NAG FL Interface
e01tkf (dim4_​scat_​shep)

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1 Purpose

e01tkf generates a four-dimensional interpolant to a set of scattered data points, using a modified Shepard method.

2 Specification

Fortran Interface
Subroutine e01tkf ( m, x, f, nw, nq, iq, rq, ifail)
Integer, Intent (In) :: m, nw, nq
Integer, Intent (Inout) :: ifail
Integer, Intent (Out) :: iq(2*m+1)
Real (Kind=nag_wp), Intent (In) :: x(4,m), f(m)
Real (Kind=nag_wp), Intent (Out) :: rq(15*m+9)
C Header Interface
#include <nag.h>
void  e01tkf_ (const Integer *m, const double x[], const double f[], const Integer *nw, const Integer *nq, Integer iq[], double rq[], Integer *ifail)
The routine may be called by the names e01tkf or nagf_interp_dim4_scat_shep.

3 Description

e01tkf constructs a smooth function Q (x) , x4 which interpolates a set of m scattered data points (xr,fr) , for r=1,2,,m, using a modification of Shepard's method. The surface is continuous and has continuous first partial derivatives.
The basic Shepard method, which is a generalization of the two-dimensional method described in Shepard (1968), interpolates the input data with the weighted mean
Q (x) = r=1 m wr (x) qr r=1 m wr (x) ,  
where qr = fr , wr (x) = 1dr2 and dr2 = x-xr2 2 .
The basic method is global in that the interpolated value at any point depends on all the data, but e01tkf uses a modification (see Franke and Nielson (1980) and Renka (1988a)), whereby the method becomes local by adjusting each wr (x) to be zero outside a hypersphere with centre xr and some radius Rw. Also, to improve the performance of the basic method, each qr above is replaced by a function qr (x) , which is a quadratic fitted by weighted least squares to data local to xr and forced to interpolate (xr,fr) . In this context, a point x is defined to be local to another point if it lies within some distance Rq of it.
The efficiency of e01tkf is enhanced by using a cell method for nearest neighbour searching due to Bentley and Friedman (1979) with a cell density of 3.
The radii Rw and Rq are chosen to be just large enough to include Nw and Nq data points, respectively, for user-supplied constants Nw and Nq. Default values of these arguments are provided by the routine, and advice on alternatives is given in Section 9.2.
e01tkf is derived from the new implementation of QSHEP3 described by Renka (1988b). It uses the modification for high-dimensional interpolation described by Berry and Minser (1999).
Values of the interpolant Q (x) generated by e01tkf, and its first partial derivatives, can subsequently be evaluated for points in the domain of the data by a call to e01tlf.

4 References

Bentley J L and Friedman J H (1979) Data structures for range searching ACM Comput. Surv. 11 397–409
Berry M W, Minser K S (1999) Algorithm 798: high-dimensional interpolation using the modified Shepard method ACM Trans. Math. Software 25 353–366
Franke R and Nielson G (1980) Smooth interpolation of large sets of scattered data Internat. J. Num. Methods Engrg. 15 1691–1704
Renka R J (1988a) Multivariate interpolation of large sets of scattered data ACM Trans. Math. Software 14 139–148
Renka R J (1988b) Algorithm 661: QSHEP3D: Quadratic Shepard method for trivariate interpolation of scattered data ACM Trans. Math. Software 14 151–152
Shepard D (1968) A two-dimensional interpolation function for irregularly spaced data Proc. 23rd Nat. Conf. ACM 517–523 Brandon/Systems Press Inc., Princeton

5 Arguments

1: m Integer Input
On entry: m, the number of data points.
Constraint: m16.
2: x(4,m) Real (Kind=nag_wp) array Input
On entry: x(1:4,r) must be set to the Cartesian coordinates of the data point xr, for r=1,2,,m.
Constraint: these coordinates must be distinct, and must not all lie on the same three-dimensional hypersurface.
3: f(m) Real (Kind=nag_wp) array Input
On entry: f(r) must be set to the data value fr, for r=1,2,,m.
4: nw Integer Input
On entry: the number Nw of data points that determines each radius of influence Rw, appearing in the definition of each of the weights wr, for r=1,2,,m (see Section 3). Note that Rw is different for each weight. If nw0 the default value nw=min(32,m-1) is used instead.
Constraint: nwmin(50,m-1).
5: nq Integer Input
On entry: the number Nq of data points to be used in the least squares fit for coefficients defining the quadratic functions qr (x) (see Section 3). If nq0 the default value nq=min(38,m-1) is used instead.
Constraint: nq0 or 14nqmin(50,m-1).
6: iq(2×m+1) Integer array Output
On exit: integer data defining the interpolant Q(x).
7: rq(15×m+9) Real (Kind=nag_wp) array Output
On exit: real data defining the interpolant Q(x).
8: 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:
On entry, m=value.
Constraint: m16.
On entry, nq=value.
Constraint: nq0 or nq14.
On entry, nq=value and m=value.
Constraint: nqmin(50,m-1).
On entry, nw=value and m=value.
Constraint: nwmin(50,m-1).
There are duplicate nodes in the dataset. x(i,k)=x(j,k), for i=value, j=value and k=1,2,,4. The interpolant cannot be derived.
On entry, all the data points lie on the same three-dimensional hypersurface. No unique solution exists.
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

On successful exit, the routine generated interpolates the input data exactly and has quadratic precision. Overall accuracy of the interpolant is affected by the choice of arguments nw and nq as well as the smoothness of the function represented by the input data.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
e01tkf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
e01tkf 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 routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

9.1 Timing

The time taken for a call to e01tkf will depend in general on the distribution of the data points and on the choice of Nw and Nq parameters. If the data points are uniformly randomly distributed, then the time taken should be O(m). At worst O(m2) time will be required.

9.2 Choice of Nw and Nq

Default values of the arguments Nw and Nq may be selected by calling e01tkf with nw0 and nq0. These default values may well be satisfactory for many applications.
If non-default values are required they must be supplied to e01tkf through positive values of nw and nq. Increasing these argument values makes the method less local. This may increase the accuracy of the resulting interpolant at the expense of increased computational cost.

9.3 Internal Changes

Internal changes have been made to this routine as follows:
For details of all known issues which have been reported for the NAG Library please refer to the Known Issues.

10 Example

This program reads in a set of 30 data points and calls e01tkf to construct an interpolating function Q (x) . It then calls e01tlf to evaluate the interpolant at a set of points.
Note that this example is not typical of a realistic problem: the number of data points would normally be larger.
See also e01tlf.

10.1 Program Text

Program Text (e01tkfe.f90)

10.2 Program Data

Program Data (e01tkfe.d)

10.3 Program Results

Program Results (e01tkfe.r)