!   G05ZTF Example Program Text

!   Mark 26.1 Release. NAG Copyright 2016.

    Program g05ztfe

!     G05ZTF Example Main Program

!     .. Use Statements ..
      Use nag_library, Only: g05znf, g05ztf, nag_wp
!     .. Implicit None Statement ..
      Implicit None
!     .. Parameters ..
      Integer, Parameter               :: lenst = 17, nin = 5, nout = 6,       &
                                          npmax = 4
!     .. Local Scalars ..
      Real (Kind=nag_wp)               :: h, rho, var, xmax, xmin
      Integer                          :: approx, icorr, icount, icov1, ifail, &
                                          m, maxm, np, ns, pad, s
!     .. Local Arrays ..
      Real (Kind=nag_wp)               :: eig(3), params(npmax)
      Real (Kind=nag_wp), Allocatable  :: lam(:), xx(:), yy(:), z(:,:)
      Integer                          :: state(lenst)
!     .. Executable Statements ..
      Write (nout,*) 'G05ZTF Example Program Results'
      Write (nout,*)
      Flush (nout)

!     Set fixed problem specifications for simulating fractional Brownian
!     motion.
      icov1 = 14
      np = 2
      xmin = 0.0_nag_wp
      var = 1.0_nag_wp

!     Get other problem specifications from data file
      Call read_input_data(params,xmax,ns,maxm,icorr,pad,s)

      Allocate (lam(maxm),xx(ns))

!     Get square roots of the eigenvalues of the embedding matrix
      ifail = 0
      Call g05znf(ns,xmin,xmax,maxm,var,icov1,np,params,pad,icorr,lam,xx,m,    &
        approx,rho,icount,eig,ifail)

      Call display_embedding_results(approx,m,rho,eig,icount)

!     Initialize state array
      Call initialize_state(state)

      Allocate (yy(ns+1),z(ns+1,s))

!     Computes fractional Brownian motion realizations.
      h = params(1)
      ifail = 0
      Call g05ztf(ns,s,m,xmax,h,lam,rho,state,z,yy,ifail)

      Call display_realizations(ns,s,yy,z)

    Contains
      Subroutine read_input_data(params,xmax,ns,maxm,icorr,pad,s)

!       .. Implicit None Statement ..
        Implicit None
!       .. Scalar Arguments ..
        Real (Kind=nag_wp), Intent (Out) :: xmax
        Integer, Intent (Out)          :: icorr, maxm, ns, pad, s
!       .. Array Arguments ..
        Real (Kind=nag_wp), Intent (Out) :: params(npmax)
!       .. Intrinsic Procedures ..
        Intrinsic                      :: real
!       .. Executable Statements ..
!       Skip heading in data file
        Read (nin,*)

!       Read in the Hurst parameter, H
        Read (nin,*) params(1)

!       Read in domain endpoint
        Read (nin,*) xmax

!       Read in number of sample points
        Read (nin,*) ns

        params(2) = xmax/(real(ns,kind=nag_wp))

!       Read in maximum size of embedding matrix
        Read (nin,*) maxm

!       Read in choice of scaling in case of approximation
        Read (nin,*) icorr

!       Read in choice of padding
        Read (nin,*) pad

!       Read in number of realization samples to be generated
        Read (nin,*) s

        Return

      End Subroutine read_input_data

      Subroutine display_embedding_results(approx,m,rho,eig,icount)

!       .. Implicit None Statement ..
        Implicit None
!       .. Scalar Arguments ..
        Real (Kind=nag_wp), Intent (In) :: rho
        Integer, Intent (In)           :: approx, icount, m
!       .. Array Arguments ..
        Real (Kind=nag_wp), Intent (In) :: eig(3)
!       .. Executable Statements ..
!       Display size of embedding matrix
        Write (nout,*)
        Write (nout,99999) 'Size of embedding matrix = ', m

!       Display approximation information if approximation used
        Write (nout,*)
        If (approx==1) Then
          Write (nout,*) 'Approximation required'
          Write (nout,*)
          Write (nout,99998) 'RHO = ', rho
          Write (nout,99997) 'EIG = ', eig(1:3)
          Write (nout,99999) 'ICOUNT = ', icount
        Else
          Write (nout,*) 'Approximation not required'
        End If

        Return

99999   Format (1X,A,I7)
99998   Format (1X,A,F10.5)
99997   Format (1X,A,3(F10.5,1X))

      End Subroutine display_embedding_results

      Subroutine initialize_state(state)

!       .. Use Statements ..
        Use nag_library, Only: g05kff
!       .. Implicit None Statement ..
        Implicit None
!       .. Parameters ..
        Integer, Parameter             :: genid = 1, inseed = 14965,           &
                                          lseed = 1, subid = 1
!       .. Array Arguments ..
        Integer, Intent (Out)          :: state(lenst)
!       .. Local Scalars ..
        Integer                        :: ifail, lstate
!       .. Local Arrays ..
        Integer                        :: seed(lseed)
!       .. Executable Statements ..
!       Initialize the generator to a repeatable sequence
        lstate = lenst
        seed(1) = inseed
        ifail = 0
        Call g05kff(genid,subid,seed,lseed,state,lstate,ifail)

      End Subroutine initialize_state

      Subroutine display_realizations(ns,s,yy,z)

!       .. Use Statements ..
        Use nag_library, Only: x04cbf
!       .. Implicit None Statement ..
        Implicit None
!       .. Parameters ..
        Integer, Parameter             :: indent = 0, ncols = 80
        Character (1), Parameter       :: charlab = 'C', intlab = 'I',         &
                                          matrix = 'G', unit = 'n'
        Character (5), Parameter       :: form = 'F10.5'
!       .. Scalar Arguments ..
        Integer, Intent (In)           :: ns, s
!       .. Array Arguments ..
        Real (Kind=nag_wp), Intent (In) :: yy(ns+1), z(ns+1,s)
!       .. Local Scalars ..
        Integer                        :: i, ifail
        Character (61)                 :: title
!       .. Local Arrays ..
        Character (1)                  :: clabs(0)
        Character (6), Allocatable     :: rlabs(:)
!       .. Executable Statements ..
        Allocate (rlabs(ns+1))

!       Set row labels to mesh points (column label is realization number).
        Do i = 1, ns + 1
          Write (rlabs(i),99999) yy(i)
        End Do

!       Display random field results
        title =                                                                &
          'Fractional Brownian motion realizations (x coordinate first):'
        Write (nout,*)
        Flush (nout)
        ifail = 0
        Call x04cbf(matrix,unit,ns+1,s,z,ns+1,form,title,charlab,rlabs,intlab, &
          clabs,ncols,indent,ifail)

99999   Format (F6.1)

      End Subroutine display_realizations

    End Program g05ztfe