302 lines
9.4 KiB
FortranFixed
302 lines
9.4 KiB
FortranFixed
PROGRAM SAMPLE
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USE ODRPACK95
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USE REAL_PRECISION
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C ODRPACK95 Argument Definitions
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C ==> FCN Name of the user supplied function subroutine
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C ==> N Number of observations
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C ==> M Columns of data in the explanatory variable
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C ==> NP Number of parameters
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C ==> NQ Number of responses per observation
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C <==> BETA Function parameters
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C ==> Y Response variable
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C ==> X Explanatory variable
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C ==> WE "Epsilon" weights
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C ==> WD "Delta" weights
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C ==> IFIXB Indicators for "fixing" parameters (BETA)
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C ==> IFIXX Indicators for "fixing" explanatory variable (X)
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C ==> JOB Task to be performed
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C ==> NDIGIT Good digits in subroutine fcn results
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C ==> TAUFAC Trust region initialization factor
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C ==> SSTOL Sum of squares convergence criterion
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C ==> PARTOL Parameter convergence criterion
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C ==> MAXIT Maximum number of iterations
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C ==> IPRINT Print control
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C ==> LUNERR Logical unit for error reports
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C ==> LUNRPT Logical unit for computation reports
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C ==> STPB Step sizes for finite difference derivatives wrt BETA
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C ==> STPD Step sizes for finite difference derivatives wrt DELTA
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C ==> SCLB Scale values for parameters BETA
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C ==> SCLD Scale values for errors DELTA in explanatory variable
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C <==> WORK REAL (KIND=R8) work vector
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C <== IWORK Integer work vector
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C <== INFO Stopping condition
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C Parameters specifying maximum problem sizes handled by this driver
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C MAXN Maximum number of observations
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C MAXM Maximum number of columns in explanatory variable
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C MAXNP Maximum number of function parameters
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C MAXNQ Maximum number of responses per observation
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C Parameter declarations and specifications
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INTEGER LDIFX,LDSCLD,LDSTPD,LDWD,LDWE,LDX,LDY,LD2WD,LD2WE,
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& LIWORK,LWORK,MAXM,MAXN,MAXNP,MAXNQ
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PARAMETER (MAXM=5,MAXN=100,MAXNP=25,MAXNQ=5,
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& LDY=MAXN,LDX=MAXN,
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& LDWE=MAXN,LD2WE=MAXNQ,LDWD=MAXN,LD2WD=1,
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& LDIFX=MAXN,LDSCLD=1,LDSTPD=1,
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& LWORK=18 + 11*MAXNP + MAXNP**2 + MAXM + MAXM**2 +
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& 4*MAXN*MAXNQ + 6*MAXN*MAXM + 2*MAXN*MAXNQ*MAXNP +
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& 2*MAXN*MAXNQ*MAXM + MAXNQ**2 +
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& 5*MAXNQ + MAXNQ*(MAXNP+MAXM) + LDWE*LD2WE*MAXNQ,
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& LIWORK=20+MAXNP+MAXNQ*(MAXNP+MAXM))
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C Variable declarations
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INTEGER I,INFO,IPRINT,J,JOB,L,LUNERR,LUNRPT,M,MAXIT,N,
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& NDIGIT,NP,NQ
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INTEGER IFIXB(MAXNP),IFIXX(LDIFX,MAXM),IWORK(:)
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REAL (KIND=R8) PARTOL,SSTOL,TAUFAC
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REAL (KIND=R8) BETA(MAXNP),DELTA(:,:),
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& SCLB(MAXNP),SCLD(LDSCLD,MAXM),
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& STPB(MAXNP),STPD(LDSTPD,MAXM),
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& WD(LDWD,LD2WD,MAXM),WE(LDWE,LD2WE,MAXNQ),
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& WORK(:),X(LDX,MAXM),Y(LDY,MAXNQ)
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EXTERNAL FCN
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POINTER DELTA,IWORK,WORK
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C Specify default values for DODRC arguments
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WE(1,1,1) = -1.0E0_R8
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WD(1,1,1) = -1.0E0_R8
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IFIXB(1) = -1
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IFIXX(1,1) = -1
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JOB = -1
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NDIGIT = -1
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TAUFAC = -1.0E0_R8
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SSTOL = -1.0E0_R8
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PARTOL = -1.0E0_R8
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MAXIT = -1
