NAG FL Interface
e02rbf (pade_​eval)

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1 Purpose

e02rbf evaluates a rational function at a user-supplied point, given the numerator and denominator coefficients.

2 Specification

Fortran Interface
Subroutine e02rbf ( a, ia, b, ib, x, ans, ifail)
Integer, Intent (In) :: ia, ib
Integer, Intent (Inout) :: ifail
Real (Kind=nag_wp), Intent (In) :: a(ia), b(ib), x
Real (Kind=nag_wp), Intent (Out) :: ans
C Header Interface
#include <nag.h>
void  e02rbf_ (const double a[], const Integer *ia, const double b[], const Integer *ib, const double *x, double *ans, Integer *ifail)
The routine may be called by the names e02rbf or nagf_fit_pade_eval.

3 Description

Given a real value x and the coefficients aj, for j=0,1,,l and bk, for k=0,1,,m, e02rbf evaluates the rational function
j=0lajxj k=0mbkxk .  
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 Arguments

1: a(ia) Real (Kind=nag_wp) array Input
On entry: a(j+1), for j=1,2,,l+1, must contain the value of the coefficient aj in the numerator of the rational function.
2: ia Integer Input
On entry: the value of l+1, where l is the degree of the numerator.
Constraint: ia1.
3: b(ib) Real (Kind=nag_wp) array Input
On entry: b(k+1), for k=1,2,,m+1, must contain the value of the coefficient bk in the denominator of the rational function.
Constraint: if ib=1, b(1)0.0.
4: ib Integer Input
On entry: the value of m+1, where m is the degree of the denominator.
Constraint: ib1.
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 Integer Input/Output
On entry: ifail must be set to 0, -1 or 1 to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of 0 causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of -1 means that an error message is printed while a value of 1 means that it is not.
If halting is not appropriate, the value -1 or 1 is recommended. If message printing is undesirable, then the value 1 is recommended. Otherwise, the value 0 is recommended. 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 or -1, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
Evaluation at or near a pole.
On entry, ia=value.
Constraint: ia1.
On entry, ib=value.
Constraint: ib1.
The first ib entries in b are zero: ib=value.
An unexpected error has been triggered by this routine. Please contact NAG.
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.

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.

8 Parallelism and Performance

e02rbf is not threaded in any implementation.

9 Further Comments

The time taken is approximately proportional to l+m.

10 Example

This example first calls e02raf to calculate the 4/4 Padé approximant to ex, and then uses e02rbf to evaluate the approximant at x=0.1,0.2,,1.0.

10.1 Program Text

Program Text (e02rbfe.f90)

10.2 Program Data


10.3 Program Results

Program Results (e02rbfe.r)
GnuplotProduced by GNUPLOT 4.6 patchlevel 3 0 2 4 6 8 10 12 14 16 18 20 22 0 0.5 1 1.5 2 2.5 3 1e−14 1e−12 1e−10 1e−08 1e−06 0.0001 0.01 y(x) Error x Example Program The [4|4] Pade Approximant of exp(x) gnuplot_plot_1 Pade gnuplot_plot_2 exp(x) gnuplot_plot_3 Error