E01RAF (PDF version)
E01 Chapter Contents
E01 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

E01RAF

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

E01RAF produces, from a set of function values and corresponding abscissae, the coefficients of an interpolating rational function expressed in continued fraction form.

2  Specification

SUBROUTINE E01RAF ( N, X, F, M, A, U, IW, IFAIL)
INTEGER  N, M, IW(N), IFAIL
REAL (KIND=nag_wp)  X(N), F(N), A(N), U(N)

3  Description

E01RAF produces the parameters of a rational function Rx which assumes prescribed values fi at prescribed values xi of the independent variable x, for i=1,2,,n. More specifically, E01RAF determines the parameters aj, for j=1,2,,m and uj, for j=1,2,,m-1, in the continued fraction
Rx=a1+Rmx (1)
where
Rix=am-i+ 2x-um-i+ 1 1+Ri- 1x ,   for ​ i=m,m- 1,,2,  
and
R1x=0,  
such that Rxi=fi, for i=1,2,,n. The value of m in (1) is determined by the routine; normally m=n. The values of uj form a reordered subset of the values of xi and their ordering is designed to ensure that a representation of the form (1) is determined whenever one exists.
The subsequent evaluation of (1) for given values of x can be carried out using E01RBF.
The computational method employed in E01RAF is the modification of the Thacher–Tukey algorithm described in Graves–Morris and Hopkins (1981).

4  References

Graves–Morris P R and Hopkins T R (1981) Reliable rational interpolation Numer. Math. 36 111–128

5  Parameters

1:     N – INTEGERInput
On entry: n, the number of data points.
Constraint: N>0.
2:     XN – REAL (KIND=nag_wp) arrayInput
On entry: Xi must be set to the value of the ith data abscissa, xi, for i=1,2,,n.
Constraint: the Xi must be distinct.
3:     FN – REAL (KIND=nag_wp) arrayInput
On entry: Fi must be set to the value of the data ordinate, fi, corresponding to xi, for i=1,2,,n.
4:     M – INTEGEROutput
On exit: m, the number of terms in the continued fraction representation of Rx.
5:     AN – REAL (KIND=nag_wp) arrayOutput
On exit: Aj contains the value of the parameter aj in Rx, for j=1,2,,m. The remaining elements of A, if any, are set to zero.
6:     UN – REAL (KIND=nag_wp) arrayOutput
On exit: Uj contains the value of the parameter uj in Rx, for j=1,2,,m-1. The uj are a permuted subset of the elements of X. The remaining n-m+1 locations contain a permutation of the remaining xi, which can be ignored.
7:     IWN – INTEGER arrayWorkspace
8:     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:
IFAIL=1
On entry,N0.
IFAIL=2
At least one pair of the values Xi are equal (or so nearly so that a subsequent division will inevitably cause overflow).
IFAIL=3
A continued fraction of the required form does not exist.
IFAIL=-99
An unexpected error has been triggered by this routine. Please contact NAG.
See Section 3.8 in the Essential Introduction for further information.
IFAIL=-399
Your licence key may have expired or may not have been installed correctly.
See Section 3.7 in the Essential Introduction for further information.
IFAIL=-999
Dynamic memory allocation failed.
See Section 3.6 in the Essential Introduction for further information.

7  Accuracy

Usually, it is not the accuracy of the coefficients produced by this routine which is of prime interest, but rather the accuracy of the value of Rx that is produced by the associated routine E01RBF when subsequently it evaluates the continued fraction (1) for a given value of x. This final accuracy will depend mainly on the nature of the interpolation being performed. If interpolation of a ‘well-behaved smooth’ function is attempted (and provided the data adequately represents the function), high accuracy will normally ensue, but, if the function is not so ‘smooth’ or extrapolation is being attempted, high accuracy is much less likely. Indeed, in extreme cases, results can be highly inaccurate.
There is no built-in test of accuracy but several courses are open to you to prevent the production or the acceptance of inaccurate results.
1. If the origin of a variable is well outside the range of its data values, the origin should be shifted to correct this; and, if the new data values are still excessively large or small, scaling to make the largest value of the order of unity is recommended. Thus, normalization to the range -1.0 to +1.0 is ideal. This applies particularly to the independent variable; for the dependent variable, the removal of leading figures which are common to all the data values will usually suffice.
2. To check the effect of rounding errors engendered in the routines themselves, E01RAF should be re-entered with x1 interchanged with xi and f1 with fi, i1. This will produce a completely different vector a and a reordered vector u, but any change in the value of Rx subsequently produced by E01RBF will be due solely to rounding error.
3. Even if the data consist of calculated values of a formal mathematical function, it is only in exceptional circumstances that bounds for the interpolation error (the difference between the true value of the function underlying the data and the value which would be produced by the two routines if exact arithmetic were used) can be derived that are sufficiently precise to be of practical use. Consequently, you are recommended to rely on comparison checks: if extra data points are available, the calculation may be repeated with one or more data pairs added or exchanged, or alternatively, one of the original data pairs may be omitted. If the algorithms are being used for extrapolation, the calculations should be performed repeatedly with the 2,3, nearest points until, hopefully, successive values of Rx for the given x agree to the required accuracy.

8  Parallelism and Performance

Not applicable.

9  Further Comments

The time taken by E01RAF is approximately proportional to n2.
The continued fraction (1) when expanded produces a rational function in x, the degree of whose numerator is either equal to or exceeds by unity that of the denominator. Only if this rather special form of interpolatory rational function is needed explicitly, would this routine be used without subsequent entry (or entries) to E01RBF.

10  Example

This example reads in the abscissae and ordinates of 5 data points and prints the parameters aj and uj of a rational function which interpolates them.

10.1  Program Text

Program Text (e01rafe.f90)

10.2  Program Data

Program Data (e01rafe.d)

10.3  Program Results

Program Results (e01rafe.r)


E01RAF (PDF version)
E01 Chapter Contents
E01 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2015