Blame view
fvn_linear/fvn_linear.f90
46.2 KB
b93026039 git-svn-id: https... |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 |
module fvn_linear use fvn_common implicit none ! ! Interfaces for matrix operators ! .x. matrix multiplication interface operator(.x.) module procedure fvn_op_s_matmul,fvn_op_d_matmul,fvn_op_c_matmul,fvn_op_z_matmul end interface ! .t. matrix transposition interface operator(.t.) module procedure fvn_op_s_transpose,fvn_op_d_transpose,fvn_op_c_transpose,fvn_op_z_transpose end interface ! .tx. transpose first operand and multiply interface operator(.tx.) module procedure fvn_op_s_tx,fvn_op_d_tx,fvn_op_c_tx,fvn_op_z_tx end interface ! .xt. transpose second operand and multiply interface operator(.xt.) module procedure fvn_op_s_xt,fvn_op_d_xt,fvn_op_c_xt,fvn_op_z_xt end interface ! .i. inverse matrix interface operator(.i.) module procedure fvn_op_s_matinv,fvn_op_d_matinv,fvn_op_c_matinv,fvn_op_z_matinv end interface ! .ix. inverse first operand and multiply interface operator(.ix.) module procedure fvn_op_s_ix,fvn_op_d_ix,fvn_op_c_ix,fvn_op_z_ix end interface ! .xi. inverse second operand and multiply interface operator(.xi.) module procedure fvn_op_s_xi,fvn_op_d_xi,fvn_op_c_xi,fvn_op_z_xi end interface ! .h. transpose conjugate (adjoint) interface operator(.h.) module procedure fvn_op_s_transpose,fvn_op_d_transpose,fvn_op_c_conj_transpose,fvn_op_z_conj_transpose end interface ! .hx. transpose conjugate first operand and multiply interface operator(.hx.) module procedure fvn_op_s_tx,fvn_op_d_tx,fvn_op_c_hx,fvn_op_z_hx end interface ! .xh. transpose conjugate second operand and multiply interface operator(.xh.) module procedure fvn_op_s_xt,fvn_op_d_xt,fvn_op_c_xh,fvn_op_z_xh end interface !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! Generic interface Definition !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! Matrix inversion interface fvn_matinv module procedure fvn_s_matinv,fvn_d_matinv,fvn_c_matinv,fvn_z_matinv end interface fvn_matinv ! Determinant interface fvn_det module procedure fvn_s_det,fvn_d_det,fvn_c_det,fvn_z_det end interface fvn_det ! Condition interface fvn_matcon module procedure fvn_s_matcon,fvn_d_matcon,fvn_c_matcon,fvn_z_matcon end interface fvn_matcon ! Eigen interface fvn_matev module procedure fvn_s_matev,fvn_d_matev,fvn_c_matev,fvn_z_matev end interface fvn_matev ! Least square polynomial interface fvn_lspoly module procedure fvn_s_lspoly,fvn_d_lspoly end interface fvn_lspoly contains !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Linear operators ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! .x. ! function fvn_op_s_matmul(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
105 106 |
real(kind=sp_kind), dimension(:,:),intent(in) :: a,b real(kind=sp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_s_matmul |
b93026039 git-svn-id: https... |
107 108 109 110 |
fvn_op_s_matmul=matmul(a,b) end function function fvn_op_d_matmul(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
111 112 |
real(kind=dp_kind), dimension(:,:),intent(in) :: a,b real(kind=dp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_d_matmul |
b93026039 git-svn-id: https... |
113 114 115 116 |
fvn_op_d_matmul=matmul(a,b) end function function fvn_op_c_matmul(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
117 118 |
complex(kind=sp_kind), dimension(:,:),intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_c_matmul |
b93026039 git-svn-id: https... |
119 120 121 122 |
fvn_op_c_matmul=matmul(a,b) end function function fvn_op_z_matmul(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
123 124 |
complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_z_matmul |
b93026039 git-svn-id: https... |
125 126 127 128 129 130 131 132 |
fvn_op_z_matmul=matmul(a,b) end function ! ! .tx. ! function fvn_op_s_tx(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
133 134 |
real(kind=sp_kind), dimension(:,:), intent(in) :: a,b real(kind=sp_kind), dimension(size(a,2),size(b,2)) :: fvn_op_s_tx |
b93026039 git-svn-id: https... |
135 136 137 138 |
fvn_op_s_tx=matmul(transpose(a),b) end function function fvn_op_d_tx(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
139 140 |
real(kind=dp_kind), dimension(:,:), intent(in) :: a,b real(kind=dp_kind), dimension(size(a,2),size(b,2)) :: fvn_op_d_tx |
b93026039 git-svn-id: https... |
141 142 143 144 |
fvn_op_d_tx=matmul(transpose(a),b) end function function fvn_op_c_tx(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
145 146 |
complex(kind=sp_kind), dimension(:,:), intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,2),size(b,2)) :: fvn_op_c_tx |
b93026039 git-svn-id: https... |
147 148 149 150 |
fvn_op_c_tx=matmul(transpose(a),b) end function function fvn_op_z_tx(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
151 152 |
complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,2),size(b,2)) :: fvn_op_z_tx |
b93026039 git-svn-id: https... |
153 154 155 156 157 158 159 160 161 |
fvn_op_z_tx=matmul(transpose(a),b) end function ! ! .xt. ! function fvn_op_s_xt(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
162 163 |
real(kind=sp_kind), dimension(:,:), intent(in) :: a,b real(kind=sp_kind), dimension(size(a,1),size(b,1)) :: fvn_op_s_xt |
b93026039 git-svn-id: https... |
164 165 166 167 |
fvn_op_s_xt=matmul(a,transpose(b)) end function function fvn_op_d_xt(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
168 169 |
real(kind=dp_kind), dimension(:,:), intent(in) :: a,b real(kind=dp_kind), dimension(size(a,1),size(b,1)) :: fvn_op_d_xt |
b93026039 git-svn-id: https... |
170 171 172 173 |
fvn_op_d_xt=matmul(a,transpose(b)) end function function fvn_op_c_xt(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
174 175 |
complex(kind=sp_kind), dimension(:,:), intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,1),size(b,1)) :: fvn_op_c_xt |
b93026039 git-svn-id: https... |
176 177 178 179 |
fvn_op_c_xt=matmul(a,transpose(b)) end function function fvn_op_z_xt(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
180 181 |
complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,1),size(b,1)) :: fvn_op_z_xt |
b93026039 git-svn-id: https... |
182 183 184 185 186 187 188 189 |
fvn_op_z_xt=matmul(a,transpose(b)) end function ! ! .t. ! function fvn_op_s_transpose(a) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
190 191 |
real(kind=sp_kind),dimension(:,:),intent(in) :: a real(kind=sp_kind),dimension(size(a,2),size(a,1)) :: fvn_op_s_transpose |
b93026039 git-svn-id: https... |
192 193 194 195 |
fvn_op_s_transpose=transpose(a) end function function fvn_op_d_transpose(a) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
196 197 |
real(kind=dp_kind),dimension(:,:),intent(in) :: a real(kind=dp_kind),dimension(size(a,2),size(a,1)) :: fvn_op_d_transpose |
b93026039 git-svn-id: https... |
198 199 200 201 |
fvn_op_d_transpose=transpose(a) end function function fvn_op_c_transpose(a) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
