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piscal/dataassim/math/algebra/d_svdfit.f
2022-09-12 16:40:28 +00:00

40 lines
1.1 KiB
FortranFixed

SUBROUTINE svdfit(x,y,sig,ndata,a,ma,u,v,w,mp,np,chisq,funcs)
INTEGER ma,mp,ndata,np,NMAX,MMAX
double precision chisq,a(ma),sig(ndata),u(mp,np),v(np,np),w(np),
*x(ndata),y(ndata),TOL
c mp>=ndata, np>=ma. ma is the number of coefficients
EXTERNAL funcs
PARAMETER (NMAX=1000,MMAX=50,TOL=1.0d-10)
CU USES svbksb,svdcmp
INTEGER i,j
double precision sumup,thresh,tmp,wmax,afunc(MMAX),b(NMAX)
do 12 i=1,ndata
call funcs(x(i),afunc,ma,i)
tmp=1.0d0/sig(i)
do 11 j=1,ma
u(i,j)=afunc(j)*tmp
11 continue
b(i)=y(i)*tmp
12 continue
call svdcmp(u,ndata,ma,mp,np,w,v)
wmax=0.0d0
do 13 j=1,ma
if(w(j).gt.wmax)wmax=w(j)
13 continue
thresh=TOL*wmax
do 14 j=1,ma
if(w(j).lt.thresh)w(j)=0.0d0
14 continue
call svbksb(u,w,v,ndata,ma,mp,np,b,a)
chisq=0.0d0
do 16 i=1,ndata
call funcs(x(i),afunc,ma,i)
sumup=0.0d0
do 15 j=1,ma
sumup=sumup+a(j)*afunc(j)
15 continue
chisq=chisq+((y(i)-sumup)/sig(i))**2
16 continue
return
END