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IPRINT = -1
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LUNERR = -1
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LUNRPT = -1
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STPB(1) = -1.0E0_R8
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STPD(1,1) = -1.0E0_R8
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SCLB(1) = -1.0E0_R8
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SCLD(1,1) = -1.0E0_R8
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C Set up ODRPACK95 report files
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LUNERR = 9
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LUNRPT = 9
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OPEN (UNIT=9,FILE='REPORT3')
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C Read problem data
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OPEN (UNIT=5,FILE='DATA3')
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READ (5,FMT=*) N,M,NP,NQ
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READ (5,FMT=*) (BETA(I),I=1,NP)
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DO 10 I=1,N
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READ (5,FMT=*) (X(I,J),J=1,M),(Y(I,L),L=1,NQ)
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10 CONTINUE
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C Allocate work arrays
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ALLOCATE(DELTA(N,M),IWORK(LIWORK),WORK(LWORK))
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C Specify task as explicit orthogonal distance regression
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C With central difference derivatives
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C Covariance matrix constructed with recomputed derivatives
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C DELTA initialized by user
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C Not a restart
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C And indicate long initial report
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C No iteration reports
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C Long final report
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JOB = 01010
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IPRINT = 2002
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C Initialize DELTA, and specify first decade of frequencies as fixed
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DO 20 I=1,N
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IF (X(I,1).LT.100.0E0_R8) THEN
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DELTA(I,1) = 0.0E0_R8
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IFIXX(I,1) = 0
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ELSE IF (X(I,1).LE.150.0E0_R8) THEN
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DELTA(I,1) = 0.0E0_R8
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IFIXX(I,1) = 1
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ELSE IF (X(I,1).LE.1000.0E0_R8) THEN
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DELTA(I,1) = 25.0E0_R8
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IFIXX(I,1) = 1
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ELSE IF (X(I,1).LE.10000.0E0_R8) THEN
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DELTA(I,1) = 560.0E0_R8
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IFIXX(I,1) = 1
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ELSE IF (X(I,1).LE.100000.0E0_R8) THEN
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DELTA(I,1) = 9500.0E0_R8
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IFIXX(I,1) = 1
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ELSE
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DELTA(I,1) = 144000.0E0_R8
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IFIXX(I,1) = 1
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END IF
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20 CONTINUE
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C Set weights
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DO 30 I=1,N
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IF (X(I,1).EQ.100.0E0_R8 .OR. X(I,1).EQ.150.0E0_R8) THEN
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WE(I,1,1) = 0.0E0_R8
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WE(I,1,2) = 0.0E0_R8
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WE(I,2,1) = 0.0E0_R8
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WE(I,2,2) = 0.0E0_R8
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ELSE
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WE(I,1,1) = 559.6E0_R8
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WE(I,1,2) = -1634.0E0_R8
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WE(I,2,1) = -1634.0E0_R8
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WE(I,2,2) = 8397.0E0_R8
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END IF
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WD(I,1,1) = (1.0E-4_R8)/(X(I,1)**2)
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30 CONTINUE
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C Compute solution
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CALL ODR(FCN=FCN,
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& N=N,M=M,NP=NP,NQ=NQ,
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& BETA=BETA,
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& Y=Y,X=X,
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& DELTA=DELTA,
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& WE=WE,WD=WD,
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& IFIXB=IFIXB,IFIXX=IFIXX,
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& JOB=JOB,NDIGIT=NDIGIT,TAUFAC=TAUFAC,
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& SSTOL=SSTOL,PARTOL=PARTOL,MAXIT=MAXIT,
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& IPRINT=IPRINT,LUNERR=LUNERR,LUNRPT=LUNRPT,
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& STPB=STPB,STPD=STPD,
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& SCLB=SCLB,SCLD=SCLD,
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& WORK=WORK,IWORK=IWORK,
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& INFO=INFO)
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END
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SUBROUTINE FCN(N,M,NP,NQ,
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& LDN,LDM,LDNP,
