pchia.f 9.4 KB

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