202 203 |
complex(kind=sp_kind),dimension(:,:),intent(in) :: a complex(kind=sp_kind),dimension(size(a,2),size(a,1)) :: fvn_op_c_transpose |
b93026039 git-svn-id: https... |
204 205 206 207 |
fvn_op_c_transpose=transpose(a) end function function fvn_op_z_transpose(a) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
208 209 |
complex(kind=dp_kind),dimension(:,:),intent(in) :: a complex(kind=dp_kind),dimension(size(a,2),size(a,1)) :: fvn_op_z_transpose |
b93026039 git-svn-id: https... |
210 211 212 213 214 215 |
fvn_op_z_transpose=transpose(a) end function ! ! .i. ! |
42627b85e git-svn-id: https... |
216 217 218 219 |
! It seems that there's a problem with automatic arrays with gfortran ! in some circumstances. To allow compilation with gfortran we use here a temporary array ! for the call. Without that there's a warning at compile time and a segmentation fault ! during execution. This is odd as we double memory use. |
b93026039 git-svn-id: https... |
220 221 |
function fvn_op_s_matinv(a) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
222 223 |
real(kind=sp_kind),dimension(:,:),intent(in) :: a real(kind=sp_kind),dimension(size(a,1),size(a,1)) :: fvn_op_s_matinv,tmp_array |
42627b85e git-svn-id: https... |
224 225 |
call fvn_s_matinv(size(a,1),a,tmp_array,fvn_status) fvn_op_s_matinv=tmp_array |
b93026039 git-svn-id: https... |
226 227 228 |
end function function fvn_op_d_matinv(a) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
229 230 |
real(kind=dp_kind),dimension(:,:),intent(in) :: a real(kind=dp_kind),dimension(size(a,1),size(a,1)) :: fvn_op_d_matinv,tmp_array |
42627b85e git-svn-id: https... |
231 232 |
call fvn_d_matinv(size(a,1),a,tmp_array,fvn_status) fvn_op_d_matinv=tmp_array |
b93026039 git-svn-id: https... |
233 234 235 |
end function function fvn_op_c_matinv(a) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
236 237 |
complex(kind=sp_kind),dimension(:,:),intent(in) :: a complex(kind=sp_kind),dimension(size(a,1),size(a,1)) :: fvn_op_c_matinv,tmp_array |
42627b85e git-svn-id: https... |
238 239 |
call fvn_c_matinv(size(a,1),a,tmp_array,fvn_status) fvn_op_c_matinv=tmp_array |
b93026039 git-svn-id: https... |
240 241 242 |
end function function fvn_op_z_matinv(a) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
243 244 |
complex(kind=dp_kind),dimension(:,:),intent(in) :: a complex(kind=dp_kind),dimension(size(a,1),size(a,1)) :: fvn_op_z_matinv,tmp_array |
42627b85e git-svn-id: https... |
245 246 |
call fvn_z_matinv(size(a,1),a,tmp_array,fvn_status) fvn_op_z_matinv=tmp_array |
b93026039 git-svn-id: https... |
247 248 249 250 251 252 253 |
end function ! ! .ix. ! function fvn_op_s_ix(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
254 255 |
real(kind=sp_kind), dimension(:,:), intent(in) :: a,b real(kind=sp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_s_ix |
b93026039 git-svn-id: https... |
256 257 258 259 |
fvn_op_s_ix=matmul(fvn_op_s_matinv(a),b) end function function fvn_op_d_ix(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
260 261 |
real(kind=dp_kind), dimension(:,:), intent(in) :: a,b real(kind=dp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_d_ix |
b93026039 git-svn-id: https... |
262 263 264 265 |
fvn_op_d_ix=matmul(fvn_op_d_matinv(a),b) end function function fvn_op_c_ix(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
266 267 |
complex(kind=sp_kind), dimension(:,:), intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_c_ix |
b93026039 git-svn-id: https... |
268 269 270 271 |
fvn_op_c_ix=matmul(fvn_op_c_matinv(a),b) end function function fvn_op_z_ix(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
272 273 |
complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_z_ix |
b93026039 git-svn-id: https... |
274 275 276 277 278 279 280 281 |
fvn_op_z_ix=matmul(fvn_op_z_matinv(a),b) end function ! ! .xi. ! function fvn_op_s_xi(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
282 283 |
real(kind=sp_kind), dimension(:,:), intent(in) :: a,b real(kind=sp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_s_xi |
b93026039 git-svn-id: https... |
284 285 286 287 |
fvn_op_s_xi=matmul(a,fvn_op_s_matinv(b)) end function function fvn_op_d_xi(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
288 289 |
real(kind=dp_kind), dimension(:,:), intent(in) :: a,b real(kind=dp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_d_xi |
b93026039 git-svn-id: https... |
290 291 292 293 |
fvn_op_d_xi=matmul(a,fvn_op_d_matinv(b)) end function function fvn_op_c_xi(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
294 295 |
complex(kind=sp_kind), dimension(:,:), intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_c_xi |
b93026039 git-svn-id: https... |
296 297 298 299 |
fvn_op_c_xi=matmul(a,fvn_op_c_matinv(b)) end function function fvn_op_z_xi(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
300 301 |
complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_z_xi |
b93026039 git-svn-id: https... |
302 303 304 305 306 307 308 309 |
fvn_op_z_xi=matmul(a,fvn_op_z_matinv(b)) end function ! ! .h. ! function fvn_op_c_conj_transpose(a) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
310 311 |
complex(kind=sp_kind),dimension(:,:),intent(in) :: a complex(kind=sp_kind),dimension(size(a,2),size(a,1)) :: fvn_op_c_conj_transpose |
b93026039 git-svn-id: https... |
312 313 314 315 |
fvn_op_c_conj_transpose=transpose(conjg(a)) end function function fvn_op_z_conj_transpose(a) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
316 317 |
complex(kind=dp_kind),dimension(:,:),intent(in) :: a complex(kind=dp_kind),dimension(size(a,2),size(a,1)) :: fvn_op_z_conj_transpose |
b93026039 git-svn-id: https... |
318 319 320 321 322 323 324 325 326 |
fvn_op_z_conj_transpose=transpose(conjg(a)) end function ! ! .hx. ! function fvn_op_c_hx(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
327 328 |
complex(kind=sp_kind), dimension(:,:), intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,2),size(b,2)) :: fvn_op_c_hx |
b93026039 git-svn-id: https... |
329 330 331 332 |
fvn_op_c_hx=matmul(transpose(conjg(a)),b) end function function fvn_op_z_hx(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
333 334 |
complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,2),size(b,2)) :: fvn_op_z_hx |
b93026039 git-svn-id: https... |
335 336 337 338 339 340 341 342 343 |
fvn_op_z_hx=matmul(transpose(conjg(a)),b) end function ! ! .xh. ! function fvn_op_c_xh(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
344 345 |
complex(kind=sp_kind), dimension(:,:), intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,1),size(b,1)) :: fvn_op_c_xh |
b93026039 git-svn-id: https... |
346 347 348 349 |
fvn_op_c_xh=matmul(a,transpose(conjg(b))) end function function fvn_op_z_xh(a,b) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
350 351 |
complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,1),size(b,1)) :: fvn_op_z_xh |
