| 1 | MODULE MODCUBGCV |
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| 2 | CONTAINS |
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| 3 | C ALGORITHM 642 COLLECTED ALGORITHMS FROM ACM. |
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| 4 | C ALGORITHM APPEARED IN ACM-TRANS. MATH. SOFTWARE, VOL.12, NO. 2, |
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| 5 | C JUN., 1986, P. 150. |
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| 6 | C SUBROUTINE NAME - CUBGCV |
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| 7 | C |
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| 8 | C-------------------------------------------------------------------------- |
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| 9 | C |
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| 10 | C COMPUTER - VAX/DOUBLE |
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| 11 | C |
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| 12 | C AUTHOR - M.F.HUTCHINSON |
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| 13 | C CSIRO DIVISION OF MATHEMATICS AND STATISTICS |
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| 14 | C P.O. BOX 1965 |
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| 15 | C CANBERRA, ACT 2601 |
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| 16 | C AUSTRALIA |
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| 17 | C |
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| 18 | C LATEST REVISION - 15 AUGUST 1985 |
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| 19 | C |
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| 20 | C PURPOSE - CUBIC SPLINE DATA SMOOTHER |
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| 21 | C |
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| 22 | C USAGE - CALL CUBGCV (X,F,DF,N,Y,C,IC,VAR,JOB,SE,WK,IER) |
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| 23 | C |
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| 24 | C ARGUMENTS X - VECTOR OF LENGTH N CONTAINING THE |
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| 25 | C ABSCISSAE OF THE N DATA POINTS |
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| 26 | C (X(I),F(I)) I=1..N. (INPUT) X |
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| 27 | C MUST BE ORDERED SO THAT |
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| 28 | C X(I) .LT. X(I+1). |
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| 29 | C F - VECTOR OF LENGTH N CONTAINING THE |
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| 30 | C ORDINATES (OR FUNCTION VALUES) |
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| 31 | C OF THE N DATA POINTS (INPUT). |
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| 32 | C DF - VECTOR OF LENGTH N. (INPUT/OUTPUT) |
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| 33 | C DF(I) IS THE RELATIVE STANDARD DEVIATION |
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| 34 | C OF THE ERROR ASSOCIATED WITH DATA POINT I. |
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| 35 | C EACH DF(I) MUST BE POSITIVE. THE VALUES IN |
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| 36 | C DF ARE SCALED BY THE SUBROUTINE SO THAT |
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| 37 | C THEIR MEAN SQUARE VALUE IS 1, AND UNSCALED |
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| 38 | C AGAIN ON NORMAL EXIT. |
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| 39 | C THE MEAN SQUARE VALUE OF THE DF(I) IS RETURNED |
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| 40 | C IN WK(7) ON NORMAL EXIT. |
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| 41 | C IF THE ABSOLUTE STANDARD DEVIATIONS ARE KNOWN, |
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| 42 | C THESE SHOULD BE PROVIDED IN DF AND THE ERROR |
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| 43 | C VARIANCE PARAMETER VAR (SEE BELOW) SHOULD THEN |
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| 44 | C BE SET TO 1. |
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| 45 | C IF THE RELATIVE STANDARD DEVIATIONS ARE UNKNOWN, |
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| 46 | C SET EACH DF(I)=1. |
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| 47 | C N - NUMBER OF DATA POINTS (INPUT). |
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| 48 | C N MUST BE .GE. 3. |
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| 49 | C Y,C - SPLINE COEFFICIENTS. (OUTPUT) Y |
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| 50 | C IS A VECTOR OF LENGTH N. C IS |
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| 51 | C AN N-1 BY 3 MATRIX. THE VALUE |
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| 52 | C OF THE SPLINE APPROXIMATION AT T IS |
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| 53 | C S(T)=((C(I,3)*D+C(I,2))*D+C(I,1))*D+Y(I) |
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| 54 | C WHERE X(I).LE.T.LT.X(I+1) AND |
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| 55 | C D = T-X(I). |
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| 56 | C IC - ROW DIMENSION OF MATRIX C EXACTLY |
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| 57 | C AS SPECIFIED IN THE DIMENSION |
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| 58 | C STATEMENT IN THE CALLING PROGRAM. (INPUT) |
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| 59 | C VAR - ERROR VARIANCE. (INPUT/OUTPUT) |
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| 60 | C IF VAR IS NEGATIVE (I.E. UNKNOWN) THEN |
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| 61 | C THE SMOOTHING PARAMETER IS DETERMINED |
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| 62 | C BY MINIMIZING THE GENERALIZED CROSS VALIDATION |
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| 63 | C AND AN ESTIMATE OF THE ERROR VARIANCE IS |
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| 64 | C RETURNED IN VAR. |
