pchim.f

      SUBROUTINE PCHIM (N, X, F, D, INCFD, IERR)
C***BEGIN PROLOGUE  PCHIM
C***PURPOSE  Set derivatives needed to determine a monotone piecewise
C            cubic Hermite interpolant to given data.  Boundary values
C            are provided which are compatible with monotonicity.  The
C            interpolant will have an extremum at each point where mono-
C            tonicity switches direction.  (See PCHIC if user control is
C            desired over boundary or switch conditions.)
C***LIBRARY   SLATEC (PCHIP)
C***CATEGORY  E1A
C***TYPE      SINGLE PRECISION (PCHIM-S, DPCHIM-D)
C***KEYWORDS  CUBIC HERMITE INTERPOLATION, MONOTONE INTERPOLATION,
C             PCHIP, PIECEWISE CUBIC 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          PCHIM:  Piecewise Cubic Hermite Interpolation to
C                  Monotone data.
C
C     Sets derivatives needed to determine a monotone piecewise cubic
C     Hermite interpolant to the data given in X and F.
C
C     Default boundary conditions are provided which are compatible
C     with monotonicity.  (See PCHIC if user control of boundary con-
C     ditions is desired.)
C
C     If the data are only piecewise monotonic, the interpolant will
C     have an extremum at each point where monotonicity switches direc-
C     tion.  (See PCHIC if user control is desired in such cases.)
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 PCHFE or PCHFD.
C
C ----------------------------------------------------------------------
C
C  Calling sequence:
C
C        PARAMETER  (INCFD = ...)
C        INTEGER  N, IERR
C        REAL  X(N), F(INCFD,N), D(INCFD,N)
C
C        CALL  PCHIM (N, X, F, D, INCFD, IERR)
C
C   Parameters:
C
C     N -- (input) number of data points.  (Error return if N.LT.2 .)
C           If N=2, simply does linear interpolation.
C
C     X -- (input) real 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 array of dependent variable values to be inter-
C           polated.  F(1+(I-1)*INCFD) is value corresponding to X(I).
C           PCHIM is designed for monotonic data, but it will work for
C           any F-array.  It will force extrema at points where mono-
C           tonicity switches direction.  If some other treatment of
C           switch points is desired, PCHIC should be used instead.
C                                     -----
C     D -- (output) real array of derivative values at the data points.
C           If the data are monotonic, these values will determine a
C           a monotone cubic Hermite function.
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     IERR -- (output) error flag.
C           Normal return:
C              IERR = 0  (no errors).
C           Warning error:
C              IERR.GT.0  means that IERR switches in the direction
C                 of monotonicity were detected.
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             (The D-array has not been changed in any of these cases.)
C               NOTE:  The above errors are checked in the order listed,
C                   and following arguments have **NOT** been validated.
C
C***REFERENCES  1. F. N. Fritsch and J. Butland, A method for construc-
C                 ting local monotone piecewise cubic interpolants, SIAM
C                 Journal on Scientific and Statistical Computing 5, 2
C                 (June 1984), pp. 300-304.
C               2. F. N. Fritsch and R. E. Carlson, Monotone piecewise
C                 cubic interpolation, SIAM Journal on Numerical Ana-
C                 lysis 17, 2 (April 1980), pp. 238-246.
C***ROUTINES CALLED  PCHST, XERMSG
C***REVISION HISTORY  (YYMMDD)
C   811103  DATE WRITTEN
C   820201  1. Introduced  PCHST  to reduce possible over/under-
C             flow problems.
C           2. Rearranged derivative formula for same reason.
C   820602  1. Modified end conditions to be continuous functions
C             of data when monotonicity switches in next interval.
C           2. Modified formulas so end conditions are less prone
C             of over/underflow problems.
C   820803  Minor cosmetic changes for release 1.
C   870813  Updated Reference 1.
C   890411  Added SAVE statements (Vers. 3.2).
C   890531  Changed all specific intrinsics to generic.  (WRB)
C   890703  Corrected category record.  (WRB)
C   890831  Modified array declarations.  (WRB)
C   890831  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  PCHIM