b93026039 git-svn-id: https... |
352 353 354 355 356 357 358 359 360 361 362 363 364 365 |
fvn_op_z_xh=matmul(a,transpose(conjg(b))) end function !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Identity Matrix ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! function fvn_d_ident(n) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
366 367 |
integer(kind=ip_kind) :: n real(kind=dp_kind), dimension(n,n) :: fvn_d_ident |
b93026039 git-svn-id: https... |
368 |
|
f6bacaf83 ChW 11/09: ANSI c... |
369 370 |
real(kind=dp_kind),dimension(n*n) :: vect integer(kind=ip_kind) :: i |
b93026039 git-svn-id: https... |
371 |
|
f6bacaf83 ChW 11/09: ANSI c... |
372 373 |
vect=0._dp_kind vect(1:n*n:n+1) = 1._dp_kind |
b93026039 git-svn-id: https... |
374 375 376 377 378 |
fvn_d_ident=reshape(vect, shape = (/ n,n /)) end function function fvn_s_ident(n) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
379 380 |
integer(kind=ip_kind) :: n real(kind=sp_kind), dimension(n,n) :: fvn_s_ident |
b93026039 git-svn-id: https... |
381 |
|
f6bacaf83 ChW 11/09: ANSI c... |
382 383 |
real(kind=sp_kind),dimension(n*n) :: vect integer(kind=ip_kind) :: i |
b93026039 git-svn-id: https... |
384 |
|
f6bacaf83 ChW 11/09: ANSI c... |
385 386 |
vect=0._sp_kind vect(1:n*n:n+1) = 1._sp_kind |
b93026039 git-svn-id: https... |
387 388 389 390 391 |
fvn_s_ident=reshape(vect, shape = (/ n,n /)) end function function fvn_c_ident(n) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
392 393 |
integer(kind=ip_kind) :: n complex(kind=sp_kind), dimension(n,n) :: fvn_c_ident |
b93026039 git-svn-id: https... |
394 |
|
f6bacaf83 ChW 11/09: ANSI c... |
395 396 |
complex(kind=sp_kind),dimension(n*n) :: vect integer(kind=ip_kind) :: i |
b93026039 git-svn-id: https... |
397 |
|
f6bacaf83 ChW 11/09: ANSI c... |
398 399 |
vect=(0._sp_kind,0._sp_kind) vect(1:n*n:n+1) = (1._sp_kind,0._sp_kind) |
b93026039 git-svn-id: https... |
400 401 402 403 404 |
fvn_c_ident=reshape(vect, shape = (/ n,n /)) end function function fvn_z_ident(n) implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
405 406 |
integer(kind=ip_kind) :: n complex(kind=dp_kind), dimension(n,n) :: fvn_z_ident |
b93026039 git-svn-id: https... |
407 |
|
f6bacaf83 ChW 11/09: ANSI c... |
408 409 |
complex(kind=dp_kind),dimension(n*n) :: vect integer(kind=ip_kind) :: i |
b93026039 git-svn-id: https... |
410 |
|
f6bacaf83 ChW 11/09: ANSI c... |
411 412 |
vect=(0._dp_kind,0._dp_kind) vect(1:n*n:n+1) = (1._dp_kind,0._dp_kind) |
b93026039 git-svn-id: https... |
413 414 415 416 417 418 419 420 421 422 423 424 425 |
fvn_z_ident=reshape(vect, shape = (/ n,n /)) end function !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Matrix inversion subroutines ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! subroutine fvn_s_matinv(d,a,inva,status) ! |
f6bacaf83 ChW 11/09: ANSI c... |
426 |
! Matrix inversion of a real(kind=sp_kind) matrix using BLAS and LAPACK |
b93026039 git-svn-id: https... |
427 428 429 430 431 432 433 |
! ! d (in) : matrix rank ! a (in) : input matrix ! inva (out) : inversed matrix ! status (ou) : =0 if something failed ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
434 435 436 437 |
integer(kind=ip_kind), intent(in) :: d real(kind=sp_kind), intent(in) :: a(d,d) real(kind=sp_kind), intent(out) :: inva(d,d) integer(kind=ip_kind), intent(out),optional :: status |
b93026039 git-svn-id: https... |
438 |
|
f6bacaf83 ChW 11/09: ANSI c... |
439 440 441 442 443 |
integer(kind=ip_kind), allocatable :: ipiv(:) real(kind=sp_kind), allocatable :: work(:) real(kind=sp_kind) twork(1) integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork |
b93026039 git-svn-id: https... |
444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 |
if (present(status)) status=1 allocate(ipiv(d)) ! copy a into inva using BLAS !call scopy(d*d,a,1,inva,1) inva(:,:)=a(:,:) ! LU factorization using LAPACK call sgetrf(d,d,inva,d,ipiv,info) ! if info is not equal to 0, something went wrong we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) return end if ! we use the query fonction of xxxtri to obtain the optimal workspace size call sgetri(d,inva,d,ipiv,twork,-1,info) lwork=int(twork(1)) allocate(work(lwork)) ! Matrix inversion using LAPACK call sgetri(d,inva,d,ipiv,work,lwork,info) ! again if info is not equal to 0, we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 end if deallocate(work) deallocate(ipiv) end subroutine subroutine fvn_d_matinv(d,a,inva,status) ! |
f6bacaf83 ChW 11/09: ANSI c... |
475 |
! Matrix inversion of a real(kind=dp_kind) matrix using BLAS and LAPACK |
b93026039 git-svn-id: https... |
476 477 478 479 480 481 482 |
! ! d (in) : matrix rank ! a (in) : input matrix ! inva (out) : inversed matrix ! status (ou) : =0 if something failed ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
483 484 485 486 |
integer(kind=ip_kind), intent(in) :: d real(kind=dp_kind), intent(in) :: a(d,d) real(kind=dp_kind), intent(out) :: inva(d,d) integer(kind=ip_kind), intent(out),optional :: status |
b93026039 git-svn-id: https... |
487 |
|
f6bacaf83 ChW 11/09: ANSI c... |
488 489 490 491 492 |
integer(kind=ip_kind), allocatable :: ipiv(:) real(kind=dp_kind), allocatable :: work(:) real(kind=dp_kind) :: twork(1) integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork |
b93026039 git-svn-id: https... |
493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 |
if (present(status)) status=1 allocate(ipiv(d)) ! copy a into inva using BLAS !call dcopy(d*d,a,1,inva,1) inva(:,:)=a(:,:) ! LU factorization using LAPACK call dgetrf(d,d,inva,d,ipiv,info) ! if info is not equal to 0, something went wrong we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) return end if ! we use the query fonction of xxxtri to obtain the optimal workspace size call dgetri(d,inva,d,ipiv,twork,-1,info) lwork=int(twork(1)) allocate(work(lwork)) ! Matrix inversion using LAPACK call dgetri(d,inva,d,ipiv,work,lwork,info) ! again if info is not equal to 0, we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 end if deallocate(work) deallocate(ipiv) end subroutine subroutine fvn_c_matinv(d,a,inva,status) ! |
f6bacaf83 ChW 11/09: ANSI c... |
524 |
! Matrix inversion of a complex(kind=sp_kind) matrix using BLAS and LAPACK |
b93026039 git-svn-id: https... |
525 526 527 528 529 530 531 |
! ! d (in) : matrix rank ! a (in) : input matrix ! inva (out) : inversed matrix ! status (ou) : =0 if something failed ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
532 533 534 535 |
integer(kind=ip_kind), intent(in) :: d complex(kind=sp_kind), intent(in) :: a(d,d) complex(kind=sp_kind), intent(out) :: inva(d,d) integer(kind=ip_kind), intent(out),optional :: status |
b93026039 git-svn-id: https... |
536 |
|
f6bacaf83 ChW 11/09: ANSI c... |
537 538 539 540 541 |
integer(kind=ip_kind), allocatable :: ipiv(:) complex(kind=sp_kind), allocatable :: work(:) complex(kind=sp_kind) :: twork(1) integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork |