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| 65 | C IF VAR IS NON-NEGATIVE (I.E. KNOWN) THEN THE |
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| 66 | C SMOOTHING PARAMETER IS DETERMINED TO MINIMIZE |
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| 67 | C AN ESTIMATE, WHICH DEPENDS ON VAR, OF THE TRUE |
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| 68 | C MEAN SQUARE ERROR, AND VAR IS UNCHANGED. |
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| 69 | C IN PARTICULAR, IF VAR IS ZERO, THEN AN |
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| 70 | C INTERPOLATING NATURAL CUBIC SPLINE IS CALCULATED. |
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| 71 | C VAR SHOULD BE SET TO 1 IF ABSOLUTE STANDARD |
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| 72 | C DEVIATIONS HAVE BEEN PROVIDED IN DF (SEE ABOVE). |
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| 73 | C JOB - JOB SELECTION PARAMETER. (INPUT) |
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| 74 | C JOB = 0 SHOULD BE SELECTED IF POINT STANDARD ERROR |
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| 75 | C ESTIMATES ARE NOT REQUIRED IN SE. |
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| 76 | C JOB = 1 SHOULD BE SELECTED IF POINT STANDARD ERROR |
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| 77 | C ESTIMATES ARE REQUIRED IN SE. |
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| 78 | C SE - VECTOR OF LENGTH N CONTAINING BAYESIAN STANDARD |
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| 79 | C ERROR ESTIMATES OF THE FITTED SPLINE VALUES IN Y. |
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| 80 | C SE IS NOT REFERENCED IF JOB=0. (OUTPUT) |
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| 81 | C WK - WORK VECTOR OF LENGTH 7*(N + 2). ON NORMAL EXIT THE |
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| 82 | C FIRST 7 VALUES OF WK ARE ASSIGNED AS FOLLOWS:- |
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| 83 | C |
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| 84 | C WK(1) = SMOOTHING PARAMETER (= RHO/(RHO + 1)) |
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| 85 | C WK(2) = ESTIMATE OF THE NUMBER OF DEGREES OF |
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| 86 | C FREEDOM OF THE RESIDUAL SUM OF SQUARES |
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| 87 | C WK(3) = GENERALIZED CROSS VALIDATION |
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| 88 | C WK(4) = MEAN SQUARE RESIDUAL |
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| 89 | C WK(5) = ESTIMATE OF THE TRUE MEAN SQUARE ERROR |
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| 90 | C AT THE DATA POINTS |
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| 91 | C WK(6) = ESTIMATE OF THE ERROR VARIANCE |
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| 92 | C WK(7) = MEAN SQUARE VALUE OF THE DF(I) |
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| 93 | C |
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| 94 | C IF WK(1)=0 (RHO=0) AN INTERPOLATING NATURAL CUBIC |
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| 95 | C SPLINE HAS BEEN CALCULATED. |
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| 96 | C IF WK(1)=1 (RHO=INFINITE) A LEAST SQUARES |
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| 97 | C REGRESSION LINE HAS BEEN CALCULATED. |
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| 98 | C WK(2) IS AN ESTIMATE OF THE NUMBER OF DEGREES OF |
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| 99 | C FREEDOM OF THE RESIDUAL WHICH REDUCES TO THE |
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| 100 | C USUAL VALUE OF N-2 WHEN A LEAST SQUARES REGRESSION |
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| 101 | C LINE IS CALCULATED. |
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| 102 | C WK(3),WK(4),WK(5) ARE CALCULATED WITH THE DF(I) |
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| 103 | C SCALED TO HAVE MEAN SQUARE VALUE 1. THE |
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| 104 | C UNSCALED VALUES OF WK(3),WK(4),WK(5) MAY BE |
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| 105 | C CALCULATED BY DIVIDING BY WK(7). |
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| 106 | C WK(6) COINCIDES WITH THE OUTPUT VALUE OF VAR IF |
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| 107 | C VAR IS NEGATIVE ON INPUT. IT IS CALCULATED WITH |
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| 108 | C THE UNSCALED VALUES OF THE DF(I) TO FACILITATE |
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| 109 | C COMPARISONS WITH A PRIORI VARIANCE ESTIMATES. |
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| 110 | C |
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| 111 | C IER - ERROR PARAMETER. (OUTPUT) |
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| 112 | C TERMINAL ERROR |
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| 113 | C IER = 129, IC IS LESS THAN N-1. |
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| 114 | C IER = 130, N IS LESS THAN 3. |
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| 115 | C IER = 131, INPUT ABSCISSAE ARE NOT |
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| 116 | C ORDERED SO THAT X(I).LT.X(I+1). |
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| 117 | C IER = 132, DF(I) IS NOT POSITIVE FOR SOME I. |
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| 118 | C IER = 133, JOB IS NOT 0 OR 1. |
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| 119 | C |
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| 120 | C PRECISION/HARDWARE - DOUBLE |
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| 121 | C |
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| 122 | C REQUIRED ROUTINES - SPINT1,SPFIT1,SPCOF1,SPERR1 |
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| 123 | C |
