NAG FL Interface
e01bhf (dim1_​monotonic_​intg)

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1 Purpose

e01bhf evaluates the definite integral of a piecewise cubic Hermite interpolant over the interval [a,b].

2 Specification

Fortran Interface
Subroutine e01bhf ( n, x, f, d, a, b, pint, ifail)
Integer, Intent (In) :: n
Integer, Intent (Inout) :: ifail
Real (Kind=nag_wp), Intent (In) :: x(n), f(n), d(n), a, b
Real (Kind=nag_wp), Intent (Out) :: pint
C Header Interface
#include <nag.h>
void  e01bhf_ (const Integer *n, const double x[], const double f[], const double d[], const double *a, const double *b, double *pint, Integer *ifail)
The routine may be called by the names e01bhf or nagf_interp_dim1_monotonic_intg.

3 Description

e01bhf evaluates the definite integral of a piecewise cubic Hermite interpolant, as computed by e01bef, over the interval [a,b].
If either a or b lies outside the interval from x(1) to x(n) computation of the integral involves extrapolation and a warning is returned.
The routine is derived from routine PCHIA in Fritsch (1982).

4 References

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

5 Arguments

1: n Integer Input
2: x(n) Real (Kind=nag_wp) array Input
3: f(n) Real (Kind=nag_wp) array Input
4: d(n) Real (Kind=nag_wp) array Input
On entry: n, x, f and d must be unchanged from the previous call of e01bef.
5: a Real (Kind=nag_wp) Input
6: b Real (Kind=nag_wp) Input
On entry: the interval [a,b] over which integration is to be performed.
7: pint Real (Kind=nag_wp) Output
On exit: the value of the definite integral of the interpolant over the interval [a,b].
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:
ifail=1
On entry, n=value.
Constraint: n2.
ifail=2
On entry, r=value, x(r-1)=value and x(r)=value.
Constraint: x(r-1)<x(r) for all r.
ifail=3
Warning – either a or b is outside the range x(1)x(n). The result has been computed by extrapolation and is unreliable. a=value b=value.
ifail=-99
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.
ifail=-399
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.
ifail=-999
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

The computational error in the value returned for pint should be negligible in most practical situations.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
e01bhf is not threaded in any implementation.

9 Further Comments

The time taken by e01bhf is approximately proportional to the number of data points included within the interval [a,b].

10 Example

This example reads in values of n, x, f and d. It then reads in pairs of values for a and b, and evaluates the definite integral of the interpolant over the interval [a,b] until end-of-file is reached.

10.1 Program Text

Program Text (e01bhfe.f90)

10.2 Program Data

Program Data (e01bhfe.d)

10.3 Program Results

Program Results (e01bhfe.r)