| chbigr |
|
Table of contents
Procedure
CHBIGR ( Chebyshev expansion integral )
SUBROUTINE CHBIGR ( DEGP, CP, X2S, X, P, ITGRLP )
Abstract
Evaluate an indefinite integral of a Chebyshev expansion at a
specified point X and return the value of the input expansion at
X as well. The constant of integration is selected to make the
integral zero when X equals the abscissa value X2S(1).
Required_Reading
None.
Keywords
CHEBYSHEV
EPHEMERIS
INTEGRAL
MATH
Declarations
IMPLICIT NONE
INTEGER DEGP
DOUBLE PRECISION CP ( * )
DOUBLE PRECISION X2S ( 2 )
DOUBLE PRECISION X
DOUBLE PRECISION P
DOUBLE PRECISION ITGRLP
Brief_I/O
VARIABLE I/O DESCRIPTION
-------- --- --------------------------------------------------
DEGP I Degree of input Chebyshev expansion.
CP I Chebyshev coefficients of input expansion.
X2S I Transformation parameters.
X I Abscissa value of evaluation.
P O Input expansion evaluated at X.
ITGRLP O Integral evaluated at X.
Detailed_Input
DEGP is the degree of the input Chebyshev expansion.
CP is an array containing the coefficients of the input
Chebyshev expansion. The coefficient of the I'th
Chebyshev polynomial is contained in element CP(I+1),
for I = 0 : DEGP.
X2S is an array containing the "transformation parameters"
of the domain of the expansion. Element X2S(1)
contains the midpoint of the interval on which the
input expansion is defined; X2S(2) is one-half of the
length of this interval; this value is called the
interval's "radius."
The input expansion defines a function f(X) on the
interval
[ X2S(1)-X2S(2), X2S(1)+X2S(2) ]
as follows:
Define S = ( X - X2S(1) ) / X2S(2)
DEGP+1
__
\
f(X) = g(S) = / CP(k) T (S)
-- k-1
k=1
X is the abscissa value at which the function defined by
the input expansion and its integral are to be
evaluated. Normally X should lie in the closed
interval
[ X2S(1)-X2S(2), X2S(1)+X2S(2) ]
See the $Restrictions section below.
Detailed_Output
P,
ITGRLP define S and f(X) as above in the description of the
input argument X2S. Then P is f(X), and ITGRLP is
an indefinite integral of f(X), evaluated at X.
The indefinite integral satisfies
d(ITGRLP)/dX = f(X)
and
ITGRLP( X2S(1) ) = 0
Parameters
None.
Exceptions
1) If the input degree is negative, the error
SPICE(INVALDDEGREE) is signaled.
2) If the input interval radius is non-positive, the error
SPICE(INVALIDRADIUS) is signaled.
Files
None.
Particulars
Let
T , n = 0, ...
n
represent the nth Chebyshev polynomial of the first kind:
T (x) = cos( n*arccos(x) )
n
The input coefficients represent the Chebyshev expansion
DEGP+1
__
\
f(X) = g(S) = / CP(k) T (S)
-- k-1
k=1
where
S = ( X - X2S(1) ) / X2S(2)
This routine evaluates and returns the value at X of an
indefinite integral F(X), where
dF(X)/dX = f(X) for all X in
[X2S(1)-X2S(2), X2S(1)+X2S(2)]
F( X2S(1) ) = 0
The value at X of the input expansion
f(X)
is returned as well.
Note that numerical problems may result from applying this
routine to abscissa values outside of the interval defined
by the input parameters X2S(*). See the $Restrictions section.
To evaluate Chebyshev expansions and their derivatives, use the
SPICELIB routines CHBINT or CHBDER.
This routine supports the SPICELIB SPK type 20 and PCK type 20
evaluators SPKE20 and PCKE20.
Examples
The numerical results shown for this example may differ across
platforms. The results depend on the SPICE kernels used as
input, the compiler and supporting libraries, and the machine
specific arithmetic implementation.