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| 124 | C REMARKS THE NUMBER OF ARITHMETIC OPERATIONS REQUIRED BY THE |
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| 125 | C SUBROUTINE IS PROPORTIONAL TO N. THE SUBROUTINE |
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| 126 | C USES AN ALGORITHM DEVELOPED BY M.F. HUTCHINSON AND |
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| 127 | C F.R. DE HOOG, 'SMOOTHING NOISY DATA WITH SPLINE |
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| 128 | C FUNCTIONS', NUMER. MATH. (IN PRESS) |
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| 129 | C |
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| 130 | C----------------------------------------------------------------------- |
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| 131 | C |
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| 132 | SUBROUTINE CUBGCV(X,F,DF,N,Y,C,IC,VAR,JOB,SE,WK,IER) |
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| 133 | . BIND(C, NAME='cubgcv') |
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| 134 | USE ISO_C_BINDING |
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| 135 | C |
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| 136 | C---SPECIFICATIONS FOR ARGUMENTS--- |
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| 137 | INTEGER N,IC,JOB,IER |
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| 138 | DOUBLE PRECISION X(N),F(N),DF(N),Y(N),C(IC,3),SE(N),VAR, |
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| 139 | . WK(0:N+1,7) |
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| 140 | C |
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| 141 | C---SPECIFICATIONS FOR LOCAL VARIABLES--- |
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| 142 | DOUBLE PRECISION DELTA,ERR,GF1,GF2,GF3,GF4,R1,R2,R3,R4,TAU,RATIO, |
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| 143 | . AVH,AVDF,AVAR,ZERO,ONE,STAT(6),P,Q |
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| 144 | C |
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| 145 | DATA RATIO/2.0D0/ |
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| 146 | DATA TAU/1.618033989D0/ |
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| 147 | DATA ZERO,ONE/0.0D0,1.0D0/ |
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| 148 | C |
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| 149 | C---INITIALIZE--- |
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| 150 | IER = 133 |
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| 151 | IF (JOB.LT.0 .OR. JOB.GT.1) GO TO 140 |
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| 152 | CALL SPINT1(X,AVH,F,DF,AVDF,N,Y,C,IC,WK,WK(0,4),IER) |
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| 153 | IF (IER.NE.0) GO TO 140 |
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| 154 | AVAR = VAR |
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| 155 | IF (VAR.GT.ZERO) AVAR = VAR*AVDF*AVDF |
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| 156 | C |
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| 157 | C---CHECK FOR ZERO VARIANCE--- |
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| 158 | IF (VAR.NE.ZERO) GO TO 10 |
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| 159 | R1 = ZERO |
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| 160 | GO TO 90 |
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| 161 | C |
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| 162 | C---FIND LOCAL MINIMUM OF GCV OR THE EXPECTED MEAN SQUARE ERROR--- |
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| 163 | 10 R1 = ONE |
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| 164 | R2 = RATIO*R1 |
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| 165 | CALL SPFIT1(X,AVH,DF,N,R2,P,Q,GF2,AVAR,STAT,Y,C,IC,WK,WK(0,4), |
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| 166 | . WK(0,6),WK(0,7)) |
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| 167 | 20 CALL SPFIT1(X,AVH,DF,N,R1,P,Q,GF1,AVAR,STAT,Y,C,IC,WK,WK(0,4), |
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| 168 | . WK(0,6),WK(0,7)) |
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| 169 | IF (GF1.GT.GF2) GO TO 30 |
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| 170 | C |
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| 171 | C---EXIT IF P ZERO--- |
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| 172 | IF (P.LE.ZERO) GO TO 100 |
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| 173 | R2 = R1 |
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| 174 | GF2 = GF1 |
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| 175 | R1 = R1/RATIO |
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| 176 | GO TO 20 |
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| 177 | |
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| 178 | 30 R3 = RATIO*R2 |
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| 179 | 40 CALL SPFIT1(X,AVH,DF,N,R3,P,Q,GF3,AVAR,STAT,Y,C,IC,WK,WK(0,4), |
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| 180 | . WK(0,6),WK(0,7)) |
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| 181 | IF (GF3.GT.GF2) GO TO 50 |
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| 182 | C |
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| 183 | C---EXIT IF Q ZERO--- |
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| 184 | IF (Q.LE.ZERO) GO TO 100 |
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| 185 | R2 = R3 |
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| 186 | GF2 = GF3 |
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| 187 | R3 = RATIO*R3 |
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| 188 | GO TO 40 |
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| 189 | |
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| 190 | 50 R2 = R3 |
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| 191 | GF2 = GF3 |
