NAG Library Routine Document

E02RBF

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

+− 9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

E02RBF evaluates a rational function at a user-supplied point, given the numerator and denominator coefficients.

2 Specification

SUBROUTINE E02RBF (

A, IA, B, IB, X, ANS, IFAIL)

INTEGER	IA, IB, IFAIL
REAL (KIND=nag_wp)	A(IA), B(IB), X, ANS

3 Description

Given a real value

x

and the coefficients

a_{j}

, for

j = 0, 1, \dots, l

and

b_{k}

, for

k = 0, 1, \dots, m

, E02RBF evaluates the rational function

\frac{\sum_{j = 0}^{l} a_{j} x^{j}}{\sum_{k = 0}^{m} b_{k} x^{k}} .

using nested multiplication (see Conte and de Boor (1965)).

A particular use of E02RBF is to compute values of the Padé approximants determined by E02RAF.

4 References

Conte S D and de Boor C (1965) Elementary Numerical Analysis McGraw–Hill

Peters G and Wilkinson J H (1971) Practical problems arising in the solution of polynomial equations J. Inst. Maths. Applics. 8 16–35

5 Parameters

1: A(IA) – REAL (KIND=nag_wp) arrayInput: On entry: $A (j + 1)$ , for $j = 1, 2, \dots, l + 1$ , must contain the value of the coefficient $a_{j}$ in the numerator of the rational function.
2: IA – INTEGERInput: On entry: the value of $l + 1$ , where $l$ is the degree of the numerator.
Constraint: $IA \geq 1$ .
3: B(IB) – REAL (KIND=nag_wp) arrayInput: On entry: $B (k + 1)$ , for $k = 1, 2, \dots, m + 1$ , must contain the value of the coefficient $b_{k}$ in the denominator of the rational function.
Constraint: if $IB = 1$ , $B (1) \neq 0.0$ .
4: IB – INTEGERInput: On entry: the value of $m + 1$ , where $m$ is the degree of the denominator.
Constraint: $IB \geq 1$ .
5: X – REAL (KIND=nag_wp)Input: On entry: the point $x$ at which the rational function is to be evaluated.
6: ANS – REAL (KIND=nag_wp)Output: On exit: the result of evaluating the rational function at the given point $x$ .
7: IFAIL – INTEGERInput/Output: On entry: IFAIL must be set to $0$ , $- 1 or 1$ . If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value $- 1 or 1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$ . When the value $- 1 or 1$ is used it is essential to test the value of IFAIL on exit.

On exit: $IFAIL = 0$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry

IFAIL = 0

- 1

, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Errors or warnings detected by the routine:

$IFAIL = 1$: The rational function is being evaluated at or near a pole.

$IFAIL = 2$

On entry,	$IA < 1$ ,
or	$IB < 1$ ,
or	$B (1) = 0.0$ when $IB = 1$ (so the denominator is identically zero).

7 Accuracy

A running error analysis for polynomial evaluation by nested multiplication using the recurrence suggested by Kahan (see Peters and Wilkinson (1971)) is used to detect whether you are attempting to evaluate the approximant at or near a pole.