#! /bin/sh
#
#
Last change: Mihai Dima 2001
#
if [ $# -lt 5 ]
then
echo " "
echo "
*****
CANCOR
*****
"
echo " "
echo "
The program performs canonical correlation"
echo " "
echo "Syntax: cancor <file1> <file2> <file3> <file4> <file5> <int>"
echo " "
echo "
<file1> - input file 1"
echo "
<file2> - input file 2"
echo "
<file3> - computed EOFs for field 1"
echo "
<file4> - computed EOFs for field 2"
echo "
<file5> - output file"
echo "
<int> - nr. of considered EOFs"
echo " "
exit 0
else
echo "file1="$1
echo "file2="$2
echo "file3="$3
echo "file4="$4
echo "file5="$5
echo "Nr. of considered EOFs="$6
cp $1 fort.1
cp $2 fort.2
fi
cat > cancor.f <<EOF
PROGRAM Pcancor
IMPLICIT REAL (A-H,O-Z)
IMPLICIT INTEGER (I-N)
INTEGER FGRENZ,GGRENZ,NEOFF,NEOFG
PRINT *,' '
PRINT *,'
*****
PRINT *,'
'
C-C
C
C
C
C
C
C
C
C
C
CANCOR
*****'
READING THE NUMBER OF EOF FROM STANDARD IN --
PRINT *,' ENTER NUMBER OF REGARDED EOF FOR COMPUTATION OF THE '
PRINT *,' CANONICAL CORRELATION FOR THE FIRST FIELD (FIELD F). '
PRINT *,' DEFAULT IS THE NUMBER OF THE FIRST EOF WHICH EXPLAINS '
PRINT *,' ONLY 1% OF THE TOTAL VARIANCE (NEOFF=0). '
PRINT *,'
'
READ (5,*,END=111) NEOFF
PRINT *,' ENTER NUMBER OF REGARDED EOF FOR COMPUTATION OF THE '
PRINT *,' CANONICAL CORRELATION FOR THE SECOND FIELD (FIELD G). '
PRINT *,' DEFAULT IS THE NUMBER OF THE FIRST EOF WHICH EXPLAINS '
PRINT *,' ONLY 1% OF THE TOTAL VARIANCE (NEOFG=0). '
PRINT *,'
'
READ (5,*,END=112) NEOFG
GOTO 113
111 NEOFF=0
112 NEOFG=0
C-- COMPUTATION OF THE FIELD DIMENSIONS AND IF NECESSARY COMPUTATIN OF
C
EIGENVALUES, EOFS AND PRICIPAL COMPONENTS FOR FIELD F AND G. --
113 NCF=3
NCG=4
C-- FOR FIELD F -NCHANF=1
CALL CCAPLES (NCHANF,NDIMF,NSETF,IEOF)
CALL CCAPLES (NCF,NDIM,NSET,IEOF)
C-- the eof-file is empty (IEOF=0) ---IF (IEOF.EQ.0) THEN
PRINT *,' THE SUBROUTINE CCAMKEOF IS CALLED'
NMAXF=MAX0(NDIMF,NSETF)
CALL CCAMKEOF (NDIMF,NSETF,NMAXF,NCHANF)
ENDIF
C-- compute the number of the last eigenvalue with more than 1%of the
C----------- total variance ----CALL EOFNUMB (NCF,FGRENZ,NDIMF)
IF (NEOFF.EQ.0) NEOFF=FGRENZ
C-- THE SAME FOR FIELD G -IEOF=0
NCHANG=2
CALL CCAPLES (NCHANG,NDIMG,NSETG,IEOF)
CALL CCAPLES (NCG,NDIM,NSET,IEOF)
IF (IEOF.EQ.0) THEN
PRINT *,' THE SUBROUTINE CCAMKEOF IS CALLED'
NMAXG=MAX0(NDIMG,NSETG)
CALL CCAMKEOF (NDIMG,NSETG,NMAXG,NCHANG)
ENDIF
CALL EOFNUMB (NCG,GGRENZ,NDIMG)
IF (NEOFG.EQ.0) NEOFG=GGRENZ
MAXGR=MAX0(FGRENZ,GGRENZ)
PRINT *,NEOFF,' EIGENVALUES OF THE FIRST FIELD (F) AND '
PRINT *,NEOFG,' OF THE SECOND FIELD (G) WILL BE REGARDED. '
C-- COMPUTATION OF THE CANONICAL CORRELATION
IF (NSETF.NE.NSETG) THEN
PRINT *,'*** ERROR *** LENGTH OF TIMESERIES NOT EQUAL:',
+
NSETF,'.NE.',NSETG
STOP 'ERROR'
ENDIF
CALL CANCOR (NDIMF,NDIMG,NSETF,NEOFF,NEOFG)
STOP
END
C******************************************************************
SUBROUTINE CCAPLES (NCHAN,NDIM,NSET,IEOF)
IMPLICIT REAL (A-H,O-Z)
IMPLICIT INTEGER (I-N)
C
INTEGER I1,I2,I3
REWIND NCHAN
READ (NCHAN,END=10) ITIME,IVAR,ILEV,ISIZE
REWIND NCHAN
IEOF=0
IPC =0
IEIG=0
NSET=0
NDIM=0
1 READ (NCHAN,END=100) I1,I2,I3,I4
NDIM=MAX0(NDIM,I4)
READ (NCHAN,END=101)
IF (I1.EQ.-1.AND.(I2.EQ.503.OR.I2.EQ.504)) THEN
IEIG=IEIG+1
ELSE IF (I2.EQ.503.AND.I1.GT.-1) THEN
IEOF=IEOF+1
NEOF=I4
ELSE IF (I2.EQ.504.AND.I1.GT.-1) THEN
IPC =IPC +1
NPC=I4
ENDIF
NSET=NSET+1
GOTO1
101 PRINT *,' MORE HEADER THEN DATA '
100 PRINT 1000,NCHAN,NDIM,NSET
IF (IEIG.NE.0 .OR. IPC.NE.0 .OR. IEOF.NE.0) THEN
PRINT 2000,NCHAN,IEIG,IEOF,IPC
NSET=NPC
NDIM=NEOF
ENDIF
REWIND NCHAN
RETURN
10 PRINT *,'INPUT FILE ON TAPE',NCHAN,' IS EMPTY'
IF (NCHAN.EQ.3.OR.NCHAN.EQ.4)RETURN
STOP 'MISTAKE'
1000 FORMAT (1X,' TAPE=',I2,', NDIM=',I5,', NSET=',I5)
2000 FORMAT (1X,' THE FILE ON TAPE ',I2,' CONTAINS:',/
+
,I8,' DATARECORDS WITH EIGENVALUES '/
+
,I8,' DATARECORDS WITH EOFS '/
+
,I8,' DATARECORDS WITH PRINCIPAL COMPONENTS ',/)
END
C************************************************************************
SUBROUTINE EOFNUMB (NCHAN,NEOF,NDIM)
IMPLICIT REAL (A-H,O-Z)
IMPLICIT INTEGER (I-N)
REAL EXVAR,TESTVAR,ONE,EVSUM,EXSUM
REAL, DIMENSION(:), ALLOCATABLE :: EIGEN
INTEGER NEOF,I1,I2,I3,I4
ALLOCATE (EIGEN(NDIM))
C
C
C
C
C
&
IF (error .NE. 0) THEN
STOP 'Not enough storage for data; stopping...'
