>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 1 USER'S MANUAL FOR ************************************************************* * MICROSCOPE: A SOFTWARE SYSTEM FOR MULTIVARIATE ANALYSIS * ************************************************************* BY PETER ALFELD AND BILL HARRIS DEPARTMENT OF MATHEMATICS UNIVERSITY OF UTAH SALT LAKE CITY UTAH 84112 TEL.: 801-581-6842 OR 801-581-6851 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 2 ABSTRACT THIS MANUAL DESCRIBES MICROSCOPE: A PORTABLE FORTRAN SOFTWARE SYSTEM FOR THE ANALYSIS OF MULTIVARIATE FUNCTIONS. GIVEN AN INTERPOLATION OR APPROXIMATION SCHEME, IT ALLOWS THE FOLLOWING QUESTIONS, AMONG OTHERS, TO BE ANSWERED: DOES THE SCHEME INTERPOLATE? HOW OFTEN IS IT DIFFERENTIABLE? WHAT FUNCTIONS DOES IT REPRODUCE EXACTLY? IF THE SCHEME IS POLYNOMIAL, WHAT IS ITS POLYNOMIAL DEGREE? WHERE IS THE SMOOTHNESS OF A FUNCTION REDUCED? WHERE ARE THE BUGS IN A FORTRAN IMPLEMENTATION? >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 3 LIST OF CONTENTS 0. ABOUT THIS MANUAL .......................................6 1. INTRODUCTION ............................................8 1.1 MULTIVARIATE INTERPOLATION AND APPROXIMATION ............8 1.2 THE BASIC APPROACH ......................................9 1.3 THE ALPHANUMERICAL DISPLAY ..............................13 1.4 SUMMARY .................................................19 2. APPLICATIONS ............................................21 2.1 INTERPOLATION ...........................................22 2.2 SMOOTHNESS ..............................................27 2.3 DEGREE OF PRECISION .....................................28 2.4 DEGREE OF A POLYNOMIAL ..................................30 3. USING MICROSCOPE ........................................33 3.1 THE MCRSCP ROUTINE ......................................34 3.2 THE COMMAND MODE ........................................36 3.3 A DISCONTINUITY IN THE SECOND DERIVATIVE ................38 4. A DETAILED DESCRIPTION OF FEATURES AND COMMANDS .........44 4.1 ROUND-OFF EFFECTS .......................................44 4.2 DERIVATIVES OF STEP FUNCTIONS ...........................45 4.3 THE WINDOW ..............................................49 4.4 REFERENCE TABLE OF COMMANDS .............................51 4.5 COMMANDS TO CONTROL THE DISPLAY .........................54 4.6 COMMANDS TO CONTROL THE POINT OF EXAMINATION ............58 4.7 COMMANDS TO CONTROL THE DIRECTION OF INVESTIGATION ......59 4.8 COMMANDS TO CONTROL ACCURACY, THE WINDOW, AND ROUND-OFF EFFECTS ...............................60 4.9 COMMANDS TO CONTROL EXECUTION ...........................62 4.10 COMMANDS TO OBTAIN ON-LINE HELP .........................64 4.11 COMMANDS TO KEEP A RECORD ...............................65 4.12 COMMANDS TO ANALYZE CROSS DERIVATIVES ...................65 4.13 PROGRAMMING MICROSCOPE ..................................67 4.14 THE PLOT COMMAND FOR OBTAINING A DISPLAY .......69 4.15 USER INTERVENTION .......................................73 4.16 DEFAULT SETTINGS ........................................74 5. INSTALLATION GUIDE ......................................75 5.1 DESCRIPTION OF THE PACKAGE ..............................75 5.2 A KEY TO SELECTING THE APPROPRIATE FILES ................80 APPENDIX I: NUMERICAL DIFFERENTIATION .......................82 I.1 THE ROUND-OFF THRESHOLD ........................85 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 4 I.2 ROUND-OFF VERSUS TRUNCATION ERRORS .............87 I.3 DERIVATIVES OF STEP FUNCTIONS ..................89 APPENDIX II: ORGANIZATION OF MICROSCOPE .....................92 II.1 ORGANIZATION OF THE PROGRAM PACKAGE ...........92 II.2 SAMPLING SCHEME AND LOGIC .....................95 II.3 COMMON BLOCKS .................................104 APPENDIX III: THE TEST PACKAGE ..............................110 APPENDIX IV: EXAMPLES FOR GRAPHICAL () DISPLAYS .....115 REFERENCES ..................................................116 ACKNOWLEDGEMENTS ............................................117 INDEX .......................................................118 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 5 LIST OF TABLES AND FIGURES FIGURE 1 THE ALPHANUMERICAL DISPLAY ........................14 FIGURE 2 INTERPOLATION TO POSITION AT ZERO..................22 FIGURE 3 ...................................................23 FIGURE 4 INTERPOLATION AT X = 2 ............................24 FIGURE 5 INTERPOLATION TO THE FIRST DERIVATIVE .............25 FIGURE 6 ...................................................26 FIGURE 7 FREE END CONDITION ................................27 FIGURE 8 SMOOTHNESS AT X = 1 ...............................28 FIGURE 9 A ZERO ERROR ......................................29 FIGURE 10 ROUND-OFF WITH A BIAS ............................30 FIGURE 11 A CUBIC FUNCTION .................................31 FIGURE 12 ..................................................32 FIGURE 13 ..................................................38 FIGURE 14 ..................................................39 FIGURE 15 ..................................................40 FIGURE 16 ..................................................41 FIGURE 17 ..................................................42 FIGURE 18 AT THE LIMITS OF RESOLUTION ......................43 FIGURE 19 DERIVATIVES OF A STEP FUNCTION ...................46 0 FIGURE 20 DERIVATIVES OF A C FUNCTION .....................47 1 FIGURE 21 DERIVATIVES OF A C FUNCTION .....................47 2 FIGURE 22 DERIVATIVES OF A C FUNCTION .....................48 3 FIGURE 23 DERIVATIVES OF A C FUNCTION .....................48 4 FIGURE 24 DERIVATIVES OF A C FUNCTION .....................49 FIGURE 25 AN INVISIBLE GRAPH ...............................56 FIGURE 26 THE DISENTANGLED GRAPHS ..........................57 FIGURE 27 AN EXTENDED DISCONTINUITY ........................67 FIGURE 28 A 3/2 TIMES DIFFERENTIABLE FUNCTION ..............113 FIGURE 29 ANOTHER 3/2 TIMES DIFFERENTIABLE FUNCTION ........114 TABLE: EFFICIENCY OF WINDOW WIDTHS .........................50 QUICK REFERENCE TABLE OF COMMANDS ..........................52 TABLE OF DISCRETIZATION CONTROLING COMMANDS ................60 TABLE: RELATIVE EFFORTS ....................................62 TABLE 1: CONSTANTS FOR DIFFERENTIATION FORMULAS ............84 TABLE 2: THRESHOLD VALUES OF H .............................86 TABLE 3: OPTIMUM VALUES OF H ...............................88 TABLE 4: THE SUPERIORITY OF TESTING HIGHER DERIVATIVES .....91 EPITOME FLOWCHART ..........................................94 OUTLINE OF SGAMMA ..........................................104 TABLE OF TEST PARAMETERS ...................................112 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 6 0. ABOUT THIS MANUAL THIS MANUAL CONSTITUTES THE COMPREHENSIVE DESCRIPTION OF MICROSCOPE, ITS OPERATION, APPLICATIONS, FOUNDATIONS, AND INNER WORKINGS. SECTION 1.1 DESCRIBES WHAT KIND OF PROBLEMS CAN BE ADDRESSED BY MICROSCOPE. SECTION 1.2 DESCRIBES THE BASIC APPROACH AND IS FUNDAMENTAL. SECTION 1.3 DESCRIBES THE ALPHANUMERICAL SCREEN DISPLAY AND IS NEEDED FOR UNDERSTANDING THE EXAMPLES GIVEN THROUGHOUT THIS MANUAL. IT ALSO INTRODUCES SOME TERMS AND CONCEPTS AND SERVES AS A PRELUDE TO THE CAPABILITIES OF MICROSCOPE. SECTION 2 GIVES EXAMPLES THAT ILLUSTRATE FOUR MAJOR APPLICATIONS (INTERPOLATION, SMOOTHNESS, DEGREE OF PRECISION, AND POLYNOMIAL DEGREE). THESE DO OF COURSE NOT EXHAUST THE POTENTIAL OF MICROSCOPE. IN SECTION 3, ONE OTHER APPLICATION (DISCOVERY OR IDENTIFICATION OF A POINT WHERE SMOOTHNESS IS REDUCED) IS USED AS A VEHICLE FOR INTRODUCING THE MECHANICS OF USING MICROSCOPE. SECTION 4 GIVES A DETAILED DESCRIPTION OF ALL COMMANDS AND FEATURES, ORGANIZED BY TYPE OF FEATURE OR TASK TO BE ACCOMPLISHED. IN REGULAR USE, THIS WILL PROBABLY BE THE MOST FREQUENTLY CONSULTED SECTION. IN READING SECTIONS 2 AND 3, IT IS DESIRABLE THAT A WORKING VERSION OF MICROSCOPE IS AVAILABLE SO THAT HANDS ON EXPERIENCE CAN BE GAINED. IF THIS IS NOT THE CASE THE INSTALLATION GUIDE (SECTION 5) SHOULD BE CONSULTED FIRST. THAT SECTION ALSO CONTAINS A DETAILED DISCUSSION OF THE PORTABILITY FEATURES AND POSSIBLE VARIANTS OF MICROSCOPE. APPENDICES ARE INCLUDED THAT DESCRIBE SOME TECHNICAL FEATURES IN DETAIL: THE DIFFERENTIATION FORMULAS, THE ORGANIZATION OF THE PROGRAM PACKAGE, AND THE TEST PACKAGE. THERE SHOULD ALSO BE AN APPENDIX IV CONTAINING PEN PLOTS CORRESPONDING TO THE CRUDER ALPHANUMERICAL GRAPHICS IN THE BODY OF THE MANUAL. HOWEVER, THAT APPENDIX IS NOT MACHINE LEGIBLE, AND IS DISTRIBUTED SEPARATELY. THE MANUAL ITSELF IS IN MACHINE READABLE FORM SO THAT IT CAN BE DISTRIBUTED TOGETHER WITH THE PACKAGE AND CAN BE PRINTED LOCALLY, AND READ ON LINE USING FOR EXAMPLE THE SEARCH FEATURES OF A TEXT EDITOR. IT WAS GENERATED BY A MICROSCOPE PROGRAM, WITH THE TEXT OF THE MANUAL BEING "NOTES" AND THE EXAMPLE SCREEN DISPLAYS BEING COMPUTED BY MICROSCOPE AND AUTOMATICALLY EMBEDDED INTO THE TEXT. (ACTUALLY, THE MICROSCOPE PROGRAM GENERATED A DATA FILE THAT WAS THEN FED INTO THE TEXT FORMATTING PROGRAM DOCUMENT, SEE BEEBE, 1980.) MACHINE LEGIBILITY, HOWEVER, ACCOUNTS FOR THE SOMEWHAT AWKWARD NOTATION IN SOME PLACES. FOR EXAMPLE, GREEK LETTERS HAVE BEEN GIVEN ABBREVIATIONS IN TERMS OF ROMAN LETTERS. DEFINITIONS ARE DENOTED BY WRITING THE DEFINED TERM IN SINGLE >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 7 QUOTATION MARKS. ORDINARY QUOTATIONS ARE IN DOUBLE QUOTATION MARKS. THE EXAMPLES IN THIS MANUAL ARE REPRODUCIBLE SINCE THE SET OF ROUTINES USED FOR THEIR GENERATION IS SUPPLIED WITH THE PACKAGE AND CAN BE USED FOR TEST PURPOSES. TO ENSURE UNIFORMITY OF RESULTS OBTAINED ON DIFFERENT MACHINES, A FACILITY HAS BEEN ADDED TO SIMULATE ROUNDING, AND ALL EXAMPLES HAVE BEEN COMPUTED IN 10 DIGITS ARITHMETIC. MORE PRECISELY, IF X IS THE QUANTITY TO BE ROUNDED TO D DIGITS, SAY, THEN X IS REPLACED BY -D -D Z := (1+EPS *10 )*X + EPS *10 1 2 WHERE EPS AND EPS ARE RANDOM NUMBERS BETWEEN -1 AND +1. THE ADDITION OF 1 2 THE EPS TERM IS NOT STANDARD BUT APPROPRIATE IN THE PRESENT CONTEXT, 2 BECAUSE IN INVESTIGATIONS WITH MICROSCOPE SMALL NUMBERS ARE OFTEN DUE TO TAKING DIFFERENCES BETWEEN VERY CLOSE LARGE NUMBERS, LEADING TO A CANCELLATION OF SIGNIFICANT DIGITS. THE LARGER THE MAGNITUDE OF X, THE MORE INSIGNIFICANT THE SECOND TERM WILL BECOME. IF X IS ROUGHLY 1 OR LARGER (IN MAGNITUDE) OUR ROUNDING IS ESSENTIALLY EQUIVALENT TO THE STANDARD ROUNDING (WHERE EPS = 0). 2 THIS MANUAL WILL RARELY BE READ SEQUENTIALLY FROM FRONT TO BACK. THEREFORE, KEY IDEAS AND CONCEPTS HAVE SOMETIMES BEEN RESTATED IF THEY ARE CRUCIAL IN THE GIVEN CONTEXT. IT IS HOPED THAT THIS REDUNDANCY WILL CONTRIBUTE TO THE USEFULNESS OF THIS DOCUMENT. ANY CRTICISMS, COMMENTS AND SUGGESTIONS ABOUT MICROSCOPE ARE WELCOME AND SHOULD BE DIRECTED TO PETER ALFELD, DEPARTMENT OF MATHEMATICS, UNIVERSITY OF UTAH, SALT LAKE CITY, UTAH 84112, 801-581-6842. WE ARE PARTICULARLY INTERESTED IN ANY APPLICATIONS OF MICROSCOPE THAT ARE NOT DESCRIBED IN THIS MANUAL. