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- *DECK DPCHID
- DOUBLE PRECISION FUNCTION DPCHID (N, X, F, D, INCFD, SKIP, IA, IB,
- + IERR)
- C***BEGIN PROLOGUE DPCHID
- C***PURPOSE Evaluate the definite integral of a piecewise cubic
- C Hermite function over an interval whose endpoints are data
- C points.
- C***LIBRARY SLATEC (PCHIP)
- C***CATEGORY E3, H2A1B2
- C***TYPE DOUBLE PRECISION (PCHID-S, DPCHID-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 DPCHID: Piecewise Cubic Hermite Integrator, Data limits
- C
- C Evaluates the definite integral of the cubic Hermite function
- C defined by N, X, F, D over the interval [X(IA), X(IB)].
- 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, IA, IB, IERR
- C DOUBLE PRECISION X(N), F(INCFD,N), D(INCFD,N)
- C LOGICAL SKIP
- C
- C VALUE = DPCHID (N, X, F, D, INCFD, SKIP, IA, IB, 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 = 0 or -4.
- C
- C IA,IB -- (input) indices in X-array for the limits of integration.
- C both must be in the range [1,N]. (Error return if not.)
- C No restrictions on their relative values.
- C
- C IERR -- (output) 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 IERR = -4 if IA or IB is out of range.
- 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
- C***REFERENCES (NONE)
- C***ROUTINES CALLED XERMSG
- C***REVISION HISTORY (YYMMDD)
- C 820723 DATE WRITTEN
- C 820804 Converted to SLATEC library version.
- C 870707 Corrected XERROR calls for d.p. name(s).
- 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 930504 Corrected to set VALUE=0 when IERR.ne.0. (FNF)
- C***END PROLOGUE DPCHID
- C
- C Programming notes:
- C 1. This routine uses a special formula that is valid only for
- C integrals whose limits coincide with data values. This is
- C mathematically equivalent to, but much more efficient than,
- C calls to DCHFIE.
- C**End
- C
- C DECLARE ARGUMENTS.
- C
- INTEGER N, INCFD, IA, IB, IERR
- DOUBLE PRECISION X(*), F(INCFD,*), D(INCFD,*)
- LOGICAL SKIP
- C
- C DECLARE LOCAL VARIABLES.
- C
- INTEGER I, IUP, LOW
- DOUBLE PRECISION H, HALF, SIX, SUM, VALUE, ZERO
- SAVE ZERO, HALF, SIX
- C
- C INITIALIZE.
- C
- DATA ZERO /0.D0/, HALF/.5D0/, SIX/6.D0/
- C***FIRST EXECUTABLE STATEMENT DPCHID
- 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.
- IF ((IA.LT.1) .OR. (IA.GT.N)) GO TO 5004
- IF ((IB.LT.1) .OR. (IB.GT.N)) GO TO 5004
- IERR = 0
- C
- C COMPUTE INTEGRAL VALUE.
- C
- IF (IA .NE. IB) THEN
- LOW = MIN(IA, IB)
- IUP = MAX(IA, IB) - 1
- SUM = ZERO
- DO 10 I = LOW, IUP
- H = X(I+1) - X(I)
- SUM = SUM + H*( (F(1,I) + F(1,I+1)) +
- * (D(1,I) - D(1,I+1))*(H/SIX) )
- 10 CONTINUE
- VALUE = HALF * SUM
- IF (IA .GT. IB) VALUE = -VALUE
- ENDIF
- C
- C NORMAL RETURN.
- C
- 5000 CONTINUE
- DPCHID = VALUE
- RETURN
- C
- C ERROR RETURNS.
- C
- 5001 CONTINUE
- C N.LT.2 RETURN.
- IERR = -1
- CALL XERMSG ('SLATEC', 'DPCHID',
- + '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', 'DPCHID', 'INCREMENT LESS THAN ONE', IERR,
- + 1)
- GO TO 5000
- C
- 5003 CONTINUE
- C X-ARRAY NOT STRICTLY INCREASING.
- IERR = -3
- CALL XERMSG ('SLATEC', 'DPCHID',
- + 'X-ARRAY NOT STRICTLY INCREASING', IERR, 1)
- GO TO 5000
- C
- 5004 CONTINUE
- C IA OR IB OUT OF RANGE RETURN.
- IERR = -4
- CALL XERMSG ('SLATEC', 'DPCHID', 'IA OR IB OUT OF RANGE', IERR,
- + 1)
- GO TO 5000
- C------------- LAST LINE OF DPCHID FOLLOWS -----------------------------
- END
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