ENDIF
POINTER (NPEOF,EIGEN)
ALLOCATE (NPEOF,NDIM)
DATA ONE /1./
REWIND NCHAN
1 READ (NCHAN,END=10) I1,I2,I3,I4
READ (NCHAN) (EIGEN(I),I=1,I4)
IF (I1.NE.-1) GOTO 1
EXVAR=0
DO 100 I=1,I4
EXVAR=EXVAR+EIGEN(I)
100 CONTINUE
PRINT *, 'sum of all ', I4,' eigenvalues: ',EXVAR
IENDE=10
IF (I4.LT.IENDE) IENDE=I4
PRINT *, 'the first ',IENDE,' eigenvalues and explained ',
+
"variances"
DO 51 J=1,IENDE
51
PRINT '(I10,2G12.4)', J, EIGEN(J), EIGEN(J)*100./EXVAR
EVSUM=0.0
TESTVAR=EXVAR*0.01
DO 200 I=1,I4
IF (EIGEN(I).LT.TESTVAR) THEN
NEOF=I-1
EXSUM=EVSUM*100./EXVAR
PRINT 1000,NEOF,TESTVAR,EXVAR,NEOF,EXSUM
RETURN
ELSE
EVSUM=EVSUM+EIGEN(I)
ENDIF
200 CONTINUE
NEOF=I4
PRINT *,' ALL EIGENVALUES HAVE MORE THEN 1% OF THE EXPLAINED ',
+
'VARIANCE'
RETURN
C+++ CAUSE AN ABORT ++
10 PRINT *,' FILE ON TAPE ',NCHAN,' CONTAINS NO EIGENVALUES '
PRINT *,' *** ERROR IN ROUTINE EOFNUMB ***'
PRINT *,' *CANCOR*: FATAL END '
CALL MINONE(ONE,XNEGO)
ONE=SQRT(XNEGO)
STOP
1000 FORMAT (' THE ',I5,' VALUE IS THE LAST EIGENVALUE WITH MORE',
+
' THEN 1% (',E12.4,')',/,' OF THE EXPLAINED VARIANCE (',
+
E12.4,'). THE',I5,' EIGENVALUES ',/'EXPLAIN ',F5.2,
+
' PERCENT OF THE TOTAL VARIANCE',/)
END
C*****************************************************************
SUBROUTINE MINONE(XIN,XOUT)
XOUT=-XIN
RETURN
END
C*****************************************************************
SUBROUTINE CCAMKEOF (IE,NTS,NMAX,IN1)
IMPLICIT REAL (A-H,O-Z)
IMPLICIT INTEGER (I-N)
C
PARAMETER(NTIME=60,UNDEF=0.9E+10,UNDEFE=0.9*UNDEF)
LOGICAL TRANS
INTEGER IN1,OUT1,OUT2,OUT3,OUT4,NIN1
C
C IF YOU USE THIS PROGRAM NOT ON A CRAY-2 DELETE THE
C FOLLOWING THREE LINES
PARAMETER(IE77=10000,NTS77=15000)
INTEGER ID(4), IID(4)
COMMON / CHANNEL / NIN1,OUT1,OUT2,OUT3,OUT4
C
INTEGER IDEFX(IE), IDEFT(NTS)
C
C
C
C
C
C
C
C
REAL X(NMAX),CM(IE),XS(NMAX,NTIME)
POINTER (NPX,X),(NPCM,CM),(NPXS,XS),(NPIDEFX,IDEFX),
&
(NPIDEFT,IDEFT)
ALLOCATE (NPX,NMAX)
ALLOCATE (NPCM,IE)
ALLOCATE(NPXS,NMAX*NTIME)
ALLOCATE(NPIDEFX,IE)
ALLOCATE(NPIDEFT,NTS)
REAL, DIMENSION(:), ALLOCATABLE :: X
REAL, DIMENSION(:), ALLOCATABLE :: CM
REAL, DIMENSION(:,:), ALLOCATABLE :: XS
INTEGER, DIMENSION(:), ALLOCATABLE :: IDEFX
INTEGER, DIMENSION(:), ALLOCATABLE :: IDEFT
ALLOCATE (X(NMAX),CM(IE),XS(NMAX,NTIME),IDEFX(IE),IDEFT(NTS))
C AND ACTIVATE THE FOLLOWING LINES
C
PARAMETER(IE77=500,NTS77=3000)
C
INTEGER ID(4), IID(4), IDEFX(IE77), IDEFT(NTS77)
C
REAL X(NTS77),XS(NTS77,NTIME),CM(IE77)
C
COMMON / CHANNEL / NIN1,OUT1,OUT2,OUT3,OUT4
C NOW YOU HAVE DONE ALL CHANGES FOR STANDARD FORTRAN.
