pchfe.f 9.9 KB

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  1. *DECK PCHFE
  2. SUBROUTINE PCHFE (N, X, F, D, INCFD, SKIP, NE, XE, FE, IERR)
  3. C***BEGIN PROLOGUE PCHFE
  4. C***PURPOSE Evaluate a piecewise cubic Hermite function at an array of
  5. C points. May be used by itself for Hermite interpolation,
  6. C or as an evaluator for PCHIM or PCHIC.
  7. C***LIBRARY SLATEC (PCHIP)
  8. C***CATEGORY E3
  9. C***TYPE SINGLE PRECISION (PCHFE-S, DPCHFE-D)
  10. C***KEYWORDS CUBIC HERMITE EVALUATION, HERMITE INTERPOLATION, PCHIP,
  11. C PIECEWISE CUBIC EVALUATION
  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 PCHFE: Piecewise Cubic Hermite Function Evaluator
  20. C
  21. C Evaluates the cubic Hermite function defined by N, X, F, D at
  22. C the points XE(J), J=1(1)NE.
  23. C
  24. C To provide compatibility with PCHIM and PCHIC, 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, NE, IERR
  33. C REAL X(N), F(INCFD,N), D(INCFD,N), XE(NE), FE(NE)
  34. C LOGICAL SKIP
  35. C
  36. C CALL PCHFE (N, X, F, D, INCFD, SKIP, NE, XE, FE, IERR)
  37. C
  38. C Parameters:
  39. C
  40. C N -- (input) number of data points. (Error return if N.LT.2 .)
  41. C
  42. C X -- (input) real array of independent variable values. The
  43. C elements of X must be strictly increasing:
  44. C X(I-1) .LT. X(I), I = 2(1)N.
  45. C (Error return if not.)
  46. C
  47. C F -- (input) real array of function values. F(1+(I-1)*INCFD) is
  48. C the value corresponding to X(I).
  49. C
  50. C D -- (input) real array of derivative values. D(1+(I-1)*INCFD) is
  51. C the value corresponding to X(I).
  52. C
  53. C INCFD -- (input) increment between successive values in F and D.
  54. C (Error return if INCFD.LT.1 .)
  55. C
  56. C SKIP -- (input/output) logical variable which should be set to
  57. C .TRUE. if the user wishes to skip checks for validity of
  58. C preceding parameters, or to .FALSE. otherwise.
  59. C This will save time in case these checks have already
  60. C been performed (say, in PCHIM or PCHIC).
  61. C SKIP will be set to .TRUE. on normal return.
  62. C
  63. C NE -- (input) number of evaluation points. (Error return if
  64. C NE.LT.1 .)
  65. C
  66. C XE -- (input) real array of points at which the function is to be
  67. C evaluated.
  68. C
  69. C NOTES:
  70. C 1. The evaluation will be most efficient if the elements
  71. C of XE are increasing relative to X;
  72. C that is, XE(J) .GE. X(I)
  73. C implies XE(K) .GE. X(I), all K.GE.J .
  74. C 2. If any of the XE are outside the interval [X(1),X(N)],
  75. C values are extrapolated from the nearest extreme cubic,
  76. C and a warning error is returned.
  77. C
  78. C FE -- (output) real array of values of the cubic Hermite function
  79. C defined by N, X, F, D at the points XE.
  80. C
  81. C IERR -- (output) error flag.
  82. C Normal return:
  83. C IERR = 0 (no errors).
  84. C Warning error:
  85. C IERR.GT.0 means that extrapolation was performed at
  86. C IERR points.
  87. C "Recoverable" errors:
  88. C IERR = -1 if N.LT.2 .
  89. C IERR = -2 if INCFD.LT.1 .
  90. C IERR = -3 if the X-array is not strictly increasing.
  91. C IERR = -4 if NE.LT.1 .
  92. C (The FE-array has not been changed in any of these cases.)
  93. C NOTE: The above errors are checked in the order listed,
