SUBROUTINE PCHDOC C***BEGIN PROLOGUE PCHDOC C***DATE WRITTEN 811106 (YYMMDD) C***REVISION DATE 861211 (YYMMDD) C***CATEGORY NO. E1B,Z C***KEYWORDS LIBRARY=SLATEC(PCHIP),TYPE=ALL(PCHDOC-A), C CUBIC HERMITE INTERPOLATION,DOCUMENTATION, C MONOTONE INTERPOLATION,PIECEWISE CUBIC INTERPOLATION C***AUTHOR FRITSCH, F. N., (LLNL) C MATHEMATICS AND STATISTICS DIVISION C LAWRENCE LIVERMORE NATIONAL LABORATORY C P.O. BOX 808 (L-316) C LIVERMORE, CA 94550 C FTS 532-4275, (415) 422-4275 C***PURPOSE PCHIP is a Fortran package for piecewise cubic Hermite C interpolation of data. It features software to produce a C monotone and "visually pleasing" interpolant to monotone C data. C***DESCRIPTION C C PCHIP: Piecewise Cubic Hermite Interpolation Package C C This document contains the specifications for PCHIP, a new C Fortran package for piecewise cubic Hermite interpolation of data. C It features software to produce a monotone and "visually pleasing" C interpolant to monotone data. As is demonstrated in Reference 1, C such an interpolant may be more reasonable than a cubic spline if C the data contains both "steep" and "flat" sections. Interpola- C tion of cumulative probability distribution functions is another C application. (See References 1-3 for examples.) C C C All piecewise cubic functions in PCHIP are represented in C cubic Hermite form; that is, F(X) is determined by its values C F(I) and derivatives D(I) at the breakpoints X(I), I=1(1)N. C C The double precision equivalents of the PCHIP routines are C obtained from the single precision names by prefixing the C single precision names with a D. For example, the double C precision equivalent of PCHIM is DPCHIM. C C The contents of the package are as follows: C C 1. Determine Derivative Values. C C PCHIM -- Piecewise Cubic Hermite Interpolation to Monotone C data. C Used if the data are monotonic or if the user wants C to guarantee that the interpolant stays within the C limits of the data. (See Reference 2.) C C PCHIC -- Piecewise Cubic Hermite Interpolation Coefficients. C Used if neither of the above conditions holds, or if C the user wishes control over boundary derivatives. C Will generally reproduce monotonicity on subintervals C over which the data are monotonic. C C PCHSP -- Piecewise Cubic Hermite Spline. C Produces a cubic spline interpolator in cubic Hermite C form. Provided primarily for easy comparison of the C spline with other piecewise cubic interpolants. (A C modified version of de Boor'S CUBSPL, Reference 4.) C C 2. Evaluate, Differentiate, or Integrate Resulting PCH Function. C C NOTE: If derivative values are available from some other C source, these routines can be used without calling C any of the previous routines. C C CHFEV -- Cubic Hermite Function EValuator. C Evaluates a single cubic Hermite function at an array C of points. Used when the interval is known, as in C graphing applications. Called by PCHFE. C C PCHFE -- Piecewise Cubic Hermite Function Evaluator. C Used when the interval is unknown or the evaluation C array spans more than one data interval. C C CHFDV -- Cubic Hermite Function and Derivative Evaluator. C Evaluates a single cubic Hermite function and its C first derivative at an array of points. Used when C the interval is known, as in graphing applications. C Called by PCHFD. C C PCHFD -- Piecewise Cubic Hermite Function and Derivative C