C
C
DO 80 IN=1,NMAX
X(IN)=0.0
80 CONTINUE
DO 81 IN=1,NMAX
DO 81 IS=1,NTIME
XS(IN,IS)=0.0
81 CONTINUE
DO 100 I=1,IE
IDEFX(I)=0
CM(I)=0.0
100 CONTINUE
DO 110 IT=1,NTS
IDEFT(IT)=0
110 CONTINUE
C
IM = 0
TRANS=.FALSE.
NIN1=IN1
OUT1=IN1+2
OUT2=IN1+29
OUT3=IN1+39
OUT4=IN1+49
C
C
check input file IN1. comparism of the field size and timeseries length.
C
check of the number of missing values.
C
REWIND IN1
READ(IN1,END=400) IID
IE4 = IID(4)
PRINT *, 'first record: ', IID
REWIND IN1
11 READ(IN1,END=200) ID
READ(IN1) (X(J),J=1,ID(4))
IF(ID(2).NE.IID(2)) GOTO 401
IF(ID(3).NE.IID(3)) GOTO 402
IF(ID(4).NE.IID(4)) GOTO 403
IM = IM + 1
DO 12 J = 1,ID(4)
IF(X(J).GT.UNDEFE) GOTO 12
CM(J) = CM(J) + X(J)
IDEFT(IM)=IDEFT(IM)+1
IDEFX(J)=IDEFX(J)+1
CONTINUE
GOTO 11
12
C
200 PRINT *, 'last record:
', ID(1)
PRINT *, 'number of records found: ',IM
PRINT *, 'vector length: ', IE4
ITEST2=IM-(IM*30/100)
IXX=0
DO 13 J = 1,IE4
IF (IDEFX(J).LT.ITEST2) THEN
CM(J)=UNDEF
IDEFX(J)=0
ELSE
CM(J) = CM(J)/IDEFX(J)
IXX=IXX+1
IDEFX(J)=1
ENDIF
13 CONTINUE
ITEST1=IXX-(IXX*30/100)
ITT=0
ITRANS=1
DO 150 IT=1,IM
IF (IDEFT(IT).GT.ITEST1) THEN
C
C*** THIS LINE WAS INCLUDED BECAUSE IT_S NOT CLEAR IF ISOLATED DEFAULT
C*** VALUES IN THE DATA SET CAUSE TROUBLE AT THE ESTIMATION OF EOFS IF THE
C*** TRANSFORMATION IS PERFORMED.
C
C
IF (IDEFT(IT).NE.IXX) ITRANS=0
C***
C
ITT=ITT+1
IDEFT(IT)=1
ELSE
IDEFT(IT)=0
ENDIF
150 CONTINUE
IGAP=0
DO 151 J=1,IE4
IF (IDEFX(J).EQ.0) THEN
IGAP=IGAP+1
ELSE
CM(J-IGAP)=CM(J)
ENDIF
151 CONTINUE
PRINT *,'
'
PRINT *,'
&
'
&
number of gridpoints with less than ',IM-ITEST2,
default values: ',IXX
number of timesteps with less than ',IXX-ITEST1,
default values: ',ITT
C
IF(IXX.GT.ITT) TRANS=.TRUE.
IF(ITRANS.EQ.0) TRANS=.FALSE.
C
C
C
C
if number of samples less than spatial degrees of freedom,
solve transposed problem. To do so, an auxilary file is generated
in EXTRA format with transposed data matrix, on tape10
C
IMIT=1
REWIND IN1
REWIND 10
REWIND 11
DO 14 I = 1,IM
IF (IDEFT(I).EQ.0)THEN
READ(IN1)
READ(IN1)
ELSE
READ(IN1) ID
READ(IN1) (X(J),J=1,ID(4))
IGAP=0
DO 202 J=1,ID(4)
IF (IDEFX(J).EQ.0)THEN
IGAP=IGAP+1
ELSE
X(J-IGAP)=X(J)
ENDIF
202
CONTINUE
WRITE(11) ID
WRITE(11) (X(J),J=1,IXX)
IF(.NOT.TRANS) THEN
DO 201 J=1,IXX
IF(X(J).LT.UNDEFE) X(J)=X(J)-CM(J)
201
CONTINUE
WRITE(10) ID
WRITE(10) (X(J),J=1,IXX)
ENDIF
ENDIF
14 CONTINUE
15 IF(.NOT.TRANS) THEN
&
IF (ITRANS.EQ.0) THEN
PRINT *,'Default values in data-matrix-->no transformation'
ELSE
PRINT *,'Data-matrix is NOT transposed: IX=',IXX,
' < IT=',ITT
ENDIF
LS = IXX
NS = ITT
IF(LS.GT.IE77) GOTO 404
ELSE
C
21
22
LS = ITT
NS = IXX
IF(LS.GT.IE77 .OR. NS.GT.NTS77) GOTO 404
PRINT *, 'data matrix is transposed'
REWIND 10
DO 20 K = 0,IXX-1,NTIME
REWIND 11
KE = MIN0(NTIME,IXX-K)
IF(K.EQ.0) THEN
DO 21 I = 1,ITT
READ(11)
READ(11) (XS(I,J),J=1,KE)
ELSE
DO 22 I = 1,ITT
READ(11)
READ(11) (X(J),J=1,K), (XS(I,J),J=1,KE)
ENDIF
DO 23 J = 1,KE
DO 300 I=1,ITT
IF (XS(I,J).LT.UNDEFE) XS(I,J)=XS(I,J)-CM(K+J)
CONTINUE
WRITE(10) K+J, IID(2), IID(3), IM
WRITE(10) (XS(I,J),I=1,IM)
CONTINUE
300
23
20
ENDIF
C-- Computation of the eigenvalues, eofs and pcs
CALL EVEOFPC (LS,IE,NS,NTS,CM,IDEFX,IDEFT,XS,IM,TRANS,NMAX,ITT,X)
RETURN
