| lgresp |
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Table of contents
Procedure
LGRESP ( Lagrange interpolation on equally spaced points )
DOUBLE PRECISION FUNCTION LGRESP ( N, FIRST, STEP,
. YVALS, WORK, X )
Abstract
Evaluate a Lagrange interpolating polynomial for a specified
set of coordinate pairs whose first components are equally
spaced, at a specified abscissa value.
Required_Reading
None.
Keywords
INTERPOLATION
POLYNOMIAL
Declarations
IMPLICIT NONE
INTEGER N
DOUBLE PRECISION FIRST
DOUBLE PRECISION STEP
DOUBLE PRECISION YVALS ( * )
DOUBLE PRECISION WORK ( * )
DOUBLE PRECISION X
Brief_I/O
VARIABLE I/O DESCRIPTION
-------- --- --------------------------------------------------
N I Number of points defining the polynomial.
FIRST I First abscissa value.
STEP I Step size.
YVALS I Ordinate values.
WORK I-O Work space array.
X I Point at which to interpolate the polynomial.
The function returns the value at X of the unique polynomial of
degree N-1 that fits the points in the plane defined by FIRST,
STEP, and YVALS.
Detailed_Input
N is the number of points defining the polynomial. The
array YVALS contains N elements.
FIRST,
STEP are, respectively, a starting abscissa value and a
step size that define the set of abscissa values
at which a Lagrange interpolating polynomial is to
be defined. The set of abscissa values is
FIRST + I * STEP, I = 0, ..., N-1
STEP must be non-zero.
YVALS is an array of ordinate values that, together with
the abscissa values defined by FIRST and STEP,
define N ordered pairs belonging to the graph of
a function. The set of points
( FIRST + (I-1)*STEP, YVALS(I) )
where I ranges from 1 to N, define the Lagrange
polynomial used for interpolation.
WORK is a work space array of the same dimension as YVALS.
It is used by this routine as a scratch area to hold
intermediate results.
X is the abscissa value at which the interpolating
polynomial is to be evaluated.
Detailed_Output
The function returns the value at X of the unique polynomial of
degree N-1 that fits the points in the plane defined by FIRST,
STEP, and YVALS.
Parameters
None.
Exceptions
1) If STEP is zero, the error SPICE(INVALIDSTEPSIZE) is
signaled. The function will return the value 0.D0.
2) If N is less than 1, the error SPICE(INVALIDSIZE) is
signaled. The function will return the value 0.D0.
3) This routine does not attempt to ward off or diagnose
arithmetic overflows.
Files
None.
Particulars
Given a set of N distinct abscissa values and corresponding
ordinate values, there is a unique polynomial of degree N-1,
often called the "Lagrange polynomial", that fits the graph
defined by these values. The Lagrange polynomial can be used to
interpolate the value of a function at a specified point, given a
discrete set of values of the function.
Users of this routine must choose the number of points to use
in their interpolation method. The authors of Reference [1] have
this to say on the topic:
Unless there is solid evidence that the interpolating function
is close in form to the true function F, it is a good idea to
be cautious about high-order interpolation. We
enthusiastically endorse interpolations with 3 or 4 points, we
are perhaps tolerant of 5 or 6; but we rarely go higher than
that unless there is quite rigorous monitoring of estimated
errors.
The same authors offer this warning on the use of the
interpolating function for extrapolation:
...the dangers of extrapolation cannot be overemphasized:
An interpolating function, which is perforce an extrapolating
function, will typically go berserk when the argument X is
outside the range of tabulated values by more than the typical
spacing of tabulated points.
For Lagrange interpolation on unequally spaced abscissa values,
see the SPICELIB routine LGRINT.
Examples
The numerical results shown for these examples 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) Fit a cubic polynomial through the points
( -1, -2 )
( 1, -8 )
( 3, 26 )
( 5, 148 )
and evaluate this polynomial at x = 2.
The returned value of LGRESP should be 1.D0, since the
unique cubic polynomial that fits these points is
3 2
F(X) = X + 2*X - 4*X - 7
Example code begins here.
PROGRAM LGRESP_EX1
IMPLICIT NONE
DOUBLE PRECISION LGRESP
DOUBLE PRECISION ANSWER
DOUBLE PRECISION FIRST
DOUBLE PRECISION STEP
DOUBLE PRECISION YVALS (4)
DOUBLE PRECISION WORK (4)
INTEGER N
N = 4
FIRST = -1.D0
STEP = 2.D0
YVALS(1) = -2.D0
YVALS(2) = -8.D0
YVALS(3) = 26.D0
YVALS(4) = 148.D0
ANSWER = LGRESP ( N, FIRST, STEP,
. YVALS, WORK, 2.D0 )
WRITE (*,*) 'ANSWER = ', ANSWER
END
When this program was executed on a Mac/Intel/gfortran/64-bit
platform, the output was:
ANSWER = 1.0000000000000000
2) Solve the same problem using a negative step. In order to
find the solution, set the elements of YVALS in reverse order.
The returned value of LGRESP would still be 1.D0.
Example code begins here.
PROGRAM LGRESP_EX2
IMPLICIT NONE
DOUBLE PRECISION LGRESP
DOUBLE PRECISION ANSWER
DOUBLE PRECISION FIRST
DOUBLE PRECISION STEP
DOUBLE PRECISION YVALS (4)
DOUBLE PRECISION WORK (4)
INTEGER N
N = 4
FIRST = 5.D0
STEP = -2.D0
YVALS(1) = 148.D0
YVALS(2) = 26.D0
YVALS(3) = -8.D0
YVALS(4) = -2.D0
ANSWER = LGRESP ( N, FIRST, STEP,
. YVALS, WORK, 2.D0 )
WRITE (*,*) 'ANSWER = ', ANSWER
END
When this program was executed on a Mac/Intel/gfortran/64-bit
platform, the output was:
ANSWER = 1.0000000000000000
Restrictions
None.
Literature_References
[1] W. Press, B. Flannery, S. Teukolsky and W. Vetterling,
"Numerical Recipes -- The Art of Scientific Computing,"
chapters 3.0 and 3.1, Cambridge University Press, 1986.
Author_and_Institution
N.J. Bachman (JPL)
J. Diaz del Rio (ODC Space)
Version
SPICELIB Version 1.1.0, 19-FEB-2021 (JDR)
Added IMPLICIT NONE statement.
Update "N" and "WORK" detailed descriptions to remove
references to nonexistent arguments.
Updated the header to comply with NAIF standard.
Added IMPLICIT NONE to code example. Added second example
providing code to solve the problem of example #1 using a
negative step.
SPICELIB Version 1.0.1, 10-JAN-2014 (NJB)
Updated description of the workspace array: now the array WORK
is not described as being allowed to coincide with the input
YVALS. Such overlap would be a violation of the ANSI Fortran
77 standard. Corrected several spelling errors in header
documentation.
SPICELIB Version 1.0.0, 14-AUG-1993 (NJB)
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Fri Dec 31 18:36:30 2021