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odrwrap.f90
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odrwrap.f90
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subroutine odr_wrap( n,m,np,nq,x,y,beta, ifix, &
fnm,infofnm, ux,uy,stdev_beta, cov, &
ressum, info)
use real_precision
use odrpack95
implicit none
!input
integer, intent(in) :: n,m, np,nq
real(kind=r8), intent(in) :: y(n,m), x(n,nq)
real(kind=r8), intent(in) :: beta(np)
real(kind=r8), intent(in) :: ux, uy
character(len=500), intent(in) :: fnm
integer :: infofnm
integer, intent(in) :: ifix(np)
! parameter
integer :: info, k, l
integer:: ldwe = 1, ld2we =1, ldwd = 1, ld2wd = 1
integer:: lwork, liwork, sdi, niteri, vcvi, rvari, idfi
real(kind=r8), allocatable, dimension(:) :: lowerbound
real(kind=r8), allocatable, dimension(:) :: upperbound
real(kind=r8) :: zero
! variable
integer :: niter
integer :: mu
integer, pointer, dimension(:) :: iwork
integer, allocatable, target :: tiwork(:)
real(kind=r8), allocatable, dimension(:,:,:) :: we, wd
real(kind=r8), pointer, dimension(:) :: work
real(kind=r8), allocatable, target :: twork(:)
real(kind=r8) :: res_var
!output
real(kind=r8), intent(out) :: stdev_beta(np)
real(kind=r8), intent(out) :: cov(np)
real(kind=r8) :: covariance(np,np)
real(kind=r8), intent(out) :: ressum
character*256 :: fnmrpt, fnmerr
integer :: iosrpt, ioserr
integer :: fidrpt, fiderr
lwork = 18 + 13*np + np**2 + m + m**2 + &
4*n*nq + 6*n*m + 2*n*nq*np + &
2*n*nq*m + nq**2 + 5*nq + nq*(np+m) + n*nq*nq
liwork = 20 + 2* np + nq *(np+m)
allocate(lowerbound(np))
allocate(upperbound(np))
allocate(wd(ldwd, ld2wd, m))
allocate(we(ldwe, ld2we, nq))
allocate(twork(lwork))
allocate(tiwork(liwork))
work => twork
iwork => tiwork
! set non-default stuff
lowerbound(1)= 0
lowerbound(2)= 0
lowerbound(3)= 1
upperbound(1)= huge(zero)
upperbound(2)= maxval(x)
upperbound(3)= 2
! write(*,*) 'ux', ux, 'uy', uy
! ux = 1
! uy = 0.001
! write(*,*) 'ux', ux, 'uy', uy
if (abs(ux)< 1e-10) then
wd(1,1,1) = 1
else
wd(1,1,1) = -1./ux**2
end if
if (abs(uy)< 1e-10) then
we(1,1,1) = 1
else
we(1,1,1) = -1/uy**2
end if
!if no filename send to stdout
if (infofnm .eq. 0) then
fidrpt = 6
infofnm = infofnm +1
fiderr = 6
infofnm = infofnm +2
else
!create rerport and error filenames
fnmrpt=fnm(:infofnm)//'.rpt'
fnmerr=fnm(:infofnm)//'.err'
infofnm = 0 ! save information about file handles
! try to open the files, if that's not possible, send output to
! stdout
fidrpt = 99
open(unit = fidrpt, file=fnmrpt, iostat=iosrpt)
if ( iosrpt > 0) then
fidrpt = 6
infofnm = infofnm +1
end if
fiderr = 88
open(unit = fiderr, file=fnmerr, iostat=ioserr)
if ( ioserr > 0) then
fiderr = 6
infofnm = infofnm +2
end if
end if
! write (*,*) 'ifix', ifix !ifix = 0 fixed, ifix=1 unfixed
! write(*,*) 'ux', ux, 'uy', uy
! write(*,*) 'wd', wd, 'we', we
! write(*,*) 'beta', beta
! JOB 000000 auto forward fin. diff., 00010 - auto central fin. diff.; 00020 - user provided + check
! long output, print evrything possible on screen iprint 6616, no output iprint 0,
! iprint -1 => output to files lunrpt lunerr only
! iprint 2212 print long outputs to lunrpt and lunerr, don't print
! anything to stdout
! call odr(fitfunc, n, m, np, nq, beta, y,x, we = we ,wd = wd, job=00020, &
! maxit = 1000, iprint = 0, info=info, iwork = iwork, work = work)
call odr(fitfunc, &
n, m, np, nq, &
beta, &
y,x, we = we , wd = wd, &
ifixb = ifix,&
job = 00020, &
maxit = 1000, iprint = 2212, &
lunerr = fiderr, lunrpt = fidrpt, &
work = work, iwork = iwork,&
