PROGRAM sp2thpdf !*********************************************************************** ! This program computes: * ! * ! density of S_i,Hi,T_i in a gaussian process i.e. * ! * ! quart wavelength (up-crossing to crest) and crest amplitude * ! ! def = 1, gives half wave period, Tc (default). ! -1, gives half wave period, Tt. ! 2, gives half wave period and wave crest amplitude (Tc,Ac). ! -2, gives half wave period and wave trough amplitude (Tt,At). ! 3, gives crest front period and wave crest amplitude (Tcf,Ac). ! -3, gives trough back period and wave trough amplitude (Ttb,At). ! 4, gives minimum of crest front/back period and wave crest ! amplitude (max(Tcf,Tcb),Ac). ! -4, gives minimum of trough front/back period and wave trough ! amplitude (max(Ttf,Ttb),At). !*********************************************************************** use GLOBALDATA, only : Nt,Nj,Nd,Nc,Ntd,Ntdc,NI,Mb, & NIT,Nx,TWOPI,XSPLT,SCIS,NSIMmax,COV use rind IMPLICIT NONE double precision, dimension(:,:),allocatable :: BIG double precision, dimension(:,:),allocatable :: ansr double precision, dimension(: ),allocatable :: ex double precision, dimension(:,:),allocatable :: xc double precision, dimension(: ),allocatable :: fxind,h double precision, dimension(: ),allocatable :: R0,R1,R2,R3,R4 double precision ::CC,U,XddInf,XdInf,XtInf double precision, dimension(2,6) :: a_up=0.d0,a_lo=0.d0 integer , dimension(: ),allocatable :: seed integer ,dimension(7) :: indI integer :: Nstart,Ntime,tn,ts,speed,ph,def,seed1,seed_size double precision :: ds,dT ! lag spacing for covariances ! DIGITAL: ! f90 -g2 -C -automatic -o ../wave/alpha/sp2thpdf.exe rind44.f sp2thpdf.f ! SOLARIS: !f90 -g -O -w3 -Bdynamic -fixed -o ../wave/sol2/sp2thpdf.exe rind44.f sp2thpdf.f ! linux: ! f90 -gline -Nl126 -C -o sp2thpdf.exe rind45.f sp2thpdf.f ! HP700 !f90 -g -C -o ../exec/hp700/sp2thpdf.exe rind45.f sp2thpdf.f !f90 -g -C +check=all +FPVZID -o ../exec/hp700/sp2thpdf2.exe rind45.f sp2thpdf.f !print *,'enter sp2thpdf' CALL INIT_LEVELS(U,def,Ntime,Nstart,NIT,speed,SCIS,seed1,Nx,dT) !print *,'U,def,Ntime,Nstart,NIT,speed,SCIS,seed1,Nx,dT' !print *,U,def,Ntime,Nstart,NIT,speed,SCIS,seed1,Nx,dT !XSPLT=1.5d0 if (SCIS.GT.0) then allocate(COV(1:Nx)) call random_seed(SIZE=seed_size) allocate(seed(seed_size)) call random_seed(GET=seed(1:seed_size)) ! get current seed seed(1)=seed1 ! change seed call random_seed(PUT=seed(1:seed_size)) deallocate(seed) endif CALL INITDATA(speed) !print *,ntime,speed,u,NIT allocate(R0(1:Ntime+1)) allocate(R1(1:Ntime+1)) allocate(R2(1:Ntime+1)) if (abs(def).GT.1) THEN