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%\documentclass[a4paper,10pt]{article} \documentclass[a4paper,english]{article} \usepackage[utf8]{inputenc} \usepackage{a4wide} \usepackage{eurosym} \usepackage{url} |
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\usepackage[colorlinks=true,hyperfigures=true]{hyperref} |
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%\usepackage{aeguill} \usepackage{graphicx} \usepackage{babel} \makeatother %opening \title{FVN Documentation} \author{William Daniau} \begin{document} \maketitle %\begin{abstract} %\end{abstract} \tableofcontents \section{Whatis fvn,licence,disclaimer etc} \subsection{Whatis fvn} fvn is a Fortran95 mathematical module. It provides various usefull subroutine covering linear algebra, numerical integration, least square polynomial, spline interpolation, zero finding, complex trigonometry etc. Most of the work is done by interfacing Lapack \url{http://www.netlib.org/lapack} which means that Lapack and Blas \url{http://www.netlib.org/blas} must be available on your system for linking fvn. If you use an AMD microprocessor, the good idea is to use ACML ( AMD Core Math Library \url{http://developer.amd.com/acml.jsp} which contains an optimized Blas/Lapack. Fvn also contains a slightly modified version of Quadpack \url{http://www.netlib.org/quadpack} for performing the numerical integration tasks. This module has been initially written for the use of the ``Acoustic and microsonic'' group leaded by Sylvain Ballandras in institute Femto-ST \url{http://www.femto-st.fr/}. \subsection{Licence} The licence of fvn is free. You can do whatever you want with this code as far as you credit the authors. \subsubsection*{Authors} As of the day this manuel is written there's only one author of fvn : ewline William Daniau ewline william.daniau@femto-st.fr ewline \subsection{Disclaimer} The usual disclaimer applied : This software is provided AS IS in the hope it will be usefull. Use it at your own risks. The authors should not be taken responsible of anything that may result by the use of this software. \section{Naming scheme and convention} The naming scheme of the routines is as follow : \begin{verbatim} |
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fvn_*_name() |
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\end{verbatim} |
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where * can be s,d,c or z. |
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\begin{itemize} \item s is for single precision real (real,real*4,real(4),real(kind=4)) \item d for double precision real (double precision,real*8,real(8),real(kind=8)) \item c for single precision complex (complex,complex*8,complex(4),complex(kind=4)) \item z for double precision complex (double complex,complex*16,complex(8),complex(kind=8)) \end{itemize} In the following description of subroutines parameters, input parameters are followed by (in), output parameters by (out) and parameters which are used as input and modified by the subroutine are followed by (inout). \section{Linear algebra} The linear algebra routines of fvn are an interface to lapack, which make it easier to use. \subsection{Matrix inversion} \begin{verbatim} |
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call fvn_*_matinv(d,a,inva,status) (*=s,d,c,z) |
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\end{verbatim} \begin{itemize} \item d (in) is an integer equal to the matrix rank \item a (in) is a matrix of type x. It will remain untouched. \item inva (out) is a matrix of type x which contain the inverse of a at the end of the routine \item status (out) is an integer equal to zero if something went wrong \end{itemize} \subsubsection*{Example} \begin{verbatim} program inv use fvn implicit none real(8),dimension(3,3) :: a,inva integer :: status call random_number(a) a=a*100 call fvn_d_matinv(3,a,inva,status) write (*,*) a write (*,*) write (*,*) inva write (*,*) write (*,*) matmul(a,inva) end program \end{verbatim} \subsection{Matrix determinants} \begin{verbatim} |