Evaluator. C Used when the interval is unknown or the evaluation C array spans more than one data interval. C C PCHID -- Piecewise Cubic Hermite Integrator, Data Limits. C Computes the definite integral of a piecewise cubic C Hermite function when the integration limits are data C points. C C PCHIA -- Piecewise Cubic Hermite Integrator, Arbitrary Limits. C Computes the definite integral of a piecewise cubic C Hermite function over an arbitrary finite interval. C C 3. Check for monotonicity. C C PCHMC -- Piecewise Cubic Hermite Monotonicity Checker. C C 4. Internal routines. C C CHFIV -- Cubic Hermite Function Integral Evaluator. C (Real function called by PCHIA.) C C CHFMC -- Cubic Hermite Function Monotonicity Checker. C (Integer function called by PCHMC.) C C PCHCE -- PCHIC End Derivative Setter. C (Called by PCHIC.) C C PCHCI -- PCHIC Initial Derivative Setter. C (Called by PCHIC.) C C PCHCS -- PCHIC Monotonicity Switch Derivative Setter. C (Called by PCHIC.) C C PCHDF -- PCHIP Finite Difference Formula. C (Real function called by PCHCE and PCHSP.) C C PCHST -- PCHIP Sign Testing Routine. C (Real function called by various PCHIP routines.) C C PCHSW -- PCHCS Switch Excursion Adjuster. C (Called by PCHCS.) C C The calling sequences for these routines are described in the C prologues of the respective routines. C C C To facilitate two-dimensional applications, the representation C of a PCH function throughout the package includes INCFD, the in- C crement between successive elements in the F- and D-arrays. For C "normal" usage INCFD=1, and F and D are one-dimensional arrays. C one would call PCHxx (where "xx" is "IM", "IC", or "SP") with C C N, X, F, D, 1 . C C Suppose, however, that one has data on a rectangular mesh, C C F2D(I,J) = value at (X(I), Y(J)), I=1(1)NX, C J=1(1)NY. C Assume the following dimensions: C C REAL X(NXMAX), Y(NYMAX) C REAL F2D(NXMAX,NYMAX), FX(NXMAX,NYMAX), FY(NXMAX,NYMAX) C C where 2.LE.NX.LE.NXMAX AND 2.LE.NY.LE.NYMAX . To interpolate C in X along the line Y = Y(J), call PCHxx with C C NX, X, F2D(1,J), FX(1,J), 1 . C C To interpolate along the line X = X(I), call PCHxx with C C NY, Y, F2D(I,1), FY(I,1), MXMAX . C C (This example assumes the usual columnwise storage of 2-D arrays C in Fortran.) C C C C References C C C [1] F.N.Fritsch and R.E.Carlson, "Monotone Piecewise Cubic Inter- C polation," SIAM J. Numer. Anal. 17, 2 (April 1980), 238-246. C C [2] F.N.Fritsch and J.Butland, "A Method for Constructing Local C Monotone Piecewise Cubic Interpolants," SIAM J. Sci. Stat. C Comput. 5,2 (June 1984), 300-304. C C [3] F.N.Fritsch, "Piecewise Cubic Hermite Interpolation Package," C LLNL report UCRL-87285 (July 1982). [Poster presented at the C SIAM 30th Anniversary Meeting, 19-23 July 1982.] C C [4] Carl de Boor, A Practical Guide to Splines, Springer-Verlag C (New York, 1978). [esp. Chapter IV, pp. 49-62.] C***REFERENCES 1. F.N.FRITSCH AND R.E.CARLSON, 'MONOTONE PIECEWISE C CUBIC INTERPOLATION,' SIAM J.NUMER.ANAL. 17, 2 (APRIL C 1980), 238-246. C 2. F.N.FRITSCH AND J.BUTLAND, 'A METHOD FOR CONSTRUCTING C LOCAL MONOTONE PIECEWISE CUBIC INTERPOLANTS,' SIAM C J.SCI.STAT.COMPUT.5,2 (JUNE 1984), 300-304. C PREPRINT UCRL-87559 (APRIL 1982). C 3. CARL DE BOOR, A PRACTICAL GUIDE TO SPLINES, SPRINGER- C VERLAG (NEW YORK, 1978). (ESP. CHAPTER IV, PP.49-62.) C***ROUTINES CALLED (NONE) C***END PROLOGUE PCHDOC