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- *DECK DPCHIA
- DOUBLE PRECISION FUNCTION DPCHIA (N, X, F, D, INCFD, SKIP, A, B,
- + IERR)
- C***BEGIN PROLOGUE DPCHIA
- C***PURPOSE Evaluate the definite integral of a piecewise cubic
- C Hermite function over an arbitrary interval.
- C***LIBRARY SLATEC (PCHIP)
- C***CATEGORY E3, H2A1B2
- C***TYPE DOUBLE PRECISION (PCHIA-S, DPCHIA-D)
- C***KEYWORDS CUBIC HERMITE INTERPOLATION, NUMERICAL INTEGRATION, PCHIP,
- C QUADRATURE
- C***AUTHOR Fritsch, F. N., (LLNL)
- 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 DPCHIA: Piecewise Cubic Hermite Integrator, Arbitrary limits
- C
- C Evaluates the definite integral of the cubic Hermite function
- C defined by N, X, F, D over the interval [A, B].
- C
- C To provide compatibility with DPCHIM and DPCHIC, includes an
- C increment between successive values of the F- and D-arrays.
- C
- C ----------------------------------------------------------------------
- C
- C Calling sequence:
- C
- C PARAMETER (INCFD = ...)
- C INTEGER N, IERR
- C DOUBLE PRECISION X(N), F(INCFD,N), D(INCFD,N), A, B
- C DOUBLE PRECISION VALUE, DPCHIA
- C LOGICAL SKIP
- C
- C VALUE = DPCHIA (N, X, F, D, INCFD, SKIP, A, B, IERR)
- C
- C Parameters:
- C
- C VALUE -- (output) value of the requested integral.
- C
- C N -- (input) number of data points. (Error return if N.LT.2 .)
- C
- C X -- (input) 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 -- (input) real*8 array of function values. F(1+(I-1)*INCFD) is
- C the value corresponding to X(I).
- C
- C D -- (input) real*8 array of derivative values. D(1+(I-1)*INCFD)
- C is the value corresponding to X(I).
- C
- C INCFD -- (input) increment between successive values in F and D.
- C (Error return if INCFD.LT.1 .)
- C
- C SKIP -- (input/output) 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 (say, in DPCHIM or DPCHIC).
- C SKIP will be set to .TRUE. on return with IERR.GE.0 .
- C
- C A,B -- (input) the limits of integration.
- C NOTE: There is no requirement that [A,B] be contained in
- C [X(1),X(N)]. However, the resulting integral value
- C will be highly suspect, if not.
- C
- C IERR -- (output) error flag.
- C Normal return:
- C IERR = 0 (no errors).
- C Warning errors:
- C IERR = 1 if A is outside the interval [X(1),X(N)].
- C IERR = 2 if B is outside the interval [X(1),X(N)].
- C IERR = 3 if both of the above are true. (Note that this
- C means that either [A,B] contains data interval
- C or the intervals do not intersect at all.)
- 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 (VALUE will be zero 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 IERR = -4 in case of an error return from DPCHID (which
- C should never occur).
- C
- C***REFERENCES (NONE)
- C***ROUTINES CALLED DCHFIE, DPCHID, XERMSG
- C***REVISION HISTORY (YYMMDD)
- C 820730 DATE WRITTEN
- C 820804 Converted to SLATEC library version.
- C 870707 Corrected XERROR calls for d.p. name(s).
- C 870707 Corrected conversion to double precision.
- C 870813 Minor cosmetic changes.
- C 890206 Corrected XERROR calls.
- C 890411 Added SAVE statements (Vers. 3.2).
- C 890531 Changed all specific intrinsics to generic. (WRB)
- C 890703 Corrected category record. (WRB)
- C 890831 Modified array declarations. (WRB)
- C 891006 Cosmetic changes to prologue. (WRB)
- C 891006 REVISION DATE from Version 3.2
- C 891214 Prologue converted to Version 4.0 format. (BAB)
- C 900315 CALLs to XERROR changed to CALLs to XERMSG. (THJ)
- C 930503 Corrected to set VALUE=0 when IERR.lt.0. (FNF)
- C 930504 Changed DCHFIV to DCHFIE. (FNF)
- C***END PROLOGUE DPCHIA
- C
- C Programming notes:
- C 1. The error flag from DPCHID is tested, because a logic flaw
- C could conceivably result in IERD=-4, which should be reported.
- C**End
- C
- C DECLARE ARGUMENTS.
- C
- INTEGER N, INCFD, IERR
- DOUBLE PRECISION X(*), F(INCFD,*), D(INCFD,*), A, B
- LOGICAL SKIP
- C
- C DECLARE LOCAL VARIABLES.
- C
- INTEGER I, IA, IB, IERD, IL, IR
- DOUBLE PRECISION VALUE, XA, XB, ZERO
- SAVE ZERO
- DOUBLE PRECISION DCHFIE, DPCHID
- C
- C INITIALIZE.
- C
- DATA ZERO /0.D0/
- C***FIRST EXECUTABLE STATEMENT DPCHIA
- VALUE = ZERO
- C
- C VALIDITY-CHECK ARGUMENTS.
- C
- 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
- C
- C FUNCTION DEFINITION IS OK, GO ON.
- C
- 5 CONTINUE
- SKIP = .TRUE.