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det=fvn_*_det(d,a,status) (*=s,d,c,z) |
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\end{verbatim} \begin{itemize} \item d (in) is an integer equal to the matrix rank \item a (in) is a matrix of type x. It will remain untouched. \item status (out) is an integer equal to zero if something went wrong \end{itemize} \subsubsection*{Example} \begin{verbatim} program det use fvn implicit none real(8),dimension(3,3) :: a real(8) :: deta integer :: status call random_number(a) a=a*100 deta=fvn_d_det(3,a,status) write (*,*) a write (*,*) write (*,*) "Det = ",deta end program \end{verbatim} \subsection{Matrix condition} \begin{verbatim} |
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call fvn_*_matcon(d,a,rcond,status) (*=s,d,c,z) |
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\end{verbatim} \begin{itemize} \item d (in) is an integer equal to the matrix rank \item a (in) is a matrix of type x. It will remain untouched. \item rcond (out) is a real of same kind as matrix a, it will contain the reciprocal condition number of the matrix \item status (out) is an integer equal to zero if something went wrong \end{itemize} The reciprocal condition number is evaluated using the 1-norm and is define as in equation \ref{rconddef} \begin{equation} R = \frac{1}{norm(A)*norm(invA)} \label{rconddef} \end{equation} The 1-norm itself is defined as the maximum value of the columns absolute values (modulus for complex) sum as in equation \ref{l1norm} \begin{equation} L1 = max_j ( \sum_i{\mid A(i,j)\mid} ) \label{l1norm} \end{equation} \subsubsection*{Example} \begin{verbatim} program cond use fvn implicit none real(8),dimension(3,3) :: a real(8) :: rcond integer :: status call random_number(a) a=a*100 call fvn_d_matcon(3,a,rcond,status) write (*,*) a write (*,*) write (*,*) "Cond = ",rcond end program \end{verbatim} \subsection{Eigenvalues/Eigenvectors} \begin{verbatim} |
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call fvn_*_matev(d,a,evala,eveca,status) (*=s,d,c,z) |
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\end{verbatim} \begin{itemize} \item d (in) is an integer equal to the matrix rank \item a (in) is a matrix of type x. It will remain untouched. \item evala (out) is a complex array of same kind as a. It contains the eigenvalues of matrix a \item eveca (out) is a complex matrix of same kind as a. Its columns are the eigenvectors of matrix a : eveca(:,j)=jth eigenvector associated with eigenvalue evala(j). \item status (out) is an integer equal to zero if something went wrong \end{itemize} \subsubsection*{Example} \begin{verbatim} program eigen use fvn implicit none real(8),dimension(3,3) :: a complex(8),dimension(3) :: evala complex(8),dimension(3,3) :: eveca integer :: status,i,j call random_number(a) a=a*100 call fvn_d_matev(3,a,evala,eveca,status) write (*,*) a write (*,*) do i=1,3 write(*,*) "Eigenvalue ",i,evala(i) write(*,*) "Associated Eigenvector :" do j=1,3 write(*,*) eveca(j,i) end do write(*,*) end do end program \end{verbatim} \subsection{Sparse solving} By interfacing Tim Davis's SuiteSparse from university of Florida \url{http://www.cise.ufl.edu/research/sparse/SuiteSparse/} which is a reference for this kind of problems, fvn provides simple subroutines for solving linear sparse systems. The provided routines solves the equation $Ax=B$ where A is sparse and given in its triplet form. \begin{verbatim} |
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call fvn_*_sparse_solve(n,nz,T,Ti,Tj,B,x,status) (*=zl,zi,dl,di) |
