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Table of contents
Procedure
LGRINT ( Lagrange polynomial interpolation )
DOUBLE PRECISION FUNCTION LGRINT ( N, XVALS, YVALS, WORK, X )
Abstract
Evaluate a Lagrange interpolating polynomial for a specified
set of coordinate pairs, at a specified abscissa value.
Required_Reading
None.
Keywords
INTERPOLATION
POLYNOMIAL
Declarations
IMPLICIT NONE
INTEGER N
DOUBLE PRECISION XVALS ( * )
DOUBLE PRECISION YVALS ( * )
DOUBLE PRECISION WORK ( * )
DOUBLE PRECISION X
Brief_I/O
VARIABLE I/O DESCRIPTION
-------- --- --------------------------------------------------
N I Number of points defining the polynomial.
XVALS I Abscissa values.
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 XVALS and
YVALS.
Detailed_Input
N is the number of points defining the polynomial.
The arrays XVALS and YVALS contain N elements.
XVALS,
YVALS are arrays of abscissa and ordinate values that
together define N ordered pairs. The set of points
( XVALS(I), YVALS(I) )
define the Lagrange polynomial used for
interpolation. The elements of XVALS must be
distinct and in increasing order.
WORK is a work space array of the same dimension as
XVALS and 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 XVALS and
YVALS.
Parameters
None.
Exceptions
1) If any two elements of the array XVALS are equal, the error
SPICE(DIVIDEBYZERO) 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.
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) Fit a cubic polynomial through the points
( -1, -2 )
( 0, -7 )
( 1, -8 )
( 3, 26 )
and evaluate this polynomial at X = 2.
The returned value of LGRINT 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 LGRINT_EX1
IMPLICIT NONE
DOUBLE PRECISION LGRINT
DOUBLE PRECISION ANSWER
DOUBLE PRECISION XVALS (4)
DOUBLE PRECISION YVALS (4)
DOUBLE PRECISION WORK (4)
INTEGER N
N = 4
XVALS(1) = -1.D0
XVALS(2) = 0.D0
XVALS(3) = 1.D0
XVALS(4) = 3.D0
YVALS(1) = -2.D0
YVALS(2) = -7.D0
YVALS(3) = -8.D0
YVALS(4) = 26.D0
ANSWER = LGRINT ( N, XVALS, 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-MAY-2021 (JDR)
Added IMPLICIT NONE statement.
Updated the header to comply with NAIF standard.
Added "IMPLICIT NONE" to code example.
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, 16-AUG-1993 (NJB)
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Fri Dec 31 18:36:30 2021