dpchia.f 9.6 KB

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  1. *DECK DPCHIA
  2. DOUBLE PRECISION FUNCTION DPCHIA (N, X, F, D, INCFD, SKIP, A, B,
  3. + IERR)
  4. C***BEGIN PROLOGUE DPCHIA
  5. C***PURPOSE Evaluate the definite integral of a piecewise cubic
  6. C Hermite function over an arbitrary interval.
  7. C***LIBRARY SLATEC (PCHIP)
  8. C***CATEGORY E3, H2A1B2
  9. C***TYPE DOUBLE PRECISION (PCHIA-S, DPCHIA-D)
  10. C***KEYWORDS CUBIC HERMITE INTERPOLATION, NUMERICAL INTEGRATION, PCHIP,
  11. C QUADRATURE
  12. C***AUTHOR Fritsch, F. N., (LLNL)
  13. C Lawrence Livermore National Laboratory
  14. C P.O. Box 808 (L-316)
  15. C Livermore, CA 94550
  16. C FTS 532-4275, (510) 422-4275
  17. C***DESCRIPTION
  18. C
  19. C DPCHIA: Piecewise Cubic Hermite Integrator, Arbitrary limits
  20. C
  21. C Evaluates the definite integral of the cubic Hermite function
  22. C defined by N, X, F, D over the interval [A, B].
  23. C
  24. C To provide compatibility with DPCHIM and DPCHIC, includes an
  25. C increment between successive values of the F- and D-arrays.
  26. C
  27. C ----------------------------------------------------------------------
  28. C
  29. C Calling sequence:
  30. C
  31. C PARAMETER (INCFD = ...)
  32. C INTEGER N, IERR
  33. C DOUBLE PRECISION X(N), F(INCFD,N), D(INCFD,N), A, B
  34. C DOUBLE PRECISION VALUE, DPCHIA
  35. C LOGICAL SKIP
  36. C
  37. C VALUE = DPCHIA (N, X, F, D, INCFD, SKIP, A, B, IERR)
  38. C
  39. C Parameters:
  40. C
  41. C VALUE -- (output) value of the requested integral.
  42. C
  43. C N -- (input) number of data points. (Error return if N.LT.2 .)
  44. C
  45. C X -- (input) real*8 array of independent variable values. The
  46. C elements of X must be strictly increasing:
  47. C X(I-1) .LT. X(I), I = 2(1)N.
  48. C (Error return if not.)
  49. C
  50. C F -- (input) real*8 array of function values. F(1+(I-1)*INCFD) is
  51. C the value corresponding to X(I).
  52. C
  53. C D -- (input) real*8 array of derivative values. D(1+(I-1)*INCFD)
  54. C is the value corresponding to X(I).
  55. C
  56. C INCFD -- (input) increment between successive values in F and D.
  57. C (Error return if INCFD.LT.1 .)
  58. C
  59. C SKIP -- (input/output) logical variable which should be set to
  60. C .TRUE. if the user wishes to skip checks for validity of
  61. C preceding parameters, or to .FALSE. otherwise.
  62. C This will save time in case these checks have already
  63. C been performed (say, in DPCHIM or DPCHIC).
  64. C SKIP will be set to .TRUE. on return with IERR.GE.0 .
  65. C
  66. C A,B -- (input) the limits of integration.
  67. C NOTE: There is no requirement that [A,B] be contained in
  68. C [X(1),X(N)]. However, the resulting integral value
  69. C will be highly suspect, if not.
  70. C
  71. C IERR -- (output) error flag.
  72. C Normal return:
  73. C IERR = 0 (no errors).
  74. C Warning errors:
  75. C IERR = 1 if A is outside the interval [X(1),X(N)].
  76. C IERR = 2 if B is outside the interval [X(1),X(N)].
  77. C IERR = 3 if both of the above are true. (Note that this
  78. C means that either [A,B] contains data interval
  79. C or the intervals do not intersect at all.)