info=info, &
lower = lowerbound)!, &
! upper = upperbound )
if (infofnm == 0 .or. infofnm == 2 ) close(fidrpt)
if (infofnm == 0 .or. infofnm == 1 ) close(fiderr)
! number of iterations
niteri = nq*np + nq*m + np + 15
niter = iwork(niteri)
! stdev of fitted parameters
sdi = 2*n*m+2*n*nq+1
do k =1, np
stdev_beta(k) = work(sdi-1 +k)
enddo
! covariance matrix befor rescaling
vcvi = 2*n*m + 2*n*nq + np + 1
do k = 1,np
do l = 1,np
covariance(k,l) = work(vcvi -1 + k + (l-1)*np)
enddo
enddo
!residual variance
rvari = 2*n*m + 2*n*nq + np + np*np+ 1
res_var = work(rvari)
! write(*,*) 'rvari', rvari
! write(*,*) 'rres_var', res_var
!degrees of freedom
idfi = nq*np + nq*m + np + 6
mu = iwork(idfi)
! write(*,*) 'idfi', idfi
! write(*,*) 'mu', mu
! write(*,*) 'n', n
!sum of squared residuals
ressum = res_var*mu
! write(*,*) 'ressum', ressum
!rescale covariance matrix
covariance = covariance*res_var
!off-diagonal terms of covariance matrix
cov(1) = covariance(2,3)
cov(2) = covariance(1,3)
cov(3) = covariance(1,2)
!write(*,*) 'covariance'
!write(*,*) covariance(1,1), covariance(1,2), covariance(1,3)
!write(*,*) covariance(2,1), covariance(2,2), covariance(2,3)
!write(*,*) covariance(3,1), covariance(3,2), covariance(3,3)
! write(*,*) stdev_beta(1), stdev_beta(2),stdev_beta(3)
! write(*,*) covariance(1,2)/stdev_beta(1)/stdev_beta(2), &
! covariance(1,3)/stdev_beta(1)/stdev_beta(3), &
! covariance(2,3)/stdev_beta(2)/stdev_beta(3)
info = info + infofnm*1d6
deallocate(twork)
deallocate(tiwork)
deallocate(wd)
deallocate(we)
contains
real(kind=r8) function pow(x,y)
implicit none
real(kind=r8), intent(in) :: x,y
pow=exp(log(x)*y)
end function pow
real(kind=r8) function fun(x,a,hp,m)
implicit none
real(kind=r8), intent(in) :: x,a,hp,m
fun = a* pow(x-hp,m)
end function fun
real(kind=r8) function dfun_da(x,a,hp,m)
implicit none
real(kind=r8), intent(in) :: x,a,hp,m
dfun_da= pow(x-hp,m)
end function dfun_da
real(kind=r8) function dfun_dm(x,a,hp,m)
implicit none
real(kind=r8), intent(in) :: x,a,hp,m
dfun_dm= a*pow(x-hp,m)*log(x-hp)
end function dfun_dm
real(kind=r8) function dfun_dhp(x,a,hp,m)
implicit none
real(kind=r8), intent(in) :: x,a,hp,m
dfun_dhp= -a*m*pow(x-hp,m-1)
end function dfun_dhp
real(kind=r8) function dfun_ddeltai(x,a,hp,m)
implicit none
real(kind=r8), intent(in) :: x,a,hp,m
dfun_ddeltai= a*m*pow(x-hp,m-1)
end function dfun_ddeltai
subroutine fitfunc(n,m,np,nq,ldn, ldm, ldnp, beta, xplusd, ifixb, ifixx, &
& ldifx, ideval, f, fjacb, fjacd, istop)
implicit none
integer,intent(in) :: n,m, np, nq
integer, intent(in) :: ldifx, ideval
integer, intent(in) ::ldn, ldm, ldnp
integer,intent(in) :: ifixb(np), ifixx(ldifx,m)
real(kind=r8),intent(in) :: beta(np)
real(kind=r8),intent(in) :: xplusd(ldn,m)
integer ::istop
real(kind=r8) :: f(ldn, nq), fjacb(ldn, ldnp, nq), fjacd(ldn, ldm, nq)
real(kind=r8) :: x,a,hp
integer :: l,i,j
if (istop .ne. 0) then
return
end if
if (mod(ideval,10) .ge. 1) then
do l=1,nq
do i=1,n
f(i,l) = fun(xplusd(i,l), beta(1),beta(2), beta(3))
end do
end do
end if
if (mod(ideval/10,10) .ge. 1) then
do l=1,nq
do i=1,n
fjacb(i,1,l) = dfun_da(xplusd(i,l), beta(1),beta(2), beta(3))
fjacb(i,2,l) = dfun_dhp(xplusd(i,l), beta(1),beta(2), beta(3))
fjacb(i,3,l) = dfun_dm(xplusd(i,l), beta(1),beta(2), beta(3))
end do
end do
end if
if (mod(ideval/100,10) .ge. 1) then
do l=1,nq
do j=1,m
do i=1,n
fjacd(i,j,l) = dfun_ddeltai(xplusd(i,j), beta(1),beta(2), beta(3))
end do
end do
end do
end if
end subroutine fitfunc
end subroutine odr_wrap