allocate(h(1:Nx)) allocate(R3(1:Ntime+1)) allocate(R4(1:Ntime+1)) CALL INIT_AMPLITUDES(h,def,Nx) endif CALL INIT_COVARIANCES(Ntime,def,R0,R1,R2,R3,R4) !print *,'Nx',Nx Nj=0 indI(1)=0 C ***** The bound 'infinity' is set to 10*sigma ***** XdInf=10.d0*SQRT(-R2(1)) XtInf=10.d0*SQRT(R0(1)) !print *,'XdInf,XtInf' !print *,XdInf,XtInf ! normalizing constant CC=TWOPI*SQRT(-R0(1)/R2(1))*exp(u*u/(2.d0*R0(1)) ) if (abs(def).EQ.4) CC=2.d0*CC allocate(ansr(1:Ntime,1:Nx)) ansr=0.d0 allocate(fxind(1:Nx)) !fxind=0.d0 this is not needed if (abs(def).GT.1) then GOTO 200 endif NI=4; Nd=2 Nc=2; Mb=1 Nx=1 allocate(BIG(1:Ntime+Nc,1:Ntime+Nc)) allocate(xc(1:Nc,1:Nx)) allocate(ex(1:Ntime+Nc)) ex=0.d0 xc(1,1)=u xc(2,1)=u if (def.GT.0) then a_up(1,1)=u+XtInf a_lo(1,1)=u a_up(1,2)=XdInf a_lo(1,3)=-XdInf else a_up(1,1)=u a_lo(1,1)=u-XtInf a_lo(1,2)=-XdInf a_up(1,3)= XdInf endif !print *,'Nstart',Nstart Nstart=MAX(2,Nstart) !print *,'Nstart',Nstart if (SCIS.GT.0) then open (unit=11, file='COV.out', STATUS='unknown') write(11,*) 0.d0 endif do Ntd=Nstart,Ntime !CALL COV_INPUT2(BIG,Ntd, R0,R1,R2) CALL COV_INPUT(BIG,Ntd,-1,R0,R1,R2,R3,R4) ! positive wave period Nt=Ntd-Nd; indI(2)=Nt; indI(3)=Nt+1; indI(4)=Ntd; Ntdc=Ntd+Nc; !if (SCIS.gt.0) then ! if (SCIS.EQ.2) then ! Nj=max(Nt,0) ! else ! Nj=min(max(Nt-5, 0),0) ! endif !endif !Ex=0.d0 !CALL echo(BIG(1:Ntdc,1:min(7,Ntdc)),Ntdc) CALL RINDD(fxind,Big(1:Ntdc,1:Ntdc),ex(1:Ntdc), & xc,indI,a_lo,a_up) ansr(Ntd,1)=fxind(1)*CC if (SCIS.GT.0) then write(11,*) COV(1) ! save coefficient of variation endif print *,'Ready: ',Ntd,' of ',Ntime enddo if (SCIS.GT.0) then close(11) endif goto 300 200 continue XddInf=10.d0*SQRT(R4(1)) NI=7; Nd=3 Nc=4; Mb=2 allocate(BIG(1:Ntime+Nc+1,1:Ntime+Nc+1)) ALLOCATE(xc(1:Nc,1:Nx)) allocate(ex(1:Ntime+Nc+1)) ex=0.d0 xc(1,1:Nx)=h xc(2,1:Nx)=u xc(3,1:Nx)=u xc(4,1:Nx)=0.d0 if (def.GT.0) then a_up(2,1)=1.d0 !*h a_lo(1,1)=u a_up(1,2)=XtInf ! X(ts) is redundant a_lo(1,2)=-Xtinf a_up(2,2)=1.d0 ! *h a_lo(2,2)=1.d0 ! *h a_up(2,3)=1.d0 !*h a_lo(1,3)=u a_lo(1,4)=-XddInf a_up(1,5)= XdInf a_lo(1,6)=-XdInf else !def<0 a_up(1,1)=u a_lo(2,1)=1.d0 !*h a_up(1,2)=XtInf ! X(ts) is redundant a_lo(1,2)=-Xtinf a_up(2,2)=1.d0 ! *h a_lo(2,2)=1.d0 ! *h a_up(1,3)=u a_lo(2,3)=1.d0 !