[go: up one dir, main page]

Menu

[r34]: / common / dierckx / fpregr.f  Maximize  Restore  History

Download this file

364 lines (362 with data), 12.9 kB

  1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
subroutine fpregr(iopt,x,mx,y,my,z,mz,xb,xe,yb,ye,kx,ky,s,
* nxest,nyest,tol,maxit,nc,nx,tx,ny,ty,c,fp,fp0,fpold,reducx,
* reducy,fpintx,fpinty,lastdi,nplusx,nplusy,nrx,nry,nrdatx,nrdaty,
* wrk,lwrk,ier)
c ..
c ..scalar arguments..
real xb,xe,yb,ye,s,tol,fp,fp0,fpold,reducx,reducy
integer iopt,mx,my,mz,kx,ky,nxest,nyest,maxit,nc,nx,ny,lastdi,
* nplusx,nplusy,lwrk,ier
c ..array arguments..
real x(mx),y(my),z(mz),tx(nxest),ty(nyest),c(nc),fpintx(nxest),
* fpinty(nyest),wrk(lwrk)
integer nrdatx(nxest),nrdaty(nyest),nrx(mx),nry(my)
c ..local scalars
real acc,fpms,f1,f2,f3,p,p1,p2,p3,rn,one,half,con1,con9,con4
integer i,ich1,ich3,ifbx,ifby,ifsx,ifsy,iter,j,kx1,kx2,ky1,ky2,
* k3,l,lax,lay,lbx,lby,lq,lri,lsx,lsy,mk1,mm,mpm,mynx,ncof,
* nk1x,nk1y,nmaxx,nmaxy,nminx,nminy,nplx,nply,npl1,nrintx,
* nrinty,nxe,nxk,nye
c ..function references..
real abs,fprati
integer max0,min0
c ..subroutine references..
c fpgrre,fpknot
c ..
c set constants
one = 1
half = 0.5e0
con1 = 0.1e0
con9 = 0.9e0
con4 = 0.4e-01
c we partition the working space.
kx1 = kx+1
ky1 = ky+1
kx2 = kx1+1
ky2 = ky1+1
lsx = 1
lsy = lsx+mx*kx1
lri = lsy+my*ky1
mm = max0(nxest,my)
lq = lri+mm
mynx = nxest*my
lax = lq+mynx
nxk = nxest*kx2
lbx = lax+nxk
lay = lbx+nxk
lby = lay+nyest*ky2
cccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccc
c part 1: determination of the number of knots and their position. c
c **************************************************************** c
c given a set of knots we compute the least-squares spline sinf(x,y), c
c and the corresponding sum of squared residuals fp=f(p=inf). c
c if iopt=-1 sinf(x,y) is the requested approximation. c
c if iopt=0 or iopt=1 we check whether we can accept the knots: c
c if fp <=s we will continue with the current set of knots. c
c if fp > s we will increase the number of knots and compute the c
c corresponding least-squares spline until finally fp<=s. c
c the initial choice of knots depends on the value of s and iopt. c
c if s=0 we have spline interpolation; in that case the number of c
c knots equals nmaxx = mx+kx+1 and nmaxy = my+ky+1. c
c if s>0 and c
c *iopt=0 we first compute the least-squares polynomial of degree c
c kx in x and ky in y; nx=nminx=2*kx+2 and ny=nymin=2*ky+2. c
c *iopt=1 we start with the knots found at the last call of the c
c routine, except for the case that s > fp0; then we can compute c
c the least-squares polynomial directly. c
cccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccc
c determine the number of knots for polynomial approximation.
nminx = 2*kx1
nminy = 2*ky1
if(iopt.lt.0) go to 120
c acc denotes the absolute tolerance for the root of f(p)=s.
acc = tol*s
c find nmaxx and nmaxy which denote the number of knots in x- and y-
c direction in case of spline interpolation.
nmaxx = mx+kx1
nmaxy = my+ky1
c find nxe and nye which denote the maximum number of knots
c allowed in each direction
nxe = min0(nmaxx,nxest)
nye = min0(nmaxy,nyest)
if(s.gt.0.) go to 100
c if s = 0, s(x,y) is an interpolating spline.
nx = nmaxx
ny = nmaxy
c test whether the required storage space exceeds the available one.
if(ny.gt.nyest .or. nx.gt.nxest) go to 420
c find the position of the interior knots in case of interpolation.
c the knots in the x-direction.
mk1 = mx-kx1
if(mk1.eq.0) go to 60
k3 = kx/2
i = kx1+1
j = k3+2
if(k3*2.eq.kx) go to 40
do 30 l=1,mk1
tx(i) = x(j)
i = i+1
j = j+1
30 continue
go to 60
40 do 50 l=1,mk1
tx(i) = (x(j)+x(j-1))*half
i = i+1
j = j+1
50 continue
