E02BCF (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

E02BCF evaluates a cubic spline and its first three derivatives from its B-spline representation.

2  Specification

REAL (KIND=nag_wp)  LAMDA(NCAP7), C(NCAP7), X, S(4)

3  Description

E02BCF evaluates the cubic spline sx and its first three derivatives at a prescribed argument x. It is assumed that sx is represented in terms of its B-spline coefficients ci, for i=1,2,,n-+3 and (augmented) ordered knot set λi, for i=1,2,,n-+7, (see E02BAF), i.e.,
sx = i=1q ci Nix .
Here q=n-+3, n- is the number of intervals of the spline and Nix denotes the normalized B-spline of degree 3 (order 4) defined upon the knots λi,λi+1,,λi+4. The prescribed argument x must satisfy
λ4 x λ n-+4 .
At a simple knot λi (i.e., one satisfying λi-1<λi<λi+1), the third derivative of the spline is in general discontinuous. At a multiple knot (i.e., two or more knots with the same value), lower derivatives, and even the spline itself, may be discontinuous. Specifically, at a point x=u where (exactly) r knots coincide (such a point is termed a knot of multiplicity r), the values of the derivatives of order 4-j, for j=1,2,,r, are in general discontinuous. (Here 1r4; r>4 is not meaningful.) You must specify whether the value at such a point is required to be the left- or right-hand derivative.
The method employed is based upon:
(i) carrying out a binary search for the knot interval containing the argument x (see Cox (1978)),
(ii) evaluating the nonzero B-splines of orders 1, 2, 3 and 4 by recurrence (see Cox (1972) and Cox (1978)),
(iii) computing all derivatives of the B-splines of order 4 by applying a second recurrence to these computed B-spline values (see de Boor (1972)),
(iv) multiplying the fourth-order B-spline values and their derivative by the appropriate B-spline coefficients, and summing, to yield the values of sx and its derivatives.
E02BCF can be used to compute the values and derivatives of cubic spline fits and interpolants produced by E02BAF.
If only values and not derivatives are required, E02BBF may be used instead of E02BCF, which takes about 50% longer than E02BBF.

4  References

Cox M G (1972) The numerical evaluation of B-splines J. Inst. Math. Appl. 10 134–149
Cox M G (1978) The numerical evaluation of a spline from its B-spline representation J. Inst. Math. Appl. 21 135–143
de Boor C (1972) On calculating with B-splines J. Approx. Theory 6 50–62

5  Parameters

1:     NCAP7 – INTEGERInput
On entry: n-+7, where n- is the number of intervals of the spline (which is one greater than the number of interior knots, i.e., the knots strictly within the range λ4 to λn-+4 over which the spline is defined).
Constraint: NCAP78.
2:     LAMDA(NCAP7) – REAL (KIND=nag_wp) arrayInput
On entry: LAMDAj must be set to the value of the jth member of the complete set of knots, λj, for j=1,2,,n-+7.
Constraint: the LAMDAj must be in nondecreasing order with LAMDANCAP7-3>LAMDA4.
3:     C(NCAP7) – REAL (KIND=nag_wp) arrayInput
On entry: the coefficient ci of the B-spline Nix, for i=1,2,,n-+3. The remaining elements of the array are not referenced.
4:     X – REAL (KIND=nag_wp)Input
On entry: the argument x at which the cubic spline and its derivatives are to be evaluated.
Constraint: LAMDA4XLAMDANCAP7-3.
5:     LEFT – INTEGERInput
On entry: specifies whether left- or right-hand values of the spline and its derivatives are to be computed (see Section 3). Left- or right-hand values are formed according to whether LEFT is equal or not equal to 1.
If x does not coincide with a knot, the value of LEFT is immaterial.
If x=LAMDA4, right-hand values are computed.
If x=LAMDANCAP7-3, left-hand values are formed, regardless of the value of LEFT.
6:     S(4) – REAL (KIND=nag_wp) arrayOutput
On exit: Sj contains the value of the j-1th derivative of the spline at the argument x, for j=1,2,3,4. Note that S1 contains the value of the spline.
7:     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:
NCAP7<8, i.e., the number of intervals is not positive.
Either LAMDA4LAMDANCAP7-3, i.e., the range over which sx is defined is null or negative in length, or X is an invalid argument, i.e., X<LAMDA4 or X>LAMDANCAP7-3.

7  Accuracy

The computed value of sx has negligible error in most practical situations. Specifically, this value has an absolute error bounded in modulus by 18×cmax×machine precision, where cmax is the largest in modulus of cj,cj+1,cj+2 and cj+3, and j is an integer such that λj+3xλj+4. If cj,cj+1,cj+2 and cj+3 are all of the same sign, then the computed value of sx has relative error bounded by 20×machine precision. For full details see Cox (1978).
No complete error analysis is available for the computation of the derivatives of sx. However, for most practical purposes the absolute errors in the computed derivatives should be small.

8  Further Comments

The time taken is approximately linear in logn-+7.
Note:  the routine does not test all the conditions on the knots given in the description of LAMDA in Section 5, since to do this would result in a computation time approximately linear in n-+7 instead of logn-+7. All the conditions are tested in E02BAF, however.

9  Example

Compute, at the 7 arguments x=0, 1, 2, 3, 4, 5, 6, the left- and right-hand values and first 3 derivatives of the cubic spline defined over the interval 0x6 having the 6 interior knots x=1, 3, 3, 3, 4, 4, the 8 additional knots 0, 0, 0, 0, 6, 6, 6, 6, and the 10 B-spline coefficients 10, 12, 13, 15, 22, 26, 24, 18, 14, 12.
The input data items (using the notation of Section 5) comprise the following values in the order indicated:
n- m
LAMDAj, for j=1,2,,NCAP7
Cj, for j=1,2,,NCAP7-4
Xi, for i=1,2,,m
This example program is written in a general form that will enable the values and derivatives of a cubic spline having an arbitrary number of knots to be evaluated at a set of arbitrary points. Any number of datasets may be supplied. The only changes required to the program relate to the dimensions of the arrays LAMDA and C.

9.1  Program Text

Program Text (e02bcfe.f90)

9.2  Program Data

Program Data (e02bcfe.d)

9.3  Program Results

Program Results (e02bcfe.r)

E02BCF (PDF version)
E02 Chapter Contents
E02 Chapter Introduction
NAG Library Manual

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