! G05ZQF Example Program Text
! Mark 27.3 Release. NAG Copyright 2021.
Module g05zqfe_mod
! G05ZQF 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 :: cov2
! .. Parameters ..
Integer, Parameter, Public :: even = 1
Contains
Subroutine cov2(t1,t2,gamma,iuser,ruser)
! .. Implicit None Statement ..
Implicit None
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (Out) :: gamma
Real (Kind=nag_wp), Intent (In) :: t1, t2
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (Inout) :: ruser(*)
Integer, Intent (Inout) :: iuser(*)
! .. Local Scalars ..
Real (Kind=nag_wp) :: l1, l2, nu, rnorm, tl1, tl2
Integer :: norm
! .. Intrinsic Procedures ..
Intrinsic :: abs, exp, sqrt
! .. Executable Statements ..
! Covariance parameters stored in ruser array.
norm = iuser(1)
l1 = ruser(1)
l2 = ruser(2)
nu = ruser(3)
tl1 = abs(t1)/l1
tl2 = abs(t2)/l2
If (norm==1) Then
rnorm = tl1 + tl2
Else If (norm==2) Then
rnorm = sqrt(tl1**2+tl2**2)
End If
gamma = exp(-(rnorm**nu))
Return
End Subroutine cov2
End Module g05zqfe_mod
Program g05zqfe
! G05ZQF Example Main Program
! .. Use Statements ..
Use g05zqfe_mod, Only: cov2, even
Use nag_library, Only: g05zqf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: l1, l2, nu, rho, var, xmax, xmin, &
ymax, ymin
Integer :: approx, icorr, icount, ifail, norm, &
pad
! .. Local Arrays ..
Real (Kind=nag_wp) :: eig(3), ruser(3)
Real (Kind=nag_wp), Allocatable :: lam(:), xx(:), yy(:)
Integer :: iuser(1), m(2), maxm(2), ns(2)
! .. Executable Statements ..
Write (nout,*) 'G05ZQF Example Program Results'
Write (nout,*)
! Get problem specifications from data file
Call read_input_data(norm,l1,l2,nu,var,xmin,xmax,ymin,ymax,ns,maxm, &
icorr,pad)
! Put covariance parameters in communication arrays
iuser(1) = norm
ruser(1) = l1
ruser(2) = l2
ruser(3) = nu
Allocate (lam(maxm(1)*maxm(2)),xx(ns(1)),yy(ns(2)))
! Get square roots of the eigenvalues of the embedding matrix
ifail = 0
Call g05zqf(ns,xmin,xmax,ymin,ymax,maxm,var,cov2,even,pad,icorr,lam,xx, &
yy,m,approx,rho,icount,eig,iuser,ruser,ifail)
! Output results
Call display_results(approx,m,rho,eig,icount,lam)
Contains
Subroutine read_input_data(norm,l1,l2,nu,var,xmin,xmax,ymin,ymax,ns, &
maxm,icorr,pad)
! .. Implicit None Statement ..
Implicit None
! .. Scalar Arguments ..
Real (Kind=nag_wp), Intent (Out) :: l1, l2, nu, var, xmax, xmin, ymax, &
ymin
Integer, Intent (Out) :: icorr, norm, pad
! .. Array Arguments ..
Integer, Intent (Out) :: maxm(2), ns(2)
! .. Executable Statements ..
! Skip heading in data file
Read (nin,*)
! Read in norm, l1, l2 and nu for cov2 function
Read (nin,*) norm, l1, l2, nu
! Read in variance of random field
Read (nin,*) var
! Read in domain endpoints
Read (nin,*) xmin, xmax
Read (nin,*) ymin, ymax
! Read in number of sample points in each direction
Read (nin,*) ns(1), ns(2)
! Read in maximum size of embedding matrix
Read (nin,*) maxm(1), maxm(2)
! 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
! .. Array Arguments ..
Real (Kind=nag_wp), Intent (In) :: eig(3)
Integer, Intent (In) :: m(2)
Real (Kind=nag_wp), Intent (In) :: lam(m(1),m(2))
! .. Local Scalars ..
Integer :: i
! .. Executable Statements ..
! Display size of embedding matrix
Write (nout,*)
Write (nout,99999) 'Size of embedding matrix = ', m(1)*m(2)
! 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,*)
Do i = 1, m(1)
Write (nout,99996) lam(i,1:m(2))
End Do
Return
99999 Format (1X,A,I7)
99998 Format (1X,A,F10.5)
99997 Format (1X,A,3(F10.5,1X))
99996 Format (1X,8F8.4)
End Subroutine display_results
End Program g05zqfe