C
C
fata ends
400 PRINT *, 'the input file is empty '
STOP 'MKEOF'
401 PRINT *, 'variable code changes IVAR1(',IID(2),').NE.IVAR(',
+
ID(2),')'
STOP 'MKEOF'
402 PRINT *, 'level code changes ILEV1(',IID(3),').NE.ILEV(',
+
ID(3),')'
STOP 'MKEOF'
403 PRINT *, 'variable field length ILEN1(',IID(4),').NE.ILEN(',
+
ID(4),')'
STOP 'MKEOF'
404 PRINT *, 'too many samples: ', NS,'>',NTS77
PRINT *, 'or: vector is too long: ', LS,'>',IE77
STOP 'MKEOF'
END
C*********************************************************************
SUBROUTINE EVEOFPC (LS,IE,NS,NTS,CM,IDEFX,IDEFT,XS,IM,
+
TRANS,NMAX,ITT,X)
IMPLICIT REAL (A-H,O-Z)
IMPLICIT INTEGER (I-N)
PARAMETER(NTIME=60,UNDEF=0.9E+10,UNDEFE=0.9*UNDEF)
LOGICAL TRANS
INTEGER IN1,OUT1,OUT2,OUT3,OUT4
C
C IF YOU USE THIS PROGRAM NOT ON A CRAY-2 DELETE THE
C FOLLOWING FOUR LINES
PARAMETER(IE77=10000,NTS77=15000)
INTEGER ID(4), IID(4), IDEFX(IE), IDEFT(NTS)
REAL X(NMAX),CM(IE),XS(NMAX,NTIME)
COMMON / CHANNEL / IN1,OUT1,OUT2,OUT3,OUT4
C
C
C
C
C
C
C
&
REAL X(NMAX),E(IE),CV(LS,LS),EV(LS,LS),CM(IE),PC(IE),
XS(NMAX,NTIME)
POINTER (NPE,E),(NPCV,CV),(NPEV,EV),(NPPC,PC)
ALLOCATE (NPE,IE)
ALLOCATE (NPEV,LS*LS)
ALLOCATE (NPCV,LS*LS)
ALLOCATE (NPPC,IE)
REAL, DIMENSION(:), ALLOCATABLE :: E
REAL, DIMENSION(:), ALLOCATABLE :: PC
REAL, DIMENSION(:,:), ALLOCATABLE :: CV
REAL, DIMENSION(:,:), ALLOCATABLE :: EV
ALLOCATE (E(IE),CV(LS,LS),EV(LS,LS),PC(IE))
C AND ACTIVATE THE FOLLOWING LINES
C
PARAMETER(IE77=500,NTS77=3000)
C
INTEGER ID(4), IID(4), IDEFX(IE77), IDEFT(NTS77)
C
REAL X(NTS77),E(IE77),CV(IE77,IE77),EV(IE77,IE77),
C
&
XS(NTS77,NTIME),CM(IE77),PC(IE77)
C
COMMON / CHANNEL / IN1,OUT1,OUT2,OUT3,OUT4
C NOW YOU HAVE DONE ALL CHANGES FOR STANDARD FORTRAN.
C
DO 88 I=1,IE
E(I)=0.0
PC(I)=0.0
88 CONTINUE
DO 100 I=1,LS
DO 100 J=1,LS
CV(I,J)=0.0
EV(I,J)=0.0
100 CONTINUE
C
C
C
estimation of the covarianzmatrix CV(I,J)
REWIND 10
DO 31 I = 1,NS
READ(10) ID
READ(10) (X(J),J=1,LS)
DO 31 J=1,LS
DO 31 K=1,LS
IF (X(J).LT.UNDEFE .AND. X(K).LT.UNDEFE) THEN
CV(J,K) = CV(J,K) + X(J)*X(K)
ENDIF
31
CONTINUE
C
36
DO 36 J=1,LS
DO 36 K = 1,LS
CV(J,K) = CV(J,K)/ITT
Cc
Cc
derivation of the eigenvalues and -vectors with a nag-lib routine
IFAIL=0
CALL F02ABF(CV,IE,LS,E,EV,IE,PC,IFAIL)
C
C
C on the cray-2 use the optimized cray eispack routines in PPPCOM
C
CALL PPPCOM (LS,LS,CV,E,PC,EV)
C
C eigenvalues
REWIND OUT1
REWIND OUT2
WRITE(OUT2) -1, 503, 9999, LS
WRITE(OUT2) (E(J),J=LS,1,-1)
WRITE(OUT1) -1, 503, 9999, LS
WRITE(OUT1) (E(J),J=LS,1,-1)
C
C eigenvectors, possibly back transformation
C
REWIND OUT3
C-- with transformation ---IF(TRANS) THEN
DO 73 K = 0,LS-1,NTIME
REWIND 10
KE = MIN0(NTIME,LS-K)
DO 75 I = 1,NS
READ(10) ID
READ(10) (X(L),L=1,LS)
DO 74 J = 1,KE
74
XS(I,J) = 0.
DO 75 J = 1,KE
DO 76 L = 1,LS
IF (X(L).LT.UNDEFE) THEN
XS(I,J) = XS(I,J) + X(L)*EV(L,LS+1-K-J)
ENDIF
76
CONTINUE
75
CONTINUE
DO 69 J = 1,KE
XN = 0.
DO 68 I = 1,NS
XN = XN + XS(I,J)**2
68
CONTINUE
XN=1./SQRT(XN)
IGAP=0
EOFM=0
DO 67 I=1,IE
IF (IDEFX(I).EQ.0) THEN
IGAP=IGAP+1
PC(I)=UNDEF
ELSE
PC(I)=XS(I-IGAP,J)*XN
EOFM=PC(I)+EOFM
ENDIF
67
CONTINUE
IF (EOFM.LT.0) THEN
DO 66 I=1,IE
C--- always positiv mean value of all eofs ---IF (PC(I).LT.UNDEFE) PC(I)=PC(I)*(-1.)