b93026039 git-svn-id: https... |
542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 |
if (present(status)) status=1 allocate(ipiv(d)) ! copy a into inva using BLAS !call ccopy(d*d,a,1,inva,1) inva(:,:)=a(:,:) ! LU factorization using LAPACK call cgetrf(d,d,inva,d,ipiv,info) ! if info is not equal to 0, something went wrong we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) return end if ! we use the query fonction of xxxtri to obtain the optimal workspace size call cgetri(d,inva,d,ipiv,twork,-1,info) lwork=int(twork(1)) allocate(work(lwork)) ! Matrix inversion using LAPACK call cgetri(d,inva,d,ipiv,work,lwork,info) ! again if info is not equal to 0, we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 end if deallocate(work) deallocate(ipiv) end subroutine subroutine fvn_z_matinv(d,a,inva,status) ! |
f6bacaf83 ChW 11/09: ANSI c... |
574 |
! Matrix inversion of a complex(kind=dp_kind)(kind=sp_kind) matrix using BLAS and LAPACK |
b93026039 git-svn-id: https... |
575 576 577 578 579 580 581 |
! ! d (in) : matrix rank ! a (in) : input matrix ! inva (out) : inversed matrix ! status (ou) : =0 if something failed ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
582 583 584 585 |
integer(kind=ip_kind), intent(in) :: d complex(kind=dp_kind), intent(in) :: a(d,d) complex(kind=dp_kind), intent(out) :: inva(d,d) integer(kind=ip_kind), intent(out),optional :: status |
b93026039 git-svn-id: https... |
586 |
|
f6bacaf83 ChW 11/09: ANSI c... |
587 588 589 590 591 |
integer(kind=ip_kind), allocatable :: ipiv(:) complex(kind=dp_kind), allocatable :: work(:) complex(kind=dp_kind) :: twork(1) integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork |
b93026039 git-svn-id: https... |
592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 |
if (present(status)) status=1 allocate(ipiv(d)) ! copy a into inva using BLAS !call zcopy(d*d,a,1,inva,1) inva(:,:)=a(:,:) ! LU factorization using LAPACK call zgetrf(d,d,inva,d,ipiv,info) ! if info is not equal to 0, something went wrong we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) return end if ! we use the query fonction of xxxtri to obtain the optimal workspace size call zgetri(d,inva,d,ipiv,twork,-1,info) lwork=int(twork(1)) allocate(work(lwork)) ! Matrix inversion using LAPACK call zgetri(d,inva,d,ipiv,work,lwork,info) ! again if info is not equal to 0, we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 end if deallocate(work) deallocate(ipiv) end subroutine !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Determinants ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! function fvn_s_det(d,a,status) ! ! Evaluate the determinant of a square matrix using lapack LU factorization ! ! d (in) : matrix rank ! a (in) : The Matrix ! status (out) : =0 if LU factorization failed ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
637 638 639 640 |
integer(kind=ip_kind), intent(in) :: d real(kind=sp_kind), intent(in) :: a(d,d) integer(kind=ip_kind), intent(out), optional :: status real(kind=sp_kind) :: fvn_s_det |
b93026039 git-svn-id: https... |
641 |
|
f6bacaf83 ChW 11/09: ANSI c... |
642 643 644 |
real(kind=sp_kind), allocatable :: wc_a(:,:) integer(kind=ip_kind), allocatable :: ipiv(:) integer(kind=ip_kind) :: info,i |
b93026039 git-svn-id: https... |
645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 |
if (present(status)) status=1 allocate(wc_a(d,d)) allocate(ipiv(d)) wc_a(:,:)=a(:,:) call sgetrf(d,d,wc_a,d,ipiv,info) if (info/= 0) then if (present(status)) status=0 fvn_s_det=0.e0 deallocate(ipiv) deallocate(wc_a) return end if fvn_s_det=1.e0 do i=1,d if (ipiv(i)==i) then fvn_s_det=fvn_s_det*wc_a(i,i) else fvn_s_det=-fvn_s_det*wc_a(i,i) end if end do deallocate(ipiv) deallocate(wc_a) end function function fvn_d_det(d,a,status) ! ! Evaluate the determinant of a square matrix using lapack LU factorization ! ! d (in) : matrix rank ! a (in) : The Matrix ! status (out) : =0 if LU factorization failed ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
680 681 682 683 |
integer(kind=ip_kind), intent(in) :: d real(kind=dp_kind), intent(in) :: a(d,d) integer(kind=ip_kind), intent(out), optional :: status real(kind=dp_kind) :: fvn_d_det |
b93026039 git-svn-id: https... |
684 |
|
f6bacaf83 ChW 11/09: ANSI c... |
685 686 687 |
real(kind=dp_kind), allocatable :: wc_a(:,:) integer(kind=ip_kind), allocatable :: ipiv(:) integer(kind=ip_kind) :: info,i |
b93026039 git-svn-id: https... |
688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 |
if (present(status)) status=1 allocate(wc_a(d,d)) allocate(ipiv(d)) wc_a(:,:)=a(:,:) call dgetrf(d,d,wc_a,d,ipiv,info) if (info/= 0) then if (present(status)) status=0 fvn_d_det=0.d0 deallocate(ipiv) deallocate(wc_a) return end if fvn_d_det=1.d0 do i=1,d if (ipiv(i)==i) then fvn_d_det=fvn_d_det*wc_a(i,i) else fvn_d_det=-fvn_d_det*wc_a(i,i) end if end do deallocate(ipiv) deallocate(wc_a) end function function fvn_c_det(d,a,status) ! ! Evaluate the determinant of a square matrix using lapack LU factorization ! ! d (in) : matrix rank ! a (in) : The Matrix ! status (out) : =0 if LU factorization failed ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
722 723 724 725 |
integer(kind=ip_kind), intent(in) :: d complex(kind=sp_kind), intent(in) :: a(d,d) integer(kind=ip_kind), intent(out), optional :: status complex(kind=sp_kind) :: fvn_c_det |
b93026039 git-svn-id: https... |
726 |
|
f6bacaf83 ChW 11/09: ANSI c... |
727 728 729 |
complex(kind=sp_kind), allocatable :: wc_a(:,:) integer(kind=ip_kind), allocatable :: ipiv(:) integer(kind=ip_kind) :: info,i |
b93026039 git-svn-id: https... |
730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 |
if (present(status)) status=1 allocate(wc_a(d,d)) allocate(ipiv(d)) wc_a(:,:)=a(:,:) call cgetrf(d,d,wc_a,d,ipiv,info) if (info/= 0) then if (present(status)) status=0 fvn_c_det=(0.e0,0.e0) deallocate(ipiv) deallocate(wc_a) return end if fvn_c_det=(1.e0,0.e0) do i=1,d if (ipiv(i)==i) then fvn_c_det=fvn_c_det*wc_a(i,i) else fvn_c_det=-fvn_c_det*wc_a(i,i) end if end do deallocate(ipiv) deallocate(wc_a) end function function fvn_z_det(d,a,status) ! ! Evaluate the determinant of a square matrix using lapack LU factorization ! ! d (in) : matrix rank ! a (in) : The Matrix ! det (out) : determinant ! status (out) : =0 if LU factorization failed ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
766 767 768 769 |
integer(kind=ip_kind), intent(in) :: d complex(kind=dp_kind), intent(in) :: a(d,d) integer(kind=ip_kind), intent(out), optional :: status complex(kind=dp_kind) :: fvn_z_det |
b93026039 git-svn-id: https... |
770 |
|
f6bacaf83 ChW 11/09: ANSI c... |
771 772 773 |
complex(kind=dp_kind), allocatable :: wc_a(:,:) integer(kind=ip_kind), allocatable :: ipiv(:) integer(kind=ip_kind) :: info,i |
b93026039 git-svn-id: https... |
774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 |
