! program main ! implicit none ! integer nsamp,mdim,mpc ! double precision sample(100,100),princomp(100,100), ! &transdata(100,100),x(100),eigenvector(100,100),eigenvalue(100) ! integer i,j,k ! open(unit=1,file='Table8.3.txt') ! read(1,*) ! nsamp=0 !10 read(1,*,end=100)i,(x(j),j=1,6) ! if(i.le.1)goto 10 ! nsamp=nsamp+1 ! do j=1,6 ! sample(nsamp,j)=x(j) ! enddo ! goto 10 !100 close(1) ! mdim=6 ! mpc=2 ! call princompana(nsamp,mdim,sample(1:nsamp,1:mdim),mpc, ! &princomp(1:nsamp,1:mpc),transdata(1:nsamp,1:mdim), ! &eigenvector(1:mdim,1:mdim),eigenvalue) ! do i=1,mpc ! do j=1,nsamp ! write(*,*)j,princomp(j,i) ! enddo ! enddo ! do i=1,mdim ! do j=1,nsamp ! write(*,*)j,transdata(j,i) ! enddo ! enddo ! end subroutine princompana(nsamp,mdim,sample,mpc,princomp,transdata, &eigenvector,eigenvalue) implicit none !-----------Inputs---------------------------------------- !mpc is the number of principal components to keep integer nsamp,mdim,mpc double precision sample(nsamp,mdim) !-----------Outputs--------------------------------------- !princomp is the projection of a sample on the principal axes !transdata is the data of the orginal sample filtered with mpc principal components double precision eigenvalue(mdim),eigenvector(mdim,mdim), &sampmean(mdim),princomp(nsamp,mpc),transdata(nsamp,mdim), &sampadj(nsamp,mdim) !--------------------------------------------------------- integer i,j,k call geteigen(nsamp,mdim,sample(1:nsamp,1:mdim),eigenvalue, &eigenvector(1:mdim,1:mdim),sampmean,sampadj(1:nsamp,1:mdim)) do i=1,mpc do j=1,nsamp princomp(j,i)=0.0d0 do k=1,mdim princomp(j,i)=princomp(j,i)+eigenvector(k,i)*sampadj(j,k) enddo enddo enddo do j=1,mdim do i=1,nsamp transdata(i,j)=sampmean(j) do k=1,mpc transdata(i,j)=transdata(i,j)+eigenvector(j,k)*princomp(i,k) enddo enddo enddo return end subroutine geteigen(nsamp,mdim,sample,eigenvalue,eigenvector, &sampmean,sampadj) integer nsamp,mdim double precision sample(nsamp,mdim),eigenvalue(mdim), &eigenvector(mdim,mdim),sampmean(mdim),sampadj(nsamp,mdim) !Each column is an eigenvector. The first column corresponds to the largest eigenvalue and the last column corresponds !to the smallest eigenvalue call covariancematrix(nsamp,mdim,sample(1:nsamp,1:mdim), &eigenvector(1:mdim,1:mdim),sampmean,sampadj(1:nsamp,1:mdim)) call eigen_sym_up(mdim,eigenvector(1:mdim,1:mdim),eigenvalue) return end subroutine covariancematrix(nsamp,mdim,sample,covarmatrix, &sampmean,sampadj) implicit none !covarmatrix is an upper trangle integer nsamp,mdim double precision sample(nsamp,mdim),covarmatrix(mdim,mdim), &sampmean(mdim),sampadj(nsamp,mdim) integer i,j,k do j=1,mdim sampmean(j)=0.0d0 do i=1,nsamp sampmean(j)=sampmean(j)+sample(i,j) enddo sampmean(j)=sampmean(j)/dble(nsamp) do i=1,nsamp sampadj(i,j)=sample(i,j)-sampmean(j) enddo enddo do i=1,mdim do j=i,mdim covarmatrix(i,j)=0.0d0 do k=1,nsamp covarmatrix(i,j)=covarmatrix(i,j)+sampadj(k,i)*sampadj(k,j) enddo covarmatrix(i,j)=covarmatrix(i,j)/dble(nsamp-1) enddo enddo return end