QDDER
This function evaluates the derivative of a function defined on a set of points using quadratic interpolation.
Function Return Value
QDDER — Value of the IDERIV-th derivative of the quadratic interpolant at X. (Output)
Required Arguments
IDERIV — Order of the derivative. (Input)
X — Coordinate of the point at which the function is to be evaluated. (Input)
XDATA — Array of length NDATA containing the location of the data points. (Input) XDATA must be strictly increasing.
FDATA — Array of length NDATA containing the function values. (Input)
FDATA(I) is the value of the function at XDATA(I).
Optional Arguments
NDATA — Number of data points. (Input)
NDATA must be at least three.
Default: NDATA = size (XDATA,1).
CHECK — Logical variable that is .TRUE. if checking of XDATA is required or .FALSE. if checking is not required. (Input)
Default: CHECK = .TRUE.
FORTRAN 90 Interface
Generic: QDDER(IDERIV, X, XDATA, FDATA [, …])
Specific: The specific interface names are S_QDDER and D_QDDER.
FORTRAN 77 Interface
Single: QDDER(IDERIV, X, NDATA, XDATA, FDATA, CHECK)
Double: The double precision function name is DQDDER.
Description
The function QDDER interpolates a table of values, using quadratic polynomials, returning an approximation to the derivative of the tabulated function. Let (xi, fi) for i = 1, …, n be the tabular data. Given a number x at which an interpolated value is desired, we first find the nearest interior grid point xi. A quadratic interpolant q is then formed using the three points (xi-1, fi-1), (xi, fi), and (xi+1, fi+1). The number returned by QDDER is q(j)(x), where j = IDERIV.
Comments
1. Informational error
|
Type |
Code |
Description |
|
4 |
3 |
The XDATA values must be strictly increasing. |
2. Because quadratic interpolation is used, if the order of the derivative is greater than two, then the returned value is zero.
Example
In this example, the value of sin x and its derivatives are approximated at π/4 by using QDDER on a table of 33 equally spaced values.
USE IMSL_LIBRARIES
IMPLICIT NONE
INTEGER NDATA
PARAMETER (NDATA=33)
!
INTEGER I, IDERIV, NOUT
REAL COS, F, F1, F2, FDATA(NDATA), H, PI,&
QT, SIN, X, XDATA(NDATA)
LOGICAL CHECK
INTRINSIC COS, SIN
! Define function and derivatives
F(X) = SIN(X)
F1(X) = COS(X)
F2(X) = -SIN(X)
! Generate data points
XDATA(1) = 0.0
FDATA(1) = F(XDATA(1))
H = 1.0/32.0
DO 10 I=2, NDATA
XDATA(I) = XDATA(I-1) + H
FDATA(I) = F(XDATA(I))
10 CONTINUE
! Get value of PI and set X
PI = CONST('PI')
X = PI/4.0
! Check XDATA
CHECK = .TRUE.
! Get output unit number
CALL UMACH (2, NOUT)
! Write heading
WRITE (NOUT,99998)
! Evaluate quadratic at PI/4
IDERIV = 0
QT = QDDER(IDERIV,X,XDATA,FDATA, CHECK=CHECK)
WRITE (NOUT,99999) X, IDERIV, F(X), QT, (F(X)-QT)
CHECK = .FALSE.
! Evaluate first derivative at PI/4
IDERIV = 1
QT = QDDER(IDERIV,X,XDATA,FDATA)
WRITE (NOUT,99999) X, IDERIV, F1(X), QT, (F1(X)-QT)
! Evaluate second derivative at PI/4
IDERIV = 2
QT = QDDER(IDERIV,X,XDATA,FDATA, CHECK=CHECK)
WRITE (NOUT,99999) X, IDERIV, F2(X), QT, (F2(X)-QT)
!
99998 FORMAT (33X, 'IDER', /, 15X, 'X', 6X, 'IDER', 6X, 'F (X)',&
5X, 'QDDER', 6X, 'ERROR', //)
99999 FORMAT (7X, F10.3, I8, 3F12.3/)
END
IDER
X IDER F (X) QDDER ERROR
0.785 0 0.707 0.707 0.000
0.785 1 0.707 0.707 0.000
0.785 2 -0.707 -0.704 -0.003