66
CONTINUE
ENDIF
WRITE(OUT3) K+J, 503, 9999, IE
WRITE(OUT3) (PC(I),I=1,IE)
WRITE(OUT1) K+J, 503, 9999, IE
WRITE(OUT1) (PC(I),I=1,IE)
69
CONTINUE
73
CONTINUE
ELSE
C-- NO back transformation ---
71
DO 70 J = LS,1,-1
IGAP = 0
EOFM=0
DO 71 I=1,IE
IF (IDEFX(I).EQ.0) THEN
IGAP=IGAP+1
PC(I)=UNDEF
ELSE
PC(I)=EV(I-IGAP,J)
EOFM=EOFM+PC(I)
ENDIF
CONTINUE
C--- always positiv mean value of all eofs ---IF (EOFM.LT.0) THEN
DO 72 I=1,IE
IF (PC(I).LT.UNDEFE) PC(I)=PC(I)*(-1.)
72
CONTINUE
ENDIF
WRITE(OUT3) LS+1-J, 503, 9999, IE
WRITE(OUT3) (PC(K),K=1,IE)
WRITE(OUT1) LS+1-J, 503, 9999, IE
WRITE(OUT1) (PC(K),K=1,IE)
70 CONTINUE
ENDIF
C
C
the principal components
C
REWIND IN1
REWIND 10
DO 40 I = 1,IM
READ(IN1) ID
READ(IN1) (X(JJ),JJ=1,ID(4))
REWIND OUT3
J=0
DO 41 JK=0,LS-1,NTIME
NTIMAX=MIN0(NTIME,LS-JK)
DO 45 KK=1,NTIMAX
READ (OUT3) IID
READ (OUT3) (XS(IA,KK),IA=1,IID(4))
CONTINUE
45
IF (IDEFT(I).EQ.0) THEN
DO 700 JJ=1,NTIMAX
J=J+1
PC(J)=UNDEF
CONTINUE
700
ELSE
+
42
43
DO 43 JJ = 1,NTIMAX
J=J+1
PC(J) = 0.
IGAP=0
DO 42 K = 1,ID(4)
IF (IDEFX(K).EQ.0) THEN
IGAP=IGAP+1
ELSE
IF (X(K).LT.UNDEFE .AND. XS(K,JJ).LT.UNDEFE .AND.
CM(K-IGAP).LT.UNDEFE) THEN
PC(J) = PC(J) +(X(K)-CM(K-IGAP))*XS(K,JJ)
ENDIF
ENDIF
CONTINUE
CONTINUE
ENDIF
41
CONTINUE
WRITE(10) ID(1), 504, 9999, LS
WRITE(10) (PC(JJ),JJ=1,LS)
40 CONTINUE
CALL PCTP (LS,IM,OUT1,OUT4,X,XS,NTIME,NMAX)
RETURN
C
C
fata ends
400 PRINT *, 'input file 1 is empty '
STOP 'MKEOF'
401 PRINT *, 'variable code changes IVAR1(',IID(2),').NE.IVAR(',
+
ID(2),')'
STOP 'MKEOF'
402 PRINT *, 'level code changes ILEV1(',IID(3),').NE.ILEV(',
+
ID(3),')'
STOP 'MKEOF'
403 PRINT *, 'variable field length ILEN1(',IID(4),').NE.ILEN(',
+
ID(4),')'
STOP 'MKEOF'
404 PRINT *, 'too many samples: ', NS,'>',NTS77
PRINT *, 'or: vector is too long: ', LS,'>',IE77
STOP 'MKEOF'
END
C*****************************************************************
SUBROUTINE PPPCOM (NM,N,RM,DVECT,EVECT,ZMATR)
IMPLICIT REAL (A-H,O-Z)
IMPLICIT INTEGER (I-N)
C------------------------------------------------------------------C
COMPUTE EIGENVALUES AND EIGENVECTORS (IN DECREASING EIGENVALUE
C
ORDER) OF A REAL SYMMETRIC (POSITIVE DEFINITE?) MATRIX.
C
ROUTINES "TRED2" AND "IMTQL2" OF THE EISPACK-PACKAGE ARE CALLED.
C
C --- PARAMETERS
C
C --- NM....... FIRST DIMENSION OF MATRICES
C --- N........ DIMENSION OF PROBLEM
C --- RM....... GIVEN MATRIX
C --- DVECT(J). EIGENVALUE NO. J
C --- EVECT.... AUXILIARY ARRAY
C --- ZMATR(I,J) CONTAINS EIGENVECTOR NO. J (I=1,...,N)
C------------------------------------------------------------------DIMENSION RM(NM,N),DVECT(N),EVECT(N),ZMATR(NM,N)
CALL TRED2(NM,N,RM,DVECT,EVECT,ZMATR)
CALL IMTQL2(NM,N,DVECT,EVECT,ZMATR,IERR)
C
IF(IERR.NE.0) PRINT 100, IERR
C
C --- CHECK EIGENVALUES AND EIGENVECTORS
C
DO 3 K=1,N
DV = DVECT(K)
EMAX = 0.