- IERR = 0
- IF ( (A.LT.X(1)) .OR. (A.GT.X(N)) ) IERR = IERR + 1
- IF ( (B.LT.X(1)) .OR. (B.GT.X(N)) ) IERR = IERR + 2
- C
- C COMPUTE INTEGRAL VALUE.
- C
- IF (A .NE. B) THEN
- XA = MIN (A, B)
- XB = MAX (A, B)
- IF (XB .LE. X(2)) THEN
- C INTERVAL IS TO LEFT OF X(2), SO USE FIRST CUBIC.
- C ---------------------------------------
- VALUE = DCHFIE (X(1),X(2), F(1,1),F(1,2),
- + D(1,1),D(1,2), A, B)
- C ---------------------------------------
- ELSE IF (XA .GE. X(N-1)) THEN
- C INTERVAL IS TO RIGHT OF X(N-1), SO USE LAST CUBIC.
- C ------------------------------------------
- VALUE = DCHFIE(X(N-1),X(N), F(1,N-1),F(1,N),
- + D(1,N-1),D(1,N), A, B)
- C ------------------------------------------
- ELSE
- C 'NORMAL' CASE -- XA.LT.XB, XA.LT.X(N-1), XB.GT.X(2).
- C ......LOCATE IA AND IB SUCH THAT
- C X(IA-1).LT.XA.LE.X(IA).LE.X(IB).LE.XB.LE.X(IB+1)
- IA = 1
- DO 10 I = 1, N-1
- IF (XA .GT. X(I)) IA = I + 1
- 10 CONTINUE
- C IA = 1 IMPLIES XA.LT.X(1) . OTHERWISE,
- C IA IS LARGEST INDEX SUCH THAT X(IA-1).LT.XA,.
- C
- IB = N
- DO 20 I = N, IA, -1
- IF (XB .LT. X(I)) IB = I - 1
- 20 CONTINUE
- C IB = N IMPLIES XB.GT.X(N) . OTHERWISE,
- C IB IS SMALLEST INDEX SUCH THAT XB.LT.X(IB+1) .
- C
- C ......COMPUTE THE INTEGRAL.
- IF (IB .LT. IA) THEN
- C THIS MEANS IB = IA-1 AND
- C (A,B) IS A SUBSET OF (X(IB),X(IA)).
- C -------------------------------------------
- VALUE = DCHFIE (X(IB),X(IA), F(1,IB),F(1,IA),
- + D(1,IB),D(1,IA), A, B)
- C -------------------------------------------
- ELSE
- C
- C FIRST COMPUTE INTEGRAL OVER (X(IA),X(IB)).
- C (Case (IB .EQ. IA) is taken care of by initialization
- C of VALUE to ZERO.)
- IF (IB .GT. IA) THEN
- C ---------------------------------------------
- VALUE = DPCHID (N, X, F, D, INCFD, SKIP, IA, IB, IERD)
- C ---------------------------------------------
- IF (IERD .LT. 0) GO TO 5004
- ENDIF
- C
- C THEN ADD ON INTEGRAL OVER (XA,X(IA)).
- IF (XA .LT. X(IA)) THEN
- IL = MAX(1, IA-1)
- IR = IL + 1
- C -------------------------------------
- VALUE = VALUE + DCHFIE (X(IL),X(IR), F(1,IL),F(1,IR),
- + D(1,IL),D(1,IR), XA, X(IA))
- C -------------------------------------
- ENDIF
- C
- C THEN ADD ON INTEGRAL OVER (X(IB),XB).
- IF (XB .GT. X(IB)) THEN
- IR = MIN (IB+1, N)
- IL = IR - 1
- C -------------------------------------
- VALUE = VALUE + DCHFIE (X(IL),X(IR), F(1,IL),F(1,IR),
- + D(1,IL),D(1,IR), X(IB), XB)
- C -------------------------------------
- ENDIF
- C
- C FINALLY, ADJUST SIGN IF NECESSARY.
- IF (A .GT. B) VALUE = -VALUE
- ENDIF
- ENDIF
- ENDIF
- C
- C NORMAL RETURN.
- C
- 5000 CONTINUE
- DPCHIA = VALUE
- RETURN
- C
- C ERROR RETURNS.
- C
- 5001 CONTINUE
- C N.LT.2 RETURN.
- IERR = -1
- CALL XERMSG ('SLATEC', 'DPCHIA',
- + 'NUMBER OF DATA POINTS LESS THAN TWO', IERR, 1)
- GO TO 5000
- C
- 5002 CONTINUE
- C INCFD.LT.1 RETURN.
- IERR = -2
- CALL XERMSG ('SLATEC', 'DPCHIA', 'INCREMENT LESS THAN ONE', IERR,
- + 1)
- GO TO 5000
- C
- 5003 CONTINUE
- C X-ARRAY NOT STRICTLY INCREASING.
- IERR = -3
- CALL XERMSG ('SLATEC', 'DPCHIA',
- + 'X-ARRAY NOT STRICTLY INCREASING', IERR, 1)
- GO TO 5000
- C
- 5004 CONTINUE
- C TROUBLE IN DPCHID. (SHOULD NEVER OCCUR.)
- IERR = -4
- CALL XERMSG ('SLATEC', 'DPCHIA', 'TROUBLE IN DPCHID', IERR, 1)
- GO TO 5000
- C------------- LAST LINE OF DPCHIA FOLLOWS -----------------------------
- END
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