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43,50145/ddgt3.doc
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SUBROUTINE DDGT3
PURPOSE
TO COMPUTE A VECTOR OF DERIVATIVE VALUES GIVEN VECTORS OF
ARGUMENT VALUES AND CORRESPONDING FUNCTION VALUES.
USAGE
CALL DDGT3(X,Y,Z,NDIM,IER)
DESCRIPTION OF PARAMETERS
X - GIVEN VECTOR OF DOUBLE PRECISION ARGUMENT VALUES
(DIMENSION NDIM)
Y - GIVEN VECTOR OF DOUBLE PRECISION FUNCTION VALUES
CORRESPONDING TO X (DIMENSION NDIM)
Z - RESULTING VECTOR OF DOUBLE PRECISION DERIVATIVE
VALUES (DIMENSION NDIM)
NDIM - DIMENSION OF VECTORS X,Y AND Z
IER - RESULTING ERROR PARAMETER
IER = -1 - NDIM IS LESS THAN 3
IER = 0 - NO ERROR
IER POSITIVE - X(IER) = X(IER-1) OR X(IER) =
X(IER-2)
REMARKS
(1) IF IER = -1,2,3, THEN THERE IS NO COMPUTATION.
(2) IF IER = 4,...,N, THEN THE DERIVATIVE VALUES Z(1)
,..., Z(IER-1) HAVE BEEN COMPUTED.
(3) Z CAN HAVE THE SAME STORAGE ALLOCATION AS X OR Y. IF
X OR Y IS DISTINCT FROM Z, THEN IT IS NOT DESTROYED.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
EXCEPT AT THE ENDPOINTS X(1) AND X(NDIM), Z(I) IS THE
DERIVATIVE AT X(I) OF THE LAGRANGIAN INTERPOLATION
POLYNOMIAL OF DEGREE 2 RELEVANT TO THE 3 SUCCESSIVE POINTS
(X(I+K),Y(I+K)) K = -1,0,1. (SEE HILDEBRAND, F.B.,
INTRODUCTION TO NUMERICAL ANALYSIS, MC GRAW-HILL, NEW YORK/
TORONTO/LONDON, 1956, PP. 64-68.)