  80. C "Recoverable" errors:
  81. C IERR = -1 if N.LT.2 .
  82. C IERR = -2 if INCFD.LT.1 .
  83. C IERR = -3 if the X-array is not strictly increasing.
  84. C (VALUE will be zero in any of these cases.)
  85. C NOTE: The above errors are checked in the order listed,
  86. C and following arguments have **NOT** been validated.
  87. C IERR = -4 in case of an error return from DPCHID (which
  88. C should never occur).
  89. C
  90. C***REFERENCES (NONE)
  91. C***ROUTINES CALLED DCHFIE, DPCHID, XERMSG
  92. C***REVISION HISTORY (YYMMDD)
  93. C 820730 DATE WRITTEN
  94. C 820804 Converted to SLATEC library version.
  95. C 870707 Corrected XERROR calls for d.p. name(s).
  96. C 870707 Corrected conversion to double precision.
  97. C 870813 Minor cosmetic changes.
  98. C 890206 Corrected XERROR calls.
  99. C 890411 Added SAVE statements (Vers. 3.2).
  100. C 890531 Changed all specific intrinsics to generic. (WRB)
  101. C 890703 Corrected category record. (WRB)
  102. C 890831 Modified array declarations. (WRB)
  103. C 891006 Cosmetic changes to prologue. (WRB)
  104. C 891006 REVISION DATE from Version 3.2
  105. C 891214 Prologue converted to Version 4.0 format. (BAB)
  106. C 900315 CALLs to XERROR changed to CALLs to XERMSG. (THJ)
  107. C 930503 Corrected to set VALUE=0 when IERR.lt.0. (FNF)
  108. C 930504 Changed DCHFIV to DCHFIE. (FNF)
  109. C***END PROLOGUE DPCHIA
  110. C
  111. C Programming notes:
  112. C 1. The error flag from DPCHID is tested, because a logic flaw
  113. C could conceivably result in IERD=-4, which should be reported.
  114. C**End
  115. C
  116. C DECLARE ARGUMENTS.
  117. C
  118. INTEGER N, INCFD, IERR
  119. DOUBLE PRECISION X(*), F(INCFD,*), D(INCFD,*), A, B
  120. LOGICAL SKIP
  121. C
  122. C DECLARE LOCAL VARIABLES.
  123. C
  124. INTEGER I, IA, IB, IERD, IL, IR
  125. DOUBLE PRECISION VALUE, XA, XB, ZERO
  126. SAVE ZERO
  127. DOUBLE PRECISION DCHFIE, DPCHID
  128. C
  129. C INITIALIZE.
  130. C
  131. DATA ZERO /0.D0/
  132. C***FIRST EXECUTABLE STATEMENT DPCHIA
  133. VALUE = ZERO
  134. C
  135. C VALIDITY-CHECK ARGUMENTS.
  136. C
  137. IF (SKIP) GO TO 5
  138. C
  139. IF ( N.LT.2 ) GO TO 5001
  140. IF ( INCFD.LT.1 ) GO TO 5002
  141. DO 1 I = 2, N
  142. IF ( X(I).LE.X(I-1) ) GO TO 5003
  143. 1 CONTINUE
  144. C
  145. C FUNCTION DEFINITION IS OK, GO ON.
  146. C
  147. 5 CONTINUE
  148. SKIP = .TRUE.
  149. IERR = 0
  150. IF ( (A.LT.X(1)) .OR. (A.GT.X(N)) ) IERR = IERR + 1
  151. IF ( (B.LT.X(1)) .OR. (B.GT.X(N)) ) IERR = IERR + 2
  152. C
  153. C COMPUTE INTEGRAL VALUE.
  154. C
  155. IF (A .NE. B) THEN
  156. XA = MIN (A, B)
  157. XB = MAX (A, B)
  158. IF (XB .LE. X(2)) THEN
  159. C INTERVAL IS TO LEFT OF X(2), SO USE FIRST CUBIC.
  160. C ---------------------------------------
  161. VALUE = DCHFIE (X(1),X(2), F(1,1),F(1,2),
  162. + D(1,1),D(1,2), A, B)
  163. C ---------------------------------------
  164. ELSE IF (XA .GE. X(N-1)) THEN
  165. C INTERVAL IS TO RIGHT OF X(N-1), SO USE LAST CUBIC.
  166. C ------------------------------------------
  167. VALUE = DCHFIE(X(N-1),X(N), F(1,N-1),F(1,N),
  168. + D(1,N-1),D(1,N), A, B)