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 8 1. INTRODUCTION 1.1 MULTIVARIATE INTERPOLATION AND APPROXIMATION THIS MANUAL DESCRIBES A FORTRAN SOFTWARE PACKAGE, MICROSCOPE, WHOSE MAIN APPLICATIONS ARE IN THE ANALYSIS OF FUNCTIONS OF SEVERAL VARIABLES (OR 'SURFACES') AS THEY OCCUR E.G. IN THE APPROXIMATION OF MULTIVARIATE DATA OR IN THE DESIGN OF GEOMETRIC OBJECTS SUCH AS THE BODY OF AN AUTOMOBILE OR AN AIRCRAFT. THIS IS A CURRENTLY VERY ACTIVE RESEARCH AREA WITH MANY UNSOLVED AND DIFFICULT PROBLEMS. FOR A SURVEY SEE BARNHILL, 1983, AND THE REFERENCES QUOTED THEREIN. MICROSCOPE IS PORTABLE TO THE EXTENT THAT IT HAS PASSED THE PFORT VERIFIER (RYDER, 1974) WITH THE EXCEPTION THAT IT USES SOME NON-FORTRAN CHARACTERS (NAMELY ?,<,>,!,:,;). SOME NON-PORTABLE OPTIONAL FEATURES ARE SUPPORTED BY VARIANTS OF THE CODE. THESE INCLUDE THE USE OF LOWER CASE LETTERS IN INPUT AND OUTPUT, AND THE USE OF MODIFICATIONS OF AN ALPHANUMERICAL DISPLAY ON A CRT TERMINAL. IF THE SOFTWARE (, BEEBE 1979) AND HARDWARE ARE AVAILABLE MORE SOPHISTICATED AND PLEASING GRAPHICAL DISPLAYS CAN ALSO BE OBTAINED. HOWEVER, EVEN IF NONE OF THE ADDITIONAL FEATURES ARE PROVIDED BY A PARTICULAR INSTALLATION, A WORKING, IF SOMEWHAT CRUDE, VERSION OF MICROSCOPE CAN BE CONSTRUCTED. SEE THE INSTALLATION GUIDE (SECTION 5) FOR DETAILS. THE OBJECTS THAT CAN BE EXAMINED BY MICROSCOPE ARE FUNCTIONS OF FROM ONE TO THREE INDEPENDENT VARIABLES. ALLOWING ONLY UP TO THREE VARIABLES ENABLED US TO CONTAIN ALL NUMERICAL INFORMATION ON THE CRT SCREEN AND PROVED SUFFICENT FOR ALL CASES WE HAVE ENCOUNTERED. IF A FUNCTION OF MORE THAN THREE VARIABLES MUST BE EXAMINED MICROSCOPE CAN BE APPLIED TO A SUITABLE RESTRICTION OF THE FUNCTION TO A SUBDOMAIN OF DIMENSION AT MOST THREE. IF THERE IS SUFFICENT INTEREST, FUTURE VERSIONS OF MICROSCOPE CAPABLE OF HANDLING MORE THAN THREE VARIABLES WILL BE PROVIDED. THE FUNCTIONS OF INTEREST ARE USUALLY OBTAINED BY APPLYING AN INTERPOLATION OR APPROXIMATION SCHEME TO DISCRETE OR TRANSFINITE (I.E. INFINITELY MANY) DATA. AS FAR AS THE USE OF MICROSCOPE IS CONCERNED IT MATTERS LITTLE IF A FUNCTION IS OBTAINED BY INTERPOLATION OR APPROXIMATION (EXCEPT THAT ONE WILL NOT NEED TO TEST FOR INTERPOLATION IN THE LATTER CASE), SO WE WILL USE THE TWO TERMS INTERCHANGEABLY. WE WILL REFER TO THE FUNCTION THAT IS BEING EXAMINED AS THE 'TRIAL FUNCTION'. THE TRIAL FUNCTION MAY BE DIFFERENT FROM THE INTERPOLATING OR APPROXIMATING FUNCTION IN WHICH THE FINAL USER OF A NUMERICAL SCHEME IS INTERESTED. FOR EXAMPLE, IT IS OFTEN USEFUL TO GENERATE DATA FROM A 'PRIMITIVE FUNCTION' AND THEN USE THE DIFFERENCE BETWEEN THE PRIMITIVE FUNCTION AND ITS INTERPOLANT AS THE TRIAL FUNCTION. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 9 THIS MAKES DISCONTINUITIES IN DERIVATIVES LARGE RELATIVE TO THE DERIVATIVE VALUE AND THEREBY AMPLIFIES DISCONTINUITIES WHICH ARE THEN MORE EASILY DETECTED. FOUR TYPES OF QUESTIONS OCCUR MOST FREQUENTLY IN THE ANALYSIS OF THE TRIAL FUNCTION: -1- DOES THE SCHEME INTERPOLATE? -2- HOW OFTEN IS THE TRIAL FUNCTION DIFFERENTIABLE? (I.E. WHAT IS ITS 'DEGREE OF SMOOTHNESS'?) NOTE:THROUGHOUT ALMOST ALL OF THIS MANUAL WE WILL CONSIDER ONLY FUNCTIONS THAT POSSESS A STEP DISCONTINUITY IN SOME DERIVATIVE, FOR THIS IS THE TYPE OF SMOOTHNESS LIMITATION THAT OCCURS IN MULTIVARIATE INTERPOLATION AND APPROXIMATION. THERE ARE OF COURSE OTHER 4/3 POSSIBILITIES. FOR EXAMPLE, THE FUNCTION F(X) = X IS ONCE DIFFERENTIABLE BUT ITS SECOND DERIVATIVE EXHIBITS A POLE RATHER THAN A STEP. THE TEST PACKAGE (SEE APPENDIX III) CAN BE USED TO GAIN SOME EXPERIENCE WITH SUCH FUNCTIONS. IN PARTICULAR, THE EXAMPLES IN APPENDIX III SHOW HOW TO IDENTIFY AND DISTINGUISH CUSPS AND POLES. -3- WHICH FUNCTIONS ARE REPRODUCED EXACTLY BY THE SCHEME? IN PARTICULAR, WHICH IS THE MAXIMUM DEGREE UP TO WHICH ALL POLYNOMIALS ARE REPRODUCED EXACTLY? IN OTHER WORDS, WHAT IS THE 'DEGREE OF (POLYNOMIAL) PRECISION' OF THE SCHEME? -4- IF THE TRIAL FUNCTION (OR SOME OF ITS DERIVATIVES) ARE POLYNOMIAL WHAT IS THEIR DEGREE? IT SHOULD BE OBVIOUS THAT ONLY IN THE VERY SIMPLEST OF CASES ANSWERS TO THESE QUESTIONS CAN BE OBTAINED FROM A PLAIN DISPLAY OF THE SURFACE OF INTEREST. EVEN GIVEN INFINITE DISPLAY ACCURACY (ALTHOUGH OF COURSE ANY PHYSICAL DISPLAY IS ULTIMATELY PIECEWISE LINEAR OR EVEN DISCRETE), IT SEEMS IMPOSSIBLE TO DISTINGUISH OPTICALLY A ONCE DIFFERENTIABLE FUNCTION FROM ONE THAT IS TWICE DIFFERENTIABLE. 1.2 THE BASIC APPROACH IN THE DESIGN OF AN APPROXIMATION SCHEME ONE USUALLY KNOWS THE 'CRITICAL SETS' WHERE THE PHENOMENA OF INTEREST SUCH AS DISCONTINUITIES IN DERIVATIVES, OR INTERPOLATION TO CERTAIN DATA, MAY OCCUR. FOR EXAMPLE, IN A BIVARIATE INTERPOLATION SCHEME DEFINED ON A TRIANGULATION, CRITICAL SETS ARE USUALLY EDGES OF TRIANGLES, POSSIBLY INTERNAL EDGES, AND VERTICES OF TRIANGLES. IN A TRIVARIATE SCHEME DEFINED ON A TESSELATION INTO TETRAHEDRA, CRITICAL SETS ARE FACES, EDGES, MAYBE INTERNAL FACES AND EDGES, >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 10 AND INTERNAL AND EXTERNAL VERTICES. IF THE CRITICAL SET IS NOT KNOWN IT CAN BE DISCOVERED WITH MICROSCOPE (SEE SECTION 3), BUT FOR THE PRESENT WE WILL ASSUME IT IS KNOWN. THE BASIC IDEA OF MICROSCOPE IS VERY SIMPLE: PICK A RANDOM POINT (THE 'POINT OF EXAMINATION') IN A SPECIFIC CRITICAL SET. WE WILL REFER TO THAT SET AS 'THE FRONT'. THEN DETERMINE A 'DIRECTION OF INVESTIGATION' AND CONSIDER A LINE THROUGH THE POINT OF EXAMINATION IN THE DIRECTION OF INVESTIGATION. THIS IS THE 'LINE OF INVESTIGATION'. DEPENDING UPON THE APPLICATION, THE LINE OF INVESTIGATION MAY BE CONTAINED IN THE FRONT, OR IT MAY BE AT AN ANGLE (NOT NECESSARILY A RIGHT ONE) TO IT. WE WILL CALL ANY DERIVATIVE IN THE DIRECTION OF INVESTIGATION A 'TANGENTIAL DERIVATIVE'. ANY PURE DERIVATIVE IN A DIRECTION OTHER THAN THE DIRECTION OF INVESTIGATION IS A 'CROSS DERIVATIVE' AND ITS DIRECTION IS THE 'CROSS DIRECTION'. MICROSCOPE NUMERICALLY APPROXIMATES THE RELEVANT DERIVATIVES (PURE OR MIXED) AND DISPLAYS THE APPROXIMATIONS ON THE CRT TERMINAL. DEPENDING ON THE RESULTING PICTURE, ONE MAY THEN TAKE FURTHER ACTION, E.G. PICK ANOTHER POINT OF EXAMINATION OR ANOTHER DIRECTION OF INVESTIGATION, CONSIDER OTHER DERIVATIVES, OR IMPROVE THE EXISTING PLOT BY ALTERING THE UNDERLYING NUMERICAL PARAMETERS. IN USING MICROSCOPE IT IS IMPORTANT TO CHOOSE THE UNDERLYING DOMAIN AND THE PRIMITIVE FUNCTION SO AS TO AVOID ARTIFACTS DUE TO THE REGULARITY OF THE DOMAIN OR PECULIARITIES OF THE PRIMITIVE FUNCTION, AND TO PICK THE POINTS OF EXAMINATION RANDOMLY OR ARBITRARILY WITHIN THE CRITICAL SETS. USUALLY DIFFERENT TYPES OF CRITICAL SETS WILL BE PRESENT AND OF COURSE ONE WILL NEED TO CONSIDER AT LEAST ONE REPRESENTATIVE OF EACH SET. NUMERICAL DIFFERENTIATION IS A NOTORIOUSLY ILL-CONDITIONED NUMERICAL PROCESS. HOWEVER, IN MICROSCOPE, THE APPEARANCE OF ROUND-OFF ERRORS IS IMMEDIATELY APPARENT BECAUSE THE POINTS ON THE GRAPH OF THE RELEVANT DERIVATIVE ARE SCATTERED ACROSS THE SCREEN IN A RANDOM FASHION. MOREOVER, BY PLOTTING DERIVATIVES OF A HIGH DEGREE WITH A LARGE DISCRETIZATION PARAMETER THE LIMITATIONS IMPOSED BY ROUND-OFF ERRORS CAN USUALLY BE OVERCOME. FOR EXAMPLE, IF THE EXPECTED DISCONTINUITY IN A SPECIFIC DERIVATIVE IS TOO UNPRONOUNCED TO BE VISIBLE AT THE LARGE VALUE OF THE DISCRETIZATION PARAMETER NECESSITATED BY ROUND-OFF ERRORS, THEN HIGHER ORDER DERIVATIVES CAN BE COMPUTED (ON AN EVEN COARSER DISCRETIZATION). THESE WILL BE APPROXIMATIONS OF THE DIRAC DELTA FUNCTION AND ITS DERIVATIVES, AND USUALLY WILL PINPOINT EVEN WEAK DISCONTINUITIES. NUMERICALLY, WE PROCEED AS FOLLOWS. LET F DENOTE THE TRIAL FUNCTION, P THE POINT OF EXAMINATION, AND D THE DIRECTION OF INVESTIGATION. MICROSCOPE DISPLAYS DERIVATIVES OF F IN THE DIRECTION OF D ALONG THE LINE OF INVESTIGATION WITH P BEING THE CENTER POINT. A BUILT-IN FACILITY ALLOWS THE REPLACEMENT OF F WITH A DERIVATIVE OF F IN SOME OTHER, INDEPENDENT, DIRECTION. MORE COMPLICATED MIXED PARTIAL DERIVATIVES CAN BE BUILT BY MODIFYING THE TRIAL FUNCTION, AND MICROSCOPE OFFERS SOME HELP WITH THAT AS WELL. HOWEVER, FOR THE PRESENT WE WILL RESTRICT OUR ATTENTION TO A >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 11 TANGENTIAL DERIVATIVE OF F. THE DIRECTIONAL DERIVATIVES ARE APPROXIMATED AT POINTS P(I) = P + I*S*D, WHERE I = -N, -N+1, ...., N-1,N AND THE QUANTITY S > 0 DETERMINES THE SPACING OF THE POINTS. IT WILL BE REFERED TO AS THE 'DISPLAY INTERVAL' OR 'INTERVAL' FOR SHORT. THE NUMBER N DETERMINES THE RESOLUTION OF THE DISPLAY (AS WELL AS THE NUMERICAL EFFORT). AT EACH POINT P(I), WE APPROXIMATE THE K-TH DERIVATIVE OF F IN THE (K) DIRECTION D AT THE I-TH POINT BY A QUANTITY Q . I THE RANGE OF K IN THE PRESENT VERSION OF MICROSCOPE IS FROM ZERO TO SIX. WE HAVE FOUND THIS SUFFICIENT FOR ALL OF OUR APPLICATIONS. THE (K) QUANTITIES Q ARE DETERMINED BY NUMERICAL DIFFERENTIATION (I.E. BY I DIFFERENTIATING AN INTERPOLATING POLYNOMIAL). THE FORMULAS, GIVEN BELOW, WERE DETERMINED BY THE FOLLOWING CRITERIA: -1- CENTRAL DIFFERENCES SHOULD BE EMPLOYED IN ORDER TO AVOID ARTIFACT DUE TO ASYMMETRY. -2- THE DISCRETIZATION PARAMETER (WHICH DOES NOT NECESSARILY EQUAL S) SHOULD BE SUCH THAT THE NUMBER OF POINTS AFFECTED BY THE SUSPECTED DISCONTINUITY (IN SOME DERIVATIVE) IS INDEPENDENT OF THE ORDER OF THE DERIVATIVE. -3- OTHER THAN THE ABOVE, THE DEGREE OF THE INTERPOLATING POLYNOMIAL SHOULD BE AS LOW AS POSSIBLE. FURTHERMORE, WE PICKED DISCRETIZATION FORMULAS THAT USE POINTS AT EQUALLY SPACED INTERVALS. THIS MAY BE CHANGED IN FUTURE VERSIONS OF MICROSCOPE. DENOTING THE 'DISCRETIZATION PARAMETER' BY H > 0, THE ABOVE CRITERIA GIVE RISE TO THE FOLLOWING FORMULAS: (0) Q = F5 I (1) Q = (-F1 + F9)/(2*H) I >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 12 (2) 2 Q = (F1 - 2F5 + F9)/H I (3) 3 Q = 4*(-F1 + 2F3 - 2F7 + F9)/H I (4) 4 Q = 16*(F1 - 4F3 + 6F5 - 4F7 + F9)/H I (5) 5 Q = 243*(-F1 + 4F2 - 5F4 + 5F6 - 4F8 + F9)/(2H ) I (6) 6 Q = 729*(F1 - 6F2 + 15F4 - -20F5 + 15F6 - 6F8 + F9)/H I WHERE F1 = F(P(I) - HD) 2HD F2 = F(P(I) - ---) 3 HD F3 = F(P(I) - --) 2 HD F4 = F(P(I) - --) 3 F5 = F(P(I)) HD F6 = F(P(I) + --) 3 HD F7 = F(P(I) + --) 2 2HD F8 = F(P(I) + ---) 3 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 13 F9 = F(P(I) + HD) THE FIRST FOUR OF THE ABOVE FORMULAS CAN BE FOUND IN ABRAMOWITZ AND STEGUN, 1968, P. 914, AND THE LAST TWO CAN BE DERIVED BY THE TECHNIQUES DESCRIBED THERE. HIGHER ORDER FORMULAS CAN OF COURSE ALSO BE DERIVED. (K) IT IS INTERESTING TO NOTE THAT Q CONSIDERED AS A FUNCTION OF X I (OR A FUNCTION OF A CONTINUOUSLY VARYING PARAMETER I) IS A FUNCTION OF THE SAME DEGREE OF SMOOTHNESS AS THE TRIAL FUNCTION ITSELF. JUST THE NUMBER OF POINTS OF REDUCED SMOOTHNESS IS INCREASED, THERE BEING ONE CORRESPONDING TO EACH POINT IN THE DIFFERENTIATION FORMULA PASSING THROUGH THE POINT OF REDUCED SMOOTHNESS. THUS NUMERICAL DIFFERENTIATION CAN BE THOUGHT OF AS A SMOOTHING PROCESS. (THIS CONTRASTS STARKLY WITH ITS NUMERICAL PROPERTY OF A ROUGHING PROCEDURE DUE TO ROUND-OFF EFFECTS.) THE FIGURES IN SECTION 4.2 ILLUSTRATE THE SMOOTHING PROPERTIES OF NUMERICAL DIFFERENTIATION. FOR A MORE DETAILED DISCUSSION OF THE TRUNCATION AND ROUND-OFF PROPERTIES OF THESE FORMULAS SEE APPENDIX I. 1.3 THE ALPHANUMERICAL DISPLAY IN THIS SUBSECTION, THE ALPHANUMERICAL SCREEN DISPLAY GENERATED BY MICROSCOPE IS DESCRIBED IN DETAIL. THE PURPOSE OF THE DESCRIPTION IS TWOFOLD: FIRST, IT IS NECESSARY FOR AN UNDERSTANDING OF THE EXAMPLES SPRINKLED THROUGHOUT THIS MANUAL. SECOND, HOWEVER, IT ALSO SERVES AS AN ILLUSTRATION OF SOME OF THE CAPABILITIES OF MICROSCOPE AND AS A FIRST INTRODUCTION TO THE POWER AND VERSATILITY OF THE PACKAGE. DURING A MICROSCOPE SESSION THE CRT SCREEN WILL USUALLY BE OCCUPIED BY THE 'ALPHANUMERICAL DISPLAY' LIKE THE ONE ILLUSTRATED IN FIGURE 1. (MORE SOPHISTICATED GRAPHICAL DISPLAYS CAN ALSO BE OBTAINED, SEE SECTIONS 4.14 AND 5.) >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 14 222 I : ********************************** . 22 I : * I 22 . . 222 I : * I 222 . . 22 I : I 22 . . 22 I : I 22 . . 222 I :* I 222 . .. 22 I : I 22 .. 7654321..876543212287654321.987654321+123456789.123456782212345678..1234567 . 222 I : I 222 . .. 22 I *: I 22 .. .. 22 I : I 22 .. .. 222 I : I 222 .. ... 22I * : I22 ... .... 22 * : 22 .... **********************************22222222.......... =========================================================================== CD: DEG = 1 DIR = ( 0.000000D+00, 1.000000D+00) CH = 6.0000D-04 POINT = ( 0.000000D+00, 1.000000D+00) S = 5.0000D-03 DIRECTION = ( 1.000000D+00, 0.000000D+00) H = 3.0000D-02 F0 ( 9.39D-09, 1.27D-02) F2 ( 1.20D-01, 2.22D+00) F3 (-1.20D+01, 1.21D+01) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 174 FIGURE 1 DEMONSTRATION OF THE ALPHANUMERICAL DISPLAY 2 IN THIS EXAMPLE, THE TRIAL FUNCTION IS F(X,Y) = X *Y*ABS(X*Y). WE ANALYZE A CROSS DERIVATIVE OF IT IN THE DIRECTION (0,1). THE DIRECTION OF INVESTIGATION IS (1,0), AND THE POINT OF EXAMINATION IS (0,1). BECAUSE OF THE ABSOLUTE VALUE TERM, THE CROSS DERIVATIVE IS TWICE BUT NOT THREE TIMES TANGENTIALLY DIFFERENTIABLE AT THE POINT OF EXAMINATION. WE EXPLAIN THE DISPLAY STARTING AT THE TOP AND REFERRING TO LINES EITHER BY THEIR POSITION OR BY THE FIRST WORD CONTAINED IN THEM. THE DISPLAY IS NATURALLY DIVIDED INTO TWO PARTS: THE FIRST 15 LINES CONSTITUTE THE 'GRAPHICAL DISPLAY', AND LINES 17 THROUGH 21 FORM THE 'NUMERICAL DISPLAY'. LINE 16 SEPARATES THE TWO DISPLAYS AND IS PRESENT ONLY IF THERE IS SUFFICIENT SPACE AVAILABLE. -1- THE GRAPHICAL DISPLAY EVERY MICROSCOPE DISPLAY SHOWS THE GRAPHS OF A SET OF TANGENTIAL DERIVATIVES OF DEGREES BETWEEN 0 AND 6. THE FUNCTION THAT IS BEING DIFFERENTIATED TANGENTIALLY IS CALLED THE 'DISPLAY FUNCTION'. IT MAY BE THE TRIAL FUNCTION ITSELF (THE MOST FREQUENTLY OCCURING CASE), OR, AS IN THIS EXAMPLE, A PURE CROSS DERIVATIVE OF A DEGREE BETWEEN 1 AND 6. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 15 DISTANCE ALONG THE HORIZONTAL AXIS CORRESPONDS TO DISPLACEMENT IN THE DIRECTION OF INVESTIGATION FROM THE POINT OF EXAMINATION (WHICH CORRESPONDS TO THE CENTER OF THE HORIZONTAL AXIS). THE SCALE ON THAT AXIS HAS THE SAME MEANING FOR ALL GRAPHS SHOWN. THE VERTICAL AXIS CORRESPONDS TO FUNCTION VALUES, BUT THE VERTICAL SCALE IS DIFFERENT FOR EACH DERIVATIVE, AND IS CHOSEN SUCH THAT THE GRAPH FILLS THE ENTIRE VERTICAL EXTENT OF THE GRAPHICAL DISPLAY. THIS NORMALIZATION IS CARRIED OUT AND MODIFIED AUTOMATICALLY AS THE INVESTIGATION PROCEEDS. A PERIOD DENOTES THE GRAPH OF THE DISPLAY FUNCTION, AND THE DIGIT K, SAY, WHERE K IS BETWEEN 1 AND 6 AND DENOTES THE K-TH TANGENTIAL DERIVATIVE. IN THIS EXAMPLE, THE DISPLAY FUNCTION AND ITS SECOND AND THIRD TANGENTIAL DERIVATIVES ARE BEING SHOWN. SOMETIMES SOME DERIVATIVE IS MORE INTERESTING THAN OTHERS, AND THEN IT MAY BE USEFUL TO ACCENTUATE IT WITH ASTERISKS. IN THE ABOVE EXAMPLE, THE THIRD DERIVATIVE HAS BEEN SO EMPHASIZED. USUALLY, THE GRAPH OF A GIVEN DERIVATIVE OVERWRITES THE GRAPH OF ANY LOWER ORDER DERIVATIVE. HOWEVER, THE GRAPH OF AN ACCENTUATED DERIVATIVE OVERWRITES ALL OTHER GRAPHS. BOTH THE NUMBER OF LINES AND THE NUMBER OF COLUMNS IN THE DISPLAY CAN BE SET ACCORDING TO SPECIFIC PURPOSES. THROUGHOUT THIS MANUAL WE WILL USE 75 COLUMNS AND 15 ROWS FOR THE GRAPHICAL DISPLAY AS THIS IS APPROPRIATE FOR THE WIDTH OF THE PRINTED OUTPUT. A WIDTH OF 79 MIGHT BE PREFERABLE FOR A STANDARD CRT TERMINAL DISPLAYING 80 COLUMNS; 135 COLUMNS AND A LARGER NUMBER OF ROWS MIGHT BE USED FOR PRINTED OUTPUT; AND A SMALLER NUMBER IS SOMETIMES USEFUL FOR PRELIMINARY INVESTIGATIONS WHEN THE TRIAL FUNCTION IS EXPENSIVE TO EVALUATE. AN EVEN NUMBER OF COLUMNS IS NORMALLY UNDESIRABLE BECAUSE THEN THE POINT OF EXAMINATION DOES NOT LIE IN THE PRECISE CENTER OF THE DISPLAY. LINE 8 IN THE EXAMPLE CONTAINS A HORIZONTAL SCALE COUNTING FROM THE CENTER TO THE LEFT AND RIGHT. THIS WILL USUALLY BE OMITTED SO AS NOT TO CLUTTER THE DISPLAY, BUT IT IS SOMETIMES USEFUL FOR THE IDENTIFICATION OF POINTS OF INTEREST. THE DISTANCE FROM THE CENTER CAN BE USED TO INQUIRE ABOUT NUMERICAL VALUES OF CERTAIN DERIVATIVES, OR TO SHIFT THE GRAPH LEFT OR RIGHT AS REQUIRED BY THE CIRCUMSTANCES. THE SCALE CAN BE TURNED ON OR OFF, OR REPLACED WITH A LINE OF HYPHENS. THE GRAPH OF ANY FUNCTION OVERWRITES THE HORIZONTAL SCALE. THE CENTER OF THE DISPLAY CAN OPTIONALLY BE MARKED WITH A "+" SIGN. THIS IS SOMETIMES USEFUL TO PINPOINT SYMMETRY PROPERTIES. IN THE ABOVE EXAMPLE THE GRAPH OF THE THIRD DERIVATIVE PASSES THROUGH THE CENTER OF THE DISPLAY. THE CENTER MARK OVERWRITES THE GRAPH OF ANY FUNCTION PASSING THROUGH IT. THE CENTRAL COLUMN OF COLONS MARKS THE COLUMN CORRESPONDING TO THE POINT OF EXAMINATION. THE TWO COLUMNS OF I'S OUTLINE 'THE WINDOW', I.E. THAT SET OF POINTS AT WHICH THE NUMERICAL DIFFERENTIATION IS AFFECTED BY THE BEHAVIOR OF THE TRIAL FUNCTION AT THE POINT OF EXAMINATION. (THIS IS NOT ALWAYS QUITE TRUE WHEN CROSS DERIVATIVES ARE BEING EXAMINED, SEE THE >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 16 DISCUSSION IN SECTION 4.11). FOR EVERY POINT IN THE WINDOW, THE INTERVAL ABOUT THE POINT SPANNED BY THE DIFFERENTIATION STENCIL CONTAINS THE POINT OF EXAMINATION. THE DIFFERENTIATION FORMULAS ARE CHOSEN SUCH THAT THE WINDOW IS IDENTICAL FOR ALL TANGENTIAL DERIVATIVES. OBVIOUSLY, FOR THE DISPLAY FUNCTION ITSELF THE WINDOW CONTAINS ONLY THE POINT OF EXAMINATION. FOR ITS DERIVATIVES, THE WINDOW CONTAINS ALL POINTS THAT CAN BE WRITTEN AS P + TD, WHERE ABS(T) DOES NOT EXCEED THE VALUE OF H/S, (AND, AS BEFORE, P IS THE POINT OF EXAMINATION, D IS THE DIRECTION OF INVESTIGATION, H IS THE DISCRETIZATION PARAMETER, AND S IS THE INTERVAL). WE DEFINE W:=2*H/S TO BE THE 'WINDOW WIDTH'. OBVIOUSLY, BY PICKING THE WINDOW WIDTH < 1, IT IS POSSIBLE TO GENERATE DISPLAYS IN WHICH THE ONLY POINT CONTAINED IN THE WINDOW IS P ITSELF. HOWEVER, FOR SEVERAL REASONS IT IS USUALLY PREFERABLE TO USE A LARGER WINDOW WIDTH. THIS ASPECT IS DISCUSSED IN MORE DETAIL IN SECTION 4.1. THE DEFAULT VALUE OF THE WINDOW WIDTH IS 12, AS IN THE EXAMPLE, BUT THIS CAN BE CHANGED AS NEEDED. WITHOUT EXAMINING THE NUMERICAL DISPLAY, IT IS APPARENT FROM THE GRAPHICAL DISPLAY THAT SOME FUNCTION IS BEING INVESTIGATED THAT IS TWICE BUT NOT THREE TIMES DIFFERENTIABLE SINCE THE (ACCENTUATED) THIRD DERIVATIVE SHOWS A CLEAR STEP DISCONTINUITY. NOTE HOW THAT STEP IS SMEARED OUT OVER THE WINDOW. -2- THE NUMERICAL DISPLAY THE FIRST LINE OF THE NUMERICAL DISPLAY STARTING WITH "CD:" INDICATES THAT THE DERIVATIVES ARE MIXED PARTIALS, I.E. THEY ARE TANGENTIAL DERIVATIVES OF A CROSS DERIVATIVE (OF THE TRIAL FUNCTION). THIS LINE IS ABSENT IF THE TRIAL FUNCTION ITSELF IS BEING EXAMINED, AND THE LINE CARRIES ONLY INFORMATION THAT IS PERTINENT TO THE CROSS DERIVATIVE. IN THE PRESENT EXAMPLE, THE DEGREE OF THE CROSS DERIVATIVE ("DEG") IS 1, THE CROSS DIRECTION IS (0,1), AND THE DISCRETIZATION PARAMETER USED FOR COMPUTING THE DERIVATIVE (DENOTED BY "CH" CORRESPONDING TO "H" FOR THE TANGENTIAL DERIVATIVE) IS 6D-4. THE FORMULAS FOR COMPUTING CROSS DERIVATIVES ARE EQUIVALENT TO THOSE FOR COMPUTING TANGENTIAL DERIVATIVES. THE LINE STARTING WITH "POINT" DESCRIBES THE POINT OF EXAMINATION (WHICH IS (0,1)) AND THE INTERVAL (WHICH IS 5D-3). THIS DISPLAY IMPLIES THAT THE TRIAL FUNCTION IS BIVARIATE. APPROPRIATE MODIFICATIONS TAKE PLACE FOR FUNCTIONS OF 1 OR 3 VARIABLES. THE NEXT LINE STARTING WITH "DIRECTION" DESCRIBES THE DIRECTION OF INVESTIGATION (WHICH IS (1,0)) AND THE DISCRETIZATION PARAMETER (WHICH IS 3D-2). NOTICE THAT THE WINDOW WIDTH IS 2H/S = 12 WHICH IS CONSISTENT WITH THE GRAPHICAL DISPLAY THE "POINT" AND "DIRECTION" DESCRIPTIONS ARE ALWAYS PRESENT. THE NEXT LINE, STARTING WITH "F0", GIVES THE RANGES OF THE DISPLAYED DERIVATIVES. RANGES ARE LABELED FK WHERE K IS THE ORDER OF THE TANGENTIAL DERIVATIVE. FOR EXAMPLE, F2 CORRESPONDS TO THE RANGE OF THE SECOND (TANGENTIAL) DERIVATIVE (OF A FIRST ORDER CROSS DERIVATIVE) WHICH >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 17 HERE IS (0.12,2.1). IF MORE FUNCTIONS (UP TO SEVEN) ARE DISPLAYED, THEN THEIR RANGES ARE ALSO GIVEN, ADDING UP TO TWO LINES TO THE NUMERICAL DISPLAY AS NECESSARY. THE NEXT AND LAST LINE, STARTING WITH "I/O", CONTAINS INFORMATION ABOUT THE PRESENT CONFIGURATION OF MICROSCOPE. THE 10 INTEGERS FOLLOWING "I/O" ARE THE FORTRAN CHANNEL NUMBERS AS THEY ARE EMPLOYED BY MICROSCOPE AT THE DISPLAY TIME. THEY CORRESPOND TO THE FOLLOWING: -1- 'INPUT DEVICE' (HERE 25), I.E. THE DEVICE FROM WHICH COMMANDS ARE READ. IN AN INTERACTIVE SESSION, THIS WILL USUALLY BE THE TERMINAL. BUT IT MAY ALSO BE A FILE OF MICROSCOPE COMMANDS THAT GENERATE A SPECIFIC SETUP, OR A DOCUMENTATION LIKE THIS MANUAL. -2- 'OUTPUT DEVICE' (HERE 6), I.E. THE DEVICE RECEIVING THE COMMAND PROMPTS AND ANY HELP INFORMATION. USUALLY, THIS WILL ALSO BE THE TERMINAL, OR, IF MICROSCOPE IS BEING DRIVEN BY COMMANDS IN A FILE, IT MAY BE A NULL OR DUMMY DEVICE. -3- 'GRAPHICS DEVICE' (HERE ALSO 6), I.E. THE DEVICE RECEIVING THE ALPHANUMERICAL DISPLAY ILLUSTRATED IN FIGURE 1. THIS WILL AGAIN USUALLY BE THE TERMINAL, BUT IT MAY ALSO BE A SEPARATE DISPLAY DEVICE OR A FILE RECEIVING INFORMATION FOR SUBSEQUENT PRINTING. -4- 'HELP DEVICE' (HERE 1), I.E. THE DEVICE CONTAINING THE MICROSCOPE HELP FILE, WHICH IS SUPPLIED WITH THE PACKAGE. MICROSCOPE HAS SEVERAL INTERACTIVE HELP FACILITIES AND THE INFORMATION NEEDED FOR RUNNING THEM IS READ OUT OF THIS FILE WHEN MICROSCOPE IS FIRST CALLED. USUALLY YOU WILL NOT BE CONCERNED WITH PRECISELY WHERE MICROSCOPE RECEIVES ITS HELP INFORMATION. HOWEVER, THE CHANNEL NUMBER IS PRINTED IN THE DISPLAY TO HELP PREVENT AN ACCIDENTAL OVERWRITE OF THE HELP FILE. -5- 'RECORDING DEVICE' (HERE 2), A DEVICE THAT CAN RECEIVE SELECTED INFORMATION FROM THE MICROSCOPE SESSION, E.G. COPIES OF THE SCREEN DISPLAY OR 'NOTES' THAT EXPLAIN THE DISPLAYS. THIS MANUAL IS THE RESULT OF READING A SET OF INSTRUCTIONS, I.E. A MICROSCOPE 'PROGRAM' FROM THE INPUT DEVICE (A DATA FILE), PROCESSING IT AND WRITING THE RESULTS ONTO THE RECORDING DEVICE. -6- 'RESTART DEVICE' (HERE 3). AT ANY TIME DURING A SESSION, THE CURRENT CONFIGURATION OF MICROSCOPE CAN BE SAVED, ALLOWING A LATER RESTART FROM THE CURRENT STATUS OF THE INVESTIGATION. THIS IS ACCOMPLISHED BY WRITING THE VALUES OF ALL RELEVANT VARIABLES INTO A FILE POINTED AT BY THE RESTART DEVICE. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 18 -7- 'LOGGING DEVICE' (HERE 27). IT IS POSSIBLE TO KEEP A DIARY OF TH MICROSCOPE SESSION LISTING THE COMMANDS AND DATA ENTERED AS WELL AS TH RESULTS EFFECTED BY THEM. THIS FEATURE IS ACTIVATED BY SETTING THE LOGGING DEVICE NUMBER TO A NON-ZERO VALUE. -8- 'POINT LOADING DEVICE' (HERE 28). A DEVICE ALLOWING YOU TO READ POINTS FROM A FILE, RATHER THAN HAVING TO TYPE THEM IN. -9- 'DIRECTION LOADING DEVICE' (HERE 29). SIMILAR TO -8- FOR LOADING THE DIRECTION OF INVESTIGATION. -10- 'CROSS DIRECTION LOADING DEVICE' (HERE 30). SIMILAR TO -8- FOR LOADING THE CROSS DIRECTION. THE FIRST SIX I/O CHANNEL NUMBERS ARE PARAMETERS OF THE MASTER MICROSCOPE ROUTINE (SEE SECTION 3.1) AND CAN EACH BE CHANGED DURING A SESSION. THE LAST FOUR CHANNELS ARE ZERO (I.E. UNUSED) BY DEFAULT, AND CAN BE SET TO NON-ZERO (I.E. ACTIVE) VALUES DURING A MICROSCOPE SESSION. IT IS OF COURSE UNNECESSARY TO HAVE ALL CHANNEL NUMBERS DISTINCT. FOR EXAMPLE, ALL THREE LOADING DEVICES MIGHT BE IDENTICAL, ALLOWING FOR THE POSSIBILITY OF HAVING JUST ONE LIST OF POINTS, DIRECTIONS, AND CROSS DIRECTIONS. FOLLOWING THE DEVICE NUMBERS IS A FLAG "NRML ON" OR "NRML OFF" (HERE ON), INDICATING WHETHER THE DIRECTION OF INVESTIGATION ENTERED INTO MICROSCOPE HAS BEEN NORMALIZED OR NOT. THE "DIRECTION" LINE ALWAYS GIVES THE DIRECTION AS ENTERED BY THE USER. IF NRML IS OFF, THE DIRECTION OF INVESTIGATION, D, IS IDENTICAL TO THAT PRINTED IN THE DISPLAY, OTHERWISE IT IS THAT PRINTED IN THE DISPLAY NORMALIZED TO HAVE UNIT EUCLIDEAN LENGTH. WITH THE NORMALIZATION ON, TANGENTIAL DERIVATIVES ARE THE STANDARD DIRECTIONAL DERIVATIVES AS THEY ARE DEFINED IN CALCULUS TEXTBOOKS. WITH THE NORMALIZATION OFF, THEY ARE THE MORE VERSATILE GATEAUX DERIVATIVES AS THEY ARE USED FREQUENTLY IN MULTIVARIATE INTERPOLATION AND APPROXIMATION. THE NRML FLAG APPLIES SIMILARLY TO THE CROSS DIRECTION. FOLLOWING THE NRML FLAG IS THE WORD "CURRENT". THIS INDICATES THAT THE NUMERICAL DISPLAY CORRESPONDS TO THE GRAPHICS DISPLAY. TO EXPLAIN WHY THIS MIGHT NOT BE SO REQUIRES A BRIEF EXCURSION INTO THE ORGANIZATION OF MICROSCOPE. WHEN DRASTIC PARAMETER CHANGES ARE TAKING PLACE IT IS OFTEN MORE EFFICIENT TO ACCUMULATE THEM BEFORE GENERATING THE NEW DISPLAY. USUALLY IN THAT CASE THE ALPHANUMERICAL DISPLAY IS SCROLLED WHILE COMMANDS ARE BEING GIVEN, AND VANISHES FROM THE SCREEN. HOWEVER, SOMETIMES IT IS PREFERABLE TO VIEW THE OLD DISPLAY RATHER THAN THE COMMANDS GIVEN SO FAR. IN THAT CASE, THE DISPLAY CAN BE RECALLED ON THE SCREEN, AND THE WORD "CURRENT" IS REPLACED BY "GO PNDG" (I.E. THE GO COMMAND NEEDS TO BE GIVEN TO INCORPORATE INTO THE GRAPHICAL DISPLAY CHANGES OF PARAMETERS THAT MAY ALREADY BE SHOWN IN THE NUMERICAL DISPLAY). >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 19 THE LAST ITEM IN THE LAST LINE IS "CALLS = 174" WHERE 174 IS THE NUMBER OF EVALUATIONS OF THE TRIAL FUNCTION EXPENDED UP TO THIS POINT IN THE MICROSCOPE SESSION. THIS ALLOWS MONITORING THE COMPUTATIONAL EFFORT SPENT. A TYPICAL MULTIVARIATE SURFACE WILL BE EXPENSIVE TO EVALUATE, AND ITS COST WILL USUALLY DOMINATE THE COST OF RUNNING MICROSCOPE AND THEREBY DETERMINE HOW LONG YOU HAVE TO WAIT FOR A REPONSE FROM THE TERMINAL. THEREFORE, A SIGNIFICANT EFFORT HAS BEEN MADE TO KEEP THE NUMBER OF NECESSARY FUNCTION EVALUATIONS SMALL. THIS FEATURE CONTRIBUTES IN NO SMALL MEASURE TO THE COMPLEXITY OF THE MICROSCOPE SOURCE CODE. THE EXAMPLE DISPLAY HAS 75 COLUMNS AND WE ARE EXAMINING A FIRST ORDER CROSS DERIVATIVE OF THE TRIAL FUNCTION. EACH EVALUATION OF THE CROSS DERIVATIVE REQUIRES TWO EVALUATIONS OF THE TRIAL FUNCTION. DISPLAYING THE GRAPH OF THE CROSS DERIVATIVE ALONE WOULD THEREFORE REQUIRE A VALUE OF CALLS EQUAL TO 2*75 = 150. NOTE THAT COMPUTING AND DISPLAYING THE SECOND AND THIRD TANGENTIAL DERIVATIVES OF THE CROSS DERIVATIVE REQUIRES AN ADDITIONAL EFFORT OF ONLY 16%. THIS IS NOT A TRIVIAL ACCOMPLISHMENT AS MAY BE SUGGESTED BY THE FACT THAT THE SAME DISPLAY WITH THE SLIGHTLY DIFFERENT WINDOW WIDTH OF 10 WOULD REQUIRE 330 EVALUATIONS. FOR A DETAILED DISCUSSION OF THE NUMERICAL EFFORT ASSOCIATED WITH VARIOUS WINDOW WIDTHS SEE SECTION 4.3. NOTICE THAT IN THE ABOVE EXAMPLE WE IDENTIFIED A STEP DISCONTINUITY IN A MIXED PARTIAL DERIVATIVE OF FOURTH ORDER (A THIRD ORDER TANGENTIAL DERIVATIVE OF A FIRST ORDER CROSS DERIVATIVE) WITHOUT FUSS OR DOUBT. IF THIS WAS A REAL INVESTIGATION WE COULD STATE NOW THAT THE UNDERLYING SCHEME IN ANY CASE IS AT MOST THREE TIMES DIFFERENTIABLE. 