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- *DECK DPCHCM
- SUBROUTINE DPCHCM (N, X, F, D, INCFD, SKIP, ISMON, IERR)
- C***BEGIN PROLOGUE DPCHCM
- C***PURPOSE Check a cubic Hermite function for monotonicity.
- C***LIBRARY SLATEC (PCHIP)
- C***CATEGORY E3
- C***TYPE DOUBLE PRECISION (PCHCM-S, DPCHCM-D)
- C***KEYWORDS CUBIC HERMITE INTERPOLATION, MONOTONE INTERPOLATION,
- C PCHIP, PIECEWISE CUBIC INTERPOLATION, UTILITY ROUTINE
- C***AUTHOR Fritsch, F. N., (LLNL)
- C Computing & Mathematics Research Division
- C Lawrence Livermore National Laboratory
- C P.O. Box 808 (L-316)
- C Livermore, CA 94550
- C FTS 532-4275, (510) 422-4275
- C***DESCRIPTION
- C
- C *Usage:
- C
- C PARAMETER (INCFD = ...)
- C INTEGER N, ISMON(N), IERR
- C DOUBLE PRECISION X(N), F(INCFD,N), D(INCFD,N)
- C LOGICAL SKIP
- C
- C CALL DPCHCM (N, X, F, D, INCFD, SKIP, ISMON, IERR)
- C
- C *Arguments:
- C
- C N:IN is the number of data points. (Error return if N.LT.2 .)
- C
- C X:IN is a real*8 array of independent variable values. The
- C elements of X must be strictly increasing:
- C X(I-1) .LT. X(I), I = 2(1)N.
- C (Error return if not.)
- C
- C F:IN is a real*8 array of function values. F(1+(I-1)*INCFD) is
- C the value corresponding to X(I).
- C
- C D:IN is a real*8 array of derivative values. D(1+(I-1)*INCFD) is
- C is the value corresponding to X(I).
- C
- C INCFD:IN is the increment between successive values in F and D.
- C (Error return if INCFD.LT.1 .)
- C
- C SKIP:INOUT is a logical variable which should be set to
- C .TRUE. if the user wishes to skip checks for validity of
- C preceding parameters, or to .FALSE. otherwise.
- C This will save time in case these checks have already
- C been performed.
- C SKIP will be set to .TRUE. on normal return.
- C
- C ISMON:OUT is an integer array indicating on which intervals the
- C PCH function defined by N, X, F, D is monotonic.
- C For data interval [X(I),X(I+1)],
- C ISMON(I) = -3 if function is probably decreasing;
- C ISMON(I) = -1 if function is strictly decreasing;
- C ISMON(I) = 0 if function is constant;
- C ISMON(I) = 1 if function is strictly increasing;
- C ISMON(I) = 2 if function is non-monotonic;
- C ISMON(I) = 3 if function is probably increasing.
- C If ABS(ISMON)=3, this means that the D-values are near
- C the boundary of the monotonicity region. A small
- C increase produces non-monotonicity; decrease, strict
- C monotonicity.
- C The above applies to I=1(1)N-1. ISMON(N) indicates whether
- C the entire function is monotonic on [X(1),X(N)].
- C
- C IERR:OUT is an error flag.
- C Normal return:
- C IERR = 0 (no errors).
- C "Recoverable" errors:
- C IERR = -1 if N.LT.2 .
- C IERR = -2 if INCFD.LT.1 .
- C IERR = -3 if the X-array is not strictly increasing.
- C (The ISMON-array has not been changed in any of these cases.)
- C NOTE: The above errors are checked in the order listed,
- C and following arguments have **NOT** been validated.
- C
- C *Description:
- C
- C DPCHCM: Piecewise Cubic Hermite -- Check Monotonicity.
- C
- C Checks the piecewise cubic Hermite function defined by N,X,F,D
- C for monotonicity.
- C
- C To provide compatibility with DPCHIM and DPCHIC, includes an
- C increment between successive values of the F- and D-arrays.
- C
- C *Cautions:
- C This provides the same capability as old DPCHMC, except that a
- C new output value, -3, was added February 1989. (Formerly, -3
- C and +3 were lumped together in the single value 3.) Codes that
- C flag nonmonotonicity by "IF (ISMON.EQ.2)" need not be changed.
- C Codes that check via "IF (ISMON.GE.3)" should change the test to
- C "IF (IABS(ISMON).GE.3)". Codes that declare monotonicity via
- C "IF (ISMON.LE.1)" should change to "IF (IABS(ISMON).LE.1)".
- C
- C***REFERENCES F. N. Fritsch and R. E. Carlson, Monotone piecewise
- C cubic interpolation, SIAM Journal on Numerical Ana-
- C lysis 17, 2 (April 1980), pp. 238-246.
- C***ROUTINES CALLED DCHFCM, XERMSG
- C***REVISION HISTORY (YYMMDD)
- C 820518 DATE WRITTEN
- C 820804 Converted to SLATEC library version.
- C 831201 Reversed order of subscripts of F and D, so that the
- C routine will work properly when INCFD.GT.1 . (Bug!)
- C 870707 Corrected XERROR calls for d.p. name(s).
- C 890206 Corrected XERROR calls.