DO 2 I=1,N
XZ=0.0
DO 1 J=1,N
1 XZ
= XZ+RM(I,J)*ZMATR(J,K)
2 EMAX = AMAX1(EMAX , ABS(XZ - DV*ZMATR(I,K)))
3 IF(EMAX.GE.(DV*1.E-8).AND.DV.GT.1.E-4) PRINT 200,N+1-K,EMAX,DV
C
100 FORMAT(' PPPCOM, ERROR TYPE...',I4)
200 FORMAT(' PPPCOM, NO. OF EIGENVALUE',I4,', MAX. ERROR'
&
,E10.2,' EIGENVALUE ',E14.6)
RETURN
END
C*****************************************************************
SUBROUTINE TRED2 (NM,N,A,D,E,Z)
IMPLICIT REAL (A-H,O-Z)
IMPLICIT INTEGER (I-N)
INTEGER I,J,K,L,N,II,NM,JP1
REAL A(NM,N),D(N),E(N),Z(NM,N)
REAL F,G,H,HH,SCALE
REAL SQRT,ABS,SIGN
DO 100 I=1,N
DO 100 J=1,I
Z(I,J)=A(I,J)
100
CONTINUE
IF (N.EQ.1) GO TO 320
C********** FOR I=N STEP -1 UNTIL 2 DO -- *****************
DO 300 II=2,N
I=N+2-II
L=I-1
H=0.0
SCALE=0.0
IF(L.LT.2)GO TO 130
C******* SCALE ROW (ALGOL TOL THEN NOT NEEDED) ************
DO 120 K=1,L
120
SCALE=SCALE+ABS(Z(I,K))
130
140
150
IF (SCALE.NE.0.0) GOTO 140
E(I)=Z(I,L)
GOTO 290
DO 150 K=1,L
Z(I,K)=Z(I,K)/SCALE
H=H+Z(I,K)*Z(I,K)
CONTINUE
F=Z(I,L)
G=-SIGN(SQRT(H),F)
E(I)=SCALE*G
H=H-F*G
Z(I,L)=F-G
F=0.0
DO 240 J=1,L
Z(J,I)=Z(I,J)/H
G=0.0
C********* FORM ELEMENT OF A*U *******************
DO 180 K=1,J
180
G=G+Z(J,K)*Z(I,K)
JP1=J+1
IF(L.LT.JP1)GOTO 220
DO 200 K=JP1,L
200
G=G+Z(K,J)*Z(I,K)
C ******** FORM ELEMENT OF P **********************
220
E(J)=G/H
F=F+E(J)*Z(I,J)
240
CONTINUE
HH=F/(H+H)
C ******** FORM REDUCED A **************************
DO 260 J=1,L
F=Z(I,J)
G=E(J) - HH*F
E(J)=G
DO 260 K=1,J
Z(J,K)=Z(J,K)-F*E(K)-G*Z(I,K)
260 CONTINUE
290 D(I)=H
300 CONTINUE
320 D(1)=0.0
E(1)=0.0
C ********* ACCUMULATION OF TRANSFORMATION MATRICES ******
DO 500 I=1,N
L=I-1
IF (D(I).EQ.0.0) GOTO 380
DO 360 J=1,L
G=0.0
340
DO 340 K=1,L
G=G+Z(I,K)*Z(K,J)
DO 360 K=1,L
Z(K,J)=Z(K,J)-G*Z(K,I)
360 CONTINUE
380 D(I)=Z(I,I)
Z(I,I)=1.0
IF (L.LT.1) GOTO 500
DO 400 J=1,L
Z(I,J)=0.0
Z(J,I)=0.0
400 CONTINUE
500 CONTINUE
RETURN
END
C*****************************************************************
SUBROUTINE IMTQL2 (NM,N,D,E,Z,IERR)
INTEGER I,J,K,L,M,N,II,NM,MML,IERR
REAL D(N),E(N),Z(NM,N)
REAL B,C,F,G,P,R,S,MACHEP
REAL SQRT,ABS,SIGN
C ****** MACHEP IS A MACHINE DEPENDENT PARAMETER SPECIFYING
C
THE RELATIVE PRECISION OF FLOATING POINT ARITHMETIC.
C
MACHEP=PRECIS
C OLD MACHEP
MACHEP=0.00000000000001
MACHEP=0.00000000000001
IERR=0
IF (N.EQ.1) GOTO 1001
DO 100 I=2,N
100 E(I-1)=E(I)
E(N)=0.0
DO 240 L=1,N
J=0
C **** LOOK FOR SMALL SUB-DIAGONAL ELEMENT ******************
105
DO 110 M=L,N
IF(M.EQ.N) GOTO 120
IF(ABS(E(M)).LE.MACHEP*(ABS(D(M))+ABS(D(M+1)))) GOTO 120
110
CONTINUE
120
P=D(L)
IF(M.EQ.L) GOTO 240
IF(J.EQ.30) GOTO 1000
J=J+1
C ******* FORM SHIFT *****************************************
G=(D(L+1)-P)/(2.0+E(L))
R=SQRT(G*G+1.0)
G=D(M)-P+E(L)/(G+SIGN(R,G))
S=1.0
C=1.0
P=0.0
MML=M-L
C ********** FOR I=M-1 STEP -1 UNTIL L DO -- *******************
DO 200 II=1,MML
I=M-II
F=S*E(I)
B=C*E(I)
IF(ABS(F).LT.ABS(G))GOTO 150
C=G/F
R=SQRT(C*C+1.0)
E(I+1)=F*R
S=1.0/R
C=C*S
GOTO 160
150
S=F/G
R=SQRT(S*S+1.0)
E(I+1)=G*R
C=1.0/R
S=S*C
160
G=D(I+1)-P
R=(D(I)-G)*S+2.0*C*B
P=S*R
D(I+1)=G+P
G=C*R-B
C ******** FORM VECTOR ****************************
DO 180 K=1,N
F=Z(K,I+1)
Z(K,I+1)=S*Z(K,I)+C*F
Z(K,I)=C*Z(K,I)-S*F
180
CONTINUE
200
CONTINUE
D(L)=D(L)-P
E(L)=G
E(M)=0.0
GOTO 105
240 CONTINUE
C ******** ORDER EIGENVALUES AND EIGENVECTORS **********
DO 300 II=2,N
I=II-1
K=I
P=D(I)
DO 260 J=II,N
IF(D(J).GE.P) GOTO 260
K=J
P=D(J)
260
CONTINUE
IF (K.EQ.I) GOTO 300
D(K)=D(I)
D(I)=P
DO 280 J=1,N
P=Z(J,I)
Z(J,I)=Z(J,K)
Z(J,K)=P
280
CONTINUE
300 CONTINUE
GOTO 1001
C ****** SET ERROR NO CONVERGENCE AFTER 30 ITERATIONS *******
1000 IERR=L
