Fritsch F N (1982) PCHIP final specifications Report UCID-30194 Lawrence Livermore National Laboratory
1: – IntegerInput
On entry: n must be unchanged from the previous call of e01bec.
2: – const doubleInput
3: – const doubleInput
4: – const doubleInput
On entry: x, f and d must be unchanged from the previous call of e01bec.
5: – doubleInput
6: – doubleInput
On entry: the interval over which integration is to be performed.
7: – double *Output
On exit: the value of the definite integral of the interpolant over the interval .
8: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
On entry, .
On entry, for : , .
The values of , for , are not in strictly increasing order.
On entry, limits a, b must not be outside interval , , , , . Extrapolation was performed to compute the integral. The value returned is, therefore, unreliable.
The computational error in the value returned for integral should be negligible in most practical situations.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
e01bhc is not threaded in any implementation.
The time taken by e01bhc is approximately proportional to the number of data points included within the interval .
This example program reads in values of n, x, f and d. It then reads in pairs of values for a and b, and evaluates the definite integral of the interpolant over the interval until end-of-file is reached.