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Manuscript Title: Routines for numerical interpolation, with first and second order
differentiation, having non-uniformly spaced points, out to three
dimensions. | ||

Authors: J. Waite | ||

Program title: LNIDIF | ||

Catalogue identifier: AAXJ_v1_0Distribution format: gz | ||

Journal reference: Comput. Phys. Commun. 46(1987)323 | ||

Programming language: Fortran. | ||

Computer: PERKIN-ELEMER 3240. | ||

RAM: 23K words | ||

Word size: 32 | ||

Keywords: General purpose, Interpolation, Lagrangian polynomials, Numerical Differentiation with Non-uniform spacing. | ||

Classification: 4.10. | ||

Nature of problem:Interpolates and calculates the first and second derivatives of any function defined by a series of points out to three dimensions. | ||

Solution method:An (N-1)-th order Lagrangian polynomial is fitted to the N points for interpolation, which (N-2) and (N-3) ordered polynomials are used for the 1st and 2nd derivatives respectively. | ||

Restrictions:The submitted version of the test MAIN segment is set to a maximum of 10 points per dimension and can be readily upgraded. It is also proposed that generalisation to M dimensions (>3) and/or higher derivatives can readily be implemented. | ||

Unusual features:The access of the function values, in the routines, is vectorised for transportability and efficiency. | ||

Running time:0.05 * N * M seconds (N points, M dimensions) |

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