if (present(status)) status=1 allocate(wc_a(d,d)) allocate(ipiv(d)) wc_a(:,:)=a(:,:) call zgetrf(d,d,wc_a,d,ipiv,info) if (info/= 0) then if (present(status)) status=0 fvn_z_det=(0.d0,0.d0) deallocate(ipiv) deallocate(wc_a) return end if fvn_z_det=(1.d0,0.d0) do i=1,d if (ipiv(i)==i) then fvn_z_det=fvn_z_det*wc_a(i,i) else fvn_z_det=-fvn_z_det*wc_a(i,i) end if end do deallocate(ipiv) deallocate(wc_a) end function !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Condition test ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! 1-norm ! fonction lapack slange,dlange,clange,zlange pour obtenir la 1-norm ! fonction lapack sgecon,dgecon,cgecon,zgecon pour calculer la rcond ! subroutine fvn_s_matcon(d,a,rcond,status) ! Matrix condition (reciprocal of condition number) ! ! d (in) : matrix rank ! a (in) : The Matrix ! rcond (out) : guess what ! status (out) : =0 if something went wrong ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
818 819 820 821 |
integer(kind=ip_kind), intent(in) :: d real(kind=sp_kind), intent(in) :: a(d,d) real(kind=sp_kind), intent(out) :: rcond integer(kind=ip_kind), intent(out), optional :: status |
b93026039 git-svn-id: https... |
822 |
|
f6bacaf83 ChW 11/09: ANSI c... |
823 824 825 826 827 828 |
real(kind=sp_kind), allocatable :: work(:) integer(kind=ip_kind), allocatable :: iwork(:) real(kind=sp_kind) :: anorm real(kind=sp_kind), allocatable :: wc_a(:,:) ! working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind), allocatable :: ipiv(:) |
b93026039 git-svn-id: https... |
829 |
|
f6bacaf83 ChW 11/09: ANSI c... |
830 |
real(kind=sp_kind), external :: slange |
b93026039 git-svn-id: https... |
831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 |
if (present(status)) status=1 anorm=slange('1',d,d,a,d,work) ! work is unallocated as it is only used when computing infinity norm allocate(wc_a(d,d)) !call scopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) allocate(ipiv(d)) call sgetrf(d,d,wc_a,d,ipiv,info) if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) deallocate(wc_a) return end if allocate(work(4*d)) allocate(iwork(d)) call sgecon('1',d,wc_a,d,anorm,rcond,work,iwork,info) if (info /= 0) then if (present(status)) status=0 end if deallocate(iwork) deallocate(work) deallocate(ipiv) deallocate(wc_a) end subroutine subroutine fvn_d_matcon(d,a,rcond,status) ! Matrix condition (reciprocal of condition number) ! ! d (in) : matrix rank ! a (in) : The Matrix ! rcond (out) : guess what ! status (out) : =0 if something went wrong ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
871 872 873 874 |
integer(kind=ip_kind), intent(in) :: d real(kind=dp_kind), intent(in) :: a(d,d) real(kind=dp_kind), intent(out) :: rcond integer(kind=ip_kind), intent(out), optional :: status |
b93026039 git-svn-id: https... |
875 |
|
f6bacaf83 ChW 11/09: ANSI c... |
876 877 878 879 880 881 |
real(kind=dp_kind), allocatable :: work(:) integer(kind=ip_kind), allocatable :: iwork(:) real(kind=dp_kind) :: anorm real(kind=dp_kind), allocatable :: wc_a(:,:) ! working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind), allocatable :: ipiv(:) |
b93026039 git-svn-id: https... |
882 |
|
f6bacaf83 ChW 11/09: ANSI c... |
883 |
real(kind=dp_kind), external :: dlange |
b93026039 git-svn-id: https... |
884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 |
if (present(status)) status=1 anorm=dlange('1',d,d,a,d,work) ! work is unallocated as it is only used when computing infinity norm allocate(wc_a(d,d)) !call dcopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) allocate(ipiv(d)) call dgetrf(d,d,wc_a,d,ipiv,info) if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) deallocate(wc_a) return end if allocate(work(4*d)) allocate(iwork(d)) call dgecon('1',d,wc_a,d,anorm,rcond,work,iwork,info) if (info /= 0) then if (present(status)) status=0 end if deallocate(iwork) deallocate(work) deallocate(ipiv) deallocate(wc_a) end subroutine subroutine fvn_c_matcon(d,a,rcond,status) ! Matrix condition (reciprocal of condition number) ! ! d (in) : matrix rank ! a (in) : The Matrix ! rcond (out) : guess what ! status (out) : =0 if something went wrong ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
925 926 927 928 |
integer(kind=ip_kind), intent(in) :: d complex(kind=sp_kind), intent(in) :: a(d,d) real(kind=sp_kind), intent(out) :: rcond integer(kind=ip_kind), intent(out), optional :: status |
b93026039 git-svn-id: https... |
929 |
|
f6bacaf83 ChW 11/09: ANSI c... |
930 931 932 933 934 935 936 |
real(kind=sp_kind), allocatable :: rwork(:) complex(kind=sp_kind), allocatable :: work(:) integer(kind=ip_kind), allocatable :: iwork(:) real(kind=sp_kind) :: anorm complex(kind=sp_kind), allocatable :: wc_a(:,:) ! working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind), allocatable :: ipiv(:) |
b93026039 git-svn-id: https... |
937 |
|
f6bacaf83 ChW 11/09: ANSI c... |
938 |
real(kind=sp_kind), external :: clange |
b93026039 git-svn-id: https... |
939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 |
if (present(status)) status=1 anorm=clange('1',d,d,a,d,rwork) ! rwork is unallocated as it is only used when computing infinity norm allocate(wc_a(d,d)) !call ccopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) allocate(ipiv(d)) call cgetrf(d,d,wc_a,d,ipiv,info) if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) deallocate(wc_a) return end if allocate(work(2*d)) allocate(rwork(2*d)) call cgecon('1',d,wc_a,d,anorm,rcond,work,rwork,info) if (info /= 0) then if (present(status)) status=0 end if deallocate(rwork) deallocate(work) deallocate(ipiv) deallocate(wc_a) end subroutine subroutine fvn_z_matcon(d,a,rcond,status) ! Matrix condition (reciprocal of condition number) ! ! d (in) : matrix rank ! a (in) : The Matrix ! rcond (out) : guess what ! status (out) : =0 if something went wrong ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
978 979 980 981 |
integer(kind=ip_kind), intent(in) :: d complex(kind=dp_kind), intent(in) :: a(d,d) real(kind=dp_kind), intent(out) :: rcond integer(kind=ip_kind), intent(out), optional :: status |
b93026039 git-svn-id: https... |
982 |
|
f6bacaf83 ChW 11/09: ANSI c... |
983 984 985 986 987 988 |
complex(kind=dp_kind), allocatable :: work(:) real(kind=dp_kind), allocatable :: rwork(:) real(kind=dp_kind) :: anorm complex(kind=dp_kind), allocatable :: wc_a(:,:) ! working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind), allocatable :: ipiv(:) |
b93026039 git-svn-id: https... |
989 |
|
f6bacaf83 ChW 11/09: ANSI c... |
990 |
real(kind=dp_kind), external :: zlange |
b93026039 git-svn-id: https... |
991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 |
