NAG C Library Function Document

nag_5d_shep_eval (e01tnc) evaluates the five-dimensional interpolating function generated by nag_5d_shep_interp (e01tmc) and its first partial derivatives.

2

Specification

#include <nag.h>

#include <nage01.h>

void	nag_5d_shep_eval (Integer m, const double x[], const double f[], const Integer iq[], const double rq[], Integer n, const double xe[], double q[], double qx[], NagError *fail)

3

Description

nag_5d_shep_eval (e01tnc) takes as input the interpolant

Q (x)

x \in ℝ^{5}

of a set of scattered data points

(x_{r}, f_{r})

, for

r = 1, 2, \dots, m

, as computed by nag_5d_shep_interp (e01tmc), and evaluates the interpolant and its first partial derivatives at the set of points

x_{i}

, for

i = 1, 2, \dots, n

nag_5d_shep_eval (e01tnc) must only be called after a call to nag_5d_shep_interp (e01tmc).

nag_5d_shep_eval (e01tnc) is derived from the new implementation of QS3GRD described by Renka (1988). It uses the modification for five-dimensional interpolation described by Berry and Minser (1999).

4

References

Berry M W, Minser K S (1999) Algorithm 798: high-dimensional interpolation using the modified Shepard method ACM Trans. Math. Software 25 353–366

Renka R J (1988) Algorithm 661: QSHEP3D: Quadratic Shepard method for trivariate interpolation of scattered data ACM Trans. Math. Software 14 151–152

5

Arguments

1: $m$ – IntegerInput: On entry: must be the same value supplied for argument m in the preceding call to nag_5d_shep_interp (e01tmc).

Constraint: $m \geq 23$ .
2: $x [5 \times m]$ – const doubleInput: Note: the $(i, j)$ th element of the matrix $X$ is stored in $x [(j - 1) \times 5 + i - 1]$ .

On entry: must be the same array supplied as argument x in the preceding call to nag_5d_shep_interp (e01tmc). It must remain unchanged between calls.
3: $f [m]$ – const doubleInput: On entry: must be the same array supplied as argument f in the preceding call to nag_5d_shep_interp (e01tmc). It must remain unchanged between calls.
4: $iq [2 \times m + 1]$ – const IntegerInput: On entry: must be the same array returned as argument iq in the preceding call to nag_5d_shep_interp (e01tmc). It must remain unchanged between calls.
5: $rq [21 \times m + 11]$ – const doubleInput: On entry: must be the same array returned as argument rq in the preceding call to nag_5d_shep_interp (e01tmc). It must remain unchanged between calls.
6: $n$ – IntegerInput: On entry: $n$ , the number of evaluation points.

Constraint: $n \geq 1$ .
7: $xe [5 \times n]$ – const doubleInput: Note: the $(i, j)$ th element of the matrix is stored in $xe [(j - 1) \times 5 + i - 1]$ .

On entry: $xe [(i - 1) \times 5], \dots, xe [(i - 1) \times 5 + 4]$ must be set to the evaluation point $x_{i}$ , for $i = 1, 2, \dots, n$ .
8: $q [n]$ – doubleOutput: On exit: $q [i - 1]$ contains the value of the interpolant, at $x_{i}$ , for $i = 1, 2, \dots, n$ . If any of these evaluation points lie outside the region of definition of the interpolant the corresponding entries in q are set to the largest machine representable number (see nag_real_largest_number (X02ALC)), and nag_5d_shep_eval (e01tnc) returns with $fail . code =$ NE_BAD_POINT.
9: $qx [5 \times n]$ – doubleOutput: Note: the $(i, j)$ th element of the matrix is stored in $qx [(j - 1) \times 5 + i - 1]$ .

On exit: $qx [(i - 1) \times 5 + j - 1]$ contains the value of the partial derivatives with respect to $x_{j}$ of the interpolant $Q (x)$ at $x_{i}$ , for $i = 1, 2, \dots, n$ , and for each of the five partial derivatives $j = 1, 2, 3, 4, 5$ . If any of these evaluation points lie outside the region of definition of the interpolant, the corresponding entries in qx are set to the largest machine representable number (see nag_real_largest_number (X02ALC)), and nag_5d_shep_eval (e01tnc) returns with $fail . code =$ NE_BAD_POINT.
10: $fail$ – NagError *Input/Output: The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALLOC_FAIL: Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
NE_BAD_PARAM: On entry, argument $〈value〉$ had an illegal value.
NE_BAD_POINT: On entry, at least one evaluation point lies outside the region of definition of the interpolant. At such points the corresponding values in q and qx contain extrapolated approximations. Points should be evaluated one by one to identify extrapolated values.
NE_INT: On entry, $m = 〈value〉$ .
Constraint: $m \geq 23$ .

On entry, $n = 〈value〉$ .
Constraint: $n \geq 1$ .
NE_INT_ARRAY: On entry, values in iq appear to be invalid. Check that iq has not been corrupted between calls to nag_5d_shep_interp (e01tmc) and nag_5d_shep_eval (e01tnc).
NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE: Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
NE_REAL_ARRAY: On entry, values in rq appear to be invalid. Check that rq has not been corrupted between calls to nag_5d_shep_interp (e01tmc) and nag_5d_shep_eval (e01tnc).

7

Accuracy

Computational errors should be negligible in most practical situations.

8

Parallelism and Performance

nag_5d_shep_eval (e01tnc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.

nag_5d_shep_eval (e01tnc) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.

Please consult the x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9

Further Comments

The time taken for a call to nag_5d_shep_eval (e01tnc) will depend in general on the distribution of the data points. If the data points are approximately uniformly distributed, then the time taken should be only

O (n)

. At worst

O (m n)

time will be required.

10

Example

This program evaluates the function

f (x) = \frac{(1.25 + \cos (5.4 x_{5})) \cos (6 x_{1}) \cos (6 x_{2}) \cos (6 x_{3})}{6 + 6 {(3 x_{4} - 1)}^{2}}

at a set of

30

randomly generated data points and calls nag_5d_shep_interp (e01tmc) to construct an interpolating function

Q (x)

. It then calls nag_5d_shep_eval (e01tnc) to evaluate the interpolant at a set of random points.

To reduce the time taken by this example, the number of data points is limited to

30

. Increasing this value to the suggested minimum of

4000

improves the interpolation accuracy at the expense of more time.

See also Section 10 in nag_5d_shep_interp (e01tmc).

NAG C Library Function Document

nag_5d_shep_eval (e01tnc)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

1

Purpose