1.4 SUMMARY WITH MICROSCOPE, ONE ANSWERS QUESTIONS LIKE THOSE IN SECTION 1.1 FOR SPECIFIC EXAMPLES. THUS ONLY NEGATIVE RESULTS (E.G. THAT A SCHEME IS NOT DIFFERENTIABLE) CAN BE PROVED STRICTLY. HOWEVER, POSITIVE RESULTS CAN ALSO BE OBTAINED. IF THE EXAMPLES ARE CHOSEN CAREFULLY TO EXCLUDE ARTIFACTS AND MAKE THEM REPRESENTATIVE, OUR PROGRAM ALLOWS FOR ANSWERS TO THE ABOVE QUESTIONS WITH A DEGREE OF CONFIDENCE THAT BORDERS ON CERTAINTY! NATURALLY, A COMPUTATIONAL APPROACH DOES NOT REPLACE A RIGOROUS PROOF. HOWEVER, IN THE AUTHORS EXPERIENCE IT IS OFTEN POSSIBLE TO CONFIRM (OR SHATTER) FUZZY NOTIONS WITH MICROSCOPE, AND TO GENERATE FURTHER INSIGHT INTO THE PHENOMENA UNDER CONSIDERATION. ENCOURAGING MICROSCOPE RESULTS MAY HELP IN BUILDING UP THE STAMINA NEEDED FOR ATTEMPTING A RIGOROUS PROOF, AND DETAILED INVESTIGATIONS MAY HELP IN PROVIDING IDEAS FOR CARRYING OUT THE ANALYSIS. OFTEN, OF COURSE, MICROSCOPE WILL BE EMPLOYED IN HINDSIGHT, WHEN THE ANALYST ALREADY KNOWS THE ANSWERS TO QUESTIONS LIKE THE ABOVE FROM THEORETICAL REASONING. THE EXAMINATION WITH MICROSCOPE THEN SERVES TO CORROBORATE THE REASONING, AND ALSO, MORE MUNDANELY BUT NO LESS IMPORTANTLY, TO ELIMINATE BUGS IN THE IMPLEMENTATION. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 20 IN THE AUTHORS EXPERIENCE, MICROSCOPE PROVED INVALUABLE AS A DEBUGGING TOOL, OFTEN PINPOINTING WITHIN NARROW LIMITS THAT PART OF A CODE THAT WAS AT FAULT, BUT ALSO SOMETIMES UNCOVERING FLAWS IN THE THEORETICAL APPROACH, AND, ON A FEW EXHILARATING OCCASIONS, LEADING TO THE DISCOVERY OF NEW AND UNLOOKED FOR RESULTS THAT COULD THEN BE PROVED THEORETICALLY. THUS MICROSCOPE IS USEFUL IN THE IDENTIFICATION AS WELL AS IN THE VERIFICATION OF RESULTS. IN THE DEVELOPMENT OF MICROSCOPE WE WERE OCCASIONALLY CONFRONTED WITH THE OBJECTION THAT OUR ALPHANUMERICAL DISPLAYS ARE RATHER CRUDE. OUR PRIMARY RESPONSE TO THIS IS THAT THE VERY PURPOSE OF MICROSCOPE CONSISTS OF TRANSLATING VERY SUBTLE PROPERTIES INTO DISPLAYS THAT MAKE THEM GLARINGLY APPARENT. A LARGE PART OF OUR INTEREST CENTERS AROUND STEP FUNCTIONS, AND IT SEEMS FAIR TO DISPLAY THEM AS SUCH. INDEED, ANY CURVE FITTING MIGHT DISGUISE THE VERY FEATURES IN WHICH WE ARE INTERESTED. HOWEVER, WE DO PROVIDE AN INTERFACE TO A SOPHISTICATED GRAPHICS PACKAGE. SEE SECTIONS 4.14 AND 5 FOR MORE INFORMATION. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 21 2. APPLICATIONS IN THIS SECTION, WE ILLUSTRATE THE MAIN APPLICATIONS OF MICROSCOPE. CONSIDER THE SIMPLE EXAMPLE OF INTERPOLATING TO A PRIMITIVE FUNCTION P BY A CUBIC SPLINE S, SAY, ACCORDING TO THE CONDITIONS: 2 3 S(X) = A0 + A1*X + A2*X + A3*X IF X < 1 AND 2 3 S(X) = B0 + B1*X + B2*X + B3*X OTHERWISE WHERE THE COEFFICIENTS ARE DEFINED BY S(0) = P(0), S(1) = P(1), S(2) = P(2), S'(2) = P'(2), S"(0) = 0 AND S IS TWICE DIFFERENTIABLE AT X = 1. THUS WE REQUIRE INTERPOLATION TO 'POSITION' (I.E. FUNCTION VALUES) AT 0,1,2, AND INTERPOLATION TO THE FIRST DERIVATIVE AT 2 BY A PIECEWISE CUBIC FUNCTION THAT IS TWICE CONTINUOUSLY DIFFERENTIABLE. AT 0 WE IMPOSE ADDITIONALLY A "FREE END" CONDITION. (THERE IS AN EXTENSIVE LITERATURE ON SPLINES, SEE E.G. DE BOOR, 1978, OR SCHUMAKER, 1981) FOR OUR PRESENT PURPOSES WE ASSUME THAT P(X) IS THE EXPONENTIAL, I.E. X P(X) = E WHERE E IS THE BASE OF THE NATURAL LOGARITHM. THIS FUNCTION APPEARS TO BE SUFFICIENTLY NON-POLYNOMIAL TO AVOID THE INTRODUCTION OF ARTIFACTS. A SIMPLE CALCULATION SHOWS THAT A0 = 1 2 A1 = (-2*E +12*E-9)/7 A2 = 0 2 A3 = (2*E -5*E+2)/7 AND 2 B0 = (5*E -16*E+12)/7 2 B1 = (-17*E +60*E-24)/7 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 22 2 B2 = (15*E -48*E+15)/7 2 B3 = (-3*E +11*E-3)/7 IN THE FOLLOWING EXAMPLES WE WILL VERIFY THAT S WITH THE ABOVE COEFFICIENTS DOES INDEED POSSESS THE REQUIRED PROPERTIES. 2.1 INTERPOLATION THE BASIC IDEA OF VERIFYING INTERPOLATION IS TO PLOT THE DIFFERENCE BETWEEN THE PRIMITIVE FUNCTION AND ITS INTERPOLANT, AND TO CHECK THAT THE ERROR AND ITS APPROPRIATE DERIVATIVES ARE INDEED ZERO. SO WE INCORPORATE THE EXPONENTIAL AND S AS DEFINED ABOVE INTO MICROSCOPE (SEE SECTION 3.1 FOR DETAILS), AND START AN INTERACTIVE SESSION. AFTER GIVING THE APPROPRIATE COMMANDS WE OBTAIN THE FOLLOWING PICTURE ILLUSTRATING THE SITUATION AT X = 0: ... I : I ... I : I .... I : I ... I : I ... I : I .... I : I .... I : I .... I + I ..... : I I ..... I I :.....I I : ...... I : I ....... I : I ......... I : I .......... =========================================================================== POINT = 0.000000D+00 S = 5.0000D-03 DIRECTION = 1.000000D+00 H = 3.0000D-02 F0 (-3.33D-02, 6.76D-02) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 249 FIGURE 2 INTERPOLATION TO POSITION AT ZERO WE NOTICE THAT THE RANGE OF THE ERROR IS FROM -0.0333 TO 0.0676. SINCE THE GRAPH OF THE ERROR FUNCTION PASSES THROUGH THE VERTICAL AXIS SLIGHTLY BELOW THE CENTER, THIS RANGE IS CONSISTENT WITH THE ERROR BEING ZERO, I.E. WITH INTERPOLATION. A MORE RELIABLE CONFIRMATION CAN BE OBTAINED BY ASKING FOR THE VALUE OF THE DISPLAYED FUNCTION AT THE CENTER (I.E. 0) OF THE DISPLAY. THIS PROCEDURE, WHICH IS NOT SHOWN HERE, YIELDS A VALUE OF -9.4D-11, WHICH IS ZERO UP TO ROUND-OFF ERRORS. (IF YOU TRY TO >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 23 REPRODUCE THIS EXAMPLE WITH YOUR OWN VERSION OF MICROSCOPE YOU MAY GET A SLIGHTLY DIFFERENT RESULT BECAUSE OF THE RANDOM NATURE OF ROUND-OFF ERRORS.) AN ALTERNATIVE APPROACH CONSISTS OF HALVING THE INTERVAL, AND THEREBY DECREASING THE RANGE COVERED BY THE GRAPH. IN THE NUMERICAL DISPLAY THE RANGE SHOULD SHRINK CORRESPONDINGLY, MAINTAINING THE VALUE OF ZERO IN ITS INTERIOR. HALVING THE INTERVAL YIELDS THE DISPLAY: .... I : I .... I : I .... I : I .... I : I .... I : I ..... I : I .... I : I ..... + I I ..... I I : ..... I : I..... I : I ...... I : I ...... I : I ....... I : I ....... =========================================================================== POINT = 0.000000D+00 S = 2.5000D-03 DIRECTION = 1.000000D+00 H = 1.5000D-02 F0 (-2.03D-02, 2.88D-02) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 287 FIGURE 3 THE RANGE OF THE ERROR HAS BEEN REDUCED TO FROM -0.0203 TO 0.0288 AND A ZERO VALUE OF THE ERROR AT THE POINT OF EXAMINATION IS STILL CONSISTENT WITH THE GRAPHICAL DISPLAY. THIS PROCEDURE CAN BE CONTINUED. PROCEEDING SIMILARLY AT THE POINT X = 1 YIELDS A SIMILAR RESULT, AND YOU MIGHT TRY THIS FOR YOURSELF. AT THE POINT X = 2, HOWEVER, WE OBTAIN THE DISPLAY: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 24 I : I .. I : I . I : I . I : I . I : I .. I : I . I : I .. .. I + I . ... I : I .. .... I : I .. ... I : I .. .... I : I ... ..... I : I ... ..... I : I .... ...................... =========================================================================== POINT = 2.000000D+00 S = 5.0000D-03 DIRECTION = 1.000000D+00 H = 3.0000D-02 F0 ( 2.64D-11, 1.42D-02) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 362 FIGURE 4 INTERPOLATION AT X = 2 THE GRAPH OF THE ERROR FUNCTION TOUCHES, BUT DOES NOT CROSS, THE X AXIS, WHICH IS CONSISTENT WITH OUR INTERPOLATING TO THE FIRST DERIVATIVE AS WELL AS POSITION. THE VALUE OF THE ERROR AT THE CENTER CAN BE READ DIRECTLY FROM THE NUMERICAL DISPLAY AND IS -2.4D-11 (YOU MAY GET A SLIGHTLY DIFFERENT VALUE BECAUSE OF THE RANDOM ROUND-OFF ERRORS). THIS CONFIRMS INTERPOLATION TO POSITION. INTERPOLATION TO THE DERIVATIVE IS LIKELY BECAUSE THE GRAPH APPEARS TO HAVE A HORIZONTAL TANGENT. HOWEVER, CONFIDENCE CAN BE RAISED BY COMPUTING THE FIRST DERIVATIVE OF THE ERROR AS WELL, YIELDING THE DISPLAY: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 25 I : I 111 I : I 11. I : I 111 . I : I 111 . I : I 111 .. I : I 111 . I : I 111 .. .. I + I 1111 . ... I : I 1111 .. .... I : 1111 .. ... I :11111I .. .... I111111 I ... ..... 1111111 : I ... 111111111. I : I .... 1111111111111111 ...................... =========================================================================== POINT = 2.000000D+00 S = 5.0000D-03 DIRECTION = 1.000000D+00 H = 3.0000D-02 F0 ( 2.64D-11, 1.42D-02) F1 (-6.11D-02, 1.77D-01) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 374 FIGURE 5 INTERPOLATION TO THE FIRST DERIVATIVE INQUIRING ABOUT THE VALUE OF THE FIRST DERIVATIVE AT THE CENTER YIELDS THE NUMBER 5D-4. THIS IS MUCH LARGER THAN THE VALUE FOR THE ERROR ITSELF, AND HENCE MIGHT CAUSE SOME DOUBTS. HOWEVER, THE DERIVATIVE IS CALCULATED NUMERICALLY AND HENCE NOT EXACTLY. THE VALUE REPORTED BY MICROSCOPE IS ACTUALLY THE TRUNCATION ERROR. THIS CAN BE CONFIRMED BY HALVING THE DISCRETIZATION PARAMETER YIELDING THE DISPLAY: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 26 I : I 1111 I : I 111 . I : I 1111 . I : I 111 .. .. I : I 1111 . .. I : I 1111 . .. I : I 11111 .. .. I + I1111 .. ... I : 11111 .. .. I 11111 I .. ... 11111 : I .. ... 111111 I : I .. 1111111 I : I .... 11111111 .... I : I .... 11111111 .................... =========================================================================== POINT = 2.000000D+00 S = 2.5000D-03 DIRECTION = 1.000000D+00 H = 1.5000D-02 F0 ( 2.64D-11, 3.03D-03) F1 (-4.21D-02, 7.09D-02) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 418 FIGURE 6 NOW THE VALUE OF THE DERIVATIVE IS 1.25D-4 WHICH IS A REDUCTION FROM THE PREVIOUS VALUE BY A FACTOR 4. THIS IS CONSISTENT WITH THE ASSUMPTION THAT THE REPORTED ERROR ACTUALLY IS THE TRUNCATION ERROR SINCE IT DECREASES LIKE THE SQUARE OF THE DISCRETIZATION PARAMETER H (SEE THE DISCUSSION IN APPENDIX I). THE FREE END CONDITION (S"(2) = 0) CAN BE CONSIDERED AN INTERPOLATION CONDITION. HOWEVER, IT CANNOT BE CHECKED BY EXAMINING THE ERROR FUNCTION, SINCE THE VALUE OF P"(2) IS (IN GENERAL) UNKNOWN. SO ONE HAS TO CONSIDER THE INTERPOLANT ITSELF. WE OBTAIN THE DISPLAY: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 27 11 I : I 22222 1 I : I 22222 1 1 I : I 22222 1 11 I : I 22222 11 1 I : I 22222 1 11 I : I 22222 11 11 I : 22222 11 1 I 22+22 I 1 11 22222 : I 11 11 22222 I : I 11 111 22222 I : I 111 222221 I : I 11 22222 111 I : I 111 22222 1111 I : I 1111 22222 1111111111111111111 =========================================================================== POINT = 0.000000D+00 S = 2.5000D-03 DIRECTION = 1.000000D+00 H = 1.5000D-02 F0 ( 8.83D-01, 1.12D+00) F1 ( 1.26D+00, 1.27D+00) F2 (-2.53D-01, 2.53D-01) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 505 FIGURE 7 FREE END CONDITION THAT THE SECOND DERIVATIVE IS INDEED ZERO CAN NOW BE VERIFIED USING THE SAME TECHNIQUES AS ABOVE (I.E. INQUIRING DIRECTLY OR USING A DECREASED DISCRETIZATION PARAMETER). 