e01 Chapter Contents
e01 Chapter Introduction
NAG Library Manual

# NAG Library Function Documentnag_monotonic_deriv (e01bgc)

## 1  Purpose

nag_monotonic_deriv (e01bgc) evaluates a piecewise cubic Hermite interpolant and its first derivative at a set of points.

## 2  Specification

 #include #include
 void nag_monotonic_deriv (Integer n, const double x[], const double f[], const double d[], Integer m, const double px[], double pf[], double pd[], NagError *fail)

## 3  Description

nag_monotonic_deriv (e01bgc) evaluates a piecewise cubic Hermite interpolant, as computed by the NAG function nag_monotonic_interpolant (e01bec), at the points ${\mathbf{px}}\left[\mathit{i}\right]$, for $\mathit{i}=0,1,\dots ,m-1$. The first derivatives at the points are also computed. If any point lies outside the interval from ${\mathbf{x}}\left[0\right]$ to ${\mathbf{x}}\left[n-1\right]$, values of the interpolant and its derivative are extrapolated from the nearest extreme cubic, and a warning is returned.
If values of the interpolant only, and not of its derivative, are required, nag_monotonic_evaluate (e01bfc) should be used.
The function is derived from routine PCHFD in Fritsch (1982).
Fritsch F N (1982) PCHIP final specifications Report UCID-30194 Lawrence Livermore National Laboratory

## 5  Arguments

1:    $\mathbf{n}$IntegerInput
On entry: n must be unchanged from the previous call of nag_monotonic_interpolant (e01bec).
2:    $\mathbf{x}\left[{\mathbf{n}}\right]$const doubleInput
3:    $\mathbf{f}\left[{\mathbf{n}}\right]$const doubleInput
4:    $\mathbf{d}\left[{\mathbf{n}}\right]$const doubleInput
On entry: x, f and d must be unchanged from the previous call of nag_monotonic_interpolant (e01bec).
5:    $\mathbf{m}$IntegerInput
On entry: $m$, the number of points at which the interpolant is to be evaluated.
Constraint: ${\mathbf{m}}\ge 1$.
6:    $\mathbf{px}\left[{\mathbf{m}}\right]$const doubleInput
On entry: the $m$ values of $x$ at which the interpolant is to be evaluated.
7:    $\mathbf{pf}\left[{\mathbf{m}}\right]$doubleOutput
On exit: ${\mathbf{pf}}\left[i\right]$ contains the value of the interpolant evaluated at the point ${\mathbf{px}}\left[\mathit{i}\right]$, for $\mathit{i}=0,1,\dots ,m-1$.
8:    $\mathbf{pd}\left[{\mathbf{m}}\right]$doubleOutput
On exit: ${\mathbf{pd}}\left[\mathit{i}\right]$ contains the first derivative of the interpolant evaluated at the point ${\mathbf{px}}\left[\mathit{i}\right]$, for $\mathit{i}=0,1,\dots ,m-1$.
9:    $\mathbf{fail}$NagError *Input/Output
The NAG error argument (see Section 2.7 in How to Use the NAG Library and its Documentation).

## 6  Error Indicators and Warnings

NE_INT_ARG_LT
On entry, ${\mathbf{m}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{m}}\ge 1$.
On entry, ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{n}}\ge 2$.
NE_NOT_MONOTONIC
On entry, ${\mathbf{x}}\left[r-1\right]\ge {\mathbf{x}}\left[r\right]$ for $r=〈\mathit{\text{value}}〉$ : ${\mathbf{x}}\left[r-1\right]=〈\mathit{\text{value}}〉$, ${\mathbf{x}}\left[r\right]=〈\mathit{\text{value}}〉$.
The values of ${\mathbf{x}}\left[\mathit{r}\right]$, for $\mathit{r}=0,1,\dots ,n-1$, are not in strictly increasing order.
NW_EXTRAPOLATE
Warning – some points in array px lie outside the range ${\mathbf{x}}\left[0\right]\dots {\mathbf{x}}\left[n-1\right]$. Values at these points are unreliable as they have been computed by extrapolation.

## 7  Accuracy

The computational errors in the arrays pf and pd should be negligible in most practical situations.

## 8  Parallelism and Performance

nag_monotonic_deriv (e01bgc) is not threaded in any implementation.

The time taken by nag_monotonic_deriv (e01bgc) is approximately proportional to the number of evaluation points, $m$. The evaluation will be most efficient if the elements of px are in nondecreasing order (or, more generally, if they are grouped in increasing order of the intervals $\left[{\mathbf{x}}\left[r-1\right],{\mathbf{x}}\left[r\right]\right]$). A single call of nag_monotonic_deriv (e01bgc) with $m>1$ is more efficient than several calls with $m=1$.

## 10  Example

This example program reads in values of n, x, f and d and calls nag_monotonic_deriv (e01bgc) to compute the values of the interpolant and its derivative at equally spaced points.

### 10.1  Program Text

Program Text (e01bgce.c)

### 10.2  Program Data

Program Data (e01bgce.d)

### 10.3  Program Results

Program Results (e01bgce.r)