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| 192 | DELTA = (R2-R1)/TAU |
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| 193 | R4 = R1 + DELTA |
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| 194 | R3 = R2 - DELTA |
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| 195 | CALL SPFIT1(X,AVH,DF,N,R3,P,Q,GF3,AVAR,STAT,Y,C,IC,WK,WK(0,4), |
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| 196 | . WK(0,6),WK(0,7)) |
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| 197 | CALL SPFIT1(X,AVH,DF,N,R4,P,Q,GF4,AVAR,STAT,Y,C,IC,WK,WK(0,4), |
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| 198 | . WK(0,6),WK(0,7)) |
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| 199 | C |
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| 200 | C---GOLDEN SECTION SEARCH FOR LOCAL MINIMUM--- |
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| 201 | 60 IF (GF3.GT.GF4) GO TO 70 |
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| 202 | R2 = R4 |
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| 203 | GF2 = GF4 |
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| 204 | R4 = R3 |
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| 205 | GF4 = GF3 |
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| 206 | DELTA = DELTA/TAU |
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| 207 | R3 = R2 - DELTA |
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| 208 | CALL SPFIT1(X,AVH,DF,N,R3,P,Q,GF3,AVAR,STAT,Y,C,IC,WK,WK(0,4), |
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| 209 | . WK(0,6),WK(0,7)) |
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| 210 | GO TO 80 |
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| 211 | |
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| 212 | 70 R1 = R3 |
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| 213 | GF1 = GF3 |
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| 214 | R3 = R4 |
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| 215 | GF3 = GF4 |
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| 216 | DELTA = DELTA/TAU |
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| 217 | R4 = R1 + DELTA |
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| 218 | CALL SPFIT1(X,AVH,DF,N,R4,P,Q,GF4,AVAR,STAT,Y,C,IC,WK,WK(0,4), |
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| 219 | . WK(0,6),WK(0,7)) |
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| 220 | 80 ERR = (R2-R1)/ (R1+R2) |
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| 221 | IF (ERR*ERR+ONE.GT.ONE .AND. ERR.GT.1.0D-6) GO TO 60 |
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| 222 | R1 = (R1+R2)*0.5D0 |
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| 223 | C |
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| 224 | C---CALCULATE SPLINE COEFFICIENTS--- |
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| 225 | 90 CALL SPFIT1(X,AVH,DF,N,R1,P,Q,GF1,AVAR,STAT,Y,C,IC,WK,WK(0,4), |
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| 226 | . WK(0,6),WK(0,7)) |
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| 227 | 100 CALL SPCOF1(X,AVH,F,DF,N,P,Q,Y,C,IC,WK(0,6),WK(0,7)) |
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| 228 | C |
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| 229 | C---OPTIONALLY CALCULATE STANDARD ERROR ESTIMATES--- |
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| 230 | IF (VAR.GE.ZERO) GO TO 110 |
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| 231 | AVAR = STAT(6) |
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| 232 | VAR = AVAR/ (AVDF*AVDF) |
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| 233 | 110 IF (JOB.EQ.1) CALL SPERR1(X,AVH,DF,N,WK,P,AVAR,SE) |
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| 234 | C |
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| 235 | C---UNSCALE DF--- |
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| 236 | DO 120 I = 1,N |
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| 237 | DF(I) = DF(I)*AVDF |
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| 238 | 120 CONTINUE |
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| 239 | C |
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| 240 | C--PUT STATISTICS IN WK--- |
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| 241 | DO 130 I = 0,5 |
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| 242 | WK(I,1) = STAT(I+1) |
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| 243 | 130 CONTINUE |
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| 244 | WK(5,1) = STAT(6)/ (AVDF*AVDF) |
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| 245 | WK(6,1) = AVDF*AVDF |
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| 246 | GO TO 150 |
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| 247 | C |
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| 248 | C---CHECK FOR ERROR CONDITION--- |
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| 249 | 140 CONTINUE |
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| 250 | C IF (IER.NE.0) CONTINUE |
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| 251 | 150 RETURN |
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| 252 | END |
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| 253 | C ******************************************************* |
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| 254 | SUBROUTINE SPINT1(X,AVH,Y,DY,AVDY,N,A,C,IC,R,T,IER) |
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| 255 | C |
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| 256 | C INITIALIZES THE ARRAYS C, R AND T FOR ONE DIMENSIONAL CUBIC |
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| 257 | C SMOOTHING SPLINE FITTING BY SUBROUTINE SPFIT1. THE VALUES |
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| 258 | C DF(I) ARE SCALED SO THAT THE SUM OF THEIR SQUARES IS N |
