File DDCAR.FT (FORTRAN source file)

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C
C     ..................................................................
C
C     SUBROUTINE DDCAR
C
C     PURPOSE
C        TO COMPUTE, AT A GIVEN POINT X, AN APPROXIMATION Z TO THE
C        DERIVATIVE OF AN ANALYTICALLY GIVEN FUNCTION FCT THAT IS 11-
C        TIMES DIFFERENTIABLE IN A DOMAIN CONTAINING A CLOSED, 2-SIDED
C        SYMMETRIC INTERVAL OF RADIUS ABSOLUTE H ABOUT X, USING FUNCTION
C        VALUES ONLY ON THAT CLOSED INTERVAL.
C
C     USAGE
C        CALL DDCAR(X,H,IH,FCT,Z)
C        PARAMETER FCT REQUIRES AN EXTERNAL STATEMENT
C
C     DESCRIPTION OF PARAMETERS
C        X   - THE POINT AT WHICH THE DERIVATIVE IS TO BE COMPUTED
C              X IS IN DOUBLE PRECISION.
C        H   - THE NUMBER WHOSE ABSOLUTE VALUE DEFINES THE CLOSED,
C              SYMMETRIC 2-SIDED INTERVAL ABOUT X (SEE PURPOSE)
C              H IS IN SINGLE PRECISION
C        IH  - INPUT PARAMETER (SEE REMARKS AND METHOD)
C              IH NON-ZERO - THE SUBROUTINE GENERATES THE INTERNAL
C                            VALUE HH
C              IH    =   0 - THE INTERNAL VALUE HH IS SET TO ABSOLUTE H
C        FCT - THE NAME OF THE EXTERNAL DOUBLE PRECISION FUNCTION
C              SUBPROGRAM THAT WILL GENERATE THE NECESSARY FUNCTION
C              VALUES.
C        Z   - RESULTING DERIVATIVE VALUE - DOUBLE PRECISION
C
C     REMARKS
C        (1)  IF H = 0, THEN THERE IS NO COMPUTATION.
C        (2)  THE INTERNAL VALUE HH, WHICH IS DETERMINED ACCORDING TO
C             IH, IS THE MAXIMUM STEP-SIZE USED IN THE COMPUTATION OF
C             THE CENTRAL DIVIDED DIFFERENCES (SEE METHOD.)  IF IH IS
C             NON-ZERO, THEN THE SUBROUTINE GENERATES HH ACCORDING TO
C             CRITERIA THAT BALANCE ROUND-OFF AND TRUNCATION ERROR.  HH
C             IS ALWAYS LESS THAN OR EQUAL TO ABSOLUTE H IN ABSOLUTE
C             VALUE, SO THAT ALL COMPUTATION OCCURS WITHIN A RADIUS
C             ABSOLUTE H OF X.
C
C     SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
C        THE EXTERNAL FUNCTION SUBPROGRAM FCT(T) MUST BE FURNISHED BY
C        THE USER. FCT(T) IS IN DOUBLE PRECISION
C
C     METHOD
C        THE COMPUTATION OF Z IS BASED ON RICHARDSON'S AND ROMBERG'S
C        EXTRAPOLATION METHOD AS APPLIED TO THE SEQUENCE OF CENTRAL
C        DIVIDED DIFFERENCES ASSOCIATED WITH THE POINT PAIRS
C        (X-(K*HH)/5,X+(K*HH)/5) K=1,...,5.  (SEE FILLIPI, S. AND
C        ENGELS, H., ALTES UND NEUES ZUR NUMERISCHEN DIFFERENTIATION,
C        ELECTRONISCHE DATENVERARBEITUNG, ISS. 2 (1966), PP. 57-65.)
C
C     ..................................................................
C
      SUBROUTINE DDCAR(X,H,IH,FCT,Z)
C
C
      DIMENSION AUX(5)
      DOUBLE PRECISION X,FCT,Z,AUX,A,B,C,DH,HH
C
C        NO ACTION IN CASE OF ZERO INTERVAL LENGTH
      IF(H)1,17,1
C
C        GENERATE STEPSIZE HH FOR DIVIDED DIFFERENCES
    1 C=ABS(H)
      IF(IH)2,9,2
    2 HH=.5D-2
      IF(C-HH)3,4,4
    3 HH=C
    4 A=FCT(X+HH)
      B=FCT(X-HH)
      Z=DABS((A-B)/(HH+HH))
      A=.5D0*DABS(A+B)
      HH=.5D-2
      IF(A-1.D0)6,6,5
    5 HH=HH*A
    6 IF(Z-1.D0)8,8,7
    7 HH=HH/Z
    8 IF(HH-C)10,10,9
    9 HH=C
C
C        INITIALIZE DIFFERENTIATION LOOP
   10 Z=(FCT(X+HH)-FCT(X-HH))/(HH+HH)
      J=5
      JJ=J-1
      AUX(J)=Z
      DH=HH/DFLOAT(J)
      DZ=1.7E38                                                                 0
C
C        START DIFFERENTIATION LOOP
   11 J=J-1
      C=J
      HH=C*DH
      AUX(J)=(FCT(X+HH)-FCT(X-HH))/(HH+HH)
C
C        INITIALIZE EXTRAPOLATION LOOP
      D2=1.7E38                                                                 0
      B=0.D0
      A=1.D0/C
C
C        START EXTRAPOLATION LOOP
      DO 12 I=J,JJ
      D1=D2
      B=B+A
      HH=(AUX(I)-AUX(I+1))/(B*(2.D0+B))
      AUX(I+1)=AUX(I)+HH
C
C        TEST ON OSCILLATING INCREMENTS
      D2=DABS(HH)
      IF(D2-D1)12,13,13
   12 CONTINUE
C        END OF EXTRAPOLATION LOOP
C
C        UPDATE RESULT VALUE Z
      I=JJ+1
      GO TO 14
   13 D2=D1
      JJ=I
   14 IF(D2-DZ)15,16,16
   15 DZ=D2
      Z=AUX(I)
   16 IF(J-1)17,17,11
C        END OF DIFFERENTIATION LOOP
C
   17 RETURN
      END



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