*h a_up(1,4)=XddInf a_lo(1,5)=-XdInf a_up(1,6)=XdInf endif Nstart=MAX(Nstart,3) do tn=Nstart,Ntime,1 Ntd=tn+1 Nt=Ntd-Nd Ntdc=Ntd+Nc indI(4)=Nt indI(5)=Nt+1 indI(6)=Nt+2 indI(7)=Ntd if (SCIS.gt.0) then if (SCIS.EQ.2) then Nj=max(Nt,0) else Nj=min(max(Nt-5, 0),0) endif endif do ts=2,FLOOR(DBLE(tn+1)/2.d0) !print *,'ts,tn' ,ts,tn CALL COV_INPUT(Big(1:Ntdc,1:Ntdc),tn,ts,R0,R1,R2,R3,R4) ! positive wave period indI(2)=ts-2 indI(3)=ts-1 !CALL echo(BIG(1:Ntdc,1:min(7,Ntdc)),Ntdc) !print *,'sp call rind' CALL RINDD(fxind,Big(1:Ntdc,1:Ntdc),ex(1:Ntdc), & xc,indI,a_lo,a_up) !CALL echo(BIG(1:Ntdc,1:min(7,Ntdc)),Ntdc) !print *,'sp rind finished',fxind !goto 900 if (abs(def).LT.3) THEN if (ts .EQ.tn-ts+1) then ds=dt else ds=2.d0*dt endif ansr(tn,1:Nx)=ansr(tn,1:Nx)+fxind*CC*ds else ansr(ts,1:Nx)=ansr(ts,1:Nx)+fxind*CC*dT if ((ts.LT.tn-ts+1).and. (abs(def).lt.4)) THEN ansr(tn-ts+1,1:Nx)=ansr(tn-ts+1,1:Nx)+fxind*CC*dT ! exploiting the symmetry endif endif enddo ! ts print *,'Ready: ',tn,' of ',Ntime enddo !tn !print *,'ansr',ansr 300 open (unit=11, file='dens.out', STATUS='unknown') !print *, ansr do ts=1,Ntime do ph=1,Nx write(11,*) ansr(ts,ph) ! write(11,111) ansr(ts,ph) enddo enddo !111 FORMAT(2x,F12.8) close(11) 900 deallocate(big) deallocate(fxind) deallocate(ansr) deallocate(xc) deallocate(ex) deallocate(R0) deallocate(R1) deallocate(R2) if (allocated(COV) ) then deallocate(COV) endif if (allocated(R3)) then deallocate(R3) deallocate(R4) deallocate(h) ENDIF stop !return CONTAINS SUBROUTINE INIT_LEVELS & (U,def,Ntime,Nstart,NIT,speed,SCIS,seed1,Nx,dT) IMPLICIT NONE integer, intent(out):: def,Ntime,Nstart,NIT,speed,Nx,SCIS,seed1 double precision ,intent(out) :: U,dT OPEN(UNIT=14,FILE='reflev.in',STATUS= 'UNKNOWN') READ (14,*) U READ (14,*) def READ (14,*) Ntime READ (14,*) Nstart READ (14,*) NIT READ (14,*) speed READ (14,*) SCIS READ (14,*) seed1 if (abs(def).GT.1) then READ (14,*) Nx READ (14,*) dT if (Ntime.lt.3) then print *,'The number of wavelength points is too small, stop' stop end if else Nx=1 if (Ntime.lt.2) then print *,'The number of wavelength points is too small, stop' stop end if endif CLOSE(UNIT=14) RETURN END SUBROUTINE INIT_LEVELS C****************************************************** SUBROUTINE INIT_AMPLITUDES(h,def,Nx) IMPLICIT NONE double precision, dimension(:), intent(out) :: h integer, intent(in) :: def integer, intent(in) :: Nx integer :: ix OPEN(UNIT=4,FILE='h.in',STATUS= 'UNKNOWN') C C Reading in amplitudes C do ix=1,Nx READ (4,*) H(ix) enddo CLOSE(UNIT=4) !if (def.LT.0) THEN ! H=-H !endif RETURN END SUBROUTINE INIT_AMPLITUDES C************************************************** C*********************************************************************** C*********************************************************************** SUBROUTINE INIT_COVARIANCES(Ntime,def,R0,R1,R2,R3,R4) IMPLICIT NONE double precision, dimension(:),intent(out) :: R0,R1,R2 