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| 259 | C AND THE AVERAGE OF THE DIFFERENCES X(I+1) - X(I) IS CALCULATED |
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| 260 | C IN AVH IN ORDER TO AVOID UNDERFLOW AND OVERFLOW PROBLEMS IN |
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| 261 | C SPFIT1. |
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| 262 | C |
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| 263 | C SUBROUTINE SETS IER IF ELEMENTS OF X ARE NON-INCREASING, |
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| 264 | C IF N IS LESS THAN 3, IF IC IS LESS THAN N-1 OR IF DY(I) IS |
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| 265 | C NOT POSITIVE FOR SOME I. |
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| 266 | C |
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| 267 | C---SPECIFICATIONS FOR ARGUMENTS--- |
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| 268 | INTEGER N,IC,IER |
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| 269 | DOUBLE PRECISION X(N),Y(N),DY(N),A(N),C(IC,3),R(0:N+1,3), |
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| 270 | . T(0:N+1,2),AVH,AVDY |
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| 271 | C |
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| 272 | C---SPECIFICATIONS FOR LOCAL VARIABLES--- |
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| 273 | INTEGER I |
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| 274 | DOUBLE PRECISION E,F,G,H,ZERO |
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| 275 | DATA ZERO/0.0D0/ |
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| 276 | C |
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| 277 | C---INITIALIZATION AND INPUT CHECKING--- |
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| 278 | IER = 0 |
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| 279 | IF (N.LT.3) GO TO 60 |
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| 280 | IF (IC.LT.N-1) GO TO 70 |
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| 281 | C |
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| 282 | C---GET AVERAGE X SPACING IN AVH--- |
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| 283 | G = ZERO |
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| 284 | DO 10 I = 1,N - 1 |
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| 285 | H = X(I+1) - X(I) |
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| 286 | IF (H.LE.ZERO) GO TO 80 |
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| 287 | G = G + H |
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| 288 | 10 CONTINUE |
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| 289 | AVH = G/ (N-1) |
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| 290 | C |
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| 291 | C---SCALE RELATIVE WEIGHTS--- |
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| 292 | G = ZERO |
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| 293 | DO 20 I = 1,N |
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| 294 | IF (DY(I).LE.ZERO) GO TO 90 |
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| 295 | G = G + DY(I)*DY(I) |
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| 296 | 20 CONTINUE |
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| 297 | AVDY = DSQRT(G/N) |
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| 298 | C |
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| 299 | DO 30 I = 1,N |
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| 300 | DY(I) = DY(I)/AVDY |
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| 301 | 30 CONTINUE |
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| 302 | C |
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| 303 | C---INITIALIZE H,F--- |
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| 304 | H = (X(2)-X(1))/AVH |
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| 305 | F = (Y(2)-Y(1))/H |
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| 306 | C |
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| 307 | C---CALCULATE A,T,R--- |
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| 308 | DO 40 I = 2,N - 1 |
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| 309 | G = H |
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| 310 | H = (X(I+1)-X(I))/AVH |
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| 311 | E = F |
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| 312 | F = (Y(I+1)-Y(I))/H |
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| 313 | A(I) = F - E |
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| 314 | T(I,1) = 2.0D0* (G+H)/3.0D0 |
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| 315 | T(I,2) = H/3.0D0 |
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| 316 | R(I,3) = DY(I-1)/G |
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| 317 | R(I,1) = DY(I+1)/H |
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| 318 | R(I,2) = -DY(I)/G - DY(I)/H |
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| 319 | 40 CONTINUE |
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| 320 | C |
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| 321 | C---CALCULATE C = R'*R--- |
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| 322 | R(N,2) = ZERO |
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| 323 | R(N,3) = ZERO |
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| 324 | R(N+1,3) = ZERO |
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| 325 | DO 50 I = 2,N - 1 |
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| 326 | C(I,1) = R(I,1)*R(I,1) + R(I,2)*R(I,2) + R(I,3)*R(I,3) |
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| 327 | C(I,2) = R(I,1)*R(I+1,2) + R(I,2)*R(I+1,3) |
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| 328 | C(I,3) = R(I,1)*R(I+2,3) |
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| 329 | 50 CONTINUE |
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| 330 | RETURN |
