// // Copyright (C) 2009 Alan W. Irwin // // This file is part of PLplot. // // PLplot is free software; you can redistribute it and/or modify // it under the terms of the GNU Library General Public License as published // by the Free Software Foundation; either version 2 of the License, or // (at your option) any later version. // // PLplot is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU Library General Public License for more details. // // You should have received a copy of the GNU Library General Public License // along with PLplot; if not, write to the Free Software // Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA // // Provenance: This code was originally developed under the GPL as part of // the FreeEOS project (revision 121). This code has been converted from // Fortran to C with the aid of f2c and relicensed for PLplot under the LGPL // with the permission of the FreeEOS copyright holder (Alan W. Irwin). // #include "dspline.h" int dspline( double *x, double *y, int n, int if1, double cond1, int ifn, double condn, double *y2 ) { int i__1, i__, k; double p, u[2000], qn, un, sig; // input parameters: // x(n) are the spline knot points // y(n) are the function values at the knot points // if1 = 1 specifies cond1 is the first derivative at the // first knot point. // if1 = 2 specifies cond1 is the second derivative at the // first knot point. // ifn = 1 specifies condn is the first derivative at the // nth knot point. // ifn = 2 specifies condn is the second derivative at the // nth knot point. // output values: // y2(n) is the second derivative of the spline evaluated at // the knot points. // Parameter adjustments --y2; --y; --x; // Function Body if ( n > 2000 ) { return 1; } // y2(i) = u(i) + d(i)*y2(i+1), where // d(i) is temporarily stored in y2(i) (see below). if ( if1 == 2 ) { // cond1 is second derivative at first point. // these two values assure that for above equation with d(i) temporarily // stored in y2(i) y2[1] = 0.; u[0] = cond1; } else if ( if1 == 1 ) { // cond1 is first derivative at first point. // special case (Press et al 3.3.5 with A = 1, and B=0) // of equations below where // a_j = 0 // b_j = -(x_j+1 - x_j)/3 // c_j = -(x_j+1 - x_j)/6 // r_j = cond1 - (y_j+1 - y_j)/(x_j+1 - x_j) // u(i) = r(i)/b(i) // d(i) = -c(i)/b(i) // N.B. d(i) is temporarily stored in y2. y2[1] = -.5; u[0] = 3. / ( x[2] - x[1] ) * ( ( y[2] - y[1] ) / ( x[2] - x[1] ) - cond1 ); } else { return 2; } // if original tri-diagonal system is characterized as // a_j y2_j-1 + b_j y2_j + c_j y2_j+1 = r_j // Then from Press et al. 3.3.7, we have the unscaled result: // a_j = (x_j - x_j-1)/6 // b_j = (x_j+1 - x_j-1)/3 // c_j = (x_j+1 - x_j)/6 // r_j = (y_j+1 - y_j)/(x_j+1 - x_j) - (y_j - y_j-1)/(x_j - x_j-1) // In practice, all these values are divided through by b_j/2 to scale // them, and from now on we will use these scaled values. // forward elimination step: assume y2(i-1) = u(i-1) + d(i-1)*y2(i). // When this is substituted into above tridiagonal equation ==> // y2(i) = u(i) + d(i)*y2(i+1), where // u(i) = [r(i) - a(i) u(i-1)]/[b(i) + a(i) d(i-1)] // d(i) = -c(i)/[b(i) + a(i) d(i-1)] // N.B. d(i) is temporarily stored in y2. i__1 = n - 1; for ( i__ = 2; i__ <= i__1; ++i__ ) { // sig is scaled a(i) sig = ( x[i__] - x[i__ - 1] ) / ( x[i__ + 1] - x[i__ - 1] ); // p is denominator = scaled a(i) d(i-1) + scaled b(i), where scaled // b(i) is 2. p = sig * y2[i__ - 1] + 2.; // propagate d(i) equation above. Note sig-1 = -c(i) y2[i__] = ( sig - 1. ) / p; // propagate scaled u(i) equation above u[i__ - 1] = ( ( ( y[i__ + 1] - y[i__] ) / ( x[i__ + 1] - x[i__] ) - ( y[i__] - y[i__ - 1] ) / ( x[i__] - x[i__ - 1] ) ) * 6. / ( x[i__ + 1] - x[i__ - 1] ) - sig * u[i__ - 2] ) / p; } if ( ifn == 2 ) { // condn is second derivative at nth point. // These two values assure that in the equation below. qn = 0.; un = condn; } else if ( ifn == 1 ) { // specify condn is first derivative at nth point. // special case (Press et al 3.3.5 with A = 0, and B=1) // implies a_n y2(n-1) + b_n y2(n) = r_n, where // a_n = (x_n - x_n-1)/6 // b_n = (x_n - x_n-1)/3 // r_n = cond1 - (y_n - y_n-1)/(x_n - x_n-1) // use same propagation equation as above, only with c_n = 0 // ==> d_n = 0 ==> y2(n) = u(n) => // y(n) = [r(n) - a(n) u(n-1)]/[b(n) + a(n) d(n-1)] // qn is scaled a_n qn = .5; // un is scaled r_n (N.B. un is not u(n))! Sorry for the mixed notation. un = 3. / ( x[n] - x[n - 1] ) * ( condn - ( y[n] - y[n - 1] ) / ( x[n] - x[n - 1] ) ); } else { return 3; } // N.B. d(i) is temporarily stored in y2, and everything is // scaled by b_n. // qn is scaled a_n, 1.d0 is scaled b_n, and un is scaled r_n. y2[n] = ( un - qn * u[n - 2] ) / ( qn * y2[n - 1] + 1. ); // back substitution. for ( k = n - 1; k >= 1; --k ) { y2[k] = y2[k] * y2[k + 1] + u[k - 1]; } return 0; }