! G05YNF Example Program Text ! Mark 23 Release. NAG Copyright 2011. MODULE g05ynfe_mod ! G05YNF Example Program Module: ! Parameters and User-defined Routines ! .. Use Statements .. USE nag_library, ONLY : nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: lseed = 1, nin = 5, nout = 6 CONTAINS FUNCTION ifun(x,lx) ! Function being integrated, in this case ! ABS(4.0 X - 2) ! .. Implicit None Statement .. IMPLICIT NONE ! .. Function Return Value .. REAL (KIND=nag_wp) :: ifun ! .. Scalar Arguments .. INTEGER, INTENT (IN) :: lx ! .. Array Arguments .. REAL (KIND=nag_wp), INTENT (IN) :: x(lx) ! .. Local Scalars .. INTEGER :: d ! .. Intrinsic Functions .. INTRINSIC abs ! .. Executable Statements .. ifun = 1.0E0_nag_wp DO d = 1, lx ifun = ifun*abs(4.0E0_nag_wp*x(d)-2.0E0_nag_wp) END DO END FUNCTION ifun END MODULE g05ynfe_mod PROGRAM g05ynfe ! G05YNF Example Main Program ! .. Use Statements .. USE nag_library, ONLY : g05kff, g05ymf, g05ynf, nag_wp, x04caf USE g05ynfe_mod, ONLY : ifun, lseed, nin, nout ! .. Implicit None Statement .. IMPLICIT NONE ! .. Local Scalars .. REAL (KIND=nag_wp) :: sum, vsbl INTEGER :: dn, genid, i, idim, ifail, & iskip, ldquas, liref, lstate, n, & nsdigi, pgenid, psubid, rcord, & stype CHARACTER (80) :: title ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: quas(:,:) INTEGER, ALLOCATABLE :: iref(:), state(:) INTEGER :: seed(lseed) ! .. Intrinsic Functions .. INTRINSIC real ! .. Executable Statements .. WRITE (nout,*) 'G05YNF Example Program Results' WRITE (nout,*) ! Skip heading in data file READ (nin,*) ! Read in the base generator information and seed READ (nin,*) pgenid, psubid, seed(1) ! Initial call to initialiser to get size of STATE array lstate = 0 ALLOCATE (state(lstate)) ifail = 0 CALL g05kff(pgenid,psubid,seed,lseed,state,lstate,ifail) ! Reallocate STATE DEALLOCATE (state) ALLOCATE (state(lstate)) ! Initialize the generator to a repeatable sequence ifail = 0 CALL g05kff(pgenid,psubid,seed,lseed,state,lstate,ifail) ! Fix the RCORD = 1, so QUAS(IDIM,N). As we ! are accessing each dimension in turn for a given variate ! when evaluating the function, this is more efficient rcord = 1 ! Read in quasi-random generator and scrambling to use READ (nin,*) genid, stype, nsdigi ! Read in problem size READ (nin,*) n, idim, iskip IF (genid==4) THEN liref = 407 ELSE liref = 32*idim + 7 END IF ldquas = idim ALLOCATE (quas(ldquas,n),iref(liref)) ! Call the initializer for the quasi-random sequence ifail = 0 CALL g05ynf(genid,stype,idim,iref,liref,iskip,nsdigi,state,ifail) ! Generate N quasi-random variates ifail = 0 CALL g05ymf(n,rcord,quas,ldquas,iref,ifail) ! Evaluate the function, and sum sum = 0.0E0_nag_wp DO i = 1, n sum = sum + ifun(quas(1:idim,i),idim) END DO ! Convert sum to mean value vsbl = sum/real(n,kind=nag_wp) WRITE (nout,99999) WRITE (nout,99999) 'Value of integral = ', vsbl ! Read in number of variates to display READ (nin,*) dn ! Display the first DN variates WRITE (nout,*) WRITE (title,99998) 'First ', dn, ' variates for all ', idim, & ' dimensions' FLUSH (nout) ifail = 0 CALL x04caf('General',' ',idim,dn,quas,ldquas,title,ifail) 99999 FORMAT (1X,A,F8.4) 99998 FORMAT (A,I0,A,I0,A) END PROGRAM g05ynfe