c the knots in the y-direction.
60 mk1 = my-ky1
if(mk1.eq.0) go to 120
k3 = ky/2
i = ky1+1
j = k3+2
if(k3*2.eq.ky) go to 80
do 70 l=1,mk1
ty(i) = y(j)
i = i+1
j = j+1
70 continue
go to 120
80 do 90 l=1,mk1
ty(i) = (y(j)+y(j-1))*half
i = i+1
j = j+1
90 continue
go to 120
c if s > 0 our initial choice of knots depends on the value of iopt.
100 if(iopt.eq.0) go to 115
if(fp0.le.s) go to 115
c if iopt=1 and fp0 > s we start computing the least- squares spline
c according to the set of knots found at the last call of the routine.
c we determine the number of grid coordinates x(i) inside each knot
c interval (tx(l),tx(l+1)).
l = kx2
j = 1
nrdatx(1) = 0
mpm = mx-1
do 105 i=2,mpm
nrdatx(j) = nrdatx(j)+1
if(x(i).lt.tx(l)) go to 105
nrdatx(j) = nrdatx(j)-1
l = l+1
j = j+1
nrdatx(j) = 0
105 continue
c we determine the number of grid coordinates y(i) inside each knot
c interval (ty(l),ty(l+1)).
l = ky2
j = 1
nrdaty(1) = 0
mpm = my-1
do 110 i=2,mpm
nrdaty(j) = nrdaty(j)+1
if(y(i).lt.ty(l)) go to 110
nrdaty(j) = nrdaty(j)-1
l = l+1
j = j+1
nrdaty(j) = 0
110 continue
go to 120
c if iopt=0 or iopt=1 and s>=fp0, we start computing the least-squares
c polynomial of degree kx in x and ky in y (which is a spline without
c interior knots).
115 nx = nminx
ny = nminy
nrdatx(1) = mx-2
nrdaty(1) = my-2
lastdi = 0
nplusx = 0
nplusy = 0
fp0 = 0.
fpold = 0.
reducx = 0.
reducy = 0.
120 mpm = mx+my
ifsx = 0
ifsy = 0
ifbx = 0
ifby = 0
p = -one
c main loop for the different sets of knots.mpm=mx+my is a save upper
c bound for the number of trials.
do 250 iter=1,mpm
if(nx.eq.nminx .and. ny.eq.nminy) ier = -2
c find nrintx (nrinty) which is the number of knot intervals in the
c x-direction (y-direction).
nrintx = nx-nminx+1
nrinty = ny-nminy+1
c find ncof, the number of b-spline coefficients for the current set
c of knots.
nk1x = nx-kx1
nk1y = ny-ky1
ncof = nk1x*nk1y
c find the position of the additional knots which are needed for the
c b-spline representation of s(x,y).
i = nx
do 130 j=1,kx1
tx(j) = xb
tx(i) = xe
i = i-1
130 continue
i = ny
do 140 j=1,ky1
ty(j) = yb
ty(i) = ye
i = i-1
140 continue
c find the least-squares spline sinf(x,y) and calculate for each knot
c interval tx(j+kx)<=x<=tx(j+kx+1) (ty(j+ky)<=y<=ty(j+ky+1)) the sum
c of squared residuals fpintx(j),j=1,2,...,nx-2*kx-1 (fpinty(j),j=1,2,
c ...,ny-2*ky-1) for the data points having their absciss (ordinate)-
c value belonging to that interval.
c fp gives the total sum of squared residuals.
call fpgrre(ifsx,ifsy,ifbx,ifby,x,mx,y,my,z,mz,kx,ky,tx,nx,ty,
* ny,p,c,nc,fp,fpintx,fpinty,mm,mynx,kx1,kx2,ky1,ky2,wrk(lsx),
* wrk(lsy),wrk(lri),wrk(lq),wrk(lax),wrk(lay),wrk(lbx),wrk(lby),
* nrx,nry)
if(ier.eq.(-2)) fp0 = fp
c test whether the least-squares spline is an acceptable solution.
if(iopt.lt.0) go to 440
fpms = fp-s
if(abs(fpms) .lt. acc) go to 440
c if f(p=inf) < s, we accept the choice of knots.
if(fpms.lt.0.) go to 300
c if nx=nmaxx and ny=nmaxy, sinf(x,y) is an interpolating spline.
if(nx.eq.nmaxx .and. ny.eq.nmaxy) go to 430
c increase the number of knots.
c if nx=nxe and ny=nye we cannot further increase the number of knots
c because of the storage capacity limitation.
if(nx.eq.nxe .and. ny.eq.nye) go to 420
ier = 0
c adjust the parameter reducx or reducy according to the direction
c in which the last added knots were located.
if(lastdi) 150,170,160
150 reducx = fpold-fp
go to 170
160 reducy = fpold-fp
c store the sum of squared residuals for the current set of knots.
170 fpold = fp
c find nplx, the number of knots we should add in the x-direction.
nplx = 1
if(nx.eq.nminx) go to 180
npl1 = nplusx*2
rn = nplusx
if(reducx.gt.acc) npl1 = rn*fpms/reducx
nplx = min0(nplusx*2,max0(npl1,nplusx/2,1))
