NAG FL Interface
e01bgf (dim1_​monotonic_​deriv)

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1 Purpose

e01bgf evaluates a piecewise cubic Hermite interpolant and its first derivative at a set of points.

2 Specification

Fortran Interface
Subroutine e01bgf ( n, x, f, d, m, px, pf, pd, ifail)
Integer, Intent (In) :: n, m
Integer, Intent (Inout) :: ifail
Real (Kind=nag_wp), Intent (In) :: x(n), f(n), d(n), px(m)
Real (Kind=nag_wp), Intent (Out) :: pf(m), pd(m)
C Header Interface
#include <nag.h>
void  e01bgf_ (const Integer *n, const double x[], const double f[], const double d[], const Integer *m, const double px[], double pf[], double pd[], Integer *ifail)
The routine may be called by the names e01bgf or nagf_interp_dim1_monotonic_deriv.

3 Description

e01bgf evaluates a piecewise cubic Hermite interpolant, as computed by e01bef, at the points px(i), for i=1,2,,m. The first derivatives at the points are also computed. If any point lies outside the interval from x(1) to x(n), values of the interpolant and its derivative are extrapolated from the nearest extreme cubic, and a warning is returned.
If values of the interpolant only, and not of its derivative, are required, e01bff should be used.
The routine is derived from routine PCHFD 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: m Integer Input
On entry: m, the number of points at which the interpolant is to be evaluated.
Constraint: m1.
6: px(m) Real (Kind=nag_wp) array Input
On entry: the m values of x at which the interpolant is to be evaluated.
7: pf(m) Real (Kind=nag_wp) array Output
On exit: pf(i) contains the value of the interpolant evaluated at the point px(i), for i=1,2,,m.
8: pd(m) Real (Kind=nag_wp) array Output
On exit: pd(i) contains the first derivative of the interpolant evaluated at the point px(i), for i=1,2,,m.
9: 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, n=value.
Constraint: n2.
On entry, r=value, x(r-1)=value and x(r)=value.
Constraint: x(r-1)<x(r) for all r.
On entry, m=value.
Constraint: m1.
Warning – some points in array px lie outside the range x(1)x(n). Values at these points are unreliable because computed by extrapolation.
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

The computational errors in the arrays pf and pd should be negligible in most practical situations.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
e01bgf is not threaded in any implementation.

9 Further Comments

The time taken by e01bgf 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 [x(r-1),x(r)]). A single call of e01bgf with m>1 is more efficient than several calls with m=1.

10 Example

This example reads in values of n, x, f and d, and calls e01bgf to compute the values of the interpolant and its derivative at equally spaced points.

10.1 Program Text

Program Text (e01bgfe.f90)

10.2 Program Data

Program Data (e01bgfe.d)

10.3 Program Results

Program Results (e01bgfe.r)
GnuplotProduced by GNUPLOT 5.4 patchlevel 6 0 0.2 0.4 0.6 0.8 1 1.2 8 10 12 14 16 18 20 x Function Function Derivative Derivative Original data points Original data points Example Program Monotonic Hermite interpolant