  169. C ------------------------------------------
  170. ELSE
  171. C 'NORMAL' CASE -- XA.LT.XB, XA.LT.X(N-1), XB.GT.X(2).
  172. C ......LOCATE IA AND IB SUCH THAT
  173. C X(IA-1).LT.XA.LE.X(IA).LE.X(IB).LE.XB.LE.X(IB+1)
  174. IA = 1
  175. DO 10 I = 1, N-1
  176. IF (XA .GT. X(I)) IA = I + 1
  177. 10 CONTINUE
  178. C IA = 1 IMPLIES XA.LT.X(1) . OTHERWISE,
  179. C IA IS LARGEST INDEX SUCH THAT X(IA-1).LT.XA,.
  180. C
  181. IB = N
  182. DO 20 I = N, IA, -1
  183. IF (XB .LT. X(I)) IB = I - 1
  184. 20 CONTINUE
  185. C IB = N IMPLIES XB.GT.X(N) . OTHERWISE,
  186. C IB IS SMALLEST INDEX SUCH THAT XB.LT.X(IB+1) .
  187. C
  188. C ......COMPUTE THE INTEGRAL.
  189. IF (IB .LT. IA) THEN
  190. C THIS MEANS IB = IA-1 AND
  191. C (A,B) IS A SUBSET OF (X(IB),X(IA)).
  192. C -------------------------------------------
  193. VALUE = DCHFIE (X(IB),X(IA), F(1,IB),F(1,IA),
  194. + D(1,IB),D(1,IA), A, B)
  195. C -------------------------------------------
  196. ELSE
  197. C
  198. C FIRST COMPUTE INTEGRAL OVER (X(IA),X(IB)).
  199. C (Case (IB .EQ. IA) is taken care of by initialization
  200. C of VALUE to ZERO.)
  201. IF (IB .GT. IA) THEN
  202. C ---------------------------------------------
  203. VALUE = DPCHID (N, X, F, D, INCFD, SKIP, IA, IB, IERD)
  204. C ---------------------------------------------
  205. IF (IERD .LT. 0) GO TO 5004
  206. ENDIF
  207. C
  208. C THEN ADD ON INTEGRAL OVER (XA,X(IA)).
  209. IF (XA .LT. X(IA)) THEN
  210. IL = MAX(1, IA-1)
  211. IR = IL + 1
  212. C -------------------------------------
  213. VALUE = VALUE + DCHFIE (X(IL),X(IR), F(1,IL),F(1,IR),
  214. + D(1,IL),D(1,IR), XA, X(IA))
  215. C -------------------------------------
  216. ENDIF
  217. C
  218. C THEN ADD ON INTEGRAL OVER (X(IB),XB).
  219. IF (XB .GT. X(IB)) THEN
  220. IR = MIN (IB+1, N)
  221. IL = IR - 1
  222. C -------------------------------------
  223. VALUE = VALUE + DCHFIE (X(IL),X(IR), F(1,IL),F(1,IR),
  224. + D(1,IL),D(1,IR), X(IB), XB)
  225. C -------------------------------------
  226. ENDIF
  227. C
  228. C FINALLY, ADJUST SIGN IF NECESSARY.
  229. IF (A .GT. B) VALUE = -VALUE
  230. ENDIF
  231. ENDIF
  232. ENDIF
  233. C
  234. C NORMAL RETURN.
  235. C
  236. 5000 CONTINUE
  237. DPCHIA = VALUE
  238. RETURN
  239. C
  240. C ERROR RETURNS.
  241. C
  242. 5001 CONTINUE
  243. C N.LT.2 RETURN.
  244. IERR = -1
  245. CALL XERMSG ('SLATEC', 'DPCHIA',
  246. + 'NUMBER OF DATA POINTS LESS THAN TWO', IERR, 1)
  247. GO TO 5000
  248. C
  249. 5002 CONTINUE
  250. C INCFD.LT.1 RETURN.
  251. IERR = -2
  252. CALL XERMSG ('SLATEC', 'DPCHIA', 'INCREMENT LESS THAN ONE', IERR,
  253. + 1)
  254. GO TO 5000
  255. C
  256. 5003 CONTINUE
  257. C X-ARRAY NOT STRICTLY INCREASING.
  258. IERR = -3
  259. CALL XERMSG ('SLATEC', 'DPCHIA',
  260. + 'X-ARRAY NOT STRICTLY INCREASING', IERR, 1)
  261. GO TO 5000
  262. C
  263. 5004 CONTINUE
  264. C TROUBLE IN DPCHID. (SHOULD NEVER OCCUR.)
  265. IERR = -4
  266. CALL XERMSG ('SLATEC', 'DPCHIA', 'TROUBLE IN DPCHID', IERR, 1)
  267. GO TO 5000
  268. C------------- LAST LINE OF DPCHIA FOLLOWS -----------------------------
  269. END