Piecewise Cubic Interpolation Package

RESOURCE

Abstract

PCHIP (Piecewise Cubic Interpolation Package) is a set of subroutines for piecewise cubic Hermite interpolation of data. It features software to produce a monotone and "visually pleasing" interpolant to monotone data. Such an interpolant may be more reasonable than a cubic spline if the data contain both 'steep' and 'flat' sections. Interpolation of cumulative probability distribution functions is another application. In PCHIP, all piecewise cubic functions are represented in cubic Hermite form; that is, f(x) is determined by its values f(i) and derivatives d(i) at the breakpoints x(i), i=1(1)N. PCHIP contains three routines - PCHIM, PCHIC, and PCHSP to determine derivative values, six routines - CHFEV, PCHFE, CHFDV, PCHFD, PCHID, and PCHIA to evaluate, differentiate, or integrate the resulting cubic Hermite function, and one routine to check for monotonicity. A FORTRAN 77 version and SLATEC version of PCHIP are included.
Developers:
Fritsch, F. [1]
  1. Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
Release Date:
1982-04-23
Project Type:
Closed Source
Software Type:
Scientific
Sponsoring Org.:
Code ID:
13601
Site Accession Number:
4100
Research Org.:
Lawrence Livermore National Laboratory (LLNL), Livermore, CA (United States)
Country of Origin:
United States

RESOURCE

Citation Formats

Fritsch, F. Piecewise Cubic Interpolation Package. Computer Software. USDOE. 23 Apr. 1982. Web. doi:10.11578/dc.20180712.2.
Fritsch, F. (1982, April 23). Piecewise Cubic Interpolation Package. [Computer software]. https://doi.org/10.11578/dc.20180712.2.
Fritsch, F. "Piecewise Cubic Interpolation Package." Computer software. April 23, 1982. https://doi.org/10.11578/dc.20180712.2.
@misc{ doecode_13601,
title = {Piecewise Cubic Interpolation Package},
author = {Fritsch, F.},
abstractNote = {PCHIP (Piecewise Cubic Interpolation Package) is a set of subroutines for piecewise cubic Hermite interpolation of data. It features software to produce a monotone and "visually pleasing" interpolant to monotone data. Such an interpolant may be more reasonable than a cubic spline if the data contain both 'steep' and 'flat' sections. Interpolation of cumulative probability distribution functions is another application. In PCHIP, all piecewise cubic functions are represented in cubic Hermite form; that is, f(x) is determined by its values f(i) and derivatives d(i) at the breakpoints x(i), i=1(1)N. PCHIP contains three routines - PCHIM, PCHIC, and PCHSP to determine derivative values, six routines - CHFEV, PCHFE, CHFDV, PCHFD, PCHID, and PCHIA to evaluate, differentiate, or integrate the resulting cubic Hermite function, and one routine to check for monotonicity. A FORTRAN 77 version and SLATEC version of PCHIP are included.},
doi = {10.11578/dc.20180712.2},
url = {https://doi.org/10.11578/dc.20180712.2},
howpublished = {[Computer Software] \url{https://doi.org/10.11578/dc.20180712.2}},
year = {1982},
month = {apr}
}