Spline Interpolation Fortran Code

program main
!====================================================================
! Spline interpolation
! Comments: values of function f(x) are calculated in n base points
! then: spline coefficients are computed
! spline interpolation is computed in 2n-1 points,
! a difference sum|f(u)-ispline(u)|
!====================================================================
implicit none
integer, parameter :: n=11 ! base points for interpolation
integer, parameter :: nint=21 ! compute interpolation in nint points
double precision xmin, xmax ! given interval of x()
double precision, dimension (n) :: xi(n), yi(n), b(n), c(n), d(n)
double precision x, y, step, ys, error, errav
integer i
double precision f, ispline
! open files
!open (unit=1, file='tablex1.dat')
!open (unit=2, file='tablex2.dat')
xmin = 0.0
xmax = 2.0
! step 1: generate xi and yi from f(x), xmin, xmax, n

step = (xmax-xmin)/(n-1)
do i=1,n
xi(i) = xmin + step*float(i-1)
yi(i) = f(xi(i))
! write (*,200) xi(i), yi(i)
end do
! step 2: call spline to calculate spline coeficients

call spline (xi, yi, b, c, d,n)
! step 3: interpolation at nint points

errav = 0.0
step = (xmax-xmin)/(nint-1)
write(*,201)
do i=1, nint
x = xmin + step*float(i-1)
y = f(x)
ys = ispline(x, xi, yi, b, c, d, n)
error = ys-y
write (*,200) x, ys, error
! step 4: calculate quality of interpolation
errav = errav + abs(y-ys)/nint
end do
write (*,202) errav
200 format (3f12.5)
201 format (' x spline error')
202 format (' Average error',f12.5)
end program main
!
! Function f(x)
!
function f(x)
double precision f, x
f = sin(x)
end function f
subroutine spline (x, y, b, c, d, n)

!======================================================================
! Calculate the coefficients b(i), c(i), and d(i), i=1,2,...,n
! for cubic spline interpolation
! s(x) = y(i) + b(i)*(x-x(i)) + c(i)*(x-x(i))**2 + d(i)*(x-x(i))**3
! for x(i) <= x <= x(i+1)
! Alex G: January 2010
!----------------------------------------------------------------------
! input..
! x = the arrays of data abscissas (in strictly increasing order)
! y = the arrays of data ordinates
! n = size of the arrays xi() and yi() (n>=2)
! output..
! b, c, d = arrays of spline coefficients
! comments ...
! spline.f90 program is based on fortran version of program spline.f
! the accompanying function fspline can be used for interpolation
!======================================================================
implicit none
integer n
double precision x(n), y(n), b(n), c(n), d(n)
integer i, j, gap
double precision h
gap = n-1
! check input
if ( n < 2 ) return
if ( n < 3 ) then
b(1) = (y(2)-y(1))/(x(2)-x(1)) ! linear interpolation
c(1) = 0.
d(1) = 0.
b(2) = b(1)
c(2) = 0.
d(2) = 0.
return
end if
!
! step 1: preparation
!
d(1) = x(2) - x(1)
c(2) = (y(2) - y(1))/d(1)
do i = 2, gap
d(i) = x(i+1) - x(i)
b(i) = 2.0*(d(i-1) + d(i))
c(i+1) = (y(i+1) - y(i))/d(i)
c(i) = c(i+1) - c(i)
end do
!
! step 2: end conditions
!
b(1) = -d(1)
b(n) = -d(n-1)
c(1) = 0.0
c(n) = 0.0
if(n /= 3) then
c(1) = c(3)/(x(4)-x(2)) - c(2)/(x(3)-x(1))
c(n) = c(n-1)/(x(n)-x(n-2)) - c(n-2)/(x(n-1)-x(n-3))
c(1) = c(1)*d(1)**2/(x(4)-x(1))
c(n) = -c(n)*d(n-1)**2/(x(n)-x(n-3))
end if
!
! step 3: forward elimination
!
do i = 2, n
h = d(i-1)/b(i-1)
b(i) = b(i) - h*d(i-1)
c(i) = c(i) - h*c(i-1)
end do
!
! step 4: back substitution
!
c(n) = c(n)/b(n)
do j = 1, gap
i = n-j
c(i) = (c(i) - d(i)*c(i+1))/b(i)
end do
!
! step 5: compute spline coefficients
!
b(n) = (y(n) - y(gap))/d(gap) + d(gap)*(c(gap) + 2.0*c(n))
do i = 1, gap
b(i) = (y(i+1) - y(i))/d(i) - d(i)*(c(i+1) + 2.0*c(i))
d(i) = (c(i+1) - c(i))/d(i)
c(i) = 3.*c(i)
end do
c(n) = 3.0*c(n)
d(n) = d(n-1)
end subroutine spline
function ispline(u, x, y, b, c, d, n)
!======================================================================
! function ispline evaluates the cubic spline interpolation at point z
! ispline = y(i)+b(i)*(u-x(i))+c(i)*(u-x(i))**2+d(i)*(u-x(i))**3
! where x(i) <= u <= x(i+1)
!----------------------------------------------------------------------
! input..
! u = the abscissa at which the spline is to be evaluated
! x, y = the arrays of given data points
! b, c, d = arrays of spline coefficients computed by spline
! n = the number of data points
! output:
! ispline = interpolated value at point u
!=======================================================================
implicit none
double precision ispline
integer n
double precision u, x(n), y(n), b(n), c(n), d(n)
integer i, j, k
double precision dx
! if u is ouside the x() interval take a boundary value (left or right)

if(u <= x(1)) then
ispline = y(1)
return
end if
if(u >= x(n)) then
ispline = y(n)
return
end if
!*
! binary search for for i, such that x(i) <= u <= x(i+1)
!*
i = 1
j = n+1
do while (j > i+1)
k = (i+j)/2
if(u < x(k)) then
j=k
else
i=k
end if
end do
!*
! evaluate spline interpolation
!*
dx = u - x(i)
ispline = y(i) + dx*(b(i) + dx*(c(i) + dx*d(i)))
end function ispline

Spline Interpolation Fortran Code

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Spline Interpolation Fortran Code

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program main

! step 1: generate xi and yi from f(x), xmin, xmax, n

! step 2: call spline to calculate spline coeficients

! step 3: interpolation at nint points

end program main

subroutine spline (x, y, b, c, d, n)

! if u is ouside the x() interval take a boundary value (left or right)

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