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\end{verbatim} \begin{itemize} \item For this family of subroutine the two letters (zl,zi,dl,di) decribe the arguments's type. z is for complex(8), d for real(8), l for integer(8) and i for integer(4) \item n (in) is an integer equal to the matrix rank \item nz (in) is an integer equal to the number of non-zero elements \item T(nz) (in) is a complex/real array containing the non-zero elements \item Ti(nz),Tj(nz) (in) are the indexes of the corresponding element of T in the original matrix. \item B(n) (in) is a complex/real array containing the second member of the equation. \item x(n) (out) is a complex/real array containing the solution \item status (out) is an integer which contain non-zero is something went wrong \end{itemize} \subsubsection*{Example} \begin{verbatim} program test_sparse use fvn implicit none integer(8), parameter :: nz=12 integer(8), parameter :: n=5 complex(8),dimension(nz) :: A integer(8),dimension(nz) :: Ti,Tj complex(8),dimension(n) :: B,x integer(8) :: status A = (/ (2.,0.),(3.,0.),(3.,0.),(-1.,0.),(4.,0.),(4.,0.),(-3.,0.),& (1.,0.),(2.,0.),(2.,0.),(6.,0.),(1.,0.) /) B = (/ (8.,0.), (45.,0.), (-3.,0.), (3.,0.), (19.,0.)/) Ti = (/ 1,2,1,3,5,2,3,4,5,3,2,5 /) Tj = (/ 1,1,2,2,2,3,3,3,3,4,5,5 /) call fvn_zl_sparse_solve(n,nz,A,Ti,Tj,B,x,status) write(*,*) x end program program test_sparse use fvn implicit none integer(4), parameter :: nz=12 integer(4), parameter :: n=5 real(8),dimension(nz) :: A integer(4),dimension(nz) :: Ti,Tj real(8),dimension(n) :: B,x integer(4) :: status A = (/ 2.,3.,3.,-1.,4.,4.,-3.,1.,2.,2.,6.,1. /) B = (/ 8., 45., -3., 3., 19./) Ti = (/ 1,2,1,3,5,2,3,4,5,3,2,5 /) Tj = (/ 1,1,2,2,2,3,3,3,3,4,5,5 /) call fvn_di_sparse_solve(n,nz,A,Ti,Tj,B,x,status) write(*,*) x end program \end{verbatim} |
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\subsection{Identity matrix} \begin{verbatim} |
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I=fvn_*_ident(n) (*=s,d,c,z) |
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\end{verbatim} \begin{itemize} \item n (in) is an integer equal to the matrix rank \end{itemize} This function return the identity matrix of rank n, in the specified type (x = s,d,c,z). |
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\section{Interpolation} \subsection{Quadratic Interpolation} fvn provide function for interpolating values of a tabulated function of 1, 2 or 3 variables, for both single and double precision. \subsubsection{One variable function} \begin{verbatim} |
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value=fvn_*_quad_interpol(x,n,xdata,ydata) (*=s,d) |
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\end{verbatim} \begin{itemize} \item x is the real where we want to evaluate the function \item n is the number of tabulated values \item xdata(n) contains the tabulated coordinates \item ydata(n) contains the tabulated function values ydata(i)=y(xdata(i)) \end{itemize} xdata must be strictly increasingly ordered. x must be within the range of xdata to actually perform an interpolation, otherwise the resulting value is an extrapolation \paragraph*{Example} \begin{verbatim} program inter1d use fvn implicit none integer(kind=4),parameter :: ndata=33 integer(kind=4) :: i,nout real(kind=8) :: f,fdata(ndata),h,pi,q,sin,x,xdata(ndata) real(kind=8) ::tv intrinsic sin f(x)=sin(x) xdata(1)=0. fdata(1)=f(xdata(1)) h=1./32. do i=2,ndata xdata(i)=xdata(i-1)+h fdata(i)=f(xdata(i)) end do call random_seed() call random_number(x) q=fvn_d_quad_interpol(x,ndata,xdata,fdata) tv=f(x) write(*,*) "x ",x write(*,*) "Calculated (real) value :",tv write(*,*) "fvn interpolation :",q write(*,*) "Relative fvn error :",abs((q-tv)/tv) end program \end{verbatim} \subsubsection{Two variables function} \begin{verbatim} |
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value=fvn_*_quad_2d_interpol(x,y,nx,xdata,ny,ydata,zdata) (*=s,d) |
