! G05ZMF Example Program Text
! Mark 25 Release. NAG Copyright 2014.
Module g05zmfe_mod
! G05ZMF Example Program Module:
! Parameters and User-defined Routines
! .. Use Statements ..
Use nag_library, Only: nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Accessibility Statements ..
Private
Public :: cov1
Contains
Subroutine cov1(t,gamma,iuser,ruser)
! .. Implicit None Statement ..
Implicit None
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (Out) :: gamma
Real (Kind=nag_wp), Intent (In) :: t
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Integer, Intent (Inout) :: iuser(*)
! .. Local Scalars ..
Real (Kind=nag_wp) :: dummy, l, nu
! .. Intrinsic Procedures ..
Intrinsic :: abs, exp
! .. Executable Statements ..
! Correlation length in ruser(1)
l = ruser(1)
! Exponent in ruser(2)
nu = ruser(2)
If (t==0.0_nag_wp) Then
gamma = 1.0_nag_wp
Else
dummy = (abs(t)/l)**nu
gamma = exp(-dummy)
End If
Return
End Subroutine cov1
End Module g05zmfe_mod
Program g05zmfe
! G05ZMF Example Main Program
! .. Use Statements ..
Use nag_library, Only: g05zmf, nag_wp
Use g05zmfe_mod, Only: cov1
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: l, nu, rho, var, xmax, xmin
Integer :: approx, icorr, icount, ifail, m, &
maxm, ns, pad
! .. Local Arrays ..
Real (Kind=nag_wp) :: eig(3), ruser(2)
Real (Kind=nag_wp), Allocatable :: lam(:), xx(:)
Integer :: iuser(0)
! .. Executable Statements ..
Write (nout,*) 'G05ZMF Example Program Results'
Write (nout,*)
! Get problem specifications from data file
Call read_input_data(l,nu,var,xmin,xmax,ns,maxm,icorr,pad)
! Put covariance parameters in communication array
ruser(1) = l
ruser(2) = nu
Allocate (lam(maxm),xx(ns))
! Get square roots of the eigenvalues of the embedding matrix
ifail = 0
Call g05zmf(ns,xmin,xmax,maxm,var,cov1,pad,icorr,lam,xx,m,approx,rho, &
icount,eig,iuser,ruser,ifail)
! Output results
Call display_results(approx,m,rho,eig,icount,lam)
Contains
Subroutine read_input_data(l,nu,var,xmin,xmax,ns,maxm,icorr,pad)
! .. Implicit None Statement ..
Implicit None
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (Out) :: l, nu, var, xmax, xmin
Integer, Intent (Out) :: icorr, maxm, ns, pad
! .. Executable Statements ..
! Skip heading in data file
Read (nin,*)
! Read in l and nu for cov1 function
Read (nin,*) l, nu
! Read in variance of random field
Read (nin,*) var
! Read in domain endpoints
Read (nin,*) xmin, xmax
! Read in number of sample points
Read (nin,*) ns
! 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
Return
End Subroutine read_input_data
Subroutine display_results(approx,m,rho,eig,icount,lam)
! .. 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), lam(m)
! .. 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
! Display square roots of the eigenvalues of the embedding matrix
Write (nout,*)
Write (nout,*) 'Square roots of eigenvalues of embedding matrix:'
Write (nout,*)
Write (nout,99996) lam(1:m)
Return
99999 Format (1X,A,I7)
99998 Format (1X,A,F10.5)
99997 Format (1X,A,3(F10.5,1X))
99996 Format (1X,4F10.5)
End Subroutine display_results
End Program g05zmfe