1001 RETURN
END
C*****************************************************************
SUBROUTINE PCTP (IE,NTS,OUT1,OUT4,X,XS,NTIME,NMAX)
IMPLICIT REAL (A-H,O-Z)
IMPLICIT INTEGER (I-N)
C
C
TransPosition of data matrix given in EXTRA format
C
data have to be homogenous
PARAMETER(IE77=10000,NTS77=15000)
REAL X(NMAX),XS(NMAX,NTIME)
INTEGER ID(4),IID(4),OUT1,OUT4
C
IM=NTS
LS=IE
REWIND OUT4
111
110
112
100
DO 100 I=0,LS,NTIME
II=I+NTIME
IF (II.GT.LS) II=LS
NTMIN=MIN0(NTIME,LS-I)
REWIND 10
DO 110 K = 1,IM
READ(10) ID
READ(10) (X(J),J=1,II)
DO 111 L=1,NTMIN
XS(K,L) = X(II-NTMIN+L)
CONTINUE
CONTINUE
DO 112 L=1,NTMIN
WRITE(OUT1) I+L,ID(2),ID(3),IM
WRITE(OUT1) (XS(K,L),K=1,IM)
WRITE(OUT4) I+L,ID(2),ID(3),IM
WRITE(OUT4) (XS(K,L),K=1,IM)
CONTINUE
CONTINUE
RETURN
END
C#######################################################################
SUBROUTINE CANCOR (NDF,NDG,NSER,NEOFF,NEOFG)
IMPLICIT REAL (A-H,O-Z)
IMPLICIT INTEGER (I-N)
PARAMETER (UNDEF=0.9E+10,UNDEFE=0.99*UNDEF)
INTEGER IFAIL,IT,IXA,IXB,ICAN,IEOF,OUT5,OUT6
REAL
FAKTOR,TESTW,EWERT,FGSUM(2)
C
C
REAL
+
TS1(NSER),TS2(NSER),CMAT(NEOFF,NEOFG),EVAL(NEOFF),
PMAT(NEOFF,NEOFF),FHILF(NDG),EVECA(NEOFF,NEOFF),
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
+
+
+
+
+
CTMAT(NEOFG,NEOFF),EVECB(NEOFG,NEOFF),
PC(NEOFG,NSER),TSC(NSER,NEOFG),EPSI(2,NEOFF),
EOFVAL(NEOFG),MAP(NDG,NEOFF),TFAK(NDG,NEOFF),
FAKTOR,TESTW,EWERT,FGSUM(2),FSUM(NDG),
VARI(NDG,NEOFG)
POINTER (NPTS1,TS1),(NPTS2,TS2),(NPCMAT,CMAT),(NPEVAL,EVAL),
+
(NPPMAT,PMAT),(NPFHILF,FHILF),(NPEVECA,EVECA),(NPCTMAT,CTMAT)
+
,(NPEVECB,EVECB),(NPPC,PC),(NPTSC,TSC),(NPEPSI,EPSI),
+
(NPEOFVAL,EOFVAL),(NPMAP,MAP),(NPTFAK,TFAK),(NPFSUM,FSUM),
+
(NPVARI,VARI)
ALLOCATE (NPTS1,NSER)
ALLOCATE (NPTS2,NSER)
ALLOCATE (NPCMAT,NEOFF*NEOFG)
ALLOCATE (NPEVAL,NEOFF)
ALLOCATE (NPPMAT,NEOFF*NEOFF)
ALLOCATE (NPFHILF,NDG)
ALLOCATE (NPEVECA,NEOFF*NEOFF)
ALLOCATE (NPCTMAT,NEOFG*NEOFF)
ALLOCATE (NPEVECB,NEOFF*NEOFG)
ALLOCATE (NPPC,NEOFG*NSER)
ALLOCATE (NPTSC,NSER*NEOFG)
ALLOCATE (NPEPSI,2*NEOFF)
ALLOCATE (NPEOFVAL,NEOFG)
ALLOCATE (NPMAP,NDG*NEOFF)
ALLOCATE (NPTFAK,NDG*NEOFF)
ALLOCATE (NPFSUM,NDG)
ALLOCATE (NPVARI,NDG*NEOFG)
REAL,
REAL,
REAL,
REAL,
REAL,
REAL,
DIMENSION(:),
DIMENSION(:),
DIMENSION(:),
DIMENSION(:),
DIMENSION(:),
DIMENSION(:),
REAL,
REAL,
REAL,
REAL,
REAL,
REAL,
REAL,
REAL,
REAL,
REAL,
REAL,
DIMENSION(:,:),
DIMENSION(:,:),
DIMENSION(:,:),
DIMENSION(:,:),
DIMENSION(:,:),
DIMENSION(:,:),
DIMENSION(:,:),
DIMENSION(:,:),
DIMENSION(:,:),
DIMENSION(:,:),
DIMENSION(:,:),
ALLOCATE
ALLOCATE
ALLOCATE
ALLOCATE
ALLOCATE
ALLOCATE
ALLOCATE
ALLOCATE
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
::
::
::
::
::
::
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
ALLOCATABLE
TS1
TS2
EVAL
FHILF
EOFVAL
FSUM
::
::
::
::
::
::
::
::
::
::
::
CMAT
PMAT
EVECA
CTMAT
EVECB
PC
TSC
EPSI
MAP
TFAK
VARI
(TS1(NSER),TS2(NSER),EVAL(NEOFF),FHILF(NDG))
(EOFVAL(NEOFG),FSUM(NDG))
(CMAT(NEOFF,NEOFG),PMAT(NEOFF,NEOFF))
(EVECA(NEOFF,NEOFG),CTMAT(NEOFG,NEOFF))
(EVECB(NEOFG,NEOFG),PC(NEOFG,NSER))
(TSC(NSER,NEOFG),EPSI(2,NEOFF))
(MAP(NDG,NEOFF),TFAK(NDG,NEOFF))
(VARI(NDG,NEOFG))
C--- PARAMETERCONTROL
IF (NEOFG.LT.NEOFF) GOTO 777
IF (NDG.LT.NDF) GOTO 888
C--- SETTING OF TAPENAMES AND VARIABELS
KANF=1
KANG=2
IN1 =3
IN2 =4
OUT5=21
OUT6=21
KO1F=60
KO2F=70
KO3F=80
KO2G=71
KO3G=81
C---- COMPUTATION OF CMAT(I,J)=<PCF(IT,I),PCG(IT,J)> -----------------C---------------------------------------------------------------------IANZ=0
IEV=0
C---- READ PCF FIELDS -------1 REWIND (IN2)
2 READ (IN2,END=3) I1,I2,I3,I4
IF(I2.EQ.504 .AND. I1.LE.NEOFG .AND. I1.GT.-1 .AND.