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| 331 | C |
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| 332 | C---ERROR CONDITIONS--- |
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| 333 | 60 IER = 130 |
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| 334 | RETURN |
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| 335 | |
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| 336 | 70 IER = 129 |
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| 337 | RETURN |
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| 338 | |
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| 339 | 80 IER = 131 |
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| 340 | RETURN |
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| 341 | |
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| 342 | 90 IER = 132 |
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| 343 | RETURN |
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| 344 | END |
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| 345 | SUBROUTINE SPFIT1(X,AVH,DY,N,RHO,P,Q,FUN,VAR,STAT,A,C,IC,R,T,U,V) |
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| 346 | C |
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| 347 | C FITS A CUBIC SMOOTHING SPLINE TO DATA WITH RELATIVE |
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| 348 | C WEIGHTING DY FOR A GIVEN VALUE OF THE SMOOTHING PARAMETER |
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| 349 | C RHO USING AN ALGORITHM BASED ON THAT OF C.H. REINSCH (1967), |
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| 350 | C NUMER. MATH. 10, 177-183. |
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| 351 | C |
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| 352 | C THE TRACE OF THE INFLUENCE MATRIX IS CALCULATED USING AN |
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| 353 | C ALGORITHM DEVELOPED BY M.F.HUTCHINSON AND F.R.DE HOOG (NUMER. |
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| 354 | C MATH., IN PRESS), ENABLING THE GENERALIZED CROSS VALIDATION |
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| 355 | C AND RELATED STATISTICS TO BE CALCULATED IN ORDER N OPERATIONS. |
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| 356 | C |
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| 357 | C THE ARRAYS A, C, R AND T ARE ASSUMED TO HAVE BEEN INITIALIZED |
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| 358 | C BY THE SUBROUTINE SPINT1. OVERFLOW AND UNDERFLOW PROBLEMS ARE |
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| 359 | C AVOIDED BY USING P=RHO/(1 + RHO) AND Q=1/(1 + RHO) INSTEAD OF |
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| 360 | C RHO AND BY SCALING THE DIFFERENCES X(I+1) - X(I) BY AVH. |
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| 361 | C |
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| 362 | C THE VALUES IN DF ARE ASSUMED TO HAVE BEEN SCALED SO THAT THE |
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| 363 | C SUM OF THEIR SQUARED VALUES IS N. THE VALUE IN VAR, WHEN IT IS |
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| 364 | C NON-NEGATIVE, IS ASSUMED TO HAVE BEEN SCALED TO COMPENSATE FOR |
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| 365 | C THE SCALING OF THE VALUES IN DF. |
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| 366 | C |
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| 367 | C THE VALUE RETURNED IN FUN IS AN ESTIMATE OF THE TRUE MEAN SQUARE |
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| 368 | C WHEN VAR IS NON-NEGATIVE, AND IS THE GENERALIZED CROSS VALIDATION |
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| 369 | C WHEN VAR IS NEGATIVE. |
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| 370 | C |
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| 371 | C---SPECIFICATIONS FOR ARGUMENTS--- |
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| 372 | INTEGER IC,N |
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| 373 | DOUBLE PRECISION X(N),DY(N),RHO,STAT(6),A(N),C(IC,3),R(0:N+1,3), |
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| 374 | . T(0:N+1,2),U(0:N+1),V(0:N+1),FUN,VAR,AVH,P,Q |
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| 375 | C |
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| 376 | C---LOCAL VARIABLES--- |
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| 377 | INTEGER I |
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| 378 | DOUBLE PRECISION E,F,G,H,ZERO,ONE,TWO,RHO1 |
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| 379 | DATA ZERO,ONE,TWO/0.0D0,1.0D0,2.0D0/ |
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| 380 | C |
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| 381 | C---USE P AND Q INSTEAD OF RHO TO PREVENT OVERFLOW OR UNDERFLOW--- |
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| 382 | RHO1 = ONE + RHO |
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| 383 | P = RHO/RHO1 |
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| 384 | Q = ONE/RHO1 |
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| 385 | IF (RHO1.EQ.ONE) P = ZERO |
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| 386 | IF (RHO1.EQ.RHO) Q = ZERO |
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| 387 | C |
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| 388 | C---RATIONAL CHOLESKY DECOMPOSITION OF P*C + Q*T--- |
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| 389 | F = ZERO |
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| 390 | G = ZERO |
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| 391 | H = ZERO |
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| 392 | DO 10 I = 0,1 |
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| 393 | R(I,1) = ZERO |
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| 394 | 10 CONTINUE |
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| 395 | DO 20 I = 2,N - 1 |