c find nply, the number of knots we should add in the y-direction.
180 nply = 1
if(ny.eq.nminy) go to 190
npl1 = nplusy*2
rn = nplusy
if(reducy.gt.acc) npl1 = rn*fpms/reducy
nply = min0(nplusy*2,max0(npl1,nplusy/2,1))
190 if(nplx-nply) 210,200,230
200 if(lastdi.lt.0) go to 230
210 if(nx.eq.nxe) go to 230
c addition in the x-direction.
lastdi = -1
nplusx = nplx
ifsx = 0
do 220 l=1,nplusx
c add a new knot in the x-direction
call fpknot(x,mx,tx,nx,fpintx,nrdatx,nrintx,nxest,1)
c test whether we cannot further increase the number of knots in the
c x-direction.
if(nx.eq.nxe) go to 250
220 continue
go to 250
230 if(ny.eq.nye) go to 210
c addition in the y-direction.
lastdi = 1
nplusy = nply
ifsy = 0
do 240 l=1,nplusy
c add a new knot in the y-direction.
call fpknot(y,my,ty,ny,fpinty,nrdaty,nrinty,nyest,1)
c test whether we cannot further increase the number of knots in the
c y-direction.
if(ny.eq.nye) go to 250
240 continue
c restart the computations with the new set of knots.
250 continue
c test whether the least-squares polynomial is a solution of our
c approximation problem.
300 if(ier.eq.(-2)) go to 440
cccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccc
c part 2: determination of the smoothing spline sp(x,y) c
c ***************************************************** c
c we have determined the number of knots and their position. we now c
c compute the b-spline coefficients of the smoothing spline sp(x,y). c
c this smoothing spline varies with the parameter p in such a way thatc
c f(p) = sumi=1,mx(sumj=1,my((z(i,j)-sp(x(i),y(j)))**2) c
c is a continuous, strictly decreasing function of p. moreover the c
c least-squares polynomial corresponds to p=0 and the least-squares c
c spline to p=infinity. iteratively we then have to determine the c
c positive value of p such that f(p)=s. the process which is proposed c
c here makes use of rational interpolation. f(p) is approximated by a c
c rational function r(p)=(u*p+v)/(p+w); three values of p (p1,p2,p3) c
c with corresponding values of f(p) (f1=f(p1)-s,f2=f(p2)-s,f3=f(p3)-s)c
c are used to calculate the new value of p such that r(p)=s. c
c convergence is guaranteed by taking f1 > 0 and f3 < 0. c
cccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccccc
c initial value for p.
p1 = 0.
f1 = fp0-s
p3 = -one
f3 = fpms
p = one
ich1 = 0
ich3 = 0
c iteration process to find the root of f(p)=s.
do 350 iter = 1,maxit
c find the smoothing spline sp(x,y) and the corresponding sum of
c squared residuals fp.
call fpgrre(ifsx,ifsy,ifbx,ifby,x,mx,y,my,z,mz,kx,ky,tx,nx,ty,
* ny,p,c,nc,fp,fpintx,fpinty,mm,mynx,kx1,kx2,ky1,ky2,wrk(lsx),
* wrk(lsy),wrk(lri),wrk(lq),wrk(lax),wrk(lay),wrk(lbx),wrk(lby),
* nrx,nry)
c test whether the approximation sp(x,y) is an acceptable solution.
fpms = fp-s
if(abs(fpms).lt.acc) go to 440
c test whether the maximum allowable number of iterations has been
c reached.
if(iter.eq.maxit) go to 400
c carry out one more step of the iteration process.
p2 = p
f2 = fpms
if(ich3.ne.0) go to 320
if((f2-f3).gt.acc) go to 310
c our initial choice of p is too large.
p3 = p2
f3 = f2
p = p*con4
if(p.le.p1) p = p1*con9 + p2*con1
go to 350
310 if(f2.lt.0.) ich3 = 1
320 if(ich1.ne.0) go to 340
if((f1-f2).gt.acc) go to 330
c our initial choice of p is too small
p1 = p2
f1 = f2
p = p/con4
if(p3.lt.0.) go to 350
if(p.ge.p3) p = p2*con1 + p3*con9
go to 350
c test whether the iteration process proceeds as theoretically
c expected.
330 if(f2.gt.0.) ich1 = 1
340 if(f2.ge.f1 .or. f2.le.f3) go to 410
c find the new value of p.
p = fprati(p1,f1,p2,f2,p3,f3)
350 continue
c error codes and messages.
400 ier = 3
go to 440
410 ier = 2
go to 440
420 ier = 1
go to 440
430 ier = -1
fp = 0.
440 return
end