2.2 SMOOTHNESS IN THE PRESENT EXAMPLE, THE ONLY CRITICAL SET IS THE ONE CONTAINING THE POINT X = 1 (ASSUMING WE ARE CONFIDENT THAT S HAS BEEN PROGRAMMED TO BE POLYNOMIAL ELSEWHERE). WHEN INVESTIGATING SMOOTHNESS IT IS USUALLY PREFERABLE TO EXAMINE AN ERROR (IF A PRIMITIVE FUNCTION IS AVAILABLE) RATHER THAN THE INTERPOLANT ITSELF. IN THE PRESENT EXAMPLE, THE ERROR FUNCTION AT THE SINGLE CRITICAL POINT YIELDS THE DISPLAY: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 28 I : 3333333333333333333333333333333333 I : 3 I .2222 I : 3 I 12222 I : I 112222 I : I .112222 I :3 I .1112222 I : 11122222 I +1112222 I111112222 I .1111222223: I 1111222222I : I 112222222 I : I 1222222 I 3 : I 1222222 I 3 : I 3333333333333333333333333333333333 : I =========================================================================== POINT = 1.000000D+00 S = 2.5000D-03 DIRECTION = 1.000000D+00 H = 1.5000D-02 F0 ( 2.49D+00, 2.97D+00) F1 ( 2.39D+00, 2.90D+00) F2 ( 2.48D+00, 3.11D+00) F3 ( 2.73D+00, 4.06D+00) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 592 FIGURE 8 SOOTHNESS AT X = 1 THIS DISPLAY CAN BE INTERPRETED SIMILARLY AS FIGURE 1, AND CLEARLY SHOWS A FUNCTION THAT IS TWICE BUT NOT THREE TIMES DIFFERENTIABLE. THIS IS WHAT WE EXPECT FROM OUR CONSTRUCTION. 2.3 DEGREE OF PRECISION THE 'PRECISION CLASS' OF AN APPROXIMATION SCHEME IS THE SET OF FUNCTIONS THAT ARE REPRODUCED EXACTLY BY THE SCHEME. OF PARTICULAR INTEREST ARE THE POLYNOMIALS IN THE PRECISION CLASS. THE LARGEST NUMBER Q, SAY, SUCH THAT ALL POLYNOMIALS OF DEGREE UP TO Q ARE IN THE PRECISION CLASS IS THE DEGREE OF POLYNOMIAL PRECISION. TO DECIDE IF ANY PARTICULAR FUNCTION IS IN THE PRECISION CLASS ONE APPROXIMATES THAT FUNCTION AND INVESTIGATES IF THE ERROR IS ZERO WITHIN ROUND-OFF EFFECTS. THIS APPLIES EVEN TO NON-POLYNOMIAL FUNCTIONS. TO ANSWER THE MORE NARROW QUESTION OF POLYNOMIAL PRECISION IT IS POSSIBLE TO PROCEED MORE SYSTEMATICALLY AND TO EXAMINE POLYNOMIALS OF INCREASING DEGREE. THE POLYNOMIALS SHOULD BE AS GENERAL AS POSSIBLE, I.E. THEY SHOULD BE UNLIKELY TO INTRODUCE MISLEADING ARTIFACTS. ONE POSSIBILITY IS TO CHOOSE THE COEFFICIENTS RANDOMLY. IF REALLY IN DOUBT, ONE MIGHT EXAMINE EACH POLYNOMIAL IN A SUITABLE BASIS OF THE APPROPRIATE POLYNOMIAL SPACE. THE POINTS OF EXAMINATION SHOULD BE CHOSEN SUCH THAT EACH >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 29 APPROPRIATE PART OF THE DOMAIN IS COVERED. FOR INSTANCE, IN THE PRESENT EXAMPLE (WHICH, INCIDENTALLY, HAS LINEAR PRECISION) ONE SHOULD CHOOSE ONE POINT > 1, AND ONE < 1, COVERING BOTH CASES IN THE DEFINITION OF S. THE FOLLOWING FIGURE ILLUSTRATES THE TYPICAL APPEARANCE OF A ZERO ERROR. . . I .: I . . . I : I . . . . I : I .. . : . I . . . .I . : I . I . : I . . . . . . I . . I. . . I : I . . . I : . I . . . . I :. . I . . I : I . . . I : . . . . . . . . . . I : .I . . . . I. : I . . . .. . . . . . I : I . . =========================================================================== POINT = 2.342300D-01 S = 2.5000D-03 DIRECTION = 1.000000D+00 H = 1.5000D-02 F0 (-9.99D-11, 9.78D-11) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 667 FIGURE 9 A ZERO ERROR NOTICE HOW THE VALUES OF THE FUNCTION ARE SPREAD RANDOMLY OVER THE ENTIRE DISPLAY, ACCURATELY PINPOINTING THE ROUND-OFF NATURE OF THE ERROR. SOMETIMES, HOWEVER, ONE HAS A SITUATION IN WHICH THE COEFFICIENTS OF THE INTERPOLANT ARE EVALUATED INACCURATELY, LEADING TO AN ERROR THAT HAS A SCATTERED DISTRIBUTION WITH A BIAS LIKE THAT IN THE FOLLOWING DISPLAY: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 30 I : I . . . I : I . . I : I . .. . I : I . . . I : .I .. . .. . . I ..: I . . . . . .I : .. . . . . . I . :. . I . .. .. : . I . . .. . . I . : . I . .. . . . I . I . . .. .. I : I . . .. I : I . . . I : I . . . I : I =========================================================================== POINT = 2.342300D-01 S = 2.5000D-03 DIRECTION = 1.000000D+00 H = 1.5000D-02 F0 ( 2.16D-10, 7.31D-10) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 742 FIGURE 10 ROUND-OFF WITH A BIAS 2.4 DEGREE OF A POLYNOMIAL VERIFYING THAT A CERTAIN FUNCTION IS A POLYNOMIAL OF A CERTAIN DEGREE IS OFTEN USEFUL WHEN EXAMINING CROSS DERIVATIVES. FOR EXAMPLE, IN THE BIVARIATE CLOUGH-TOCHER SCHEME (ALFELD, 1984) WHICH IS PIECEWISE CUBIC ON A TRIANGLE, DIFFERENTIABILITY BETWEEN TRIANGLES IS FORCED BY THE REQUIREMENT THAT THE NORMAL DERIVATIVES ACROSS EDGES BE LINEAR (RATHER THAN QUADRATIC) ALONG THE EDGES. IN THIS ILLUSTRATION, LET US VERIFY THAT OUR INTERPOLANT IS INDEED CUBIC. THIS CAN BE ACCOMPLISHED BY SHOWING THAT THE THIRD DERIVATIVE IS CONSTANT OR THAT THE FOURTH DERIVATIVE IS ZERO (WITHIN ROUND-OFF). ONE OBTAINS FOR EXAMPLE THE FOLLOWING DISPLAY: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 31 3 I : I 22222 3 3 I : I 222221 3 I : I 3 3 32222211 3I : I 22222111 3 3 3 I 3 : 3 3I3 222221111 3 3 3 33 3 3 : 3 32322 1111 3 3 3 3 3 3 3 I : 22222. 11113 3 3 33 3 3 I3 23222. 11113 3 3 3 3 3 3 3 22222. 11111 I 3 3 3 3 3 3 22222.I111113 3 3 I 3 22223. 11111 33 :3 I 3 3 3 3 3 3 22223 311111 I : I 22222111111 I : I 3 3 3 222221111 I : I 2222211 3 I : I =========================================================================== POINT = 2.342300D-01 S = 2.5000D-03 DIRECTION = 1.000000D+00 H = 1.5000D-02 F0 ( 1.18D+00, 1.43D+00) F1 ( 1.29D+00, 1.41D+00) F2 ( 3.87D-01, 8.92D-01) F3 ( 2.73D+00, 2.73D+00) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 841 FIGURE 11 A CUBIC FUNCTION NOTICE THAT THE THIRD DERIVATIVE IS CLEARLY AFFECTED BY ROUND-OFF, WITHOUT ANY APPARENT BIAS. ON THE OTHER HAND, SINCE THE DISPLAYED LIMITS OF ITS RANGE ARE IDENTICAL THE SIZE OF THE RANGE IS LESS THAN 1/273TH OF THE DERIVATIVE VALUE. A CLOSER EXAMINATION REVEALS THAT THE THIRD DERIVATIVE RANGES FROM 2.7306 TO 2.7323. A TELLTALE SIGN OF ROUND-OFF ERRORS IS THAT THEY CAN BE DECREASED EVEN FURTHER BY INCREASING THE DISCRETIZATION PARAMETER. DOUBLING H YIELDS THE DISPLAY: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 32 I : I 3 322222 3 3 I 3 : I 2222231 33 I : I 22222 111 3 3 33 I : 333I 233223 111 3 3 3 3 : I 3 22322. 31111 3 3 I : I 22222. 111 3 3 3 3 3 I 3 33322222.33 33 1111 3 3 3 3 3 3 3 I 22222. I 1111 3 3 3 33 3 32322. : I1111 3 3 3 22222.I 3 : 1111333 3 3 3 322222. I 11311 I 3 3 3 22222. 11111 : I 3 3 22222. 1111111 I : I 23222. 111111111 I : I 2222211111111 3 I : I 3 =========================================================================== POINT = 2.342300D-01 S = 5.0000D-03 DIRECTION = 1.000000D+00 H = 3.0000D-02 F0 ( 1.06D+00, 1.56D+00) F1 ( 1.27D+00, 1.50D+00) F2 ( 1.34D-01, 1.15D+00) F3 ( 2.73D+00, 2.73D+00) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 885 FIGURE 12 THE RANGE IS NOW FROM 2.731361 TO 2.731569 WHICH IS A REDUCTION BY A FACTOR 8. THIS IS CONSISTENT WITH THE THIRD DERIVATIVE BEING CONSTANT SINCE THE ROUND-OFF ERRORS IN THE THIRD DERIVATIVE INCREASE LIKE THE THIRD POWER OF H, SEE APPENDIX I. FURTHER INCREASES DO NOT ALTER THE BASIC SCATTERED STRUCTURE OF THE THIRD DERIVATIVE (UNTIL THE RANGE COVERED IN THE DISPLAY INCLUDES THE POINT X = 1, WHERE THE THIRD DERIVATIVE HAS A STEP DISCONTINUITY). INCREASING THE VALUE OF H SHOULD EVENTUALLY DECREASE THE ROUND-OFF ERRORS BELOW A LEVEL AT WHICH THE TRUE CHANGE IN THE DERIVATIVE BECOMES VISIBLE IN THE DISPLAY IF THE THIRD DERIVATIVE WAS NOT CONSTANT. THE FACT THAT THIS DOES NOT HAPPEN INDICATES THAT THERE IS NO SUCH CHANGE. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 33 3. USING MICROSCOPE THIS SECTION CONTAINS A DESCRIPTION OF THE MASTER MICROSCOPE ROUTINE MCRSCP AND A FIRST INTRODUCTION TO THE COMMAND LANGUAGE OF MICROSCOPE. FOR A MORE DETAILED DESCRIPTION CONSULT SECTION 4. DURING AN INTERACTIVE SESSION THE TERMINAL SCREEN MAY BE EITHER 'ACTIVE' OR 'INACTIVE'. ON AN ACTIVE SCREEN, CHANGES IN PARAMETERS ARE INCORPORATED IMMEDIATELY INTO THE ALPHANUMERICAL DISPLAY WHICH IS MAINTAINED ON THE SCREEN. ON AN INACTIVE SCREEN, COMMANDS ARE ACCUMULATED AND CARRIED OUT ONLY WHEN THE SCREEN IS ACTIVATED BY EITHER THE COMMAND GO OR FORCE. AN INACTIVE SCREEN SHOWS THE LAST FEW COMMANDS AND THE CORRESPONDING DATA WHEREAS AN ACTIVE SCREEN SHOWS AT MOST THE CURRENT COMMAND AND ITS DATA, IN ADDITION TO THE ALPHANUMERICAL DISPLAY. (HOWEVER, AN INCOMPLETE ALPHANUMERICAL DISPLAY MAY BE CALLED ON AN INACTIVE SCREEN, SEE THE DESCRIPTION OF THE COMMAND RSCREEN IN SECTION 4.5 AND THE DISCUSSION OF THE ALPHANUMERICAL DISPLAY IN SECTION 1.3.) A SECOND DISTINCTION APPLIES TO THE WAY IN WHICH SCREEN CHANGES ARE IMPLEMENTED ON AN ACTIVE SCREEN. IN ONE VERSION OF MICROSCOPE, WHICH WE CALL THE 'SCREEN VERSION', THE ALPHANUMERICAL DISPLAY IS KEPT STATIONARY AND ONLY MODIFIED RATHER THAN REPLACED. THIS VERSION REQUIRES YOU OR YOUR SYSTEM MANAGER TO PROVIDE FOUR SIMPLE SCREEN EDITING ROUTINES THAT ARE SPECIFIC TO EACH COMPUTER/TERMINAL COMBINATION (SEE CHAPTER 5.) IF THIS FACILITY IS NOT AVAILABLE, OR IF YOU USE A HARDCOPY TERMINAL, THEN THE 'SCROLL VERSION' OF MICROSCOPE MAY BE EMPLOYED, WHICH SCROLLS THE OLD SCREEN AND REPLACES IT BY A NEW VERSION AFTER EACH CHANGE. THE SCREEN VERSION IS MUCH PREFERABLE, AND IN THIS MANUAL WE USUALLY ASSUME IT IS AVAILABLE. ANOTHER DISTINCTION PERTAINS TO THE UTILIZATION OF LOWER CASE LETTERS. THE USE OF LOWER CASE LETTERS IN A FORTRAN PROGRAM IS NOT PORTABLE, BUT NOW MOST INSTALLATIONS DO PROVIDE THIS FACILITY. IN THIS MANUAL WE ASSUME LOWER CASE LETTERS ARE AVAILABLE. IF SO, ANY LOWER CASE LETTERS OCCURING IN THE INPUT TO THE PROGRAM ARE TREATED AS IF THEY WERE UPPER CASE. THUS COMMANDS CAN BE GIVEN IN LOWER CASE LETTERS. OUTPUT FROM MICROSCOPE CONSISTS OF A MIXTURE OF LOWER AND UPPER CASE LETTERS. HOWEVER, TO MAINTAIN PORTABILITY WE PROVIDE A VERSION OF MICROSCOPE THAT WORKS SOLELY WITH UPPER CASE LETTERS. SECTION 5 CONTAINS MORE INFORMATION. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 34 3.1 THE MCRSCP ROUTINE TO PUT MICROSCOPE INTO OPERATION, YOU WILL HAVE HAVE TO WRITE A FORTRAN MAIN PROGRAM THAT CALLS THE ROUTINE MCRSCP(F, INPUT, OUTPUT, GRAPHC, HELP, RECORD, RESTART, X LINES, WIDTH, PLOT, NUMRCL, PROMPT) THE FIRST PARAMETER IS THE NAME OF A DOUBLE PRECISION FUNCTION (THE TRIAL FUNCTION). IT HAS THE FORM DOUBLE PRECISION FUNCTION F(X) DOUBLE PRECISION X DIMENSION X(1) . . . F = ... RETURN END AND MUST BE DECLARED EXTERNAL IN THE CALLING PROGRAM. MICROSCOPE WILL SET AT MOST THE FIRST THREE COMPONENTS OF X BEFORE CALLING F (I.E. IT CAN HANDLE ONLY FUNCTIONS OF UP TO THREE VARIABLES). NOTICE THAT F DOES NOT HAVE ANY PARAMETERS OTHER THAN THE VALUES OF THE INDEPENDENT VARIABLES. USUALLY, HOWEVER, IT WILL ALSO DEPEND ON PARAMETERS DESCRIBING E.G. THE DOMAIN DATA STRUCTURE. THESE ARE MOST CONVENIENTLY PASSED TO F IN A COMMON BLOCK. ALL OF THE REMAINING PARAMETERS OF MCRSCP ARE INPUT INTEGERS. MCRSCP WILL NOT CHANGE THEM, AND THEY MAY THEREFORE BE INTEGER VALUES RATHER THAN VARIABLES. THE FIRST SIX OF THEM (I.E. INPUT, OUTPUT, GRAPHC, HELP, RECORD, RESTART) ARE FORTRAN DEVICE NUMBERS CORRESPONDING TO THE FIRST SIX I/O NUMBERS LISTED IN THE NUMERICAL DISPLAY (SEE SECTION 1.3). IT IS YOUR RESPONSIBILITY TO SET UP THE NECESSARY CORRESPONDENCES BETWEEN DEVICE NUMBERS AND PHYSICAL DEVICES OR DISK FILES. THE LAST FIVE PARAMETERS DESCRIBE THE PHYSICAL DIMENSIONS OF THE SCREEN DISPLAY. THEIR MEANING IS AS FOLLOWS: (NUMBERS IN PARENTHESES GIVE THE VALUE USED FOR THE EXAMPLES IN THIS MANUAL, SQUARE BRACKETS CONTAIN THE ALLOWABLE RANGES FOR THE PARAMETERS). LINES (24): THE TOTAL NUMBER OF LINES USED ON THE TERMINAL SCREEN [10 < LINES < 58]. WIDTH (75): THE NUMBER OF COLUMNS USED FOR THE GRAPHICAL DISPLAY [0 < WIDTH < 136]. USUALLY ONE WILL CHOOSE AS LARGE A VALUE AS POSSIBLE FOR MAXIMUM RESOLUTION. HOWEVER, SMALL VALUES MAY SOMETIMES BE PREFERABLE FOR INCREASED SPEED. FOR A SYMMETRICALLY PLACED VERTICAL AXIS, THE VALUE >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 35 OF WIDTH SHOULD BE ODD. THE NUMERICAL DISPLAY OCCUPIES UP TO 75 COLUMNS. THIS IS THEREFORE THE MINIMUM PHYSICAL WIDTH OF THE OUTPUT DEVICE. WIDTH IS ALSO THE NUMBER OF POINTS AT WHICH DERIVATIVES ARE SAMPLED IN THE DISPLAY. PLOT (15): THE NUMBER OF LINES ALLOCATED TO THE GRAPHICAL DISPLAY [0 < PLOT < 49]. AGAIN, A VALUE OF PLOT AS LARGE AS POSSIBLE SHOULD BE SUPPLIED. THE NUMERICAL EFFORT IS INDEPENDENT OF PLOT. NUMRCL (8): THE NUMBER OF LINES ABOVE THE SCREEN BOTTOM AT WHICH THE NUMERICAL DISPLAY BEGINS. [5 + PROMPT < NUMRCL < LINES - PLOT]. PROMPT (2): THE NUMBER OF LINES ABOVE THE SCREEN BOTTOM AT WHICH THE MICROSCOPE PROMPTS ARE GIVEN. [1 < PROMPT < LINES - PLOT - 6]. USUALLY, MCRSCP WILL BE CALLED ONLY ONCE DURING A SESSION. HOWEVER, IT IS POSSIBLE TO CALL YOUR OWN ROUTINES FROM MCRSCP. YOU HAVE TO SUPPLY A SUBROUTINE SUBUSR WITHOUT ANY PARAMETERS WHICH CAN BE CALLED BY MCRSCP A DETAILED DISCUSSION OF THIS PROCEDURE IS GIVEN IN SECTION 4.15 ON USER INTERVENTION. FOR NOW WE MAY ASSUME THAT SUBUSR IS A DUMMY ROUTINE SUBROUTINE SUBUSR RETURN END (WHICH IS SUPPLIED WITH THE MICROSCOPE PACKAGE AND WHICH YOU CAN OF COURSE WRITE YOURSELF). WHEN CALLED, MCRSCP FIRST PRINTS AN IDENTIFYING STENCIL ON THE OUTPUT DEVICE, CONTAINING ITS VERSION NUMBER AND THE LAST MODIFICATION DATE. NEXT, IT CHECKS TO SEE IF THE SCREEN PARAMETERS SATISFY THE RESTRICTIONS LISTED ABOVE. IF NOT THEN MCRSCP EXITS, RATHER THAN TERMINATES, IN ORDER TO GIVE YOU A CHANCE TO CORRECT YOUR MISTAKE. ON THE FIRST CALL TO MCRSCP IT COMPUTES THE MACHINE ROUND-OFF UNIT (SEE SECTION 4.1) AND PRINTS ITS COMMON LOGARITHM TO GIVE YOU AN IDEA OF HOW MANY DECIMAL DIGITS ARE CARRIED ON THE COMPUTER. THE ACTUAL NUMBER RELEVANT TO YOUR INVESTIGATION MAY OF COURSE BE LESS DEPENDING ON THE DETAILS OF THE ARITHMETIC INVOLVED IN EVALUATING THE TRIAL FUNCTION. ALSO ON THE FIRST CALL ONLY, MCRSCP THEN PRINTS THE FIRST LINE OF ANY AVAILABLE NEWS (SEE SECTION 4.10) TO HELP YOU DECIDE IF YOU WISH TO READ THEM. AFTER SETTING SOME DEFAULTS MCRSCP THEN ENTERS THE COMMAND MODE, IN WHICH IT ACCEPTS, INTERPRETS AND CARRIES OUT THE COMMANDS ENTERED ON THE INPUT DEVICE. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 36 3.2 THE COMMAND MODE THE MICROSCOPE PROMPT IS OF THE FORM: N >> WHERE N IS THE NUMBER OF THE COMMAND TO BE GIVEN. IT STARTS AT 1 AND IS INCREMENTED BY 1 AFTER EACH COMMAND. A MICROSCOPE COMMAND IS A STRING OF AT LEAST TWO LETTERS AND DIGITS. HOWEVER, ONLY THE FIRST TWO CHARACTERS ARE SIGNIFICANT AND RECOGNIZED BY THE PARSER. THEY MUST BE ENTERED IN THE FIRST TWO COLUMNS IMMEDIATELY FOLLOWING THE PROMPT. ON AN ACTIVE SCREEN, THIS WILL BE IN THE SAME LINE AS THE PROMPT, ON AN INACTIVE SCREEN, OR IN THE SCROLLING VERSION, ON THE NEXT LINE. BLANK SPACES ARE SIGNIFICANT. (MICROSCOPE SIMPLY READS THE COMMAND USING A 2A1 FORMAT. THE REMAINING COLUMNS CAN BE FILLED WITH ARBITRARY CHARACTERS. THEY ARE NOT READ OR PROCESSED BY MICROSCOPE. THIS IS SOMETIMES USEFUL FOR INCLUDING COMMENTS IN A PROGRAM. A COMMAND LINE IS TERMINATED BY PRESSING THE RETURN BUTTON. AFTER A COMMAND YOU WILL BE PROMPTED FOR THE APPROPRIATE DATA (IF ANY ARE NEEDED). THE PROMPT DESCRIBES WHAT DATA ARE NEEDED AND IS SPECIFIC TO THE COMMAND. THERE ARE SEVEN TYPES OF DATA REQUESTS: -1- NO DATA -2- A COMMAND NAME (TO OBTAIN HELP ON THE REQUESTED COMMAND) -3- 1 INTEGER -4- 2 INTEGERS -5- 1 DOUBLE PRECISION VARIABLE -6- 1 DOUBLE PRECISION VECTOR -7- 2 DOUBLE PRECISION VECTORS THE DIMENSION OF THE VECTORS IS IDENTICAL TO THE NUMBER OF VARIABLES OF THE TRIAL FUNCTION. (THE DEFAULT IS 2, SEE SECTION 4.18 FOR A LISTING OF ALL DEFAULTS). NUMBERS ARE PROCESSED BY AN INTERNAL PARSER AND ARE ESSENTIALLY FORMAT FREE. THE FOLLOWING DISTINCTIONS AND RESTRICTIONS APPLY, HOWEVER: - BLANKS ARE IGNORED. FOR EXAMPLE "1 2" IS CONSIDERED THE SINGLE INTEGER 12. - NUMBERS ON THE SAME LINE MUST BE SEPARATED BY COMMAS. - NUMBERS CAN ALSO BE SEPARATED BY WRITING THEM ON SEPARATE LINES >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 37 (OMITING THE COMMA). - IF TWO VECTORS ARE REQUESTED THE SECOND VECTOR MUST START ON A NEW LINE . - AN EMPTY STRING (OBTAINED BY JUST PUSHING THE RETURN BUTTON) IS CONSIDERED TO MEAN ZERO WHENEVER A SINGLE NUMBER (INTEGER OR REAL) IS REQUESTED. THIS IS PARTICULARLY USEFUL WHEN A ZERO ENTRY IMPLIES THAT A SUBMODE (SEE THE DESCRIPTIONS OF THE PLOT AND THE USER COMMANDS IN SECTIONS 4.14 AND 4.15 RESPECTIVELY) IS TO BE EXITED. - WHEN TWO INTEGERS ARE REQUESTED EITHER ONE OR BOTH CAN BE REPRESENTED BY AN EMPTY STRING. (THE ONLY COMMAND FOR WHICH THIS IS USEFUL IS TYPE.) - FLOATING POINT NUMBERS (LIKE 1.0E-12 OR 1D-4) ARE PROCESSED CORRECTLY. - FLOATING POINT NUMBERS MAY ALSO BE REPRESENTED AS INTEGERS. AFTER RECEIVING THE DATA, MICROSCOPE PROCESSES THE COMMAND AND THE DATA. IF THE SCREEN IS ACTIVE THE COMMAND IS CARRIED OUT AND THE ALPHANUMERICAL DISPLAY IS UPDATED, OTHERWISE THE NEXT COMMAND IS PROMPTED FOR. IF A COMMAND IS NOT RECOGNIZED A MESSAGE IS PRINTED TO THAT EFFECT AND A NEW COMMAND IS PROMPTED FOR. IF DATA ARE REQUESTED, AND A NUMBER IS NOT RECOGNIZED, THEN NEW DATA WILL BE REQUESTED. HOWEVER, IF DATA ARE SYNTACTICALLY CORRECT, BUT OTHERWISE MEANINGLESS (E.G. YOU REQUEST THE GRAPH OF THE 117TH DERIVATIVE), THEN THE COMMAND WILL BE ABORTED AND A NEW COMMAND WILL BE PROMPTED FOR. THERE ARE CURRENTLY 63 COMMANDS WHICH DIVIDE INTO 11 MAJOR GROUPS CORRESPONDING TO SECTIONS 4.5 THROUGH 4.15. RATHER THAN DESCRIBING THE GROUPS IN THIS SECTION, WE ILLUSTRATE SOME OF THEM IN THE COURSE OF A SEARCH FOR A POINT OF REDUCED SMOOTHNESS (THE 'ACTIVE POINT'), GIVING THE NAMES OF THE COMMANDS USED, AND FURTHER ILLUSTRATING THE CAPABILITIES OF MICROSCOPE. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 38 3.3 A DISCONTINUITY IN THE SECOND DERIVATIVE THE TRIAL FUNCTION UNDERLYING THIS EXAMPLE IS 2 X X F(X) = (ETA*X )/2 + E IF X > 0 AND F(X) = E OTHERWISE (WHERE ETA = -0.005). CLEARLY F IS ONCE BUT NOT TWICE DIFFERENTIABLE AT THE ORIGIN. THE EXPONENTIAL TERM SERVES TO CONCEAL THE DISCONTINUITY IN THE SECOND DERIVATIVE. (SIMILAR FUNCTIONS THAT ARE 0 THROUGH 5 TIMES DIFFERENTIABLE CAN ALSO BE EXAMINED FOR ARBITRARY VALUES OF ETA.) THE PARAMETERS ARE CHANGED BY GIVING THE USER INTERVENTION COMMAND USER (ASSUMING THE TEST PACKAGE HAS BEEN LOADED, SEE APPENDIX III AND SECTION 5). LET US PRETEND WE DO NOT KNOW THE THE DEGREE OF SMOOTHNESS BUT WE WISH TO EXAMINE IT. WE FIRST INFORM MICROSCOPE THAT THE TRIAL FUNCTION HAS ONE INDEPENDENT VARIABLE, USING THE DMNSN COMMAND. THEN WE ENTER A SEARCH INTERVAL (HERE [-1,3], SAY) USING THE IINTVL COMMAND. AT THIS STAGE, THE SCREEN IS STILL INACTIVE. THIS IS CHANGED, AND THE FIRST DISPLAY IS OBTAINED, BY GIVING THE GO COMMAND. THE DISPLAY WILL REMAIN ACTIVE THROUGHOUT THE REMAINDER OF THIS SECTION. WE OBTAIN: I : I .. I : I . I : I .. I : I . I : I .. I : I .. I : I .. I : I .. I : I ... I : I ... I : I .... I : I ..... I : ....... ............ I ........................... I : I =========================================================================== POINT = 1.000000D+00 S = 5.4054D-02 DIRECTION = 4.000000D+00 H = 3.2432D-01 F0 ( 3.68D-01, 2.01D+01) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 960 FIGURE 13 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 39 THIS DISPLAY SHOWS NO LACK OF SMOOTHNESS AT ALL. SO, NOT KNOWING ABOUT THE NATURE OF THE SUSPECTED DISCONTINUITY AT ALL WE TURN ON THE HORIZONTAL SCALE (USING DSCALE) TO LOCATE ANY PHENOMENA OF INTEREST AND ACTIVATE (USING DGRAPH) THE GRAPH OF THE HIGHEST POSSIBLE (I.E. SIXTH) DERIVATIVE. THESE CHANGES ARE INCORPORATED ONE BY ONE (NOT SHOWN HERE) INTO AN ACTIVE SCREEN. THE FINAL RESULT IS THIS: 6 I : I .. I : I . 6 I : I .. I : I . 6 I : I .. I : I .666666666 6 6 I : I 666666666666666666 66666666666666321.987654666666666666666666666666123456789.123..6789.1234567 6 6 I : I ... I : I ... 6 I : I .... I : I ..... 6 I : ....... ............ I ....................6...... I : I =========================================================================== POINT = 1.000000D+00 S = 5.4054D-02 DIRECTION = 4.000000D+00 H = 3.2432D-01 F0 ( 3.68D-01, 2.01D+01) F6 (-6.07D+01, 6.27D+01) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 972 FIGURE 14 NOW IT IS CLEAR THAT THERE IS A PHENOMENON OF SOME KIND OCCURING AT THE POINT -17 MEASURED ON THE HORIZONTAL SCALE. TO EXAMINE THIS FURTHER, WE SHIFT THE GRAPH BY 17 (USING SHIFT). THIS CENTERS THE INTERESTING PARTS OF THE GRAPH, YIELDING: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 40 I 6 : I .. I : I . I 6 : I .. I : I . I : 6 I .. I : I .. I 6 : 6 I ..6666666666 6666666666666666666666666666666654321.12366666666666666666666666689.1234567 6 :6 I ... I : I ... I6 : I .... I : I ..... I 6: ....... ............ I ........................... I 6 I =========================================================================== POINT = 8.108108D-02 S = 5.4054D-02 DIRECTION = 4.000000D+00 H = 3.2432D-01 F0 ( 1.47D-01, 8.00D+00) F6 (-6.07D+01, 6.27D+01) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 989 FIGURE 15 ALREADY AT THIS STAGE IT IS POSSIBLE TO TELL THE NATURE OF THE REDUCED SMOOTHNESS. THE SIXTH DERIVATIVE CLEARLY SHOWS FOUR DISTINCT LOCAL EXTREMA. THIS QUALIFIES IT AS THE THIRD (NUMERICAL) DERIVATIVE OF A DELTA FUNCTION. THE SECOND DERIVATIVE OF THE TRIAL FUNCTION MUST THEREFORE BE A STEP FUNCTION. THE TRIAL FUNCTION IS HENCE ONCE BUT NOT TWICE DIFFERENTIABLE. DERIVATIVES OF STEP FUNCTIONS ARE DISCUSSED IN DETAIL IN SECTION 4.2 AND IN APPENDIX I. TO CONFIRM OUR DIAGNOSIS DIRECTLY WE EXAMINE THE SECOND DERIVATIVE. TURNING ON ITS GRAPH AND ERASING THE DISTRACTING GRAPH OF THE TRIAL FUNCTION (USING EGRAPH), HOWEVER, YIELDS THE FOLLOWING DISPLAY WHICH SHOWS NO LACK OF SMOOTHNESS AT ALL IN THE SECOND DERIVATIVE: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 41 I 6 : I 22 I : I 2 I 6 : I 22 I : I 2 I : 6 I 22 I : I 22 I 6 : 6 I 226666666666 6666666666666666666666666666666654321.12366666666666666666666666689.1234567 6 :6 I 222 I : I 222 I6 : I 2222 I : I 22222 I 6: 2222222 222222222222 I 222222222222222222222222222 I 6 I =========================================================================== POINT = 8.108108D-02 S = 5.4054D-02 DIRECTION = 4.000000D+00 H = 3.2432D-01 F2 ( 1.48D-01, 8.08D+00) F6 (-6.07D+01, 6.27D+01) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 989 FIGURE 16 THE SECOND DERIVATIVE APPEARS SMOOTH BECAUSE THE DISCRETIZATION IS TOO CRUDE TO SHOW ITS DISCONTINUITY. SO WE KEEP DECREASING THE VALUE OF THE DISCRETIZATION PARAMETER (AND SIMULTANEOUSLY THE INTERVAL, KEEPING THE WINDOW WIDTH FIXED). SINCE THE ACTIVE POINT IS ONLY APPROXIMATELY IN THE CENTER OF THE DISPLAY, THIS WILL CAUSE IT TO DRIFT TO ONE SIDE WHICH HAS TO BE COUNTERACTED BY MORE SHIFT COMMANDS. BECAUSE OF THE ORGANIZATION OF MICROSCOPE IT IS PARTICULARLY EFFICIENT AND CONVENIENT TO DIVIDE (OR MULTIPLY) WITH POWERS OF TWO. HALVING H FOUR TIMES (USING HALVE) FOLLOWED BY A SHIFT OF 24 AND FOUR MORE HALVINGS YIELDS, AFTER ERASING THE SCALE AND THE GRAPH OF THE SIXTH DERIVATIVE: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 42 I : I 2222 I : I 2222 I : I 222 I : I 222 I : I 222 222222 : I 222 22 I 2: I 2222 2 222 I 2 I 222 22 2 I :22 I 222 2222 I : 22222 2222 I : I 22 I : I 2222 I : I 222 I : I 2222 I : I =========================================================================== POINT = -1.040834D-17 S = 2.1115D-04 DIRECTION = 4.000000D+00 H = 1.2669D-03 F2 ( 9.92D-01, 1.00D+00) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 1353 FIGURE 17 NOW IT IS CLEAR THAT THERE IS A JUMP DISCONTINUITY IN THE SECOND DERIVATIVE OF THE TRIAL FUNCTION. THE LOCATION OF THE ACTIVE POINT CAN BE SEEN TO BE 0 +/- ABOUT S = 0.0002. EVEN THE SIZE OF THE JUMP CAN BE ESTIMATED. INQUIRING (USING TYPE) FOR THE VALUES OF THE DERIVATIVE AT THE LEFT AND RIGHT END POINTS OF THE WINDOW (WHERE IN THIS CRUDE DISPLAY IT ASSUMES ITS EXTREMA) YIELDS VALUES OF 9.98846D-1 AND 9.96522D-1 RESPECTIVELY, CORRESPONDING TO A JUMP OF -2.32D-3. THE REAL JUMP IS OF COURSE ETA = -5.0D-3. THE DISCREPANCY IS DUE TO A TRUNCATION ERROR, NOT JUST IN APPROXIMATING THE DERIVATIVE, BUT ALSO IN PICKING THE POINTS OF EVALUATION. THE ESTIMATE CAN BE IMPROVED BY EXTRAPOLATING (LINEARLY) THE LEFT AND RIGHT PARTS OF THE SECOND DERIVATIVE TO THE POINT OF EXAMINATION, USING AN ESTIMATE OF THE THIRD DERIVATIVE WHICH CAN BE OBTAINED FROM ONE OF THE EARLIER DISPLAYS. WITH THE THIRD DERIVATIVE SET EQUAL TO 1, THIS PROCEDURE YIELDS AN ESTIMATE OF -2.32D-3 - 12S = -4.86D-3 WHICH IS A VERY GOOD RESULT CONSIDERING THE DIFFICULTIES OF NUMERICAL DIFFERENTIATION. IN THE PRESENT SETTING, IT IS NOT POSSIBLE TO DECREASE THE DISCRETIZATION PARAMETER FURTHER WITHOUT SUCCUMBING TO ROUND-OFF ERRORS IN THE SECOND DERIVATIVE (YOU MAY WISH TO TRY THIS YOURSELF). HOWEVER, THE ABOVE EXAMPLE ILLUSTRATES HOW TO ALLEVIATE THE LIMITATIONS OF ROUND-OFF ERRORS. WE ALREADY RECOGNIZED THE TRUE NATURE OF THE REDUCED SMOOTHNESS WHEN EXAMINING THE SIXTH RATHER THAN THE SECOND DERIVATIVE. WITH THE ACCURACY USED FOR THE EXAMPLES IN THIS MANUAL (10 DIGITS), STEPS IN THE SECOND DERIVATIVE 300 TIMES AS SMALL AS THE ONE ABOVE CAN BE DETECTED. THE FOLLOWING DISPLAY SHOWS THE GRAPH OF THE SIXTH DERIVATIVE FOR THE SAME >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 43 FUNCTION AS ABOVE WITH ETA = -1.7D-5 AND H = 0.24. THESE VALUES HAVE BEEN TAKEN FROM TABLE 4 IN APPENDIX I (TAU = 1.0D-10). I : I 66 I : I 66 I : I 66 I : I 66 I : I 66 I : I 666 I : I 66 I : I 666 I : I 6666 I 6: I 6666 I 6 : 6 I 6666 I : 6 666 666 6 I 666666666666 I 66 : 6 I 666666666666666666 I :6 I =========================================================================== POINT = -1.040834D-17 S = 4.0000D-02 DIRECTION = 4.000000D+00 H = 2.4000D-01 F6 ( 2.23D-01, 4.40D+00) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 1440 FIGURE 18 AT THE LIMITS OF RESOLUTION THE SIXTH DERIVATIVE SHOWS 4 EXTREMA, IDENTIFYING THE STEP IN THE SECOND DERIVATIVE. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 44 4. A DETAILED DESCRIPTION OF FEATURES AND COMMANDS 4.1 ROUND-OFF EFFECTS THE FACT THAT ALL ARITHMETIC OPERATIONS ARE CARRIED OUT WITH FINITE ACCURACY IS FUNDAMENTAL AND ALL PERVASIVE IN WORKING WITH MICROSCOPE. NUMERICAL DIFFERENTIATION IS PARTICULARLY SENSITIVE TO ROUNDING SINCE IT INVOLVES THE SUBTRACTION OF NEARLY EQUAL QUANTITIES, LEADING TO A CANCELLATION OF SIGNIFICANT DIGITS. CONSEQUENTIALLY, THE ERROR IN NUMERICAL DIFFERENTIATION DOES NOT DECREASE INDEFINITELY WITH THE DISCRETIZATION PARAMETER, BUT RATHER STARTS TO BEHAVE ERRATICALLY BEYOND A CERTAIN MINIMUM VALUE AND TENDS TO INCREASE AS THE DISCRETIZATION PARAMETER IS DECREASED FURTHER. HOWEVER, IT IS ITS VERY RANDOMNESS THAT MAKES ROUND-OFF ERRORS READILY APPARENT IN A MICROSCOPE DISPLAY SO THAT YOU WILL NOT BE MISLED INTO ACCEPTING MEANINGLESS RESULTS AT THEIR FACE VALUE. THE PRECISE EFFECT OF ROUNDED ARITHMETIC DEPENDS ON SEVERAL FACTORS: -1- THE NUMBER OF SIGNIFICANT (BINARY) DIGITS CARRIED BY A PARTICULAR COMPUTER. MOST USERS WILL PREFER AN APPROXIMATION OF THE EQUIVALENT NUMBER OF DECIMAL DIGITS, AND SO MICROSCOPE COMPUTES THAT NUMBER AND PRINTS IT OUT AT THE BEGINNING OF A SESSION. MORE PRECISELY, MICROSCOPE COMPUTES THE SMALLEST POWER OF 2, TAU, SAY, SUCH THAT WITHIN THE GIVEN COMPUTER ARITHMETIC THE QUANTITY 1 + TAU SATISFIES A TEST FOR GREATER THAN 1, AND THEN PRINTS THE ROUNDED VALUE OF THE NEGATIVE COMMON LOGARITHM OF TAU. -2- THE ACCURACY WITH WHICH THE TRIAL FUNCTION IS BEING EVALUATED. THAT ACCURACY WILL ALWAYS BE LESS THAN OR AT MOST EQUAL TO THE ACCURACY INDICATED IN -1-. USUALLY IT WILL BE MUCH LESS, FOR ANY OF THE FOLLOWING REASONS: -2.1- TYPICAL MULTIVARIATE INTERPOLANTS ARE VERY COMPLICATED ALGEBRAICALLY, INVOLVING MANY OPERATIONS WHICH TEND TO INCREASE ROUND-OFF ERRORS. -2.2- IF, AS IS FREQUENTLY THE CASE, THE TRIAL FUNCTION IS THE DIFFERENCE BETWEEN A PRIMITIVE FUNCTION AND ITS INTERPOLANT, THEN A CANCELLATION OF SIGNIFICANT DIGITS OCCURS. -2.3- IF THE DISPLAY FUNCTION IS A CROSS DERIVATIVE OF THE TRIAL FUNCTION IT IS ALREADY CONTAMINATED BY ROUND-OFF ERRORS DUE TO NUMERICAL DIFFERENTIATION, THUS EXHIBITING EFFECTS THAT ONE WOULD NORMALLY EXPECT TO OCCUR ONLY FOR HIGHER ORDER TANGENTIAL DERIVATIVES. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 45 -3- THE PRECISE NATURE OF ROUND-OFF EFFECTS IS ALSO VERY SENSITIVE TO THE RELATIVE MAGNITUDES OF VARIOUS TANGENTIAL DERIVATIVES INVOLVED. FOR EXAMPLE, A CONSTANT FUNCTION WILL EXHIBIT ROUND-OFF ERRORS AT ANY VALUE OF THE DISCRETIZATION PARAMETER. OF THE ABOVE THREE SOURCES OF ROUND-OFF ERRORS, YOU WILL USUALLY HAVE A FIRM KNOWLEDGE ONLY OF THE FIRST. KNOWLEDGE ABOUT THE OTHER TWO MAY BE GAINED BY USING MICROSCOPE ITSELF. THIS IS USUALLY MORE EFFECTIVE THAN ATTEMPTING A THEORETICAL ANALYSIS. THE PRECISE NATURE OF ROUND-OFF ERRORS IS DISCUSSED IN APPENDIX I. DETAILED FORMULAS AND TABLES ARE GIVEN. HOWEVER, THE USUAL APPROACH WILL BE TO EXPERIMENT WITH VARIOUS VALUES OF THE DISCRETIZATION PARAMETER, CHOOSING IT AS SMALL AS POSSIBLE WITHOUT GENERATING THE TELLTALE RANDOM PATTERN THAT INDICATES ROUND-OFF ERRORS. 4.2 DERIVATIVES OF STEP FUNCTIONS ONE PERHAPS SURPRISING FEATURE OF NUMERICAL DIFFERENTIATION IS THAT DOUBTFUL DISCONTINUITIES IN SOME DERIVATIVES CAN OFTEN BE DISPLAYED VERY CLEARLY BY PLOTTING HIGHER ORDER DERIVATIVES, EVEN THOUGH A LARGE DISCRETIZATION PARAMETER IS NECESSARY TO KEEP THEM FREE OF ROUND-OFF ERRORS. THIS FACT BECOMES QUICKLY APPARENT EMPIRICALLY, AND IS ANALYZED IN APPENDIX I. THE CONCEPTUAL BASIS FOR THE APPROACH IS PROVIDED BY A DIRAC DELTA FUNCTION (SEE COURANT AND HILBERT, 1962, P.456). A STEP FUNCTION CAN BE THOUGHT OF AS RISING AT THE DISCONTINUITY WITH INFINITE SLOPE FROM ONE DISCRETE VALUE TO ANOTHER. IF IT IS PIECEWISE CONSTANT ITS DERIVATIVE CAN BE THOUGHT OF AS A FUNCTION THAT IS ZERO EVERYWHERE, EXCEPT AT THE DISCONTINUITY, WHERE IT IS INFINITE SUCH THAT THE INTEGRAL OVER THE DERIVATIVE EQUALS THE JUMP IN THE STEP FUNCTION. THAT DERIVATIVE IS A DELTA FUNCTION. MORE PRECISELY, A DELTA FUNCTION ABOUT A POINT P, SAY, IS DEFINED AS THE LIMIT OF A SEQUENCE OF NON-NEGATIVE FUNCTIONS THAT ARE DIFFERENT FROM ZERO ONLY IN NEIGHBORHOODS OF P. THE DIAMETER OF THOSE NEIGHBORHOODS TENDS TO ZERO, AND THE VALUE OF THE INTEGRAL OVER THE FUNCTIONS REMAINS CONSTANT (AT 1 IN THE CLASSICAL DEFINITION). DERIVATIVES OF A DELTA FUNCTION CAN BE VISUALIZED BY CONSIDERING A FUNCTION IN THE ABOVE SEQUENCE. SUPPOSE IT IS BELL SHAPED. THEN ITS DERIVATIVE WILL HAVE TWO LOCAL EXTREMA OF OPPOSITE SIGNS. THE SECOND DERIVATIVE WILL HAVE THREE EXTREMA, ETC. TAKEN TO THE LIMIT, THE K-TH DERIVATIVE OF A STEP FUNCTION HAS K LOCAL EXTREMA OF ALTERNATING SIGNS, ALL LOCATED AT THE SAME POINT. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 46 NUMERICAL DERIVATIVES OF A STEP FUNCTION EXHIBIT THE SAME PHENOMENA, IF THE DISCONTINUITY IS SMEARED OUT OVER A WINDOW CONTAINING SUFFICIENTLY MANY POINTS. THIS IS ILLUSTRATED IN THE PICTURES BELOW. THE STEP DISCONTINUITIES OCCUR IN THE M-TH DERIVATIVES, WHERE M = 0,1, ..., 5. THE DISCRETIZATION PARAMETER IS H = 1, AND THE SIZE OF THE JUMP IS 1. MORE PRECISELY, THE M-TH FUNCTION IS DEFINED BY M S(X) = 0 IF X < 0 AND X /M! OTHERWISE, WHERE THE EXCLAMATION MARK DENOTES THE FACTORIAL. NOTICE THAT AS THE DEGREE OF THE DISCONTINUOUS DERIVATIVE INCREASES, THE SMOOTHNESS OF THE GRAPHS OF HIGHER DERIVATIVES INCREASES. THIS IS CONSISTENT WITH THE INTERPRETATION OF NUMERICAL DIFFERENTIATION AS A SMOOTHING PROCESS. (THE NUMERICAL DERIVATIVES HAVE THE SAME DEGREE OF SMOOTHNESS AS THAT OF THE DISPLAY FUNCTION, JUST THE NUMBER OF THE POINTS OF REDUCED SMOOTHNESS IS INCREASED.) 1111111..........5555555555444444444466666666665555555555222222222211111111 I : I I : I I 6666666666 : I I : 444444444444444I I : I I : 6666666666I 6666666I : 66666666 55555556666666666 : 55555555 444444444444444 : I I : I 5555555555 : 66666666665555555555I I : I I : I 333333333333333222226666666666555555555544444333333333333333........ POINT = 0.000000D+00 S = 3.3333D-02 DIRECTION = 1.000000D+00 H = 1.0000D+00 F0 (-1.00D+00, 9.98D-11) F1 (-5.00D-01, 7.68D-11) F2 (-1.00D+00, 1.00D+00) F3 (-4.00D+00, 4.00D+00) F4 (-4.80D+01, 4.80D+01) F5 (-2.43D+02, 3.65D+02) F6 (-7.29D+03, 7.29D+03) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 1662 FIGURE 19 DERIVATIVES OF A STEP FUNCTION (M = 0) >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 47 222222222211 665 444 66 33333 2222222222 I 221111 65 65 4 : 4 6 36 33 22 I I 22 1111 665 655 4 : 4 633 66 33 22 I I 22 11615 54 : 4 33 6 5 33 I I 22 6 51111 6 45 : 436 6 5255533 I 66666666 266 5 1116 55 : 33 6 662 5553 66666666 I666666 6 25 4 11115:33 4 22 6 666666I 555555555 6666 5 22 4 6 3511 6 4 22 5 6666 555555555 I 555 5 22 4 633 :551611 4 22 5 I 44444444 355 24 33 : 5 11142 5 44444444 I444 3555 5 4 2233 6 : 65 22 4115 444I I 444 335 4 3322 6 : 6 552 45 1111 444 I I 44433 4 33 22 : 22 5 54 11444 I I 4443 433 226:622 5 5 4 444 1111 I I 4443 262 55 444 11111111111 =========================================================================== POINT = 0.000000D+00 S = 3.3333D-02 DIRECTION = 1.000000D+00 H = 1.0000D+00 F1 (-1.00D+00, 4.28D-11) F2 (-1.00D+00, 2.85D-10) F3 (-2.00D+00, 2.00D+00) F4 (-8.00D+00, 1.60D+01) F5 (-8.10D+01, 8.10D+01) F6 (-1.46D+03, 9.72D+02) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 1797 0 FIGURE 20 DERIVATIVES OF A C FUNCTION (M = 1) 333333333333322222 666665555555 4444444 3333333333333 I 33 22222 6 56 : 544 44 33 I I 33 2222 5 : 45 4 33 I I 3 62 5 6 : 4 5 44 3 I I 33 6 252 : 4 5 644 I I 3 5 22 6: 5 666 6664 I I 3 6 222:4 6 3 6666 I 6666666666666 3 6 5 62 5 6 3 666666666666 555555555 4666 6 5 4: 22 5 6 3 555555555 I 555 46666666 3 :6 22 3 555 I I 55 4 35 4 : 222 63 55 I I 55 44 5 3 4 : 6 2625 55 I I 5 4 33 4 : 33 222 5 I I 5 455 344 : 6 33 6 55222225 I I 55555 4444444 33333333366666 55555222222222222222222 =========================================================================== POINT = 0.000000D+00 S = 3.3333D-02 DIRECTION = 1.000000D+00 H = 1.0000D+00 F2 (-1.00D+00, 1.99D-10) F3 (-1.00D+00, 1.74D-09) F4 (-2.67D+00, 2.67D+00) F5 (-8.98D+00, 1.35D+01) F6 (-1.46D+02, 1.46D+02) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 1932 1 FIGURE 21 DERIVATIVES OF A C FUNCTION (M = 2) >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 48 444444444444444443333 666 5555555 44444444444444444 I 444 3333 6 : 6 5 5 444 I I 4 333 6 : 6 5 554 I I 44 33 6 : 6 445 I I 4 33 : 5 4 55 I I 4 633 : 5 6 4 5 I I 4 33:5 4 555 I 55555555555555 4 6 53 6 4 55555555555555 I 555 4 5: 33 4 I I 55 4 6 5 : 33 6 4 I 6666666666666666 5 6 5 : 336 6666666666666666 I 66 5 4 5 : 433 66 I I 66 55 6 45 : 44 6333 66 I I 6 5 6 55 4 : 4 6 33336 I I 666666555 4444444 666666333333333333333333333 =========================================================================== POINT = 0.000000D+00 S = 3.3333D-02 DIRECTION = 1.000000D+00 H = 1.0000D+00 F3 (-1.00D+00, 1.60D-09) F4 (-1.33D+00, 1.14D-08) F5 (-3.00D+00, 3.00D+00) F6 (-1.28D+01, 2.70D+01) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 2067 2 FIGURE 22 DERIVATIVES OF A C FUNCTION (M = 3) 555555555555555555544444 : 666666 5555555555555555555 I 55 4444 : 6 6 55 I I 5 44 : 6 66 5 I I 5 44 : 65 I I 5 44 : 6 566 I I 5 4 :6 5 6 I I 5 44: 5 666 I 66666666666666666 5 6 5 66666666666666666 I 666 5 :44 5 I I 66 5 6: 4 5 I I 6 5 6 : 44 5 I I 6 5 6 : 45 I I 66 55 : 55 444 I I 6 66 : 5 444 I I 66666 5555555 444444444444444444444444 =========================================================================== POINT = 0.000000D+00 S = 3.3333D-02 DIRECTION = 1.000000D+00 H = 1.0000D+00 F4 (-1.00D+00, 9.60D-09) F5 (-1.38D+00, 6.61D-08) F6 (-4.13D+00, 4.13D+00) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 2202 3 FIGURE 23 DERIVATIVES OF A C FUNCTION (M = 4) >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 49 6666666666666666666665555 : 666666666666666666666 I 66 555 : 66 I I 66 55 : 66 I I 6 55 : 6 I I 6 55 : 6 I I 6 5 : 6 I I 55: I I 6 5 6 I I 6 :55 6 I I 6 : 5 6 I I 6 : 556 I I 6 : 655 I I 6 : 6 55 I I 6 : 6 555 I I 66666 5555555555555555555555555 =========================================================================== POINT = 0.000000D+00 S = 3.3333D-02 DIRECTION = 1.000000D+00 H = 1.0000D+00 F5 (-1.00D+00, 5.09D-08) F6 (-1.65D+00, 2.67D-06) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 2337 4 FIGURE 24 DERIVATIVES OF A C FUNCTION (M = 5) 4.3 THE WINDOW SOMETIMES IT IS DESIRABLE TO USE VERY SMALL WINDOW WIDTHS OR EVEN COMPLETELY SEPARATE DIFFERENTIATION STENCILS, FOR EXAMPLE WHEN SEARCHING