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| 396 | R(I-2,3) = G*R(I-2,1) |
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| 397 | R(I-1,2) = F*R(I-1,1) |
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| 398 | R(I,1) = ONE/ (P*C(I,1)+Q*T(I,1)-F*R(I-1,2)-G*R(I-2,3)) |
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| 399 | F = P*C(I,2) + Q*T(I,2) - H*R(I-1,2) |
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| 400 | G = H |
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| 401 | H = P*C(I,3) |
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| 402 | 20 CONTINUE |
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| 403 | C |
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| 404 | C---SOLVE FOR U--- |
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| 405 | U(0) = ZERO |
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| 406 | U(1) = ZERO |
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| 407 | DO 30 I = 2,N - 1 |
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| 408 | U(I) = A(I) - R(I-1,2)*U(I-1) - R(I-2,3)*U(I-2) |
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| 409 | 30 CONTINUE |
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| 410 | U(N) = ZERO |
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| 411 | U(N+1) = ZERO |
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| 412 | DO 40 I = N - 1,2,-1 |
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| 413 | U(I) = R(I,1)*U(I) - R(I,2)*U(I+1) - R(I,3)*U(I+2) |
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| 414 | 40 CONTINUE |
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| 415 | C |
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| 416 | C---CALCULATE RESIDUAL VECTOR V--- |
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| 417 | E = ZERO |
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| 418 | H = ZERO |
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| 419 | DO 50 I = 1,N - 1 |
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| 420 | G = H |
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| 421 | H = (U(I+1)-U(I))/ ((X(I+1)-X(I))/AVH) |
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| 422 | V(I) = DY(I)* (H-G) |
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| 423 | E = E + V(I)*V(I) |
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| 424 | 50 CONTINUE |
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| 425 | V(N) = DY(N)* (-H) |
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| 426 | E = E + V(N)*V(N) |
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| 427 | C |
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| 428 | C---CALCULATE UPPER THREE BANDS OF INVERSE MATRIX--- |
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| 429 | R(N,1) = ZERO |
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| 430 | R(N,2) = ZERO |
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| 431 | R(N+1,1) = ZERO |
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| 432 | DO 60 I = N - 1,2,-1 |
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| 433 | G = R(I,2) |
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| 434 | H = R(I,3) |
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| 435 | R(I,2) = -G*R(I+1,1) - H*R(I+1,2) |
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| 436 | R(I,3) = -G*R(I+1,2) - H*R(I+2,1) |
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| 437 | R(I,1) = R(I,1) - G*R(I,2) - H*R(I,3) |
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| 438 | 60 CONTINUE |
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| 439 | C |
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| 440 | C---CALCULATE TRACE--- |
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| 441 | F = ZERO |
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| 442 | G = ZERO |
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| 443 | H = ZERO |
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| 444 | DO 70 I = 2,N - 1 |
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| 445 | F = F + R(I,1)*C(I,1) |
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| 446 | G = G + R(I,2)*C(I,2) |
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| 447 | H = H + R(I,3)*C(I,3) |
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| 448 | 70 CONTINUE |
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| 449 | F = F + TWO* (G+H) |
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| 450 | C |
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| 451 | C---CALCULATE STATISTICS--- |
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| 452 | STAT(1) = P |
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| 453 | STAT(2) = F*P |
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| 454 | STAT(3) = N*E/ (F*F) |
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| 455 | STAT(4) = E*P*P/N |
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| 456 | STAT(6) = E*P/F |
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| 457 | IF (VAR.GE.ZERO) GO TO 80 |
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| 458 | STAT(5) = STAT(6) - STAT(4) |
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| 459 | FUN = STAT(3) |
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| 460 | GO TO 90 |
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| 461 | |
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| 462 | 80 STAT(5) = DMAX1(STAT(4)-TWO*VAR*STAT(2)/N+VAR,ZERO) |
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| 463 | FUN = STAT(5) |
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| 464 | 90 RETURN |
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| 465 | END |
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| 466 | SUBROUTINE SPERR1(X,AVH,DY,N,R,P,VAR,SE) |
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| 467 | C |