  94. C and following arguments have **NOT** been validated.
  95. C
  96. C***REFERENCES (NONE)
  97. C***ROUTINES CALLED CHFEV, XERMSG
  98. C***REVISION HISTORY (YYMMDD)
  99. C 811020 DATE WRITTEN
  100. C 820803 Minor cosmetic changes for release 1.
  101. C 870707 Minor cosmetic changes to prologue.
  102. C 890531 Changed all specific intrinsics to generic. (WRB)
  103. C 890831 Modified array declarations. (WRB)
  104. C 890831 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***END PROLOGUE PCHFE
  108. C Programming notes:
  109. C
  110. C 1. To produce a double precision version, simply:
  111. C a. Change PCHFE to DPCHFE, and CHFEV to DCHFEV, wherever they
  112. C occur,
  113. C b. Change the real declaration to double precision,
  114. C
  115. C 2. Most of the coding between the call to CHFEV and the end of
  116. C the IR-loop could be eliminated if it were permissible to
  117. C assume that XE is ordered relative to X.
  118. C
  119. C 3. CHFEV does not assume that X1 is less than X2. thus, it would
  120. C be possible to write a version of PCHFE that assumes a strict-
  121. C ly decreasing X-array by simply running the IR-loop backwards
  122. C (and reversing the order of appropriate tests).
  123. C
  124. C 4. The present code has a minor bug, which I have decided is not
  125. C worth the effort that would be required to fix it.
  126. C If XE contains points in [X(N-1),X(N)], followed by points .LT.
  127. C X(N-1), followed by points .GT.X(N), the extrapolation points
  128. C will be counted (at least) twice in the total returned in IERR.
  129. C
  130. C DECLARE ARGUMENTS.
  131. C
  132. INTEGER N, INCFD, NE, IERR
  133. REAL X(*), F(INCFD,*), D(INCFD,*), XE(*), FE(*)
  134. LOGICAL SKIP
  135. C
  136. C DECLARE LOCAL VARIABLES.
  137. C
  138. INTEGER I, IERC, IR, J, JFIRST, NEXT(2), NJ
  139. C
  140. C VALIDITY-CHECK ARGUMENTS.
  141. C
  142. C***FIRST EXECUTABLE STATEMENT PCHFE
  143. IF (SKIP) GO TO 5
  144. C
  145. IF ( N.LT.2 ) GO TO 5001
  146. IF ( INCFD.LT.1 ) GO TO 5002
  147. DO 1 I = 2, N
  148. IF ( X(I).LE.X(I-1) ) GO TO 5003
  149. 1 CONTINUE
  150. C
  151. C FUNCTION DEFINITION IS OK, GO ON.
  152. C
  153. 5 CONTINUE
  154. IF ( NE.LT.1 ) GO TO 5004
  155. IERR = 0
  156. SKIP = .TRUE.
  157. C
  158. C LOOP OVER INTERVALS. ( INTERVAL INDEX IS IL = IR-1 . )
  159. C ( INTERVAL IS X(IL).LE.X.LT.X(IR) . )
  160. JFIRST = 1
  161. IR = 2
  162. 10 CONTINUE
  163. C
  164. C SKIP OUT OF LOOP IF HAVE PROCESSED ALL EVALUATION POINTS.
  165. C
  166. IF (JFIRST .GT. NE) GO TO 5000
  167. C
  168. C LOCATE ALL POINTS IN INTERVAL.
  169. C
  170. DO 20 J = JFIRST, NE
  171. IF (XE(J) .GE. X(IR)) GO TO 30
  172. 20 CONTINUE
  173. J = NE + 1
  174. GO TO 40
  175. C
  176. C HAVE LOCATED FIRST POINT BEYOND INTERVAL.
  177. C
  178. 30 CONTINUE
  179. IF (IR .EQ. N) J = NE + 1
  180. C
  181. 40 CONTINUE
  182. NJ = J - JFIRST
  183. C
  184. C SKIP EVALUATION IF NO POINTS IN INTERVAL.
  185. C
  186. IF (NJ .EQ. 0) GO TO 50
  187. C
  188. C EVALUATE CUBIC AT XE(I), I = JFIRST (1) J-1 .
  189. C
  190. C ----------------------------------------------------------------
  191. CALL CHFEV (X(IR-1),X(IR), F(1,IR-1),F(1,IR), D(1,IR-1),D(1,IR),
  192. * NJ, XE(JFIRST), FE(JFIRST), NEXT, IERC)
