! G05YMF Example Program Text
! Mark 27.2 Release. NAG Copyright 2021.
Module g05ymfe_mod
! G05YMF 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 :: ifun
! .. Parameters ..
Integer, Parameter, Public :: nin = 5, nout = 6
Contains
Function ifun(x,lx)
! Function being integrated, in this example
! ABS(4.0 X - 2)
! .. Function Return Value ..
Real (Kind=nag_wp) :: ifun
! .. Scalar Arguments ..
Integer, Intent (In) :: lx
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (In) :: x(lx)
! .. Local Scalars ..
Integer :: d
! .. Intrinsic Procedures ..
Intrinsic :: abs
! .. Executable Statements ..
ifun = 1.0E0_nag_wp
Do d = 1, lx
ifun = ifun*abs(4.0E0_nag_wp*x(d)-2.0E0_nag_wp)
End Do
End Function ifun
End Module g05ymfe_mod
Program g05ymfe
! G05YMF Example Main Program
! .. Use Statements ..
Use g05ymfe_mod, Only: ifun, nin, nout
Use nag_library, Only: g05ylf, g05ymf, nag_wp, x04caf
! .. Implicit None Statement ..
Implicit None
! .. Local Scalars ..
Real (Kind=nag_wp) :: sum_nag, vsbl
Integer :: dn, genid, i, idim, ifail, iskip, &
ldquas, liref, n, rcord
Character (80) :: title
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: quas(:,:)
Integer, Allocatable :: iref(:)
! .. Intrinsic Procedures ..
Intrinsic :: real
! .. Executable Statements ..
Write (nout,*) 'G05YMF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Fix the RCORD = 1, so QUAS(IDIM,N). As we
! are accessing each dimension in turn for a given variate
! when evaluating the function, this is more efficient
rcord = 1
! Read in the generator to use
Read (nin,*) genid
! Read in the problem size
Read (nin,*) n, idim, iskip
If (genid==4) Then
liref = 407
Else
liref = 32*idim + 7
End If
ldquas = idim
Allocate (quas(ldquas,n),iref(liref))
! Initialize the generator
ifail = 0
Call g05ylf(genid,idim,iref,liref,iskip,ifail)
! Generate N quasi-random variates
ifail = 0
Call g05ymf(n,rcord,quas,ldquas,iref,ifail)
! Evaluate the function, and sum
sum_nag = 0.0E0_nag_wp
Do i = 1, n
sum_nag = sum_nag + ifun(quas(1:idim,i),idim)
End Do
! Convert sum to mean value
vsbl = sum_nag/real(n,kind=nag_wp)
Write (nout,*)
Write (nout,99999) 'Value of integral = ', vsbl
! Read in number of variates to display
Read (nin,*) dn
! Display the first DN variates
Write (nout,*)
Write (title,99998) 'First ', dn, ' variates for all ', idim, &
' dimensions'
Flush (nout)
ifail = 0
Call x04caf('General',' ',idim,dn,quas,ldquas,title,ifail)
99999 Format (1X,A,F8.4)
99998 Format (A,I0,A,I0,A)
End Program g05ymfe