2. + twonu;for (k = nstart; k <= nend; ++k) {n = k;en += 2.;pold = plast;plast = p;p = en * plast / *x - pold;if (p > tover) {/* -------------------------------------------To avoid overflow, divide P*S by TOVER.Calculate P*S until ABS(P) > 1.-------------------------------------------*/tover = enten_BESS;p /= tover;plast /= tover;psave = p;psavel = plast;nstart = n + 1;do {++n;en += 2.;pold = plast;plast = p;p = en * plast / *x - pold;} while (p <= 1.);bb = en / *x;/* -----------------------------------------------Calculate backward test and find NCALC,the highest N such that the test is passed.----------------------------------------------- */test = pold * plast * (.5 - .5 / (bb * bb));test /= ensig_BESS;p = plast * tover;--n;en -= 2.;nend = imin2(*nb,n);for (l = nstart; l <= nend; ++l) {pold = psavel;psavel = psave;psave = en * psavel / *x - pold;if (psave * psavel > test) {*ncalc = l - 1;goto L190;}}*ncalc = nend;goto L190;}}n = nend;en = (double) (n + n) + twonu;/* -----------------------------------------------------Calculate special significance test for NBMX > 2.-----------------------------------------------------*/test = fmax2(test, sqrt(plast * ensig_BESS) * sqrt(p + p));}/* ------------------------------------------------Calculate P*S until significance test passes. */do {++n;en += 2.;pold = plast;plast = p;p = en * plast / *x - pold;} while (p < test);L190:/*---------------------------------------------------------------Initialize the backward recursion and the normalization sum.--------------------------------------------------------------- */++n;en += 2.;bb = 0.;aa = 1. / p;m = n / 2;em = (double)m;m = (n << 1) - (m << 2);/* = 2 n - 4 (n/2)= 0 for even, 2 for odd n */if (m == 0)sum = 0.;else {alpem = em - 1. + nu;alp2em = em + em + nu;sum = aa * alpem * alp2em / em;}nend = n - *nb;/* if (nend > 0) *//* --------------------------------------------------------Recur backward via difference equation, calculating(but not storing) b[N], until N = NB.-------------------------------------------------------- */for (l = 1; l <= nend; ++l) {--n;en -= 2.;cc = bb;bb = aa;aa = en * bb / *x - cc;m = m ? 0 : 2; /* m = 2 - m failed on gcc4-20041019 */if (m != 0) {em -= 1.;alp2em = em + em + nu;if (n == 1)break;alpem = em - 1. + nu;if (alpem == 0.)alpem = 1.;sum = (sum + aa * alp2em) * alpem / em;}}/*--------------------------------------------------Store b[NB].--------------------------------------------------*/b[n] = aa;if (nend >= 0) {if (*nb <= 1) {if (nu + 1. == 1.)alp2em = 1.;elsealp2em = nu;sum += b[1] * alp2em;goto L250;}else {/*-- nb >= 2 : ---------------------------Calculate and store b[NB-1].----------------------------------------*/--n;en -= 2.;b[n] = en * aa / *x - bb;if (n == 1)goto L240;m = m ? 0 : 2; /* m = 2 - m failed on gcc4-20041019 */if (m != 0) {em -= 1.;alp2em = em + em + nu;alpem = em - 1. + nu;if (alpem == 0.)alpem = 1.;sum = (sum + b[n] * alp2em) * alpem / em;}}}/* if (n - 2 != 0) *//* --------------------------------------------------------Calculate via difference equation and store b[N],until N = 2.-------------------------------------------------------- */for (n = n-1; n >= 2; n--) {en -= 2.;b[n] = en * b[n + 1] / *x - b[n + 2];m = m ? 0 : 2; /* m = 2 - m failed on gcc4-20041019 */if (m != 0) {em -= 1.;alp2em = em + em + nu;alpem = em - 1. + nu;if (alpem == 0.)alpem = 1.;sum = (sum + b[n] * alp2em) * alpem / em;}}/* ---------------------------------------Calculate b[1].-----------------------------------------*/b[1] = 2. * (nu + 1.) * b[2] / *x - b[3];L240:em -= 1.;alp2em = em + em + nu;if (alp2em == 0.)alp2em = 1.;sum += b[1] * alp2em;L250:/* ---------------------------------------------------Normalize. Divide all b[N] by sum.---------------------------------------------------*//* if (nu + 1. != 1.) poor test */if(fabs(nu) > 1e-15)sum *= (gamma_cody(nu) * pow(.5* *x, -nu));aa = enmten_BESS;if (sum > 1.)aa *= sum;for (n = 1; n <= *nb; ++n) {if (fabs(b[n]) < aa)b[n] = 0.;elseb[n] /= sum;}}}else {/* Error return -- X, NB, or ALPHA is out of range : */b[1] = 0.;*ncalc = imin2(*nb,0) - 1;}}