E01TLF (PDF version)
E01 Chapter Contents
E01 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

E01TLF

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

E01TLF evaluates the four-dimensional interpolating function generated by E01TKF and its first partial derivatives.

2  Specification

SUBROUTINE E01TLF ( M, X, F, IQ, RQ, N, XE, Q, QX, IFAIL)
INTEGER  M, IQ(2*M+1), N, IFAIL
REAL (KIND=nag_wp)  X(4,M), F(M), RQ(15*M+9), XE(4,N), Q(N), QX(4,N)

3  Description

E01TLF takes as input the interpolant Q x , x4 of a set of scattered data points xr,fr , for r=1,2,,m, as computed by E01TKF, and evaluates the interpolant and its first partial derivatives at the set of points xi , for i=1,2,,n.
E01TLF must only be called after a call to E01TKF.
E01TLF is derived from the new implementation of QS3GRD described by Renka (1988). It uses the modification for high-dimensional interpolation described by Berry and Minser (1999).

4  References

Berry M W, Minser K S (1999) Algorithm 798: high-dimensional interpolation using the modified Shepard method ACM Trans. Math. Software 25 353–366
Renka R J (1988) Algorithm 661: QSHEP3D: Quadratic Shepard method for trivariate interpolation of scattered data ACM Trans. Math. Software 14 151–152

5  Parameters

1:     M – INTEGERInput
On entry: must be the same value supplied for parameter M in the preceding call to E01TKF.
Constraint: M16.
2:     X4M – REAL (KIND=nag_wp) arrayInput
Note: the coordinates of xr are stored in X1r X4r .
On entry: must be the same array supplied as parameter X in the preceding call to E01TKF. It must remain unchanged between calls.
3:     FM – REAL (KIND=nag_wp) arrayInput
On entry: must be the same array supplied as parameter F in the preceding call to E01TKF. It must remain unchanged between calls.
4:     IQ2×M+1 – INTEGER arrayInput
On entry: must be the same array returned as parameter IQ in the preceding call to E01TKF. It must remain unchanged between calls.
5:     RQ15×M+9 – REAL (KIND=nag_wp) arrayInput
On entry: must be the same array returned as parameter RQ in the preceding call to E01TKF. It must remain unchanged between calls.
6:     N – INTEGERInput
On entry: n, the number of evaluation points.
Constraint: N1.
7:     XE4N – REAL (KIND=nag_wp) arrayInput
On entry: XE1:4i must be set to the evaluation point xi , for i=1,2,,n.
8:     QN – REAL (KIND=nag_wp) arrayOutput
On exit: Qi contains the value of the interpolant, at xi, for i=1,2,,n. If any of these evaluation points lie outside the region of definition of the interpolant the corresponding entries in Q are set to the largest machine representable number (see X02ALF), and E01TLF returns with IFAIL=3.
9:     QX4N – REAL (KIND=nag_wp) arrayOutput
On exit: QXji contains the value of the partial derivatives with respect to xj of the interpolant Q x  at xi, for i=1,2,,n, and for each of the four partial derivatives j=1,2,3,4. If any of these evaluation points lie outside the region of definition of the interpolant, the corresponding entries in QX are set to the largest machine representable number (see X02ALF), and E01TLF returns with IFAIL=3.
10:   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, M=value.
Constraint: M16.
On entry, N=value.
Constraint: N1.
IFAIL=2
On entry, values in IQ appear to be invalid. Check that IQ has not been corrupted between calls to E01TKF and E01TLF.
On entry, values in RQ appear to be invalid. Check that RQ has not been corrupted between calls to E01TKF and E01TLF.
IFAIL=3
On entry, at least one evaluation point lies outside the region of definition of the interpolant. At all such points the corresponding values in Q and QX have been set to X02ALF: X02ALF=value.
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

Computational errors should be negligible in most practical situations.

8  Parallelism and Performance

E01TLF is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9  Further Comments

The time taken for a call to E01TLF will depend in general on the distribution of the data points. If the data points are approximately uniformly distributed, then the time taken should be only On. At worst Omn time will be required.

10  Example

This program evaluates the function
f x = 1.25 + cos5.4x4 cos6x1 cos6x2 6 + 6 3 x3 - 1 2  
at a set of 30 randomly generated data points and calls E01TKF to construct an interpolating function Q x . It then calls E01TLF to evaluate the interpolant at a set of random points.
To reduce the time taken by this example, the number of data points is limited to 30. Increasing this value improves the interpolation accuracy at the expense of more time.
See also Section 10 in E01TKF.

10.1  Program Text

Program Text (e01tlfe.f90)

10.2  Program Data

Program Data (e01tlfe.d)

10.3  Program Results

Program Results (e01tlfe.r)


E01TLF (PDF version)
E01 Chapter Contents
E01 Chapter Introduction
NAG Library Manual

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