PROGRAM g05rdfe ! G05RDF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : g05kff, g05rdf, nag_wp, x04caf ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: lseed = 1, nin = 5, nout = 6 ! .. Local Scalars .. INTEGER :: genid, i, ifail, ldc, ldx, lr, & lstate, m, mode, n, subid ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: c(:,:), r(:), x(:,:) INTEGER :: seed(lseed) INTEGER, ALLOCATABLE :: state(:) ! .. Executable Statements .. WRITE (nout,*) 'G05RDF Example Program Results' WRITE (nout,*) FLUSH (nout) ! Skip heading in data file READ (nin,*) ! Read in the base generator information and seed READ (nin,*) genid, subid, seed(1) ! Initial call to initialiser to get size of STATE array lstate = 0 ALLOCATE (state(lstate)) ifail = 0 CALL g05kff(genid,subid,seed,lseed,state,lstate,ifail) ! Reallocate STATE DEALLOCATE (state) ALLOCATE (state(lstate)) ! Initialize the generator to a repeatable sequence ifail = 0 CALL g05kff(genid,subid,seed,lseed,state,lstate,ifail) ! Read in sample size and number of dimensions READ (nin,*) n, m ldc = m ldx = n lr = m*(m+1) + 1 ALLOCATE (c(ldc,m),x(ldx,m),r(lr)) ! Read in upper triangle portion of the covariance matrix DO i = 1, m READ (nin,*) c(i,i:m) END DO ! Using a single call to G05RDF, so set up reference vector ! and generate values in one go mode = 2 ! Generate variates ifail = 0 CALL g05rdf(mode,n,m,c,ldc,r,lr,state,x,ldx,ifail) ! Display variates ifail = 0 CALL x04caf('General',' ',n,m,x,ldx,'Variates',ifail) END PROGRAM g05rdfe