PROGRAM sp2tcpdf
C***********************************************************************
C This program computes: *
C *
C density of T_i, for Ac <=h, in a gaussian process i.e. *
C *
C half wavelength (up-crossing to downcrossing) for crests <h *
C or half wavelength (down-crossing to upcrossing) for trough >h *
C***********************************************************************
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,CY
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,icy
integer ::it1,it2
double precision :: ds,dT ! lag spacing for covariances
! DIGITAL:
! f90 -o ~/WAT/V1/sp2tcpdf.exe rind44.f sp2tcpdf.f
!print *,'enter sp2thpdf'
CALL INIT_LEVELS(U,def,Ntime,Nstart,NIT,speed,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
allocate(h(1:Nx))
CALL INIT_AMPLITUDES(h,def,Nx)
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)) )
!fy(h)
allocate(CY(1:Nx))
do icy=1,Nx
CY(icy)=exp(-0.5*h(icy)*h(icy)/100)/(10*sqrt(twopi))
enddo
allocate(ansr(1:Ntime,1:Nx))
ansr=0.d0
allocate(fxind(1:Nx))
fxind=0.d0 !this is not needed
NI=4; Nd=2
Nc=3; Mb=2
allocate(BIG(1:Ntime+Nc,1:Ntime+Nc))
allocate(xc(1:Nc,1:Nx))
allocate(ex(1:Ntime+Nc))
ex=0.d0
!print *,'nc',Nc,Nx
xc(1,1:Nx)=h(1:Nx)
print *,'xc',h(1)
print *,'test',def;
xc(2,1:Nx)=u
xc(3,1:Nx)=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
a_up(2,1)=1.d0
else
a_up(1,1)=u
a_lo(1,1)=u !-XtInf
a_lo(1,2)=-XdInf
a_up(1,3)= XdInf
a_lo(2,1)=1.d0
print *,'a_lo',a_lo(2,1)
endif
!print *,'Nstart',Nstart
Nstart=MAX(3,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)
Ntdc=Ntd+Nc;
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;
CALL RINDD(fxind,Big(1:Ntdc,1:Ntdc),ex(1:Ntdc),
& xc,indI,a_lo,a_up)
! print *,'test',fxind/CY(1:Nx)
do icy=1,Nx
ansr(Ntd,icy)=fxind(icy)*CC/CY(icy)
enddo
if (SCIS.GT.0) then
write(11,*) COV(1) ! save coefficient of variation
endif
print *,'Ready: ',Ntd,' of ',Ntime
enddo
goto 300
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,Nx,dT)
IMPLICIT NONE
integer, intent(out):: def,Ntime,Nstart,NIT,speed,Nx
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
READ (14,*) Nx
print *,'def',def
if (abs(def).GT.1) then
READ (14,*) dT
if (Ntime.lt.3) then
print *,'The number of wavelength points is too small, stop'
stop
end if
else
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) Y X(t1) X(tn)
! = [Xt Xd Xc]
!Add Y Condition : Y=h
! where
!
! Xt= time points in the indicator function
! Xd= derivatives
! Xc=variables to condition on
if (ts.LE.1) THEN
Ntd1=tn
N=Ntd1+Nc;
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) = 0.d0 !cov(X(ti+1),Y)
BIG(i ,Ntd1+2+shft) = R0(i+1) !cov(X(ti+1),X(t1))
BIG(tn-1-i ,Ntd1+3+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)
!print *,'t'
BIG(Ntd1+1+shft,Ntd1+1+shft) = 100.d0!100.d0 ! cov(Y,Y)
BIG(Ntd1+1+shft,Ntd1+2+shft) = 0.d0
BIG(Ntd1+1+shft,Ntd1+3+shft) = 0.d0
BIG(Ntd1+2+shft,Ntd1+2+shft) = R0(1) ! cov(X(t1),X (t1))
BIG(Ntd1+2+shft,Ntd1+3+shft) = R0(tn) ! cov(X(t1),X (tn))
BIG(Ntd1+3+shft,Ntd1+3+shft) = R0(1) ! cov(X(tn),X (tn))
!cov(Xd,Xc)
BIG(Ntd1 ,Ntd1+1+shft) = 0.d0 !cov(X'(tn),Y)
BIG(Ntd1 ,Ntd1+2+shft) = R1(tn) !cov(X'(tn),X(t1))
BIG(Ntd1 ,Ntd1+3+shft) = 0.d0 !cov(X'(tn),X(tn))
BIG(Ntd1-1,Ntd1+1+shft) = 0.d0 !cov(X'(t1),Y)
BIG(Ntd1-1,Ntd1+2+shft) = 0.d0 !cov(X'(t1),X(t1))
BIG(Ntd1-1,Ntd1+3+shft) =-R1(tn) !cov(X'(t1),X(tn))
!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
!if (tn.eq.3) then
!do j=1,N
! do i=j,N
! print *,'test',j,i,BIG(j,i)
! enddo
!call echo(big(1:N,1:N),N)
!enddo
!endif
!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 sp2tcpdf