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\end{verbatim} \begin{itemize} \item x,y are the real coordinates where we want to evaluate the function \item nx is the number of tabulated values along x axis \item xdata(nx) contains the tabulated x \item ny is the number of tabulated values along y axis \item ydata(ny) contains the tabulated y \item zdata(nx,ny) contains the tabulated function values zdata(i,j)=z(xdata(i),ydata(j)) \end{itemize} xdata and ydata must be strictly increasingly ordered. (x,y) must be within the range of xdata and ydata to actually perform an interpolation, otherwise the resulting value is an extrapolation \paragraph*{Example} \begin{verbatim} program inter2d use fvn implicit none integer(kind=4),parameter :: nx=21,ny=42 integer(kind=4) :: i,j real(kind=8) :: f,fdata(nx,ny),dble,pi,q,sin,x,xdata(nx),y,ydata(ny) real(kind=8) :: tv intrinsic dble,sin f(x,y)=sin(x+2.*y) do i=1,nx xdata(i)=dble(i-1)/dble(nx-1) end do do i=1,ny ydata(i)=dble(i-1)/dble(ny-1) end do do i=1,nx do j=1,ny fdata(i,j)=f(xdata(i),ydata(j)) end do end do call random_seed() call random_number(x) call random_number(y) q=fvn_d_quad_2d_interpol(x,y,nx,xdata,ny,ydata,fdata) tv=f(x,y) write(*,*) "x y",x,y write(*,*) "Calculated (real) value :",tv write(*,*) "fvn interpolation :",q write(*,*) "Relative fvn error :",abs((q-tv)/tv) end program \end{verbatim} \subsubsection{Three variables function} \begin{verbatim} |
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value=fvn_*_quad_3d_interpol(x,y,z,nx,xdata,ny,ydata,nz,zdata,tdata) (*=s,d) |
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\end{verbatim} \begin{itemize} \item x,y,z are the real coordinates where we want to evaluate the function \item nx is the number of tabulated values along x axis \item xdata(nx) contains the tabulated x \item ny is the number of tabulated values along y axis \item ydata(ny) contains the tabulated y \item nz is the number of tabulated values along z axis \item zdata(ny) contains the tabulated z \item tdata(nx,ny,nz) contains the tabulated function values tdata(i,j,k)=t(xdata(i),ydata(j),zdata(k)) \end{itemize} xdata, ydata and zdata must be strictly increasingly ordered. (x,y,z) must be within the range of xdata and ydata to actually perform an interpolation, otherwise the resulting value is an extrapolation \paragraph*{Example} \begin{verbatim} program inter3d use fvn implicit none integer(kind=4),parameter :: nx=21,ny=42,nz=18 integer(kind=4) :: i,j,k real(kind=8) :: f,fdata(nx,ny,nz),dble,pi,q,sin,x,xdata(nx),y,ydata(ny),z,zdata(nz) real(kind=8) :: tv intrinsic dble,sin f(x,y,z)=sin(x+2.*y+3.*z) do i=1,nx xdata(i)=2.*(dble(i-1)/dble(nx-1)) end do do i=1,ny ydata(i)=2.*(dble(i-1)/dble(ny-1)) end do do i=1,nz zdata(i)=2.*(dble(i-1)/dble(nz-1)) end do do i=1,nx do j=1,ny do k=1,nz fdata(i,j,k)=f(xdata(i),ydata(j),zdata(k)) end do end do end do call random_seed() call random_number(x) call random_number(y) call random_number(z) q=fvn_d_quad_3d_interpol(x,y,z,nx,xdata,ny,ydata,nz,zdata,fdata) tv=f(x,y,z) write(*,*) "x y z",x,y,z write(*,*) "Calculated (real) value :",tv write(*,*) "fvn interpolation :",q write(*,*) "Relative fvn error :",abs((q-tv)/tv) end program \end{verbatim} \subsubsection{Utility procedure} fvn provides a simple utility procedure to locate the interval in which a value is located in an increasingly ordered array. \begin{verbatim} |
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call fvn_*_find_interval(x,i,xdata,n) (*=s,d) |
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\end{verbatim} \begin{itemize} \item x (in) the real value to locate \item i (out) the resulting indice \item xdata(n) (in) increasingly ordered array \item n (in) size of the array \end{itemize} The resulting integer i is as : $xdata(i) <= x < xdata(i+1)$. If $x < xdata(1)$ then $i=0$ is returned. If $x > xdata(n)$ then $i=n$ is returned. Finally if $x=xdata(n)$ then $i=n-1$ is returned. \subsection{Akima spline} fvn provides Akima spline interpolation and evaluation for both single and double precision real. \subsubsection{Interpolation} \begin{verbatim} |
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call fvn_*_akima(n,x,y,br,co) (*=s,d) |