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& BETA,XPLUSD,
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& IFIXB,IFIXX,LDIFX,
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& IDEVAL,F,FJACB,FJACD,
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& ISTOP)
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C Subroutine arguments
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C ==> N Number of observations
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C ==> M Number of columns in explanatory variable
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C ==> NP Number of parameters
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C ==> NQ Number of responses per observation
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C ==> LDN Leading dimension declarator equal or exceeding N
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C ==> LDM Leading dimension declarator equal or exceeding M
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C ==> LDNP Leading dimension declarator equal or exceeding NP
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C ==> BETA Current values of parameters
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C ==> XPLUSD Current value of explanatory variable, i.e., X + DELTA
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C ==> IFIXB Indicators for "fixing" parameters (BETA)
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C ==> IFIXX Indicators for "fixing" explanatory variable (X)
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C ==> LDIFX Leading dimension of array IFIXX
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C ==> IDEVAL Indicator for selecting computation to be performed
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C <== F Predicted function values
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C <== FJACB Jacobian with respect to BETA
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C <== FJACD Jacobian with respect to errors DELTA
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C <== ISTOP Stopping condition, where
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C 0 Means current BETA and X+DELTA were
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C acceptable and values were computed successfully
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C 1 Means current BETA and X+DELTA are
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C not acceptable; ODRPACK95 should select values
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C closer to most recently used values if possible
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C -1 Means current BETA and X+DELTA are
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C not acceptable; ODRPACK95 should stop
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C Used modules
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USE REAL_PRECISION
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C Input arguments, not to be changed by this routine:
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INTEGER I,IDEVAL,ISTOP,LDIFX,LDM,LDN,LDNP,M,N,NP,NQ
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REAL (KIND=R8) BETA(NP),XPLUSD(LDN,M)
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INTEGER IFIXB(NP),IFIXX(LDIFX,M)
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C Output arguments:
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REAL (KIND=R8) F(LDN,NQ),FJACB(LDN,LDNP,NQ),FJACD(LDN,LDM,NQ)
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C Local variables
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REAL (KIND=R8) FREQ,PI,OMEGA,CTHETA,STHETA,THETA,PHI,R
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INTRINSIC ATAN2,EXP,SQRT
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C Do something with FJACD, FJACB, IFIXB and IFIXX to avoid warnings that they
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C are not being used. This is simply not to worry users that the example
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C program is failing.
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IF (IFIXB(1) .GT. 0 .AND. IFIXX(1,1) .GT. 0
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& .AND. FJACB(1,1,1) .GT. 0 .AND. FJACD(1,1,1) .GT. 0 ) THEN
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C Do nothing.
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END IF
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C Check for unacceptable values for this problem
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DO 10 I=1,N
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IF (XPLUSD(I,1).LT.0.0E0_R8) THEN
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ISTOP = 1
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RETURN
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END IF
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10 CONTINUE
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ISTOP = 0
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PI = 3.141592653589793238462643383279E0_R8
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THETA = PI*BETA(4)*0.5E0_R8
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CTHETA = COS(THETA)
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STHETA = SIN(THETA)
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C Compute predicted values
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IF (MOD(IDEVAL,10).GE.1) THEN
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DO 100 I = 1,N
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FREQ = XPLUSD(I,1)
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OMEGA = (2.0E0_R8*PI*FREQ*EXP(-BETA(3)))**BETA(4)
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PHI = ATAN2((OMEGA*STHETA),(1+OMEGA*CTHETA))
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R = (BETA(1)-BETA(2)) *
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& SQRT((1+OMEGA*CTHETA)**2+
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& (OMEGA*STHETA)**2)**(-BETA(5))
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F(I,1) = BETA(2) + R*COS(BETA(5)*PHI)
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F(I,2) = R*SIN(BETA(5)*PHI)
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100 CONTINUE
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END IF
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RETURN
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END
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