double precision, dimension(:),intent(out) :: R3,R4 integer,intent(in) :: Ntime,def integer :: i open (unit=1, file='Cd0.in',STATUS='unknown') open (unit=2, file='Cd1.in',STATUS='unknown') open (unit=3, file='Cd2.in',STATUS='unknown') do i=1,Ntime read(1,*) R0(i) read(2,*) R1(i) read(3,*) R2(i) enddo close(1) close(2) close(3) if (abs(def).GT.1) then open (unit=4, file='Cd3.in',STATUS='unknown') open (unit=5, file='Cd4.in',STATUS='unknown') do i=1,Ntime read(4,*) R3(i) read(5,*) R4(i) enddo close(4) close(5) endif return END SUBROUTINE INIT_COVARIANCES C*********************************************************************** C*********************************************************************** C********************************************************************** SUBROUTINE COV_INPUT(BIG,tn,ts, R0,R1,R2,R3,R4) IMPLICIT NONE double precision, dimension(:,:),intent(inout) :: BIG double precision, dimension(:),intent(in) :: R0,R1,R2 double precision, dimension(:),intent(in) :: R3,R4 integer ,intent(in) :: tn,ts integer :: i,j,shft,Ntd1,N !=Ntdc double precision :: tmp ! the order of the variables in the covariance matrix ! are organized as follows: ! For ts>1: ! ||X(t2)..X(ts),..X(tn-1)||X''(ts) X'(t1) X'(tn)||X(ts) X(t1) X(tn) X'(ts)|| ! = [Xt Xd Xc] ! ! For ts<=1: ! ||X(t2)..,..X(tn-1)||X'(t1) X'(tn)||X(t1) X(tn)|| ! = [Xt Xd Xc] ! where ! ! Xt= time points in the indicator function ! Xd= derivatives ! Xc=variables to condition on if (ts.LE.1) THEN Ntd1=tn N=Ntd1+2; shft=0 ! def=1 want only crest period Tc else Ntd1=tn+1 N=Ntd1+4 shft=1 ! def=2 or 3 want Tc Ac or Tcf, Ac endif do i=1,tn-2 !cov(Xt) do j=i,tn-2 BIG(i,j) = R0(j-i+1) ! cov(X(ti+1),X(tj+1)) enddo !cov(Xt,Xc) BIG(i ,Ntd1+1+shft) = R0(i+1) !cov(X(ti+1),X(t1)) BIG(tn-1-i ,Ntd1+2+shft) = R0(i+1) !cov(X(t.. ),X(tn)) !Cov(Xt,Xd)=cov(X(ti+1),x(tj) BIG(i,Ntd1-1) =-R1(i+1) !cov(X(ti+1),X' (t1)) BIG(tn-1-i,Ntd1)= R1(i+1) !cov(X(ti+1),X' (tn)) enddo !call echo(big(1:tn,1:tn),tn) !cov(Xd) BIG(Ntd1 ,Ntd1 ) = -R2(1) BIG(Ntd1-1,Ntd1 ) = -R2(tn) !cov(X'(t1),X'(tn)) BIG(Ntd1-1,Ntd1-1) = -R2(1) !cov(Xc) BIG(Ntd1+1+shft,Ntd1+1+shft) = R0(1) ! cov(X(t1),X (t1)) BIG(Ntd1+1+shft,Ntd1+2+shft) = R0(tn) ! cov(X(t1),X (tn)) BIG(Ntd1+2+shft,Ntd1+2+shft) = R0(1) ! cov(X(tn),X (tn)) !cov(Xd,Xc) BIG(Ntd1 ,Ntd1+1+shft) = R1(tn) !cov(X'(tn),X(t1)) BIG(Ntd1 ,Ntd1+2+shft) = 0.d0 !cov(X'(tn),X(tn)) BIG(Ntd1-1,Ntd1+1+shft) = 0.d0 !cov(X'(t1),X(t1)) BIG(Ntd1-1,Ntd1+2+shft) =-R1(tn) !cov(X'(t1),X(tn)) if (ts.GT.1) then ! !cov(Xc) BIG(Ntd1+1,Ntd1+1) = R0(1) ! cov(X(ts),X (ts) BIG(Ntd1+1,Ntd1+2) = R0(ts) ! cov(X(ts),X (t1)) BIG(Ntd1+1,Ntd1+3) = R0(tn+1-ts) ! cov(X(ts),X (tn)) BIG(Ntd1+1,Ntd1+4) = 0.d0 ! cov(X(ts),X'(ts)) BIG(Ntd1+2,Ntd1+4) = R1(ts) ! cov(X(t1),X'(ts)) BIG(Ntd1+3,Ntd1+4) = -R1(tn+1-ts) !cov(X(tn),X'(ts)) BIG(Ntd1+4,Ntd1+4) = -R2(1) ! cov(X'(ts),X'(ts)) !cov(Xd) BIG(Ntd1-2,Ntd1-1) = -R3(ts) !cov(X''(ts),X'(t1)) BIG(Ntd1-2,Ntd1-2) = R4(1) BIG(Ntd1-2,Ntd1 ) = R3(tn+1-ts) !cov(X''(ts),X'(tn)) !cov(Xd,Xc) BIG(Ntd1 ,Ntd1+4) =-R2(tn+1-ts) !cov(X'(tn),X'(ts)) BIG(Ntd1 ,Ntd1+1) = R1(tn+1-ts) !cov(X'(tn),X (ts)) BIG(Ntd1-1,Ntd1+4) =-R2(ts) !cov(X'(t1),X'(ts)) BIG(Ntd1-1,Ntd1+1) =-R1(ts) !cov(X'(t1),X (ts)) BIG(Ntd1-2,Ntd1+1) = R2(1) !cov(X''(ts),X (ts) BIG(Ntd1-2,Ntd1+2) = R2(ts) !cov(X''(ts),X (t1)) BIG(Ntd1-2,Ntd1+3) = R2(tn+1-ts) !cov(X''(ts),X (tn)) BIG(Ntd1-2,Ntd1+4) = 0.d0 !cov(X''(ts),X'(ts)) !cov(Xt,Xc) do i=1,tn-2 j=abs(i+1-ts) BIG(i,Ntd1+1) = R0(j+1) !cov(X(ti+1),X(ts)) BIG(i,Ntd1+4) = sign(R1(j+1),R1(j+1)*dble(ts-i-1)) !cov(X(ti+1),X'(ts)) ! check this !Cov(Xt,Xd)=cov(X(ti+1),X(ts)) BIG(i,Ntd1-2) = R2(j+1) !cov(X(ti+1),X''(ts)) enddo endif ! ts>1 !call echo(big(1:N,1:N),N) ! make lower triangular part equal to upper do j=1,N-1 do i=j+1,N tmp =BIG(j,i) BIG(i,j)=tmp enddo !call echo(big(1:N,1:N),N) enddo !call echo(big(1:N,1:N),N) C write (*,10) ((BIG(j,i),i=N+1,N+6),j=N+1,N+6) C 10 format(6F8.4) RETURN END SUBROUTINE COV_INPUT SUBROUTINE COV_INPUT2(BIG,pt, R0,R1,R2) IMPLICIT NONE double precision, dimension(:,:), intent(out) :: BIG double precision, dimension(:), intent(in) :: R0,R1,R2 integer :: pt,i,j ! the order of the variables in the covariance matrix ! are organized as follows; ! X(t2)...X(tn-1) X'(t1) X'(tn) X(t1) X(tn) = [Xt Xd Xc] ! ! where Xd is the derivatives ! ! Xt= time points in the indicator function ! Xd= derivatives ! Xc=variables to condition on !cov(Xc) BIG(pt+2,pt+2) = R0(1) BIG(pt+1,pt+1) = R0(1) BIG(pt+1,pt+2) = R0(pt) !cov(Xd) BIG(pt,pt) = -R2(1) BIG(pt-1,pt-1) = -R2(1) BIG(pt-1,pt) = -R2(pt) !cov(Xd,Xc) BIG(pt,pt+2) = 0.d0 BIG(pt,pt+1) = R1(pt) BIG(pt-1,pt+2) = -R1(pt) BIG(pt-1,pt+1) = 0.d0 if (pt.GT.2) then !cov(Xt) do i=1,pt-2 do j=i,pt-2 BIG(i,j) = R0(j-i+1) enddo enddo !cov(Xt,Xc) do i=1,pt-2 BIG(i,pt+1) = R0(i+1) BIG(pt-1-i,pt+2) = R0(i+1) enddo !Cov(Xt,Xd)=cov(X(ti+1),x(tj)) do i=1,pt-2 BIG(i,pt-1) = -R1(i+1) BIG(pt-1-i,pt)= R1(i+1) enddo endif ! make lower triangular part equal to upper do j=1,pt+1 do i=j+1,pt+2 BIG(i,j)=BIG(j,i) enddo enddo C write (*,10) ((BIG(j,i),i=N+1,N+6),j=N+1,N+6) C 10 format(6F8.4) RETURN END SUBROUTINE COV_INPUT2 END PROGRAM sp2thpdf