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\end{verbatim} \begin{itemize} \item n (in) is an integer equal to the number of points \item x(n) (in) ,y(n) (in) are the known couples of coordinates \item br (out) on output contains a copy of x \item co(4,n) (out) is a real matrix containing the 4 coefficients of the Akima interpolation spline for a given interval. \end{itemize} \subsubsection{Evaluation} \begin{verbatim} |
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y=fvn_*_spline_eval(x,n,br,co) (*=s,d) |
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\end{verbatim} \begin{itemize} \item x (in) is the point where we want to evaluate \item n (in) is the number of known points and br(n) (in), co(4,n) (in) \\ are the outputs of fvn\_x\_akima(n,x,y,br,co) \end{itemize} \subsubsection{Example} In the following example we will use Akima splines to interpolate a sinus function with 30 points between -10 and 10. We then use the evaluation function to calculate the coordinates of 1000 points between -11 and 11, and write a 3 columns file containing : x, calculated sin(x), interpolation evaluation of sin(x). One can see that the interpolation is very efficient even with only 30 points. Of course as soon as we leave the -10 to 10 interval, the values are extrapolated and thus can lead to very inacurrate values. \begin{verbatim} program akima use fvn implicit none integer :: nbpoints,nppoints,i real(8),dimension(:),allocatable :: x_d,y_d,breakpoints_d real(8),dimension(:,:),allocatable :: coeff_fvn_d real(8) :: xstep_d,xp_d,ty_d,fvn_y_d open(2,file='fvn_akima_double.dat') open(3,file='fvn_akima_breakpoints_double.dat') nbpoints=30 allocate(x_d(nbpoints)) allocate(y_d(nbpoints)) allocate(breakpoints_d(nbpoints)) allocate(coeff_fvn_d(4,nbpoints)) xstep_d=20./dfloat(nbpoints) do i=1,nbpoints x_d(i)=-10.+dfloat(i)*xstep_d y_d(i)=dsin(x_d(i)) write(3,44) (x_d(i),y_d(i)) end do close(3) call fvn_d_akima(nbpoints,x_d,y_d,breakpoints_d,coeff_fvn_d) nppoints=1000 xstep_d=22./dfloat(nppoints) do i=1,nppoints xp_d=-11.+dfloat(i)*xstep_d ty_d=dsin(xp_d) fvn_y_d=fvn_d_spline_eval(xp_d,nbpoints-1,breakpoints_d,coeff_fvn_d) write(2,44) (xp_d,ty_d,fvn_y_d) end do close(2) 44 FORMAT(4(1X,1PE22.14)) end program \end{verbatim} Results are plotted on figure \ref{akima} \begin{figure} \begin{center} \includegraphics[width=0.9\textwidth]{akima.pdf} % akima.pdf: 504x720 pixel, 72dpi, 17.78x25.40 cm, bb=0 0 504 720 \caption{Akima Spline Interpolation} \label{akima} \end{center} \end{figure} \section{Least square polynomial} fvn provide a function to find a least square polynomial of a given degree, for real in single or double precision. It is performed using Lapack subroutine sgelss (dgelss), which solve this problem using singular value decomposition. \begin{verbatim} |
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call fvn_*_lspoly(np,x,y,deg,coeff,status) (*=s,d) |
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\end{verbatim} \begin{itemize} \item np (in) is an integer equal to the number of points \item x(np) (in),y(np) (in) are the known coordinates \item deg (in) is an integer equal to the degree of the desired polynomial, it must be lower than np. \item coeff(deg+1) (out) on output contains the polynomial coefficients \item status (out) is an integer containing 0 if a problem occured. \end{itemize} \subsection*{Example} Here's a simple example : we've got 13 measurement points and we want to find the least square degree 3 polynomial for these points : \begin{verbatim} program lsp use fvn implicit none integer,parameter :: npoints=13,deg=3 integer :: status,i real(kind=8) :: xm(npoints),ym(npoints),xstep,xc,yc real(kind=8) :: coeff(deg+1) xm = (/ -3.8,-2.7,-2.2,-1.9,-1.1,-0.7,0.5,1.7,2.,2.8,3.2,3.8,4. /) ym = (/ -3.1,-2.,-0.9,0.8,1.8,0.4,2.1,1.8,3.2,2.8,3.9,5.2,7.5 /) open(2,file='fvn_lsp_double_mesure.dat') open(3,file='fvn_lsp_double_poly.dat') do i=1,npoints write(2,44) xm(i),ym(i) end do close(2) call fvn_d_lspoly(npoints,xm,ym,deg,coeff,status) xstep=(xm(npoints)-xm(1))/1000. do i=1,1000 xc=xm(1)+(i-1)*xstep yc=poly(xc,coeff) write(3,44) xc,yc