if (present(status)) status=1 anorm=zlange('1',d,d,a,d,rwork) ! rwork is unallocated as it is only used when computing infinity norm allocate(wc_a(d,d)) !call zcopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) allocate(ipiv(d)) call zgetrf(d,d,wc_a,d,ipiv,info) if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) deallocate(wc_a) return end if allocate(work(2*d)) allocate(rwork(2*d)) call zgecon('1',d,wc_a,d,anorm,rcond,work,rwork,info) if (info /= 0) then if (present(status)) status=0 end if deallocate(rwork) deallocate(work) deallocate(ipiv) deallocate(wc_a) end subroutine !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Valeurs propres/ Vecteurs propre ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! |
b85eed017 Added sorting of ... |
1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 |
! August 2009 ! William Daniau ! Adding sorting of eigenvalues and vectors subroutine fvn_z_sort_eigen(d,v,vec) ! this routine takes in input : ! v : a vector containing unsorted eigenvalues ! vec : a matrix where vec(:,j) is the eigenvector corresponding to v(j) ! ! At the end of subroutine the eigenvalues are sorted by decreasing order of ! modulus so as the vectors. implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1038 1039 1040 1041 1042 |
integer(kind=ip_kind) :: d,i,j complex(kind=dp_kind),dimension(d) :: v complex(kind=dp_kind),dimension(d,d) :: vec complex(kind=dp_kind) :: cur_v complex(kind=dp_kind), dimension(d) :: cur_vec |
b85eed017 Added sorting of ... |
1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 |
do i=2,d cur_v=v(i) cur_vec=vec(:,i) j=i-1 do while( (j>=1) .and. (abs(v(j)) < abs(cur_v)) ) v(j+1)=v(j) vec(:,j+1)=vec(:,j) j=j-1 end do v(j+1)=cur_v vec(:,j+1)=cur_vec end do end subroutine subroutine fvn_c_sort_eigen(d,v,vec) ! this routine takes in input : ! v : a vector containing unsorted eigenvalues ! vec : a matrix where vec(:,j) is the eigenvector corresponding to v(j) ! ! At the end of subroutine the eigenvalues are sorted by decreasing order of ! modulus so as the vectors. implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1067 1068 1069 1070 1071 |
integer(kind=ip_kind) :: d,i,j complex(kind=sp_kind),dimension(d) :: v complex(kind=sp_kind),dimension(d,d) :: vec complex(kind=sp_kind) :: cur_v complex(kind=sp_kind), dimension(d) :: cur_vec |
b85eed017 Added sorting of ... |
1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 |
do i=2,d cur_v=v(i) cur_vec=vec(:,i) j=i-1 do while( (j>=1) .and. (abs(v(j)) < abs(cur_v)) ) v(j+1)=v(j) vec(:,j+1)=vec(:,j) j=j-1 end do v(j+1)=cur_v vec(:,j+1)=cur_vec end do end subroutine |
af246bca4 +) Sorting of eig... |
1087 |
subroutine fvn_s_matev(d,a,evala,eveca,status,sortval) |
b93026039 git-svn-id: https... |
1088 |
! |
f6bacaf83 ChW 11/09: ANSI c... |
1089 1090 1091 1092 1093 |
! integer(kind=ip_kind) d (in) : matrice rank ! real(kind=sp_kind) a(d,d) (in) : The Matrix ! complex(kind=sp_kind) evala(d) (out) : eigenvalues ! complex(kind=sp_kind) eveca(d,d) (out) : eveca(:,j) = jth eigenvector ! integer(kind=ip_kind) (out) : status =0 if something went wrong |
b93026039 git-svn-id: https... |
1094 1095 1096 |
! ! interfacing Lapack routine SGEEV implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1097 1098 1099 1100 1101 1102 |
integer(kind=ip_kind), intent(in) :: d real(kind=sp_kind), intent(in) :: a(d,d) complex(kind=sp_kind), intent(out) :: evala(d) complex(kind=sp_kind), intent(out) :: eveca(d,d) integer(kind=ip_kind), intent(out), optional :: status logical(kind=ip_kind), intent(in), optional :: sortval |
b93026039 git-svn-id: https... |
1103 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 |
real(kind=sp_kind), allocatable :: wc_a(:,:) ! a working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork real(kind=sp_kind), allocatable :: wr(:),wi(:) real(kind=sp_kind) :: vl ! unused but necessary for the call real(kind=sp_kind), allocatable :: vr(:,:) real(kind=sp_kind), allocatable :: work(:) real(kind=sp_kind) :: twork(1) integer(kind=ip_kind) i integer(kind=ip_kind) j |
b93026039 git-svn-id: https... |
1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 |
if (present(status)) status=1 ! making a working copy of a allocate(wc_a(d,d)) !call scopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) allocate(wr(d)) allocate(wi(d)) allocate(vr(d,d)) ! query optimal work size call sgeev('N','V',d,wc_a,d,wr,wi,vl,1,vr,d,twork,-1,info) lwork=int(twork(1)) allocate(work(lwork)) call sgeev('N','V',d,wc_a,d,wr,wi,vl,1,vr,d,work,lwork,info) if (info /= 0) then if (present(status)) status=0 deallocate(work) deallocate(vr) deallocate(wi) deallocate(wr) deallocate(wc_a) return end if ! now fill in the results i=1 do while(i<=d) evala(i)=cmplx(wr(i),wi(i)) if (wi(i) == 0.) then ! eigenvalue is real eveca(:,i)=cmplx(vr(:,i),0.) else ! eigenvalue is complex evala(i+1)=cmplx(wr(i+1),wi(i+1)) eveca(:,i)=cmplx(vr(:,i),vr(:,i+1)) eveca(:,i+1)=cmplx(vr(:,i),-vr(:,i+1)) i=i+1 end if i=i+1 enddo deallocate(work) deallocate(vr) deallocate(wi) deallocate(wr) deallocate(wc_a) |
b85eed017 Added sorting of ... |
1160 |
! sorting |
af246bca4 +) Sorting of eig... |
1161 1162 1163 |
if (present(sortval) .and. sortval) then call fvn_c_sort_eigen(d,evala,eveca) end if |
b85eed017 Added sorting of ... |
1164 |
|
b93026039 git-svn-id: https... |
1165 |
end subroutine |
af246bca4 +) Sorting of eig... |
1166 |
subroutine fvn_d_matev(d,a,evala,eveca,status,sortval) |
b93026039 git-svn-id: https... |
1167 |
! |
f6bacaf83 ChW 11/09: ANSI c... |
1168 1169 1170 1171 1172 |
! integer(kind=ip_kind) d (in) : matrice rank ! real(kind=dp_kind) a(d,d) (in) : The Matrix ! complex(kind=dp_kind)(kind=sp_kind) evala(d) (out) : eigenvalues ! complex(kind=dp_kind)(kind=sp_kind) eveca(d,d) (out) : eveca(:,j) = jth eigenvector ! integer(kind=ip_kind) (out) : status =0 if something went wrong |
b93026039 git-svn-id: https... |
1173 1174 1175 |
! ! interfacing Lapack routine DGEEV implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1176 1177 1178 1179 1180 1181 |
integer(kind=ip_kind), intent(in) :: d real(kind=dp_kind), intent(in) :: a(d,d) complex(kind=dp_kind), intent(out) :: evala(d) complex(kind=dp_kind), intent(out) :: eveca(d,d) integer(kind=ip_kind), intent(out), optional :: status logical(kind=ip_kind), intent(in), optional :: sortval |
b93026039 git-svn-id: https... |
1182 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 |
real(kind=dp_kind), allocatable :: wc_a(:,:) ! a working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork real(kind=dp_kind), allocatable :: wr(:),wi(:) real(kind=dp_kind) :: vl ! unused but necessary for the call real(kind=dp_kind), allocatable :: vr(:,:) real(kind=dp_kind), allocatable :: work(:) real(kind=dp_kind) :: twork(1) integer(kind=ip_kind) i integer(kind=ip_kind) j |
b93026039 git-svn-id: https... |
1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 |
if (present(status)) status=1 ! making a working copy of a allocate(wc_a(d,d)) !call dcopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) allocate(wr(d)) allocate(wi(d)) allocate(vr(d,d)) ! query optimal work size call dgeev('N','V',d,wc_a,d,wr,wi,vl,1,vr,d,twork,-1,info) lwork=int(twork(1)) allocate(work(lwork)) call dgeev('N','V',d,wc_a,d,wr,wi,vl,1,vr,d,work,lwork,info) if (info /= 0) then if (present(status)) status=0 deallocate(work) deallocate(vr) deallocate(wi) deallocate(wr) deallocate(wc_a) return end if ! now fill in the results i=1 do while(i<=d) |