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| 468 | C CALCULATES BAYESIAN ESTIMATES OF THE STANDARD ERRORS OF THE FITTED |
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| 469 | C VALUES OF A CUBIC SMOOTHING SPLINE BY CALCULATING THE DIAGONAL ELEMENTS |
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| 470 | C OF THE INFLUENCE MATRIX. |
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| 471 | C |
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| 472 | C---SPECIFICATIONS FOR ARGUMENTS--- |
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| 473 | INTEGER N |
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| 474 | DOUBLE PRECISION X(N),DY(N),R(0:N+1,3),SE(N),AVH,P,VAR |
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| 475 | C |
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| 476 | C---SPECIFICATIONS FOR LOCAL VARIABLES--- |
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| 477 | INTEGER I |
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| 478 | DOUBLE PRECISION F,G,H,F1,G1,H1,ZERO,ONE |
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| 479 | DATA ZERO,ONE/0.0D0,1.0D0/ |
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| 480 | C |
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| 481 | C---INITIALIZE--- |
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| 482 | H = AVH/ (X(2)-X(1)) |
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| 483 | SE(1) = ONE - P*DY(1)*DY(1)*H*H*R(2,1) |
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| 484 | R(1,1) = ZERO |
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| 485 | R(1,2) = ZERO |
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| 486 | R(1,3) = ZERO |
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| 487 | C |
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| 488 | C---CALCULATE DIAGONAL ELEMENTS--- |
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| 489 | DO 10 I = 2,N - 1 |
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| 490 | F = H |
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| 491 | H = AVH/ (X(I+1)-X(I)) |
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| 492 | G = -F - H |
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| 493 | F1 = F*R(I-1,1) + G*R(I-1,2) + H*R(I-1,3) |
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| 494 | G1 = F*R(I-1,2) + G*R(I,1) + H*R(I,2) |
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| 495 | H1 = F*R(I-1,3) + G*R(I,2) + H*R(I+1,1) |
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| 496 | SE(I) = ONE - P*DY(I)*DY(I)* (F*F1+G*G1+H*H1) |
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| 497 | 10 CONTINUE |
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| 498 | SE(N) = ONE - P*DY(N)*DY(N)*H*H*R(N-1,1) |
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| 499 | C |
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| 500 | C---CALCULATE STANDARD ERROR ESTIMATES--- |
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| 501 | DO 20 I = 1,N |
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| 502 | SE(I) = DSQRT(DMAX1(SE(I)*VAR,ZERO))*DY(I) |
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| 503 | 20 CONTINUE |
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| 504 | RETURN |
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| 505 | END |
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| 506 | SUBROUTINE SPCOF1(X,AVH,Y,DY,N,P,Q,A,C,IC,U,V) |
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| 507 | C |
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| 508 | C CALCULATES COEFFICIENTS OF A CUBIC SMOOTHING SPLINE FROM |
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| 509 | C PARAMETERS CALCULATED BY SUBROUTINE SPFIT1. |
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| 510 | C |
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| 511 | C---SPECIFICATIONS FOR ARGUMENTS--- |
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| 512 | INTEGER IC,N |
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| 513 | DOUBLE PRECISION X(N),Y(N),DY(N),P,Q,A(N),C(IC,3),U(0:N+1), |
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| 514 | . V(0:N+1),AVH |
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| 515 | C |
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| 516 | C---SPECIFICATIONS FOR LOCAL VARIABLES--- |
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| 517 | INTEGER I |
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| 518 | DOUBLE PRECISION H,QH |
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| 519 | C |
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| 520 | C---CALCULATE A--- |
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| 521 | QH = Q/ (AVH*AVH) |
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| 522 | DO 10 I = 1,N |
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| 523 | A(I) = Y(I) - P*DY(I)*V(I) |
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| 524 | U(I) = QH*U(I) |
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| 525 | 10 CONTINUE |
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| 526 | C |
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| 527 | C---CALCULATE C--- |
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| 528 | DO 20 I = 1,N - 1 |
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| 529 | H = X(I+1) - X(I) |
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| 530 | C(I,3) = (U(I+1)-U(I))/ (3.0D0*H) |
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| 531 | C(I,1) = (A(I+1)-A(I))/H - (H*C(I,3)+U(I))*H |
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| 532 | C(I,2) = U(I) |
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| 533 | 20 CONTINUE |
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| 534 | RETURN |
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| 535 | END |
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| 536 | END MODULE |
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