NAG Library Routine Document
E02CBF
1 Purpose
E02CBF evaluates a bivariate polynomial from the rectangular array of coefficients in its double Chebyshev series representation.
2 Specification
SUBROUTINE E02CBF ( |
MFIRST, MLAST, K, L, X, XMIN, XMAX, Y, YMIN, YMAX, FF, A, NA, WORK, NWORK, IFAIL) |
INTEGER |
MFIRST, MLAST, K, L, NA, NWORK, IFAIL |
REAL (KIND=nag_wp) |
X(MLAST), XMIN, XMAX, Y, YMIN, YMAX, FF(MLAST), A(NA), WORK(NWORK) |
|
3 Description
This subroutine evaluates a bivariate polynomial (represented in double Chebyshev form) of degree
in one variable,
, and degree
in the other,
. The range of both variables is
to
. However, these normalized variables will usually have been derived (as when the polynomial has been computed by
E02CAF, for example) from your original variables
and
by the transformations
(Here
and
are the ends of the range of
which has been transformed to the range
to
of
.
and
are correspondingly for
. See
Section 8). For this reason, the subroutine has been designed to accept values of
and
rather than
and
, and so requires values of
, etc. to be supplied by you. In fact, for the sake of efficiency in appropriate cases, the routine evaluates the polynomial for a sequence of values of
, all associated with the same value of
.
The double Chebyshev series can be written as
where
is the Chebyshev polynomial of the first kind of degree
and argument
, and
is similarly defined. However the standard convention, followed in this subroutine, is that coefficients in the above expression which have either
or
zero are written
, instead of simply
, and the coefficient with both
and
zero is written
.
The subroutine first forms
, with
replaced by
, for each of
. The value of the double series is then obtained for each value of
, by summing
, with
replaced by
, over
. The Clenshaw three term recurrence (see
Clenshaw (1955)) with modifications due to Reinsch and
Gentleman (1969) is used to form the sums.
4 References
Clenshaw C W (1955) A note on the summation of Chebyshev series Math. Tables Aids Comput. 9 118–120
Gentleman W M (1969) An error analysis of Goertzel's (Watt's) method for computing Fourier coefficients Comput. J. 12 160–165
5 Parameters
- 1: MFIRST – INTEGERInput
- 2: MLAST – INTEGERInput
On entry: the index of the first and last
value in the array
at which the evaluation is required respectively (see
Section 8).
Constraint:
.
- 3: K – INTEGERInput
- 4: L – INTEGERInput
On entry: the degree of and of , respectively, in the polynomial.
Constraint:
and .
- 5: X(MLAST) – REAL (KIND=nag_wp) arrayInput
On entry: , for , must contain the values at which the evaluation is required.
Constraint:
, for all .
- 6: XMIN – REAL (KIND=nag_wp)Input
- 7: XMAX – REAL (KIND=nag_wp)Input
On entry: the lower and upper ends,
and
, of the range of the variable
(see
Section 3).
The values of
XMIN and
XMAX may depend on the value of
(e.g., when the polynomial has been derived using
E02CAF).
Constraint:
.
- 8: Y – REAL (KIND=nag_wp)Input
On entry: the value of the coordinate of all the points at which the evaluation is required.
Constraint:
.
- 9: YMIN – REAL (KIND=nag_wp)Input
- 10: YMAX – REAL (KIND=nag_wp)Input
On entry: the lower and upper ends,
and
, of the range of the variable
(see
Section 3).
Constraint:
.
- 11: FF(MLAST) – REAL (KIND=nag_wp) arrayOutput
On exit: gives the value of the polynomial at the point , for .
- 12: A(NA) – REAL (KIND=nag_wp) arrayInput
On entry: the Chebyshev coefficients of the polynomial. The coefficient
defined according to the standard convention (see
Section 3) must be in
.
- 13: NA – INTEGERInput
On entry: the dimension of the array
A as declared in the (sub)program from which E02CBF is called.
Constraint:
, the number of coefficients in a polynomial of the specified degree.
- 14: WORK(NWORK) – REAL (KIND=nag_wp) arrayWorkspace
- 15: NWORK – INTEGERInput
On entry: the dimension of the array
WORK as declared in the (sub)program from which E02CBF is called.
Constraint:
.
- 16: IFAIL – INTEGERInput/Output
-
On entry:
IFAIL must be set to
,
. 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
is recommended. If the output of error messages is undesirable, then the value
is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is
.
When the value is used it is essential to test the value of IFAIL on exit.
On exit:
unless the routine detects an error or a warning has been flagged (see
Section 6).
6 Error Indicators and Warnings
If on entry
or
, explanatory error messages are output on the current error message unit (as defined by
X04AAF).
Errors or warnings detected by the routine:
On entry, | , |
or | , |
or | , |
or | , |
or | . |
On entry, | , |
or | , |
or | . |
On entry, | , |
or | , or , for some . |
7 Accuracy
The method is numerically stable in the sense that the computed values of the polynomial are exact for a set of coefficients which differ from those supplied by only a modest multiple of machine precision.
The time taken is approximately proportional to , where , the number of points at which the evaluation is required.
This subroutine is suitable for evaluating the polynomial surface fits produced by the subroutine
E02CAF, which provides the
real
array
A in the required form. For this use, the values of
and
supplied to the present subroutine must be the same as those supplied to
E02CAF. The same applies to
and
if they are independent of
. If they vary with
, their values must be consistent with those supplied to
E02CAF (see
Section 8 in E02CAF).
The parameters
MFIRST and
MLAST are intended to permit the selection of a segment of the array
X which is to be associated with a particular value of
, when, for example, other segments of
X are associated with other values of
. Such a case arises when, after using
E02CAF to fit a set of data, you wish to evaluate the resulting polynomial at all the data values. In this case, if the parameters
X,
Y,
MFIRST and
MLAST of the present routine are set respectively (in terms of parameters of
E02CAF) to
X,
,
and
, the routine will compute values of the polynomial surface at all data points which have
as their
coordinate (from which values the residuals of the fit may be derived).
9 Example
This example reads data in the following order, using the notation of the parameter list above:
For each line
the polynomial is evaluated at
equispaced points between
and
inclusive.
9.1 Program Text
Program Text (e02cbfe.f90)
9.2 Program Data
Program Data (e02cbfe.d)
9.3 Program Results
Program Results (e02cbfe.r)