end do close(3) 44 FORMAT(4(1X,1PE22.14)) contains function poly(x,coeff) implicit none real(8) :: x real(8) :: coeff(deg+1) real(8) :: poly integer :: i poly=0. do i=1,deg+1 poly=poly+coeff(i)*x**(i-1) end do end function end program \end{verbatim} The results are plotted on figure \ref{lsp} . \begin{figure} \begin{center} \includegraphics[width=0.9\textwidth]{lsp.pdf} \caption{Least Square Polynomial} \label{lsp} \end{center} \end{figure} \section{Zero finding} fvn provide a routine for finding zeros of a complex function using Muller algorithm (only for double complex type). It is based on a version provided on the web by Hans D Mittelmann \url{http://plato.asu.edu/ftp/other\_software/muller.f}. \begin{verbatim} call fvn_z_muller(f,eps,eps1,kn,nguess,n,x,itmax,infer,ier) \end{verbatim} \begin{itemize} \item f (in) is the complex function (kind=8) for which we search zeros \item eps (in) is a real(8) corresponding to the first stopping criterion : let fp(z)=f(z)/p where p = (z-z(1))*(z-z(2))*,,,*(z-z(k-1)) and z(1),...,z(k-1) are previously found roots. if ((cdabs(f(z)).le.eps) .and. (cdabs(fp(z)).le.eps)), then z is accepted as a root. \item eps1 (in) is a real(8) corresponding to the second stopping criterion : a root is accepted if two successive approximations to a given root agree within eps1. Note that if either or both of the stopping criteria are fulfilled, the root is accepted. \item kn (in) is an integer equal to the number of known roots, which must be stored in x(1),...,x(kn), prior to entry in the subroutine. \item nguess (in) is the number of initial guesses provided. These guesses must be stored in x(kn+1),...,x(kn+nguess). nguess must be set equal to zero if no guesses are provided. \item n (in) is an integer equal to the number of new roots to be found. \item x (inout) is a complex(8) vector of length kn+n. x(1),...,x(kn) on input must contain any known roots. x(kn+1),..., x(kn+n) on input may, on user option, contain initial guesses for the n new roots which are to be computed. If the user does not provide an initial guess, zero is used. On output, x(kn+1),...,x(kn+n) contain the approximate roots found by the subroutine. \item itmax (in) is an integer equal to the maximum allowable number of iterations per root. \item infer (out) is an integer vector of size kn+n. On output infer(j) contains the number of iterations used in finding the j-th root when convergence was achieved. If convergence was not obtained in itmax iterations, infer(j) will be greater than itmax \item ier (out) is an integer used as an error parameter. ier = 33 indicates failure to converge within itmax iterations for at least one of the (n) new roots. \end{itemize} This subroutine always returns the last approximation for root j in x(j). if the convergence criterion is satisfied, then infer(j) is less than or equal to itmax. if the convergence criterion is not satisified, then infer(j) is set to either itmax+1 or itmax+k, with k greater than 1. infer(j) = itmax+1 indicates that muller did not obtain convergence in the allowed number of iterations. in this case, the user may wish to set itmax to a larger value. infer(j) = itmax+k means that convergence was obtained (on iteration k) for the deflated function fp(z) = f(z)/((z-z(1)...(z-z(j-1))) but failed for f(z). in this case, better initial guesses might help or, it might be necessary to relax the convergence criterion. \subsection*{Example} Example to find the ten roots of $x^{10}-1$ \begin{verbatim} program muller use fvn implicit none integer :: i,info complex(8),dimension(10) :: roots integer,dimension(10) :: infer complex(8), external :: f call fvn_z_muller(f,1.d-12,1.d-10,0,0,10,roots,200,infer,info) write(*,*) "Error code :",info do i=1,10 write(*,*) roots(i),infer(i) enddo end program function f(x) complex(8) :: x,f f=x**10-1 end function \end{verbatim} \section{Trigonometry} \subsection{Complex Sine Arc} ( only complex(kind=8) version ) \begin{verbatim} y=fvn_z_asin(z) \end{verbatim} This function return the complex arc sine of z. It is adapted from he c gsl library \url{http://www.gnu.org/software/gsl/}. \subsection{Complex Cosine Arc} ( only complex(kind=8) version ) \begin{verbatim} y=fvn_z_acos(z) \end{verbatim} This function return the complex arc cosine of z. It is adapted from he c gsl library \url{http://www.gnu.org/software/gsl/}. \subsection{Real Sine Hyperbolic Arc} ( only real(kind=8) version ) \begin{verbatim} y=fvn_d_asinh(x) \end{verbatim} This function return the arc hyperbolic sine of x. \subsection{Real Cosine Hyperbolic Arc} ( only real(kind=8) version ) \begin{verbatim} y=fvn_d_acosh(x) \end{verbatim} This function return the arc hyperbolic cosine of x. In the current implementation error handling is ugly... it will stop program execution if argument is lesser than one. \section{Numerical integration} Using an integrated slightly modified version of quadpack \url{http://www.netlib.org/quadpack}, fvn provide adaptative numerical integration (Gauss Kronrod) of real functions of 1 and 2 variables. fvn also provide a function to calculate Gauss-Legendre abscissas and weight, and a simple non adaptative integration subroutine. All routines exists only in fvn for double precision real. \subsection{Gauss Legendre Abscissas and Weigth} This subroutine was inspired by Numerical Recipes routine gauleg. \begin{verbatim} call fvn_d_gauss_legendre(n,qx,qw) \end{verbatim} \begin{itemize} \item n (in) is an integer equal to the number of Gauss Legendre points \item qx (out) is a real(8) vector of length n containing the abscissas. \item qw (out) is a real(8) vector of length n containing the weigths. \end{itemize} This subroutine computes n Gauss-Legendre abscissas and weigths \subsection{Gauss Legendre Numerical Integration} \begin{verbatim} call fvn_d_gl_integ(f,a,b,n,res) \end{verbatim} \begin{itemize} \item f (in) is a real(8) function to integrate \item a (in) and b (in) are real(8) respectively lower and higher bound of integration \item n (in) is an integer equal to the number of Gauss Legendre points to use \item res (out) is a real(8) containing the result \end{itemize} This function is a simple Gauss Legendre integration subroutine, which evaluate the integral of function f as in equation \ref{intsple} using n Gauss-Legendre pairs. \subsection{Gauss Kronrod Adaptative Integration} This kind of numerical integration is an iterative procedure which try to achieve a given precision. \subsubsection{Numerical integration of a one variable function} \begin{verbatim} call fvn_d_integ_1_gk(f,a,b,epsabs,epsrel,key,res,abserr,ier,limit) \end{verbatim} This routine evaluate the integral of function f as in equation \ref{intsple} \begin{itemize} \item f (in) is an external real(8) function of one variable \item a (in) and b (in) are real(8) respectively lower an higher bound of integration \item epsabs (in) and epsrel (in) are real(8) respectively desired absolute and relative error \item key (in) is an integer between 1 and 6 correspondind to the Gauss-Kronrod rule to use : \begin{itemize} \item 1 : 7 - 15 points \item 2 : 10 - 21 points \item 3 : 15 - 31 points \item 4 : 20 - 41 points \item 5 : 25 - 51 points \item 6 : 30 - 61 points \end{itemize} \item res (out) is a real(8) containing the estimation of the integration. \item abserr (out) is a real(8) equal to the estimated absolute error \item ier (out) is an integer used as an error flag \begin{itemize} \item 0 : no error \item 1 : maximum number of subdivisions allowed has been achieved. one can allow more subdivisions by increasing the value of limit (and taking the according dimension adjustments into account). however, if this yield no improvement it is advised to analyze the integrand in order to determine the integration difficulaties. If the position of a local difficulty can be determined (i.e.singularity, discontinuity within the interval) one will probably gain from splitting