dpchsp.f

      SUBROUTINE DPCHSP (IC, VC, N, X, F, D, INCFD, WK, NWK, IERR)
C***BEGIN PROLOGUE  DPCHSP
C***PURPOSE  Set derivatives needed to determine the Hermite represen-
C            tation of the cubic spline interpolant to given data, with
C            specified boundary conditions.
C***LIBRARY   SLATEC (PCHIP)
C***CATEGORY  E1A
C***TYPE      DOUBLE PRECISION (PCHSP-S, DPCHSP-D)
C***KEYWORDS  CUBIC HERMITE INTERPOLATION, PCHIP,
C             PIECEWISE CUBIC INTERPOLATION, SPLINE INTERPOLATION
C***AUTHOR  Fritsch, F. N., (LLNL)
C             Lawrence Livermore National Laboratory
C             P.O. Box 808  (L-316)
C             Livermore, CA  94550
C             FTS 532-4275, (510) 422-4275
C***DESCRIPTION
C
C          DPCHSP:   Piecewise Cubic Hermite Spline
C
C     Computes the Hermite representation of the cubic spline inter-
C     polant to the data given in X and F satisfying the boundary
C     conditions specified by IC and VC.
C
C     To facilitate two-dimensional applications, includes an increment
C     between successive values of the F- and D-arrays.
C
C     The resulting piecewise cubic Hermite function may be evaluated
C     by DPCHFE or DPCHFD.
C
C     NOTE:  This is a modified version of C. de Boor's cubic spline
C            routine CUBSPL.
C
C ----------------------------------------------------------------------
C
C  Calling sequence:
C
C        PARAMETER  (INCFD = ...)
C        INTEGER  IC(2), N, NWK, IERR
C        DOUBLE PRECISION  VC(2), X(N), F(INCFD,N), D(INCFD,N), WK(NWK)
C
C        CALL  DPCHSP (IC, VC, N, X, F, D, INCFD, WK, NWK, IERR)
C
C   Parameters:
C
C     IC -- (input) integer array of length 2 specifying desired
C           boundary conditions:
C           IC(1) = IBEG, desired condition at beginning of data.
C           IC(2) = IEND, desired condition at end of data.
C
C           IBEG = 0  to set D(1) so that the third derivative is con-
C              tinuous at X(2).  This is the "not a knot" condition
C              provided by de Boor's cubic spline routine CUBSPL.
C              < This is the default boundary condition. >
C           IBEG = 1  if first derivative at X(1) is given in VC(1).
C           IBEG = 2  if second derivative at X(1) is given in VC(1).
C           IBEG = 3  to use the 3-point difference formula for D(1).
C                     (Reverts to the default b.c. if N.LT.3 .)
C           IBEG = 4  to use the 4-point difference formula for D(1).
C                     (Reverts to the default b.c. if N.LT.4 .)
C          NOTES:
C           1. An error return is taken if IBEG is out of range.
C           2. For the "natural" boundary condition, use IBEG=2 and
C              VC(1)=0.
C
C           IEND may take on the same values as IBEG, but applied to
C           derivative at X(N).  In case IEND = 1 or 2, the value is
C           given in VC(2).
C
C          NOTES:
C           1. An error return is taken if IEND is out of range.
C           2. For the "natural" boundary condition, use IEND=2 and
C              VC(2)=0.
C
C     VC -- (input) real*8 array of length 2 specifying desired boundary
C           values, as indicated above.
C           VC(1) need be set only if IC(1) = 1 or 2 .
C           VC(2) need be set only if IC(2) = 1 or 2 .
C
C     N -- (input) number of data points.  (Error return if N.LT.2 .)
C
C     X -- (input) real*8 array of independent variable values.  The
C           elements of X must be strictly increasing:
C                X(I-1) .LT. X(I),  I = 2(1)N.
C           (Error return if not.)
C
C     F -- (input) real*8 array of dependent variable values to be
C           interpolated.  F(1+(I-1)*INCFD) is value corresponding to
C           X(I).
C
C     D -- (output) real*8 array of derivative values at the data
C           points.  These values will determine the cubic spline
C           interpolant with the requested boundary conditions.
C           The value corresponding to X(I) is stored in
C                D(1+(I-1)*INCFD),  I=1(1)N.
C           No other entries in D are changed.
C
C     INCFD -- (input) increment between successive values in F and D.
C           This argument is provided primarily for 2-D applications.
C           (Error return if  INCFD.LT.1 .)
C
C     WK -- (scratch) real*8 array of working storage.
C
C     NWK -- (input) length of work array.
C           (Error return if NWK.LT.2*N .)
C
C     IERR -- (output) error flag.
C           Normal return:
C              IERR = 0  (no errors).
C           "Recoverable" errors:
C              IERR = -1  if N.LT.2 .
C              IERR = -2  if INCFD.LT.1 .
C              IERR = -3  if the X-array is not strictly increasing.
C              IERR = -4  if IBEG.LT.0 or IBEG.GT.4 .
C              IERR = -5  if IEND.LT.0 of IEND.GT.4 .
C              IERR = -6  if both of the above are true.
C              IERR = -7  if NWK is too small.
C               NOTE:  The above errors are checked in the order listed,
C                   and following arguments have **NOT** been validated.
C             (The D-array has not been changed in any of these cases.)
C              IERR = -8  in case of trouble solving the linear system
C                         for the interior derivative values.
C             (The D-array may have been changed in this case.)
C             (             Do **NOT** use it!                )
C
C***REFERENCES  Carl de Boor, A Practical Guide to Splines, Springer-
C                 Verlag, New York, 1978, pp. 53-59.
C***ROUTINES CALLED  DPCHDF, XERMSG
C***REVISION HISTORY  (YYMMDD)
C   820503  DATE WRITTEN
C   820804  Converted to SLATEC library version.
C   870707  Corrected XERROR calls for d.p. name(s).
C   890206  Corrected XERROR calls.
C   890411  Added SAVE statements (Vers. 3.2).
C   890703  Corrected category record.  (WRB)
C   890831  Modified array declarations.  (WRB)
C   891006  Cosmetic changes to prologue.  (WRB)
C   891006  REVISION DATE from Version 3.2
C   891214  Prologue converted to Version 4.0 format.  (BAB)
C   900315  CALLs to XERROR changed to CALLs to XERMSG.  (THJ)
C   920429  Revised format and order of references.  (WRB,FNF)
C***END PROLOGUE  DPCHSP