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decus/20-0026/apmm.doc
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SUBROUTINE APMM
PURPOSE
APPROXIMATE A FUNCTION TABULATED IN N POINTS BY ANY LINEAR
COMBINATION OF M GIVEN CONTINUOUS FUNCTIONS IN THE SENSE
OF CHEBYSHEV.
USAGE
CALL APMM(FCT,N,M,TOP,IHE,PIV,T,ITER,IER)
PARAMETER FCT REQUIRES AN EXTERNAL STATEMENT IN THE
CALLING PROGRAM.
DESCRIPTION OF PARAMETERS
FCT - NAME OF SUBROUTINE TO BE SUPPLIED BY THE USER.
IT COMPUTES VALUES OF M GIVEN FUNCTIONS FOR
ARGUMENT VALUE X.
USAGE
CALL FCT(Y,X,K)
DESCRIPTION OF PARAMETERS
Y - RESULT VECTOR OF DIMENSION M CONTAINING
THE VALUES OF GIVEN CONTINUOUS FUNCTIONS
FOR GIVEN ARGUMENT X
X - ARGUMENT VALUE
K - AN INTEGER VALUE WHICH IS EQUAL TO M-1
REMARKS
IF APPROXIMATION BY NORMAL CHEBYSHEV, SHIFTED
CHEBYSHEV, LEGENDRE, LAGUERRE, HERMITE POLYNO-
MIALS IS DESIRED SUBROUTINES CNP, CSP, LEP,
LAP, HEP, RESPECTIVELY FROM SSP COULD BE USED.
N - NUMBER OF DATA POINTS DEFINING THE FUNCTION WHICH
IS TO BE APPROXIMATED
M - NUMBER OF GIVEN CONTINUOUS FUNCTIONS FROM WHICH
THE APPROXIMATING FUNCTION IS CONSTRUCTED.
TOP - VECTOR OF DIMENSION 3*N.
ON ENTRY IT MUST CONTAIN FROM TOP(1) UP TO TOP(N)
THE GIVEN N FUNCTION VALUES AND FROM TOP(N+1) UP
TO TOP(2*N) THE CORRESPONDING NODES
ON RETURN TOP CONTAINS FROM TOP(1) UP TO TOP(N)
THE ERRORS AT THOSE N NODES.
OTHER VALUES OF TOP ARE SCRATCH.
IHE - INTEGER VECTOR OF DIMENSION 3*M+4*N+6
PIV - VECTOR OF DIMENSION 3*M+6.
ON RETURN PIV CONTAINS AT PIV(1) UP TO PIV(M) THE
RESULTING COEFFICIENTS OF LINEAR APPROXIMATION.
T - AUXILIARY VECTOR OF DIMENSION (M+2)*(M+2)
ITER - RESULTANT INTEGER WHICH SPECIFIES THE NUMBER OF
ITERATIONS NEEDED
IER - RESULTANT ERROR PARAMETER CODED IN THE FOLLOWING
FORM
IER=0 - NO ERROR
IER=1 - THE NUMBER OF ITERATIONS HAS REACHED
THE INTERNAL MAXIMUM N+M
IER=-1 - NO RESULT BECAUSE OF WRONG INPUT PARA-
METER M OR N OR SINCE AT SOME ITERATION
NO SUITABLE PIVOT COULD BE FOUND
REMARKS
NO ACTION BESIDES ERROR MESSAGE IN CASE M LESS THAN 1 OR
N LESS THAN 2.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
THE EXTERNAL SUBROUTINE FCT MUST BE FURNISHED BY THE USER.
METHOD
THE PROBLEM OF APPROXIMATION A TABULATED FUNCTION BY ANY
LINEAR COMBINATION OF GIVEN FUNCTIONS IN THE SENSE OF
CHEBYSHEV (I.E. TO MINIMIZE THE MAXIMUM ERROR) IS TRANS-
FORMED INTO A LINEAR PROGRAMMING PROBLEM. APMM USES A
REVISED SIMPLEX METHOD TO SOLVE A CORRESPONDING DUAL
PROBLEM. FOR REFERENCE, SEE
I.BARRODALE/A.YOUNG, ALGORITHMS FOR BEST L-SUB-ONE AND
L-SUB-INFINITY, LINEAR APPROXIMATIONS ON A DISCRETE SET,
NUMERISCHE MATHEMATIK, VOL.8, ISS.3 (1966), PP.295-306.