- C 890209 Added possible ISMON value of -3 and modified code so
- C that 1,3,-1 produces ISMON(N)=2, rather than 3.
- C 890306 Added caution about changed output.
- C 890407 Changed name from DPCHMC to DPCHCM, as requested at the
- C March 1989 SLATEC CML meeting, and made a few other
- C minor modifications necessitated by this change.
- C 890407 Converted to new SLATEC format.
- C 890407 Modified DESCRIPTION to LDOC format.
- C 900315 CALLs to XERROR changed to CALLs to XERMSG. (THJ)
- C 920429 Revised format and order of references. (WRB,FNF)
- C***END PROLOGUE DPCHCM
- C
- C Fortran intrinsics used: ISIGN.
- C Other routines used: CHFCM, XERMSG.
- C
- C ----------------------------------------------------------------------
- C
- C Programming notes:
- C
- C An alternate organization would have separate loops for computing
- C ISMON(i), i=1,...,NSEG, and for the computation of ISMON(N). The
- C first loop can be readily parallelized, since the NSEG calls to
- C CHFCM are independent. The second loop can be cut short if
- C ISMON(N) is ever equal to 2, for it cannot be changed further.
- C
- C To produce a single precision version, simply:
- C a. Change DPCHCM to PCHCM wherever it occurs,
- C b. Change DCHFCM to CHFCM wherever it occurs, and
- C c. Change the double precision declarations to real.
- C
- C DECLARE ARGUMENTS.
- C
- INTEGER N, INCFD, ISMON(N), IERR
- DOUBLE PRECISION X(N), F(INCFD,N), D(INCFD,N)
- LOGICAL SKIP
- C
- C DECLARE LOCAL VARIABLES.
- C
- INTEGER I, NSEG
- DOUBLE PRECISION DELTA
- INTEGER DCHFCM
- C
- C VALIDITY-CHECK ARGUMENTS.
- C
- C***FIRST EXECUTABLE STATEMENT DPCHCM
- IF (SKIP) GO TO 5
- C
- IF ( N.LT.2 ) GO TO 5001
- IF ( INCFD.LT.1 ) GO TO 5002
- DO 1 I = 2, N
- IF ( X(I).LE.X(I-1) ) GO TO 5003
- 1 CONTINUE
- SKIP = .TRUE.
- C
- C FUNCTION DEFINITION IS OK -- GO ON.
- C
- 5 CONTINUE
- NSEG = N - 1
- DO 90 I = 1, NSEG
- DELTA = (F(1,I+1)-F(1,I))/(X(I+1)-X(I))
- C -------------------------------
- ISMON(I) = DCHFCM (D(1,I), D(1,I+1), DELTA)
- C -------------------------------
- IF (I .EQ. 1) THEN
- ISMON(N) = ISMON(1)
- ELSE
- C Need to figure out cumulative monotonicity from following
- C "multiplication table":
- C
- C + I S M O N (I)
- C + -3 -1 0 1 3 2
- C +------------------------+
- C I -3 I -3 -3 -3 2 2 2 I
- C S -1 I -3 -1 -1 2 2 2 I
- C M 0 I -3 -1 0 1 3 2 I
- C O 1 I 2 2 1 1 3 2 I
- C N 3 I 2 2 3 3 3 2 I
- C (N) 2 I 2 2 2 2 2 2 I
- C +------------------------+
- C Note that the 2 row and column are out of order so as not
- C to obscure the symmetry in the rest of the table.
- C
- C No change needed if equal or constant on this interval or
- C already declared nonmonotonic.
- IF ( (ISMON(I).NE.ISMON(N)) .AND. (ISMON(I).NE.0)
- . .AND. (ISMON(N).NE.2) ) THEN
- IF ( (ISMON(I).EQ.2) .OR. (ISMON(N).EQ.0) ) THEN
- ISMON(N) = ISMON(I)
- ELSE IF (ISMON(I)*ISMON(N) .LT. 0) THEN
- C This interval has opposite sense from curve so far.
- ISMON(N) = 2
- ELSE
- C At this point, both are nonzero with same sign, and
- C we have already eliminated case both +-1.
- ISMON(N) = ISIGN (3, ISMON(N))
- ENDIF
- ENDIF
- ENDIF
- 90 CONTINUE
- C
- C NORMAL RETURN.
- C
- IERR = 0
- RETURN
- C
- C ERROR RETURNS.
- C
- 5001 CONTINUE
- C N.LT.2 RETURN.
- IERR = -1
- CALL XERMSG ('SLATEC', 'DPCHCM',
- + 'NUMBER OF DATA POINTS LESS THAN TWO', IERR, 1)
- RETURN
- C
- 5002 CONTINUE
- C INCFD.LT.1 RETURN.
- IERR = -2
- CALL XERMSG ('SLATEC', 'DPCHCM', 'INCREMENT LESS THAN ONE', IERR,
- + 1)
- RETURN
- C
- 5003 CONTINUE
- C X-ARRAY NOT STRICTLY INCREASING.
- IERR = -3
- CALL XERMSG ('SLATEC', 'DPCHCM',
- + 'X-ARRAY NOT STRICTLY INCREASING', IERR, 1)
- RETURN
- C------------- LAST LINE OF DPCHCM FOLLOWS -----------------------------
- END
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