f6bacaf83 ChW 11/09: ANSI c... |
1223 |
evala(i)=cmplx(wr(i),wi(i),dp_kind) |
b93026039 git-svn-id: https... |
1224 |
if (wi(i) == 0.) then ! eigenvalue is real |
f6bacaf83 ChW 11/09: ANSI c... |
1225 |
eveca(:,i)=cmplx(vr(:,i),0._dp_kind,dp_kind) |
b93026039 git-svn-id: https... |
1226 |
else ! eigenvalue is complex |
f6bacaf83 ChW 11/09: ANSI c... |
1227 1228 1229 |
evala(i+1)=cmplx(wr(i+1),wi(i+1),dp_kind) eveca(:,i)=cmplx(vr(:,i),vr(:,i+1),dp_kind) eveca(:,i+1)=cmplx(vr(:,i),-vr(:,i+1),dp_kind) |
b93026039 git-svn-id: https... |
1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 |
i=i+1 end if i=i+1 enddo deallocate(work) deallocate(vr) deallocate(wi) deallocate(wr) deallocate(wc_a) |
b85eed017 Added sorting of ... |
1240 |
! sorting |
af246bca4 +) Sorting of eig... |
1241 1242 1243 |
if (present(sortval) .and. sortval) then call fvn_z_sort_eigen(d,evala,eveca) end if |
b85eed017 Added sorting of ... |
1244 |
|
b93026039 git-svn-id: https... |
1245 |
end subroutine |
af246bca4 +) Sorting of eig... |
1246 |
subroutine fvn_c_matev(d,a,evala,eveca,status,sortval) |
b93026039 git-svn-id: https... |
1247 |
! |
f6bacaf83 ChW 11/09: ANSI c... |
1248 1249 1250 1251 1252 |
! integer(kind=ip_kind) d (in) : matrice rank ! complex(kind=sp_kind) a(d,d) (in) : The Matrix ! complex(kind=sp_kind) evala(d) (out) : eigenvalues ! complex(kind=sp_kind) eveca(d,d) (out) : eveca(:,j) = jth eigenvector ! integer(kind=ip_kind) (out) : status =0 if something went wrong |
b93026039 git-svn-id: https... |
1253 1254 1255 |
! ! interfacing Lapack routine CGEEV implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 |
integer(kind=ip_kind), intent(in) :: d complex(kind=sp_kind), intent(in) :: a(d,d) complex(kind=sp_kind), intent(out) :: evala(d) complex(kind=sp_kind), intent(out) :: eveca(d,d) integer(kind=ip_kind), intent(out), optional :: status logical(kind=ip_kind), intent(in), optional :: sortval complex(kind=sp_kind), allocatable :: wc_a(:,:) ! a working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork complex(kind=sp_kind), allocatable :: work(:) complex(kind=sp_kind) :: twork(1) real(kind=sp_kind), allocatable :: rwork(:) complex(kind=sp_kind) :: vl ! unused but necessary for the call |
b93026039 git-svn-id: https... |
1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 |
if (present(status)) status=1 ! making a working copy of a allocate(wc_a(d,d)) !call ccopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) ! query optimal work size call cgeev('N','V',d,wc_a,d,evala,vl,1,eveca,d,twork,-1,rwork,info) lwork=int(twork(1)) allocate(work(lwork)) allocate(rwork(2*d)) call cgeev('N','V',d,wc_a,d,evala,vl,1,eveca,d,work,lwork,rwork,info) if (info /= 0) then if (present(status)) status=0 end if deallocate(rwork) deallocate(work) deallocate(wc_a) |
b85eed017 Added sorting of ... |
1292 |
! sorting |
af246bca4 +) Sorting of eig... |
1293 1294 1295 |
if (present(sortval) .and. sortval) then call fvn_c_sort_eigen(d,evala,eveca) end if |
b85eed017 Added sorting of ... |
1296 |
|
b93026039 git-svn-id: https... |
1297 |
end subroutine |
af246bca4 +) Sorting of eig... |
1298 |
subroutine fvn_z_matev(d,a,evala,eveca,status,sortval) |
b93026039 git-svn-id: https... |
1299 |
! |
f6bacaf83 ChW 11/09: ANSI c... |
1300 1301 1302 1303 1304 |
! integer(kind=ip_kind) d (in) : matrice rank ! complex(kind=dp_kind)(kind=sp_kind) a(d,d) (in) : The Matrix ! complex(kind=dp_kind)(kind=sp_kind) evala(d) (out) : eigenvalues ! complex(kind=dp_kind)(kind=sp_kind) eveca(d,d) (out) : eveca(:,j) = jth eigenvector ! integer(kind=ip_kind) (out) : status =0 if something went wrong |
b93026039 git-svn-id: https... |
1305 1306 1307 |
! ! interfacing Lapack routine ZGEEV implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 |
integer(kind=ip_kind), intent(in) :: d complex(kind=dp_kind), intent(in) :: a(d,d) complex(kind=dp_kind), intent(out) :: evala(d) complex(kind=dp_kind), intent(out) :: eveca(d,d) integer(kind=ip_kind), intent(out), optional :: status logical(kind=ip_kind), intent(in), optional :: sortval complex(kind=dp_kind), allocatable :: wc_a(:,:) ! a working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork complex(kind=dp_kind), allocatable :: work(:) complex(kind=dp_kind) :: twork(1) real(kind=dp_kind), allocatable :: rwork(:) complex(kind=dp_kind) :: vl ! unused but necessary for the call |
b93026039 git-svn-id: https... |
1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 |
if (present(status)) status=1 ! making a working copy of a allocate(wc_a(d,d)) !call zcopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) ! query optimal work size call zgeev('N','V',d,wc_a,d,evala,vl,1,eveca,d,twork,-1,rwork,info) lwork=int(twork(1)) allocate(work(lwork)) allocate(rwork(2*d)) call zgeev('N','V',d,wc_a,d,evala,vl,1,eveca,d,work,lwork,rwork,info) if (info /= 0) then if (present(status)) status=0 end if deallocate(rwork) deallocate(work) deallocate(wc_a) |
b85eed017 Added sorting of ... |
1343 |
! sorting |
af246bca4 +) Sorting of eig... |
1344 1345 1346 |
if (present(sortval) .and. sortval) then call fvn_z_sort_eigen(d,evala,eveca) end if |
b93026039 git-svn-id: https... |
1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 |
end subroutine !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Least square problem ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! subroutine fvn_d_lspoly(np,x,y,deg,coeff,status) ! ! Least square polynomial fitting ! ! Find the coefficients of the least square polynomial of a given degree ! for a set of coordinates. ! ! The degree must be lower than the number of points ! ! np (in) : number of points ! x(np) (in) : x data ! y(np) (in) : y data ! deg (in) : polynomial's degree ! coeff(deg+1) (out) : polynomial coefficients ! status (out) : =0 if a problem occurs ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1378 1379 1380 1381 |
integer(kind=ip_kind), intent(in) :: np,deg real(kind=dp_kind), intent(in), dimension(np) :: x,y real(kind=dp_kind), intent(out), dimension(deg+1) :: coeff integer(kind=ip_kind), intent(out), optional :: status |
b93026039 git-svn-id: https... |
1382 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1383 1384 1385 1386 |
real(kind=dp_kind), allocatable, dimension(:,:) :: mat,bmat real(kind=dp_kind),dimension(:),allocatable :: work real(kind=dp_kind),dimension(1) :: twork integer(kind=ip_kind) :: lwork,info |
b93026039 git-svn-id: https... |
1387 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1388 |
integer(kind=ip_kind) :: i,j |
b93026039 git-svn-id: https... |
1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 |