1) Let the domain of a polynomial to be evaluated be the
closed interval
[20, 30]
Let the input expansion represent the polynomial
6
f(X) = g(S) = 5*S
where
S = (X - 20)/10
Let F(X) be an indefinite integral of f(X) such that
F(20) = 0
Evaluate
f(30) and F(30)
Example code begins here.
PROGRAM CHBIGR_EX1
IMPLICIT NONE
C
C Local variables
C
DOUBLE PRECISION CP ( 6 )
DOUBLE PRECISION X
DOUBLE PRECISION X2S ( 2 )
DOUBLE PRECISION P
DOUBLE PRECISION ITGRLP
INTEGER DEGP
C
C Let our domain be the interval [10, 30].
C
X2S(1) = 20.D0
X2S(2) = 10.D0
C
C Assign the expansion coefficients.
C
DEGP = 5
CP(1) = 0.D0
CP(2) = 3.75D0
CP(3) = 0.D0
CP(4) = 1.875D0
CP(5) = 0.D0
CP(6) = 0.375D0
C
C Evaluate the function and its integral at X = 30.
C
X = 30.D0
CALL CHBIGR ( DEGP, CP, X2S, X, P, ITGRLP )
C
C We make the change of variables
C
C S(X) = (1/10) * ( X - 20 )
C
C The expansion represents the polynomial
C
C 5
C f(X) = g(S) = 6*S
C
C An indefinite integral of the expansion is
C
C 6
C F(X) = G(S) * dX/dS = 10 * S
C
C where G is defined on the interval [-1, 1]. The result
C should be (due to the change of variables)
C
C (G(1) - G(0) ) * dX/dS
C
C = (F(30) - F(20)) * 10
C
C = 10
C
C The value of the expansion at X should be
C
C f(30) = g(1) = 6
C
WRITE (*,*) 'ITGRLP = ', ITGRLP
WRITE (*,*) 'P = ', P
END
When this program was executed on a Mac/Intel/gfortran/64-bit
platform, the output was:
ITGRLP = 10.000000000000000
P = 6.0000000000000000
Restrictions
1) The value (X-X2S(1)) / X2S(2) normally should lie within the
interval -1:1 inclusive, that is, the closed interval
[-1, 1]. Chebyshev polynomials increase rapidly in magnitude
as a function of distance of abscissa values from this
interval.
In typical SPICE applications, where the input expansion
represents position, velocity, or orientation, abscissa
values that map to points outside of [-1, 1] due to round-off
error will not cause numeric exceptions.
2) No checks for floating point overflow are performed.
3) Significant accumulated round-off error can occur for input
expansions of excessively high degree. This routine imposes
no limits on the degree of the input expansion; users must
verify that the requested computation provides appropriate
accuracy.
Literature_References
[1] W. Press, B. Flannery, S. Teukolsky and W. Vetterling,
"Numerical Recipes -- The Art of Scientific Computing,"
chapter 5.4, "Recurrence Relations and Clenshaw's Recurrence
Formula," p 161, Cambridge University Press, 1986.
[2] "Chebyshev polynomials," Wikipedia, The Free Encyclopedia.
Retrieved 01:23, November 23, 2013, from
http://en.wikipedia.org/w/index.php?title=
Chebyshev_polynomials&oldid=574881046
Author_and_Institution
N.J. Bachman (JPL)
J. Diaz del Rio (ODC Space)
Version
SPICELIB Version 1.0.1, 12-AUG-2021 (JDR)
Edited the header to comply with NAIF standard.
Corrected error in $Detailed_Input description of CP.
Fixed range of Chebyshev coefficients of input expansion in
the description of argument CP in $Detailed_Input.
SPICELIB Version 1.0.0, 03-DEC-2013 (NJB)
|
Fri Dec 31 18:36:01 2021