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authorJoseph Hunkeler <jhunkeler@gmail.com>2015-07-08 20:46:52 -0400
committerJoseph Hunkeler <jhunkeler@gmail.com>2015-07-08 20:46:52 -0400
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treebdda434976bc09c864f2e4fa6f16ba1952b1e555 /math/deboor/splint.f
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+ subroutine splint ( tau, gtau, t, n, k, q, bcoef, iflag )
+c from * a practical guide to splines * by c. de boor
+calls bsplvb, banfac/slv
+c
+c splint produces the b-spline coeff.s bcoef of the spline of order
+c k with knots t(i), i=1,..., n + k , which takes on the value
+c gtau(i) at tau(i), i=1,..., n .
+c
+c****** i n p u t ******
+c tau.....array of length n , containing data point abscissae.
+c a s s u m p t i o n . . . tau is strictly increasing
+c gtau.....corresponding array of length n , containing data point or-
+c dinates
+c t.....knot sequence, of length n+k
+c n.....number of data points and dimension of spline space s(k,t)
+c k.....order of spline
+c
+c****** o u t p u t ******
+c q.....array of size (2*k-1)*n , containing the triangular factoriz-
+c ation of the coefficient matrix of the linear system for the b-
+c coefficients of the spline interpolant.
+c the b-coeffs for the interpolant of an additional data set
+c (tau(i),htau(i)), i=1,...,n with the same data abscissae can
+c be obtained without going through all the calculations in this
+c routine, simply by loading htau into bcoef and then execut-
+c ing the call banslv ( q, 2*k-1, n, k-1, k-1, bcoef )
+c bcoef.....the b-coefficients of the interpolant, of length n
+c iflag.....an integer indicating success (= 1) or failure (= 2)
+c the linear system to be solved is (theoretically) invertible if
+c and only if
+c t(i) .lt. tau(i) .lt. tau(i+k), all i.
+c violation of this condition is certain to lead to iflag = 2 .
+c
+c****** m e t h o d ******
+c the i-th equation of the linear system a*bcoef = b for the b-co-
+c effs of the interpolant enforces interpolation at tau(i), i=1,...,n.
+c hence, b(i) = gtau(i), all i, and a is a band matrix with 2k-1
+c bands (if it is invertible).
+c the matrix a is generated row by row and stored, diagonal by di-
+c agonal, in the r o w s of the array q , with the main diagonal go-
+c ing into row k . see comments in the program below.
+c the banded system is then solved by a call to banfac (which con-
+c structs the triangular factorization for a and stores it again in
+c q ), followed by a call to banslv (which then obtains the solution
+c bcoef by substitution).
+c banfac does no pivoting, since the total positivity of the matrix
+c a makes this unnecessary.
+c
+ integer iflag,k,n, i,ilp1mx,j,jj,km1,kpkm2,left,lenq,np1
+ real bcoef(n),gtau(n),q(1),t(1),tau(n), taui
+c dimension q(2*k-1,n), t(n+k)
+current fortran standard makes it impossible to specify precisely the
+c dimension of q and t without the introduction of otherwise super-
+c fluous additional arguments.
+ np1 = n + 1
+ km1 = k - 1
+ kpkm2 = 2*km1
+ left = k
+c zero out all entries of q
+ lenq = n*(k+km1)
+ do 5 i=1,lenq
+ 5 q(i) = 0.
+c
+c *** loop over i to construct the n interpolation equations
+ do 30 i=1,n
+ taui = tau(i)
+ ilp1mx = min0(i+k,np1)
+c *** find left in the closed interval (i,i+k-1) such that
+c t(left) .le. tau(i) .lt. t(left+1)
+c matrix is singular if this is not possible
+ left = max0(left,i)
+ if (taui .lt. t(left)) go to 998
+ 15 if (taui .lt. t(left+1)) go to 16
+ left = left + 1
+ if (left .lt. ilp1mx) go to 15
+ left = left - 1
+ if (taui .gt. t(left+1)) go to 998
+c *** the i-th equation enforces interpolation at taui, hence
+c a(i,j) = b(j,k,t)(taui), all j. only the k entries with j =
+c left-k+1,...,left actually might be nonzero. these k numbers
+c are returned, in bcoef (used for temp.storage here), by the
+c following
+ 16 call bsplvb ( t, k, 1, taui, left, bcoef )
+c we therefore want bcoef(j) = b(left-k+j)(taui) to go into
+c a(i,left-k+j), i.e., into q(i-(left+j)+2*k,(left+j)-k) since
+c a(i+j,j) is to go into q(i+k,j), all i,j, if we consider q
+c as a two-dim. array , with 2*k-1 rows (see comments in
+c banfac). in the present program, we treat q as an equivalent
+c one-dimensional array (because of fortran restrictions on
+c dimension statements) . we therefore want bcoef(j) to go into
+c entry
+c i -(left+j) + 2*k + ((left+j) - k-1)*(2*k-1)
+c = i-left+1 + (left -k)*(2*k-1) + (2*k-2)*j
+c of q .
+ jj = i-left+1 + (left-k)*(k+km1)
+ do 30 j=1,k
+ jj = jj+kpkm2
+ 30 q(jj) = bcoef(j)
+c
+c ***obtain factorization of a , stored again in q.
+ call banfac ( q, k+km1, n, km1, km1, iflag )
+ go to (40,999), iflag
+c *** solve a*bcoef = gtau by backsubstitution
+ 40 do 41 i=1,n
+ 41 bcoef(i) = gtau(i)
+ call banslv ( q, k+km1, n, km1, km1, bcoef )
+ return
+ 998 iflag = 2
+ 999 return
+c 999 print 699
+c 699 format(41h linear system in splint not invertible)
+c return
+ end