if (present(status)) status=1 allocate(mat(np,deg+1),bmat(np,1)) ! Design matrix valorisation mat=reshape( (/ ((x(i)**(j-1),i=1,np),j=1,deg+1) /),shape=(/ np,deg+1 /) ) ! second member valorisation bmat=reshape ( (/ (y(i),i=1,np) /) ,shape = (/ np,1 /)) ! query workspace size call dgels('N',np,deg+1,1,mat,np,bmat,np,twork,-1,info) lwork=twork(1) allocate(work(int(lwork))) |
f6bacaf83 ChW 11/09: ANSI c... |
1403 |
! real(kind=sp_kind) call |
b93026039 git-svn-id: https... |
1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 |
call dgels('N',np,deg+1,1,mat,np,bmat,np,work,lwork,info) if (info /= 0) then if (present(status)) status=0 end if coeff = (/ (bmat(i,1),i=1,deg+1) /) deallocate(work) deallocate(mat,bmat) end subroutine subroutine fvn_s_lspoly(np,x,y,deg,coeff,status) ! ! Least square polynomial fitting ! ! Find the coefficients of the least square polynomial of a given degree ! for a set of coordinates. ! ! The degree must be lower than the number of points ! ! np (in) : number of points ! x(np) (in) : x data ! y(np) (in) : y data ! deg (in) : polynomial's degree ! coeff(deg+1) (out) : polynomial coefficients ! status (out) : =0 if a problem occurs ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1433 1434 1435 1436 |
integer(kind=ip_kind), intent(in) :: np,deg real(kind=sp_kind), intent(in), dimension(np) :: x,y real(kind=sp_kind), intent(out), dimension(deg+1) :: coeff integer(kind=ip_kind), intent(out), optional :: status |
b93026039 git-svn-id: https... |
1437 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1438 1439 1440 1441 |
real(kind=sp_kind), allocatable, dimension(:,:) :: mat,bmat real(kind=sp_kind),dimension(:),allocatable :: work real(kind=sp_kind),dimension(1) :: twork integer(kind=ip_kind) :: lwork,info |
b93026039 git-svn-id: https... |
1442 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1443 |
integer(kind=ip_kind) :: i,j |
b93026039 git-svn-id: https... |
1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 |
if (present(status)) status=1 allocate(mat(np,deg+1),bmat(np,1)) ! Design matrix valorisation mat=reshape( (/ ((x(i)**(j-1),i=1,np),j=1,deg+1) /),shape=(/ np,deg+1 /) ) ! second member valorisation bmat=reshape ( (/ (y(i),i=1,np) /) ,shape = (/ np,1 /)) ! query workspace size call sgels('N',np,deg+1,1,mat,np,bmat,np,twork,-1,info) lwork=twork(1) allocate(work(int(lwork))) |
f6bacaf83 ChW 11/09: ANSI c... |
1458 |
! real(kind=sp_kind) call |
b93026039 git-svn-id: https... |
1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 |
call sgels('N',np,deg+1,1,mat,np,bmat,np,work,lwork,info) if (info /= 0) then if (present(status)) status=0 end if coeff = (/ (bmat(i,1),i=1,deg+1) /) deallocate(work) deallocate(mat,bmat) end subroutine subroutine fvn_d_lspoly_svd(np,x,y,deg,coeff,status) ! ! Least square polynomial fitting using singular value decomposition ! ! Find the coefficients of the least square polynomial of a given degree ! for a set of coordinates. ! ! The degree must be lower than the number of points ! ! np (in) : number of points ! x(np) (in) : x data ! y(np) (in) : y data ! deg (in) : polynomial's degree ! coeff(deg+1) (out) : polynomial coefficients ! status (out) : =0 if a problem occurs ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1495 1496 1497 1498 |
integer(kind=ip_kind), intent(in) :: np,deg real(kind=dp_kind), intent(in), dimension(np) :: x,y real(kind=dp_kind), intent(out), dimension(deg+1) :: coeff integer(kind=ip_kind), intent(out), optional :: status |
b93026039 git-svn-id: https... |
1499 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1500 1501 1502 1503 |
real(kind=dp_kind), allocatable, dimension(:,:) :: mat,bmat real(kind=dp_kind),dimension(:),allocatable :: work,singval real(kind=dp_kind),dimension(1) :: twork integer(kind=ip_kind) :: lwork,info,rank |
b93026039 git-svn-id: https... |
1504 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1505 |
integer(kind=ip_kind) :: i,j |
b93026039 git-svn-id: https... |
1506 1507 1508 1509 1510 1511 1512 1513 1514 1515 1516 1517 1518 1519 |
if (present(status)) status=1 allocate(mat(np,deg+1),bmat(np,1),singval(deg+1)) ! Design matrix valorisation mat=reshape( (/ ((x(i)**(j-1),i=1,np),j=1,deg+1) /),shape=(/ np,deg+1 /) ) ! second member valorisation bmat=reshape ( (/ (y(i),i=1,np) /) ,shape = (/ np,1 /)) ! query workspace size call dgelss(np,deg+1,1,mat,np,bmat,np,singval,-1.,rank,twork,-1,info) lwork=twork(1) allocate(work(int(lwork))) |
f6bacaf83 ChW 11/09: ANSI c... |
1520 |
! real(kind=sp_kind) call |
b93026039 git-svn-id: https... |
1521 1522 1523 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1534 1535 1536 1537 1538 1539 1540 1541 1542 1543 1544 1545 1546 1547 1548 1549 |
call dgelss(np,deg+1,1,mat,np,bmat,np,singval,-1.,rank,work,lwork,info) if (info /= 0) then if (present(status)) status=0 end if coeff = (/ (bmat(i,1),i=1,deg+1) /) deallocate(work) deallocate(mat,bmat,singval) end subroutine subroutine fvn_s_lspoly_svd(np,x,y,deg,coeff,status) ! ! Least square polynomial fitting using singular value decomposition ! ! Find the coefficients of the least square polynomial of a given degree ! for a set of coordinates. ! ! The degree must be lower than the number of points ! ! np (in) : number of points ! x(np) (in) : x data ! y(np) (in) : y data ! deg (in) : polynomial's degree ! coeff(deg+1) (out) : polynomial coefficients ! status (out) : =0 if a problem occurs ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1550 1551 1552 1553 |
integer(kind=ip_kind), intent(in) :: np,deg real(kind=sp_kind), intent(in), dimension(np) :: x,y real(kind=sp_kind), intent(out), dimension(deg+1) :: coeff integer(kind=ip_kind), intent(out), optional :: status |
b93026039 git-svn-id: https... |
1554 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1555 1556 1557 1558 |
real(kind=sp_kind), allocatable, dimension(:,:) :: mat,bmat real(kind=sp_kind),dimension(:),allocatable :: work,singval real(kind=sp_kind),dimension(1) :: twork integer(kind=ip_kind) :: lwork,info,rank |
b93026039 git-svn-id: https... |
1559 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1560 |
integer(kind=ip_kind) :: i,j |
b93026039 git-svn-id: https... |
1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 |
if (present(status)) status=1 allocate(mat(np,deg+1),bmat(np,1),singval(deg+1)) ! Design matrix valorisation mat=reshape( (/ ((x(i)**(j-1),i=1,np),j=1,deg+1) /),shape=(/ np,deg+1 /) ) ! second member valorisation bmat=reshape ( (/ (y(i),i=1,np) /) ,shape = (/ np,1 /)) ! query workspace size call sgelss(np,deg+1,1,mat,np,bmat,np,singval,-1.,rank,twork,-1,info) lwork=twork(1) allocate(work(int(lwork))) |
f6bacaf83 ChW 11/09: ANSI c... |
1575 |
! real(kind=sp_kind) call |
b93026039 git-svn-id: https... |
1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 |
call sgelss(np,deg+1,1,mat,np,bmat,np,singval,-1.,rank,work,lwork,info) if (info /= 0) then if (present(status)) status=0 end if coeff = (/ (bmat(i,1),i=1,deg+1) /) deallocate(work) deallocate(mat,bmat,singval) end subroutine end module fvn_linear |