A LARGE DOMAIN FOR A POINT OF REDUCED SMOOTHNESS. THEN STEPS IN A DERIVATIVE WILL APPEAR AS SUCH RATHER THAN AS GRADUAL SLOPES THAT MIGHT BE OBSCURED BY OTHER FEATURES OF THE RELEVANT GRAPHS. ALSO, CUSPS AND POLES ARE BEST DISPLAYED USING SMALL WINDOWS (SEE APPENDIX III FOR SOME EXAMPLES). USUALLY, HOWEVER, IT WILL BE PREFERABLE TO USE LARGER WINDOWS. THERE ARE TWO MAIN REASONS TO USE OVERLAPPING DIFFERENTIATION STENCILS: FIRST, AS ILLUSTRATED IN THE PRECEDING SUBSECTION, THIS IS NECESSARY TO RESOLVE ALL THE EXTREMA OF A DERIVATIVE OF A DELTA FUNCTION, AND, SECOND, IT ALLOWS THE USE OF ONE EVALUATION OF A TRIAL FUNCTION FOR SEVERAL VALUES OF A DERIVATIVE, THEREBY INCREASING EFFICIENCY AND ACCELERATING YOUR INTERACTION WITH MICROSCOPE. USING OVERLAPPING STENCILS IS EQUIVALENT TO HAVING A WINDOW WIDTH (W = 2H/S) THAT IS GREATER THAN 1. DUE TO THE INTERNAL ORGANIZATION OF MICROSCOPE, FOR ANY GIVEN WINDOW WIDTH, THE NUMBER OF EVALUATIONS (OF THE DISPLAY FUNCTION) REQUIRED IS DETERMINED SOLELY BY THE LARGEST DEGREE OF THE PLOTTED DERIVATIVES. THE FOLLOWING TABLE LISTS FORMULAS FOR COMPUTING THE NUMBER N OF EVALUATIONS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 50 REQUIRED GIVEN THE WINDOW WIDTH (W), THE HIGHEST DEGREE OF A PLOTTED DERIVATIVE (K) AND THE NUMBER OF COLUMNS (C) IN THE GRAPHICAL DISPLAY. MAX K: 0 1 OR 2 3 OR 4 5 OR 6 W=2H/S < 1 C 3C 5C 9C 2 C C + 2 2C + 3 4C + 5 4 C C + 4 C + 4 3C + 8 6 C C + 6 2C + 9 2C + 9 8 C C + 8 C + 9 3C + 16 10 C C + 10 2C + 15 4C + 25 12 C C + 12 C + 12 C + 12 14 C C + 14 2C + 21 4C + 35 16 C C + 16 C + 16 3C + 32 18 C C + 18 2C + 27 2C + 27 20 C C + 20 C + 20 3C + 40 22 C C + 22 2C + 33 4C + 55 24 C C + 24 C + 24 C + 24 TABLE: EFFICIENCY OF WINDOW WIDTHS THE SPECIAL ROLE PLAYED BY W = 12 IS OBVIOUS: THE NUMERICAL EFFORT IS INDEPENDENT OF THE DEGREE OF THE PLOTTED DERIVATIVES, AND EXCEEDS THE NUMBER OF COLUMNS IN THE DISPLAY ONLY BY A CONSTANT. THIS IS TRUE WHENEVER W IS A MULTIPLE OF 12. THE REASON FOR THIS IS, OF COURSE, THAT THE DISPLAY FUNCTION IS SAMPLED AT MULTIPLES OF 1/2 AND 1/3 OF THE DISCRETIZATION PARAMETER. FOR EFFICIENCY, THE DEFAULT VALUE OF W IS 12. THIS IS ALSO SUFFICIENT FOR MOST EXAMINATIONS INVOLVING DELTA FUNCTIONS. SOMETIMES, HOWEVER, A LARGER MULTIPLE, LIKE 24 OR 36 MAY BE DESIRABLE. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 51 4.4 REFERENCE TABLE OF COMMANDS THIS SUBSECTION CONTAINS A QUICK REFERENCE TABLE OF ALL AVAILABLE COMMANDS. FOR EACH COMMAND, A ONE-LINE DESCRIPTION IS GIVEN. OFTEN, THE INFORMATION CONTAINED IN THESE SHORT DESCRIPTIONS WILL BE ALL THAT IS NEEDED. THEREFORE, THE DESCRIPTIONS ARE USED IN SEVERAL OTHER PLACES AN APPROPRIATE SELECTION OF THEM OCCURS AT THE BEGINNING OF EACH OF THE FOLLOWING SUBSECTIONS. THE HSUMRY COMMAND LISTS THEM ORDERED BY TOPICS. THE MORE DETAILED HELP COMMAND GIVES A DOCUMENTATION OF AN INDIVIDUAL COMMAND HEADED BY THE ONE-LINE DESCRIPTION. NAME DESCRIPTION DATA ERROR SCREEN ACCENT MARK DERIVATIVE WITH ASTERISKS TOGGLE K -1<0 DEACTIV. C2CROSS READ 2ND COMPONENT OF CROSS DIRECTION C2 C><0;1 DEACTIV. C3CROSS READ 3RD COMPONENT OF CROSS DIRECTION C3 C><0;1 DEACTIV. CCHANNL CHANGE CHANNEL NUMBER IC,NC 4 --- CDIRCTN READ DIRECTION OF CROSS DIRECTION C C><0 DEACTIV. CHVALUE READ CH FOR CROSS DIFFERENTIATION CH 5 DEACTIV. CORDER READ ORDER OF CROSS DERIVATIVE K -1<0 DEACTIV. D2CHDIR READ 2ND COMPONENT OF DIR. OF INV. D2 D><0;1 DEACTIV. D3CHDIR READ 3RD COMPONENT OF DIR. OF INV. D3 D><0;1 DEACTIV. DCENTER DRAW CENTER OF GRAPH. DISPLAY TOGGLE --- --- IMMEDIATE DGRAPH DRAW GRAPH K -1<0 IMMEDIATE DMNSN READ DIMENSION V OF DOMAIN V 0<0 DEACTIV. IHVALUE READ VALUE OF H H H>0 DEACTIV. IINTVL READ ENDPOINTS OF LINE OF INVESTIG. A,B A>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 52 MULTPLY MULTIPLY H BY FACTOR M SIGN M M><0 IMMEDIATE NEWS PRINT THE NEWS --- --- --- NORMAL TURN NORMALIZATION OF D ON/OFF TOGGLE --- --- DEACTIV. OUTPUT WRITE SCREEN IMMAGE ON RECORDING DEVICE --- --- --- P1CHPNT READ FIRST COMPONENT OF P P1 --- DEACTIV. P2CHPNT READ SECOND COMPONENT OF P P2 1 DEACTIV. P3CHPNT READ THIRD COMPONENT OF P P3 1 DEACTIV. PAUSE PAUSE UNTIL RETURN FROM CHANNEL NC NC --- --- PLOT ENTER PLOTTING () MODE --- --- --- QUIT TERMINATE MICROSCOPE SESSION --- --- --- RCROSS READ CHANNEL NUMBER FOR CROSS LIST NC --- --- RDIRCTN READ CHANNEL NUMBER FOR DIRECTION LIST NC --- --- RESTART REESTABLISH EARLIER PARAMETER SETTINGS --- --- --- ROTATE CHANGE DIRECTION OF INVESTIGATION DD D><0 DEACTIV. RPOINT READ CHANNEL NUMBER FOR POINT LIST NC 1 --- RSCREEN REFRESH SCREEN --- --- PENDING RWIND REWIND DEVICE NC NC --- --- SETDF RESET DEFAULTS --- --- DEACTIV. SHIFT SHIFT POINT OF EXAMINATION IS --- IMMEDIATE STORE STORE CURRENT PARAMETER SETTINGS --- --- --- TCENTER TYPE VALUE OF K-TH DERIVATIVE AT CENTER K -1<0 IMMEDIATE QUICK REFERENCE TABLE OF COMMANDS KEY TO TABLE OF COMMANDS: -- DESCRIPTION -- TOGGLE THE COMMAND REVERSES ITSELF IF CALLED AGAIN SIGN MEANS THAT REVERSING THE SIGN OF THE INPUT PARAMETER GENERATES THE OPPOSITE EFFECT (E.G. MULTIPLY INSTEAD OF DIVIDE). -- DATA -- A ONE ENDPOINT OF THE LINE OF INVESTIGATION B THE OTHER ENDPOINT OF THE LINE OF INVESTIGATION (P = (A + B)/2) C CROSS DIRECTION C1 FIRST COMPONENT OF CROSS DIRECTION C2 SECOND COMPONENT OF CROSS DIRECTION >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 53 C3 THIRD COMPONENT OF CROSS DIRECTION CH DISCRETIZATION PARAMETER FOR CROSS DERIVATIVES CMD COMMAND NAME D DIRECTION OF INVESTIGATION D1 FIRST COMPONENT OF DIRECTION OF INVESTIGATION D2 SECOND COMPONENT OF DIRECTION OF INVESTIGATION D3 THIRD COMPONENT OF DIRECTION OF INVESTIGATION DD CORRECTION TO BE ADDED TO D IC TYPE OF DEVICE (1 = INPUT, 2 = OUTPUT, 3 = GRAPHIC, 4 = RECORD, 5 = RESTART) IS INTEGER SHIFT IN NUMBER OF COLUMNS ON DISPLAY, +VE SHIFTS GRAPH TO RIGHT, POINT TO LEFT, -VE IS REVERSE K DEGREE OF A DERIVATIVE (TO BE PLOTTED, ERASED, ETC.) KC POSITION OF THE CROSS DIRECTION IN A LIST KD POSITION OF THE DIRECTION OF INVESTIGATION IN A LIST KP POSITION OF THE POINT OF EXAMINATION IN A LIST M INTEGER MULTIPLIER. N INTEGER DIVIDER NC CHANNEL (DEVICE) NUMBER P POINT OF EXAMINATION P1 FIRST COMPONENT OF THE POINT OF EXAMINATION P2 SECOND COMPONENT OF THE POINT OF EXAMINATION P3 THIRD COMPONENT OF THE POINT OF EXAMINATION --- NO DATA ARE REQUIRED -- ERROR -- RESTRICTIONS ON THE DATA ARE LISTED IN THIS COLUMN. THE ENTRY "---" MEANS THAT NO CHECK IS MADE FOR ERRORS. THE SYMBOL "><" MEANS "NOT EQUAL". IF THE ERROR CONDITIONS CANNOT BE GIVEN EXPLICITLY THEN THE FOLLOWING REFERENCE NUMBERS HAVE BEEN USED: 1. COMPONENTS TO BE CHANGED MUST NOT HAVE AN INDEX THAT IS GREATER THAN THE CURRENT DIMENSION. 2. THE COMMAND MUST BE A VALID MICROSCOPE COMMAND. IF IT IS NOT RECOGNIZED YOU WILL BE PROMPTED FOR ANOTHER COMMAND TO BE HELPED ON. TYPING ANY VALID COMMAND WILL GET YOU SOME INFORMATION ON IT AND WILL THEN RETURN YOU TO COMMAND MODE. 3. THERE MUST BE ONE VECTOR IN LEGAL FORMAT IN EACH LINE OF THE LIST. IF ILLEGAL CHARACTERS ARE ENCOUNTERED, AN ERROR TERMINATION OF THE COMMAND WILL OCCUR. ALSO, THE INDEX NUMBER MUST NOT EXCEED THE NUMBER OF LINES IN THE LIST. IF IT DOES, THE PROGRAM WILL REACH THE END OF THE FILE CONTAINING THE LIST, AND THE PRECISE ACTION AFTER THAT DEPENDS UPON THE COMPUTING SYSTEM. -- SCREEN -- >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 54 ACTIV THE COMMAND ACTIVATES THE SCREEN DEACTIV. THE COMMAND DEACTIVATES THE SCREEN - I.E. THE GO OR FORCE COMMAND MUST BE GIVEN BEFORE THE COMPUTATION PROCEEDS. FOR SOME COMMANDS, THERE IS A CHECK IF THE NEWLY INPUT DATUM IS IDENTICAL WITH THE OLD ONE, IN WHICH CASE THE SCREEN REMAINS ACTIVE. IMMEDIATE IF THE SCREEN IS ACTIVE THEN THE EFFECTS OF THE COMMAND ARE INCORPORATED BEFORE THE NEXT COMMAND IS REQUESTED PENDING IF THE SCREEN IS INACTIVE, THIS COMMAND WILL PUT THE GRAPHICAL DISPLAY ON THE SCREEN, EVEN IF COMPUTATIONS ARE PENDING. --- THE GRAPHICAL AND NUMERICAL DISPLAY, AND THE SCREEN STATUS ARE NOT CHANGED. NOTICE, HOWEVER, THAT THE ACTUAL SCREEN DISPLAY MAY BE DESTROYED BY ERROR MESSAGES OR HELP INFORMATION. THE NEXT DISPLAY CHANGING COMMAND (OR RSCREEN) WILL THEN REFRESH THE SCREEN. 4.5 COMMANDS TO CONTROL THE DISPLAY IN THIS AND THE FOLLOWING SUBSECTIONS, INPUT TO MICROSCOPE IS VIA THE ASSIGNED INPUT CHANNEL, UNLESS OTHERWISE STATED. THIS WILL USUALLY BE THE TERMINAL, BUT MAY ALSO BE A FILE FOR A BATCH TYPE SESSION. ACCENT MARK DERIVATIVE WITH ASTERISKS TOGGLE K -1 DRAWING SEE SECTION 4.14.) THERE ARE SEVERAL SUBGROUPS OF COMMANDS: -1- DECIDING ON THE TANGENTIAL DERIVATIVES TO BE DISPLAYED. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 55 BY DEFAULT, ONLY THE DISPLAY FUNCTION IS DISPLAYED. THE GRAPH OF THE DISPLAY FUNCTION ITSELF IS MARKED BY PERIODS, THE GRAPH OF ITS K-TH TANGENTIAL DERIVATIVE (K = 1,2, ..., 6) BY THE DIGIT K. USING DGRAPH OR EGRAPH RESPECTIVELY, YOU CAN TURN ON OR OFF THE GRAPHS OF THE ZEROTH THROUGH SIXTH DERIVATIVES. IT IS ALSO POSSIBLE TO DISPLAY NO FUNCTIONS AT ALL. IN ANY CASE, THE DISPLAY FUNCTION IS EVALUATED ONLY AT THE POINTS WHERE IT IS NEEDED. -2- ACCENTUATING A GRAPH. IF YOU WISH TO EMPHASIZE THE GRAPH OF A PARTICULAR DERIVATIVE THEN YOU CAN PLOT ITS GRAPH USING ASTERISKS RATHER THAN A PERIOD OR THE DIGIT K. THE COMMAND ACCENT TURNS THIS OPTION ON OR OFF. NOTE THAT THE NUMERICAL DISPLAY CONTAINS NO DIRECT INFORMATION ON WHICH DERIVATIVES HAVE BEEN ACCENTUATED. ALSO, IF YOU ACCENTUATE SEVERAL DERIVATIVES AT ONCE THEIR GRAPHS CANNOT BE DISTINGUISHED FROM EACH OTHER. THE GRAPH OF AN ACCENTED DERIVATIVE OVERWRITES ANYTHING ELSE IN THE DISPLAY, EXCEPT FOR THE CENTER MARK. THE ACCENT COMMAND ALSO HAS THE EFFECT OF TURNING THE GRAPH OF A DERIVATIVE ON, I.E. IT DOES NOT NEED TO BE PRECEDED BY A DGRAPH COMMAND. BY DEFAULT NO DERIVATIVE IS ACCENTED. -3- DRAWING A HORIZONTAL AXIS A HORIZONTAL AXIS CAN BE DRAWN THROUGH THE CENTER OF THE GRAPHICAL DISPLAY, USING THE COMMAND DXAXIS. IF DESIRED, A SCALE CAN BE OBTAINED BY USING DSCALE. BOTH COMMANDS ARE ON/OFF SWITCHES. THE POINT AT WHICH THE AXIS OR SCALE INTERSECTS THE CENTRAL COLUMN OF THE GRAPHICAL DISPLAY DOES NOT IN GENERAL CORRESPOND TO THE VALUE ZERO. (THAT POINT IS DIFFERENT FOR EACH OF THE TANGENTIAL DERIVATIVES PLOTTED, AND MAY NOT EVEN BE CONTAINED IN THE GRAPHICAL DISPLAY.) THE PURPOSE OF THE AXIS IS TO GIVE HELP IN EXAMINING SYMMETRY PROPERTIES, AND THE SCALE IS USEFUL IN LOCATING POINTS OF INTEREST FOR MORE DETAILED EXAMINATION. BOTH THE SCALE AND THE AXIS ARE OFF BY DEFAULT. -4- MARKING THE CENTER THE ON/OFF COMMAND DCENTER MAY BE USED TO MARK THE CENTER OF THE GRAPHICAL DISPLAY WITH A PLUS SIGN. THIS IS SOMETIMES USEFUL FOR CONFIRMING SYMMETRY PROPERTIES. THE CENTER MARK IS OFF BY DEFAULT. -5- FLIPPING THE DIRECTION OF INVESTIGATION THE FLIP COMMAND HAS THE EFFECT OF REPLACING THE DIRECTION OF INVESTIGATION D BY -D. THIS TURNS THE GRAPH OF ANY DERIVATIVE ABOUT THE VERTICAL AXIS, AND IT ALSO TURNS THE GRAPH OF ANY ODD DEGREE DERIVATIVE ABOUT THE HORIZONTAL AXIS, THEREBY POSSIBLY DISENTANGLING GRAPHS THAT HAVE BEEN OVERWRITTEN BY OTHERS. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 56 CONSIDER FOR EXAMPLE THE EXPONENTIAL FUNCTION AND ITS FIRST DERIVATIVE. ORDINARILY THE TWO GRAPHS WOULD BE IDENTICAL, YIELDING A DISPLAY IN WHICH THE DISPLAY FUNCTION IS COMPLETELY COVERED BY THE GRAPH OF ITS FIRST DERIVATIVE: I : I 111 I : I 111 I : I 1111 I : I 111 I : I 1111 I : I 1111 I : I 1111 I : I 1111 I : 11111 I 11111 I 111111 : I 111111 I : I 1111111 I : I 11111111 I : I 111111111 I : I =========================================================================== POINT = 0.000000D+00 S = 1.6667D-02 DIRECTION = 1.000000D+00 H = 1.0000D-01 F0 ( 5.40D-01, 1.85D+00) F1 ( 5.41D-01, 1.86D+00) I/O: 25 6 6 1 2 3 27 28 29 30 NRML ON CURRENT CALLS = 2424 FIGURE 25 AN INVISIBLE GRAPH AFTER USING THE FLIP COMMAND ONE OBTAINS: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PAGE 57 ... I : I 1111111111 ... I : I 1111111 .... I : I 1111111 ... I : I1111111 .... I : 11111 .... I 11111 I .... 11111 : I 11111 I : I 1111 ..... : I 1111 I ..... I 111 I : ...... 1111 I : I ...... 111 I :