/* nag_rand_field_1d_user_setup (g05zmc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 24, 2013.
*/
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nagg05.h>
#include <nagx04.h>
#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL cov1(double x, double *gamma, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
static void read_input_data(double *l, double *nu, double *var, double *xmin,
double *xmax, Integer *ns, Integer *maxm,
Nag_EmbedScale *corr, Nag_EmbedPad *pad);
static void display_results(Integer approx, Integer m, double rho,
double *eig, Integer icount, double *lam);
int main(void)
{
Integer exit_status = 0;
/* Scalars */
double c, nu, rho, var, xmax, xmin;
Integer approx, icount, m, maxm, ns;
/* Arrays */
double eig[3], *lam = 0, *xx = 0;
/* Nag types */
Nag_EmbedScale corr;
Nag_EmbedPad pad;
Nag_Comm comm;
NagError fail;
INIT_FAIL(fail);
printf("nag_rand_field_1d_user_setup (g05zmc) Example Program Results\n\n");
/* Get problem specifications from data file*/
read_input_data(&c, &nu, &var, &xmin, &xmax, &ns, &maxm, &corr, &pad);
if (!(lam = NAG_ALLOC(maxm, double))||
!(xx = NAG_ALLOC(ns, double)) ||
!(comm.user = NAG_ALLOC(2, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Put covariance parameters in communication array*/
comm.user[0] = c;
comm.user[1] = nu;
/* Get square roots of the eigenvalues of the embedding matrix. These are
* obtained from the setup for simulating one-dimensional random fields,
* with a user-defined variogram, by the circulant embedding method using
* nag_rand_field_1d_user_setup (g05zmc).
*/
nag_rand_field_1d_user_setup(ns, xmin, xmax, maxm, var, cov1, pad,
corr, lam, xx, &m, &approx, &rho, &icount,
eig, &comm, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_rand_field_1d_user_setup (g05zmc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* Output results*/
display_results(approx, m, rho, eig, icount, lam);
END:
NAG_FREE(lam);
NAG_FREE(xx);
NAG_FREE(comm.user);
return exit_status;
}
void read_input_data(double *l, double *nu, double *var, double *xmin,
double *xmax, Integer *ns, Integer *maxm,
Nag_EmbedScale *corr, Nag_EmbedPad *pad)
{
/* Arrays */
char nag_enum_arg[40];
/* Skip heading and get l and nu for cov1 function. */
scanf("%*[^\n] %lf %lf%*[^\n]",l,nu);
/* Read in variance of random field. */
scanf("%lf%*[^\n]",var);
/* Read in domain endpoints. */
scanf("%lf %lf%*[^\n]",xmin,xmax);
/* Read in number of sample points. */
scanf("%ld%*[^\n]",ns);
/* Read in maximum size of embedding matrix. */
scanf("%ld%*[^\n]",maxm);
/* Read in choice of scaling in case of approximation. */
scanf(" %39s%*[^\n]", nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
*corr = (Nag_EmbedScale) nag_enum_name_to_value(nag_enum_arg);
/* Read in choice of padding and convert to enum name to value. */
scanf(" %39s%*[^\n]", nag_enum_arg);
*pad = (Nag_EmbedPad) nag_enum_name_to_value(nag_enum_arg);
}
void display_results(Integer approx, Integer m, double rho, double *eig,
Integer icount, double *lam)
{
Integer j;
/* Display size of embedding matrix*/
printf("\nSize of embedding matrix = %ld\n\n", m);
/* Display approximation information if approximation used*/
if (approx==1) {
printf("Approximation required\n\n");
printf("rho = %10.5f\n", rho);
printf("eig = ");
for (j=0; j<3; j++)
printf("%10.5f ", eig[j]);
printf("\nicount = %ld\n", icount);
} else {
printf("Approximation not required\n");
}
/* Display square roots of the eigenvalues of the embedding matrix*/
printf("\nSquare roots of eigenvalues of embedding matrix:\n\n");
for (j=0; j<m; j++)
printf("%10.5f%s", lam[j], j%4==3?"\n":"");
printf("\n");
}
static void NAG_CALL cov1(double x, double *gamma, Nag_Comm *comm)
{
/* Scalars */
double dummy, l, nu;
/* Correlation length and exponent in comm->ruser.*/
l = comm->user[0];
nu = comm->user[1];
if (x==0.0) {
*gamma = 1.0;
} else {
dummy = pow(x/l, nu);
*gamma = exp(-dummy);
}
}