NAG Library Function Document
nag_monotonic_interpolant (e01bec) computes a monotonicity-preserving piecewise cubic Hermite interpolant to a set of data points.
||nag_monotonic_interpolant (Integer n,
const double x,
const double f,
nag_monotonic_interpolant (e01bec) estimates first derivatives at the set of data points
, which determine a piecewise cubic Hermite interpolant to the data, that preserves monotonicity over ranges where the data points are monotonic. If the data points are only piecewise monotonic, the interpolant will have an extremum at each point where monotonicity switches direction. The estimates of the derivatives are computed by a formula due to Brodlie, which is described in Fritsch and Butland (1984)
, with suitable changes at the boundary points.
The algorithm is derived from routine PCHIM in Fritsch (1982)
Values of the computed interpolant can subsequently be computed by calling nag_monotonic_evaluate (e01bfc)
Fritsch F N (1982) PCHIP final specifications Report UCID-30194 Lawrence Livermore National Laboratory
Fritsch F N and Butland J (1984) A method for constructing local monotone piecewise cubic interpolants SIAM J. Sci. Statist. Comput. 5 300–304
n – IntegerInput
On entry: , the number of data points.
x[n] – const doubleInput
On entry: must be set to , the th value of the independent variable (abscissa), for .
f[n] – const doubleInput
On entry: must be set to , the th value of the dependent variable (ordinate), for .
d[n] – doubleOutput
On exit: estimates of derivatives at the data points. contains the derivative at .
fail – NagError *Input/Output
The NAG error argument (see Section 3.6
in the Essential Introduction).
6 Error Indicators and Warnings
On entry, .
On entry, for : , .
The values of , for , are not in strictly increasing order.
The computational errors in the array d
should be negligible in most practical situations.
The time taken by nag_monotonic_interpolant (e01bec) is approximately proportional to .
The values of the computed interpolant at the points
, may be obtained in the real array pf
, of length at least
, by the call:
e01bfc (n, x, f, d, m, px, pf, &fail)
are the input arguments to nag_monotonic_interpolant (e01bec) and d
is the output argument from nag_monotonic_interpolant (e01bec).
This example program reads in a set of data points, calls nag_monotonic_interpolant (e01bec) to compute a piecewise monotonic interpolant, and then calls nag_monotonic_evaluate (e01bfc)
to evaluate the interpolant at equally spaced points.
9.1 Program Text
Program Text (e01bece.c)
9.2 Program Data
Program Data (e01bece.d)
9.3 Program Results
Program Results (e01bece.r)