! G05ZTF Example Program Text
! Mark 25 Release. NAG Copyright 2014.
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))
! Compute s fractional Brownian Motion realisations.
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 realisations (x coordinate first):'
Write (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