nag_1d_cheb_eval2 (e02akc) (PDF version)
e02 Chapter Contents
e02 Chapter Introduction
NAG C Library Manual

NAG Library Function Document

nag_1d_cheb_eval2 (e02akc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_1d_cheb_eval2 (e02akc) evaluates a polynomial from its Chebyshev series representation, allowing an arbitrary index increment for accessing the array of coefficients.

2  Specification

#include <nag.h>
#include <nage02.h>
void  nag_1d_cheb_eval2 (Integer n, double xmin, double xmax, const double a[], Integer ia1, double x, double *result, NagError *fail)

3  Description

If supplied with the coefficients ai, for i=0,1,,n, of a polynomial px- of degree n, where
px-=12a0+a1T1x-++anTnx-,
nag_1d_cheb_eval2 (e02akc) returns the value of px- at a user-specified value of the variable x. Here Tjx- denotes the Chebyshev polynomial of the first kind of degree j with argument x-. It is assumed that the independent variable x- in the interval -1,+1 was obtained from your original variable x in the interval xmin,xmax by the linear transformation
x-=2x-xmax+xmin xmax-xmin .
The coefficients ai may be supplied in the array a, with any increment between the indices of array elements which contain successive coefficients. This enables the function to be used in surface fitting and other applications, in which the array might have two or more dimensions.
The method employed is based on the three-term recurrence relation due to Clenshaw (see Clenshaw (1955)), with modifications due to Reinsch and Gentleman (see Gentleman (1969)). For further details of the algorithm and its use see Cox (1973) and Cox and Hayes (1973).

4  References

Clenshaw C W (1955) A note on the summation of Chebyshev series Math. Tables Aids Comput. 9 118–120
Cox M G (1973) A data-fitting package for the non-specialist user NPL Report NAC 40 National Physical Laboratory
Cox M G and Hayes J G (1973) Curve fitting: a guide and suite of algorithms for the non-specialist user NPL Report NAC26 National Physical Laboratory
Gentleman W M (1969) An error analysis of Goertzel's (Watt's) method for computing Fourier coefficients Comput. J. 12 160–165

5  Arguments

1:     nIntegerInput
On entry: n, the degree of the given polynomial px-.
Constraint: n0.
2:     xmindoubleInput
3:     xmaxdoubleInput
On entry: the lower and upper end points respectively of the interval xmin,xmax. The Chebyshev series representation is in terms of the normalized variable x-, where
x-=2x-xmax+xmin xmax-xmin .
Constraint: xmin<xmax.
4:     a[dim]const doubleInput
Note: the dimension, dim, of the array a must be at least n+1-1×ia1+1.
On entry: the Chebyshev coefficients of the polynomial px-. Specifically, element i×ia1 must contain the coefficient ai, for i=0,1,,n. Only these n+1 elements will be accessed.
5:     ia1IntegerInput
On entry: the index increment of a. Most frequently, the Chebyshev coefficients are stored in adjacent elements of a, and ia1 must be set to 1. However, if, for example, they are stored in a[0],a[3],a[6],, then the value of ia1 must be 3.
Constraint: ia11.
6:     xdoubleInput
On entry: the argument x at which the polynomial is to be evaluated.
Constraint: xminxxmax.
7:     resultdouble *Output
On exit: the value of the polynomial px-.
8:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, ia1=value.
Constraint: ia11.
On entry, n=value.
Constraint: n0.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
NE_REAL_2
On entry, xmax=value and xmin=value.
Constraint: xmax>xmin.
NE_REAL_3
On entry, x does not lie in xmin,xmax: x=value, xmin=value and xmax=value.

7  Accuracy

The rounding errors are such that the computed value of the polynomial is exact for a slightly perturbed set of coefficients ai+δai. The ratio of the sum of the absolute values of the δai to the sum of the absolute values of the ai is less than a small multiple of n+1×machine precision.

8  Further Comments

The time taken is approximately proportional to n+1.

9  Example

Suppose a polynomial has been computed in Chebyshev series form to fit data over the interval -0.5,2.5. The following program evaluates the polynomial at 4 equally spaced points over the interval. (For the purposes of this example, xmin, xmax and the Chebyshev coefficients are supplied . Normally a program would first read in or generate data and compute the fitted polynomial.)

9.1  Program Text

Program Text (e02akce.c)

9.2  Program Data

None.

9.3  Program Results

Program Results (e02akce.r)

Produced by GNUPLOT 4.4 patchlevel 0 0 0.5 1 1.5 2 2.5 3 -0.5 0 0.5 1 1.5 2 2.5 P(x) x Example Program Evaluation of Chebyshev Representation of Polynomial

nag_1d_cheb_eval2 (e02akc) (PDF version)
e02 Chapter Contents
e02 Chapter Introduction
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012