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decus/20-0026/ddcar.doc
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SUBROUTINE DDCAR
PURPOSE
TO COMPUTE, AT A GIVEN POINT X, AN APPROXIMATION Z TO THE
DERIVATIVE OF AN ANALYTICALLY GIVEN FUNCTION FCT THAT IS 11-
TIMES DIFFERENTIABLE IN A DOMAIN CONTAINING A CLOSED, 2-SIDED
SYMMETRIC INTERVAL OF RADIUS ABSOLUTE H ABOUT X, USING FUNCTION
VALUES ONLY ON THAT CLOSED INTERVAL.
USAGE
CALL DDCAR(X,H,IH,FCT,Z)
PARAMETER FCT REQUIRES AN EXTERNAL STATEMENT
DESCRIPTION OF PARAMETERS
X - THE POINT AT WHICH THE DERIVATIVE IS TO BE COMPUTED
X IS IN DOUBLE PRECISION.
H - THE NUMBER WHOSE ABSOLUTE VALUE DEFINES THE CLOSED,
SYMMETRIC 2-SIDED INTERVAL ABOUT X (SEE PURPOSE)
H IS IN SINGLE PRECISION
IH - INPUT PARAMETER (SEE REMARKS AND METHOD)
IH NON-ZERO - THE SUBROUTINE GENERATES THE INTERNAL
VALUE HH
IH = 0 - THE INTERNAL VALUE HH IS SET TO ABSOLUTE H
FCT - THE NAME OF THE EXTERNAL DOUBLE PRECISION FUNCTION
SUBPROGRAM THAT WILL GENERATE THE NECESSARY FUNCTION
VALUES.
Z - RESULTING DERIVATIVE VALUE - DOUBLE PRECISION
REMARKS
(1) IF H = 0, THEN THERE IS NO COMPUTATION.
(2) THE INTERNAL VALUE HH, WHICH IS DETERMINED ACCORDING TO
IH, IS THE MAXIMUM STEP-SIZE USED IN THE COMPUTATION OF
THE CENTRAL DIVIDED DIFFERENCES (SEE METHOD.) IF IH IS
NON-ZERO, THEN THE SUBROUTINE GENERATES HH ACCORDING TO
CRITERIA THAT BALANCE ROUND-OFF AND TRUNCATION ERROR. HH
IS ALWAYS LESS THAN OR EQUAL TO ABSOLUTE H IN ABSOLUTE
VALUE, SO THAT ALL COMPUTATION OCCURS WITHIN A RADIUS
ABSOLUTE H OF X.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
THE EXTERNAL FUNCTION SUBPROGRAM FCT(T) MUST BE FURNISHED BY
THE USER. FCT(T) IS IN DOUBLE PRECISION
METHOD
THE COMPUTATION OF Z IS BASED ON RICHARDSON'S AND ROMBERG'S
EXTRAPOLATION METHOD AS APPLIED TO THE SEQUENCE OF CENTRAL
DIVIDED DIFFERENCES ASSOCIATED WITH THE POINT PAIRS
(X-(K*HH)/5,X+(K*HH)/5) K=1,...,5. (SEE FILLIPI, S. AND
ENGELS, H., ALTES UND NEUES ZUR NUMERISCHEN DIFFERENTIATION,
ELECTRONISCHE DATENVERARBEITUNG, ISS. 2 (1966), PP. 57-65.)