up the interval at this point and calling the integrator on the subranges. If possible, an appropriate special-purpose integrator should be used which is designed for handling the type of difficulty involved. \item 2 : the occurrence of roundoff error is detected, which prevents the requested tolerance from being achieved. \item 3 : extremely bad integrand behaviour occurs at some points of the integration interval. \item 6 : the input is invalid, because (epsabs.le.0 and epsrel.lt.max(50*rel.mach.acc.,0.5d-28)) or limit.lt.1 or lenw.lt.limit*4. result, abserr, neval, last are set to zero. Except when lenw is invalid, iwork(1), work(limit*2+1) and work(limit*3+1) are set to zero, work(1) is set to a and work(limit+1) to b. \end{itemize} \item limit (in) is an integer equal to maximum number of subintervals in the partition of the given integration interval (a,b). A value of 500 will usually give good results. \end{itemize} \begin{equation} \int_a^b f(x)~dx \label{intsple} \end{equation} \subsubsection{Numerical integration of a two variable function} \begin{verbatim} call fvn_d_integ_2_gk(f,a,b,g,h,epsabs,epsrel,key,res,abserr,ier,limit) \end{verbatim} This function evaluate the integral of a function f(x,y) as defined in equation \ref{intdble}. The parameters of same name as in the previous paragraph have exactly the same function and behaviour thus only what differs is decribed here \begin{itemize} \item a (in) and b (in) are real(8) corresponding respectively to lower and higher bound of integration for the x variable. \item g(x) (in) and h(x) (in) are external functions describing the lower and higher bound of integration for the y variable as a function of x. \end{itemize} \begin{equation} \int_a^b \int_{g(x)}^{h(x)} f(x,y)~dy~dx \label{intdble} \end{equation} \subsubsection*{Example} \begin{verbatim} program integ use fvn implicit none real(8), external :: f1,f2,g,h real(8) :: a,b,epsabs,epsrel,abserr,res integer :: key,ier a=0. b=1. epsabs=1d-8 epsrel=1d-8 key=2 call fvn_d_integ_1_gk(f1,a,b,epsabs,epsrel,key,res,abserr,ier,500) write(*,*) "Integration of x*x between 0 and 1 : " write(*,*) res call fvn_d_integ_2_gk(f2,a,b,g,h,epsabs,epsrel,key,res,abserr,ier,500) write(*,*) "Integration of x*y between 0 and 1 on both x and y : " write(*,*) res end program function f1(x) implicit none real(8) :: x,f1 f1=x*x end function function f2(x,y) implicit none real(8) :: x,y,f2 f2=x*y end function function g(x) implicit none real(8) :: x,g g=0. end function function h(x) implicit none real(8) :: x,h h=1. end function \end{verbatim} |
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\section{Special functions} \subsection{Gamma} Only double precision real \begin{verbatim} g=fvn_d_lngamma(x) \end{verbatim} \begin{itemize} \item x (in) is a real(kind=8) \end{itemize} |
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This function return the natural logarithm of gamma(x) : $ln(\Gamma(x))$ |
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\subsection{factorial} Only double precision real \begin{verbatim} f=fvn_d_factorial(n) \end{verbatim} \begin{itemize} \item n (in) is an integer \end{itemize} This function return $n!$ as a real(kind=8). Note that real value is calculated for n lower or equal 32. For higher n, the factorial is evaluated using gamma function. \subsection{Chebyshev series evaluation} Single and double precision real. \begin{verbatim} |
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s=fvn_*_csevl(x,a,n) (*=s,d) |
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\end{verbatim} \begin{itemize} \item x is a real \item a(n) is a real length n array \item n is an integer \end{itemize} |
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This function evaluates a Chebyshev series at point x. The coefficients are stored in the array a. The value x must lie in the interval [-1,1] (however no test is performed). |
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\end{document} |