E02AFF (PDF version)
E02 Chapter Contents
E02 Chapter Introduction
NAG Library Manual

NAG Library Routine Document


Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

E02AFF computes the coefficients of a polynomial, in its Chebyshev series form, which interpolates (passes exactly through) data at a special set of points. Least squares polynomial approximations can also be obtained.

2  Specification

REAL (KIND=nag_wp)  F(NPLUS1), A(NPLUS1)

3  Description

E02AFF computes the coefficients aj, for j=1,2,,n+1, in the Chebyshev series
which interpolates the data fr at the points
x-r=cosr-1π/n ,  r=1,2,,n+1.
Here Tjx- denotes the Chebyshev polynomial of the first kind of degree j with argument x-. The use of these points minimizes the risk of unwanted fluctuations in the polynomial and is recommended when the data abscissae can be chosen by you, e.g., when the data is given as a graph. For further advantages of this choice of points, see Clenshaw (1962).
In terms of your original variables, x say, the values of x at which the data fr are to be provided are
xr=12xmax-xmincosπr-1/n+12xmax+xmin,  r=1,2,,n+1
where xmax and xmin are respectively the upper and lower ends of the range of x over which you wish to interpolate.
Truncation of the resulting series after the term involving ai+1, say, yields a least squares approximation to the data. This approximation, px-, say, is the polynomial of degree i which minimizes
where the residual εr=px-r-fr, for r=1,2,,n+1.
The method employed is based on the application of the three-term recurrence relation due to Clenshaw (1955) for the evaluation of the defining expression for the Chebyshev coefficients (see, for example, Clenshaw (1962)). The modifications to this recurrence relation suggested by Reinsch and Gentleman (see Gentleman (1969)) are used to give greater numerical stability.
For further details of the algorithm and its use see Cox (1974) and Cox and Hayes (1973).
Subsequent evaluation of the computed polynomial, perhaps truncated after an appropriate number of terms, should be carried out using E02AEF.

4  References

Clenshaw C W (1955) A note on the summation of Chebyshev series Math. Tables Aids Comput. 9 118–120
Clenshaw C W (1962) Chebyshev Series for Mathematical Functions Mathematical tables HMSO
Cox M G (1974) A data-fitting package for the non-specialist user Software for Numerical Mathematics (ed D J Evans) Academic Press
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  Parameters

1:     NPLUS1 – INTEGERInput
On entry: the number n+1 of data points (one greater than the degree n of the interpolating polynomial).
Constraint: NPLUS12.
2:     F(NPLUS1) – REAL (KIND=nag_wp) arrayInput
On entry: for r=1,2,,n+1, Fr must contain fr the value of the dependent variable (ordinate) corresponding to the value
of the independent variable (abscissa) x-, or equivalently to the value
of your original variable x. Here xmax and xmin are respectively the upper and lower ends of the range over which you wish to interpolate.
3:     A(NPLUS1) – REAL (KIND=nag_wp) arrayOutput
On exit: Aj is the coefficient aj in the interpolating polynomial, for j=1,2,,n+1.
4:     IFAIL – INTEGERInput/Output
On entry: IFAIL must be set to 0, -1​ or ​1. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value -1​ or ​1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is 0. When the value -1​ or ​1 is used it is essential to test the value of IFAIL on exit.
On exit: IFAIL=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6  Error Indicators and Warnings

If on entry IFAIL=0 or -1, explanatory error messages are output on the current error message unit (as defined by X04AAF).
Errors or warnings detected by the routine:
On entry,NPLUS1<2.

7  Accuracy

The rounding errors committed are such that the computed coefficients are exact for a slightly perturbed set of ordinates fr+δfr. The ratio of the sum of the absolute values of the δfr to the sum of the absolute values of the fr is less than a small multiple of n+1ε, where ε is the machine precision.

8  Further Comments

The time taken is approximately proportional to n+1 2+30.
For choice of degree when using the routine for least squares approximation, see Section 3.2 in the E02 Chapter Introduction.

9  Example

Determine the Chebyshev coefficients of the polynomial which interpolates the data x-r,fr, for r=1,2,,11, where x-r=cosπ×r-1/10 and fr=ex-r. Evaluate, for comparison with the values of fr, the resulting Chebyshev series at x-r, for r=1,2,,11.
The example program supplied is written in a general form that will enable polynomial interpolations of arbitrary data at the cosine points cosπ×r-1/n, for r=1,2,,n+1, to be obtained for any n (=NPLUS1-1). Note that E02AEF is used to evaluate the interpolating polynomial. The program is self-starting in that any number of datasets can be supplied.

9.1  Program Text

Program Text (e02affe.f90)

9.2  Program Data

Program Data (e02affe.d)

9.3  Program Results

Program Results (e02affe.r)

Produced by GNUPLOT 4.4 patchlevel 0 0 0.5 1 1.5 2 2.5 -1 -0.5 0 0.5 1 5e-05 0.0001 0.00015 P(x) |ex-P(x)| (error) x Example Program Interpolating Chebyshev Polynomial Chebyshev polynomial fit |ex-P(x)|

E02AFF (PDF version)
E02 Chapter Contents
E02 Chapter Introduction
NAG Library Manual

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