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NAG Toolbox: nag_interp_1d_monotonic_eval (e01bf)

 Contents

    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example

Purpose

nag_interp_1d_monotonic_eval (e01bf) evaluates a piecewise cubic Hermite interpolant at a set of points.

Syntax

[pf, ifail] = e01bf(x, f, d, px, 'n', n, 'm', m)
[pf, ifail] = nag_interp_1d_monotonic_eval(x, f, d, px, 'n', n, 'm', m)

Description

nag_interp_1d_monotonic_eval (e01bf) evaluates a piecewise cubic Hermite interpolant, as computed by nag_interp_1d_monotonic (e01be), at the points pxi, for i=1,2,,m. If any point lies outside the interval from x1 to xn, a value is extrapolated from the nearest extreme cubic, and a warning is returned.
The function is derived from function PCHFE in Fritsch (1982).

References

Fritsch F N (1982) PCHIP final specifications Report UCID-30194 Lawrence Livermore National Laboratory

Parameters

Compulsory Input Parameters

1:     xn – double array
2:     fn – double array
3:     dn – double array
n, x, f and d must be unchanged from the previous call of nag_interp_1d_monotonic (e01be).
4:     pxm – double array
The m values of x at which the interpolant is to be evaluated.

Optional Input Parameters

1:     n int64int32nag_int scalar
Default: the dimension of the arrays x, f, d. (An error is raised if these dimensions are not equal.)
n, x, f and d must be unchanged from the previous call of nag_interp_1d_monotonic (e01be).
2:     m int64int32nag_int scalar
Default: the dimension of the array px.
m, the number of points at which the interpolant is to be evaluated.
Constraint: m1.

Output Parameters

1:     pfm – double array
pfi contains the value of the interpolant evaluated at the point pxi, for i=1,2,,m.
2:     ifail int64int32nag_int scalar
ifail=0 unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Errors or warnings detected by the function:

Cases prefixed with W are classified as warnings and do not generate an error of type NAG:error_n. See nag_issue_warnings.

   ifail=1
On entry,n<2.
   ifail=2
The values of xr, for r=1,2,,n, are not in strictly increasing order.
   ifail=3
On entry,m<1.
W  ifail=4
At least one of the points pxi, for i=1,2,,m, lies outside the interval [x1,xn], and extrapolation was performed at all such points. Values computed at such points may be very unreliable.
   ifail=-99
An unexpected error has been triggered by this routine. Please contact NAG.
   ifail=-399
Your licence key may have expired or may not have been installed correctly.
   ifail=-999
Dynamic memory allocation failed.

Accuracy

The computational errors in the array pf should be negligible in most practical situations.

Further Comments

The time taken by nag_interp_1d_monotonic_eval (e01bf) is approximately proportional to the number of evaluation points, m. The evaluation will be most efficient if the elements of px are in nondecreasing order (or, more generally, if they are grouped in increasing order of the intervals xr-1,xr). A single call of nag_interp_1d_monotonic_eval (e01bf) with m>1 is more efficient than several calls with m=1.

Example

This example reads in values of n, x, f and d, and then calls nag_interp_1d_monotonic_eval (e01bf) to evaluate the interpolant at equally spaced points.
function e01bf_example


fprintf('e01bf example results\n\n');

x = [7.99 8.09    8.19    8.7     9.2     10      12      15      20];
f = [0 2.7643e-05 0.04375 0.16918 0.46943 0.94374 0.99864 0.99992 0.99999];

% Theses are as returned by e01be(x,f)
d = [0;
     0.00055251;
     0.33587;
     0.34944;
     0.59696;
     0.060326;
     0.000898335;
     2.93954e-05;
     0];

m = 11;
dx = (x(end)-x(1))/(m-1);
px = [x(1):dx:x(end)];

[pf, ifail] = e01bf(x, f, d, px);

fprintf('\n                Interpolated\n     Abscissa          Value\n');
fprintf('%13.4f  %13.4f\n', [px' pf]')


e01bf example results


                Interpolated
     Abscissa          Value
       7.9900         0.0000
       9.1910         0.4640
      10.3920         0.9645
      11.5930         0.9965
      12.7940         0.9992
      13.9950         0.9998
      15.1960         0.9999
      16.3970         1.0000
      17.5980         1.0000
      18.7990         1.0000
      20.0000         1.0000

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