  193. C ----------------------------------------------------------------
  194. IF (IERC .LT. 0) GO TO 5005
  195. C
  196. IF (NEXT(2) .EQ. 0) GO TO 42
  197. C IF (NEXT(2) .GT. 0) THEN
  198. C IN THE CURRENT SET OF XE-POINTS, THERE ARE NEXT(2) TO THE
  199. C RIGHT OF X(IR).
  200. C
  201. IF (IR .LT. N) GO TO 41
  202. C IF (IR .EQ. N) THEN
  203. C THESE ARE ACTUALLY EXTRAPOLATION POINTS.
  204. IERR = IERR + NEXT(2)
  205. GO TO 42
  206. 41 CONTINUE
  207. C ELSE
  208. C WE SHOULD NEVER HAVE GOTTEN HERE.
  209. GO TO 5005
  210. C ENDIF
  211. C ENDIF
  212. 42 CONTINUE
  213. C
  214. IF (NEXT(1) .EQ. 0) GO TO 49
  215. C IF (NEXT(1) .GT. 0) THEN
  216. C IN THE CURRENT SET OF XE-POINTS, THERE ARE NEXT(1) TO THE
  217. C LEFT OF X(IR-1).
  218. C
  219. IF (IR .GT. 2) GO TO 43
  220. C IF (IR .EQ. 2) THEN
  221. C THESE ARE ACTUALLY EXTRAPOLATION POINTS.
  222. IERR = IERR + NEXT(1)
  223. GO TO 49
  224. 43 CONTINUE
  225. C ELSE
  226. C XE IS NOT ORDERED RELATIVE TO X, SO MUST ADJUST
  227. C EVALUATION INTERVAL.
  228. C
  229. C FIRST, LOCATE FIRST POINT TO LEFT OF X(IR-1).
  230. DO 44 I = JFIRST, J-1
  231. IF (XE(I) .LT. X(IR-1)) GO TO 45
  232. 44 CONTINUE
  233. C NOTE-- CANNOT DROP THROUGH HERE UNLESS THERE IS AN ERROR
  234. C IN CHFEV.
  235. GO TO 5005
  236. C
  237. 45 CONTINUE
  238. C RESET J. (THIS WILL BE THE NEW JFIRST.)
  239. J = I
  240. C
  241. C NOW FIND OUT HOW FAR TO BACK UP IN THE X-ARRAY.
  242. DO 46 I = 1, IR-1
  243. IF (XE(J) .LT. X(I)) GO TO 47
  244. 46 CONTINUE
  245. C NB-- CAN NEVER DROP THROUGH HERE, SINCE XE(J).LT.X(IR-1).
  246. C
  247. 47 CONTINUE
  248. C AT THIS POINT, EITHER XE(J) .LT. X(1)
  249. C OR X(I-1) .LE. XE(J) .LT. X(I) .
  250. C RESET IR, RECOGNIZING THAT IT WILL BE INCREMENTED BEFORE
  251. C CYCLING.
  252. IR = MAX(1, I-1)
  253. C ENDIF
  254. C ENDIF
  255. 49 CONTINUE
  256. C
  257. JFIRST = J
  258. C
  259. C END OF IR-LOOP.
  260. C
  261. 50 CONTINUE
  262. IR = IR + 1
  263. IF (IR .LE. N) GO TO 10
  264. C
  265. C NORMAL RETURN.
  266. C
  267. 5000 CONTINUE
  268. RETURN
  269. C
  270. C ERROR RETURNS.
  271. C
  272. 5001 CONTINUE
  273. C N.LT.2 RETURN.
  274. IERR = -1
  275. CALL XERMSG ('SLATEC', 'PCHFE',
  276. + 'NUMBER OF DATA POINTS LESS THAN TWO', IERR, 1)
  277. RETURN
  278. C
  279. 5002 CONTINUE
  280. C INCFD.LT.1 RETURN.
  281. IERR = -2
  282. CALL XERMSG ('SLATEC', 'PCHFE', 'INCREMENT LESS THAN ONE', IERR,
  283. + 1)
  284. RETURN
  285. C
  286. 5003 CONTINUE
  287. C X-ARRAY NOT STRICTLY INCREASING.
  288. IERR = -3
  289. CALL XERMSG ('SLATEC', 'PCHFE', 'X-ARRAY NOT STRICTLY INCREASING'
  290. + , IERR, 1)
  291. RETURN
  292. C
  293. 5004 CONTINUE
  294. C NE.LT.1 RETURN.
  295. IERR = -4
  296. CALL XERMSG ('SLATEC', 'PCHFE',
  297. + 'NUMBER OF EVALUATION POINTS LESS THAN ONE', IERR, 1)
  298. RETURN
  299. C
  300. 5005 CONTINUE
  301. C ERROR RETURN FROM CHFEV.
  302. C *** THIS CASE SHOULD NEVER OCCUR ***
  303. IERR = -5
  304. CALL XERMSG ('SLATEC', 'PCHFE',
  305. + 'ERROR RETURN FROM CHFEV -- FATAL', IERR, 2)
  306. RETURN
  307. C------------- LAST LINE OF PCHFE FOLLOWS ------------------------------
  308. END