+
IEV.NE.0) THEN
IANZ=IANZ+1
FHILF(I1)=1/SQRT(FHILF(I1))
READ (IN2) (TSC(I,I1),I=1,I4)
DO 90 I=1,I4
IF (TSC(I,I1).LT.UNDEFE) THEN
TSC(I,I1)=TSC(I,I1)*FHILF(I1)
ENDIF
90
CONTINUE
ELSE IF (I1.EQ.-1 .AND. IEV.EQ.0.AND.(I2.EQ.503.OR.I2.EQ.504))
+
THEN
IEV=1
READ (IN2) (FHILF(I),I=1,NEOFG)
GOTO 1
ELSE
READ (IN2)
ENDIF
GOTO 2
3 IF (IEV.EQ.0) THEN
PRINT *,'** FOUND NO EIGENVALUE ON TAPE ',IN2,' **'
STOP 'ERROR'
ENDIF
IF (IANZ.NE.NEOFG) THEN
PRINT *,'** FOUND NOT ENOUGH PRINCIPAL COMPONENTS ON TAPE ',
+
IN2,' **'
STOP 'ERROR'
ENDIF
PRINT *,' READED ',NEOFG,' PRINCIPAL COMPONENTS FROM UNIT ',IN2
C---- read pcg fields --IANZ=0
IEV=0
4 REWIND (IN1)
5 READ (IN1,END=6) I1,I2,I3,I4
IF(I2.EQ.504 .AND. I1.LE.NEOFF .AND. I1.GT.-1 .AND.
+
IEV.NE.0) THEN
IANZ=IANZ+1
EOFVAL(I1)=1/SQRT(EOFVAL(I1))
READ (IN1) (PC(I1,I),I=1,I4)
DO 95 IT=1,NSER
IF (PC(I1,IT).LT.UNDEFE) THEN
PC(I1,IT)=PC(I1,IT)*EOFVAL(I1)
TS1(IT)=PC(I1,IT)
ELSE
TS1(IT)=UNDEF
ENDIF
95
CONTINUE
DO 96 L=1,NEOFG
DO 97 IT=1,NSER
TS2(IT)=TSC(IT,L)
97
CONTINUE
CMAT(I1,L)=RCCV(TS1,TS2,NSER,0)
96
CONTINUE
ELSE IF (I1.EQ.-1 .AND. IEV.EQ.0.AND.(I2.EQ.503.OR.I2.EQ.504))
+
THEN
IEV=1
READ (IN1) (EOFVAL(I),I=1,NEOFG)
GOTO 4
ELSE
READ (IN1)
ENDIF
GOTO 5
6 IF (IEV.EQ.0) THEN
PRINT *,'** FOUND NO EIGENVALUE ON TAPE ',IN1,' **'
STOP 'ERROR'
ENDIF
IF (IANZ.NE.NEOFF) THEN
PRINT *,'** FOUND NOT ENOUGH PRINCIPAL COMPONENTS ON TAPE ',
+
IN1,' **'
STOP 'ERROR'
ENDIF
PRINT *,' READED ',NEOFF,' PRINCIPAL COMPONENTS FROM UNIT ',IN1
C-- calculate the transposed matrix cmat''
DO 300 I=1,NEOFG
DO 300 J=1,NEOFF
IF(CMAT(I,J).GT.UNDEFE) GOTO 666
CTMAT(I,J)=CMAT(J,I)
300 CONTINUE
C---- CALCULATION OF PMAT=CMAT*CMAT'' -------------------------------------C-------------------------------------------------------------------------C CRAY SUBROUTINE
---- MATRIX MULTIPLICATION ----CALL MXM (CMAT,NEOFF,CTMAT,NEOFG,PMAT,NEOFF)
C---- BERECHNUNG VON LAMBDA**2 UND EVECA(IXA,ICAN) -----------------C---- CALCULATE EIGENVALUES AND EIGENVECTORS -CALL PPPCOM (NEOFF,NEOFF,PMAT,EVAL,FHILF,EVECA)
C-------------------------------------NEOFF1=NEOFF+1
DO 200 IXA=1,NEOFF
DO 201 ICAN=1,NEOFF
FHILF(ICAN)=EVECA(IXA,NEOFF1-ICAN)
201
CONTINUE
DO 202 ICAN=1,NEOFF
EVECA(IXA,ICAN)=FHILF(ICAN)
202
CONTINUE
200 CONTINUE
DO 209 ICAN=1,NEOFF
209 FHILF(ICAN)=EVAL(ICAN)
CALL TROS (FHILF,NEOFF)
C-- create an info-printout ---
50
51
52
NEMAX =MIN0(NEOFF,10)
ES = 0
DO 50 J = 1,NEOFF
ES = ES + FHILF(J)
PRINT *, NEOFF,' correlations found '
PRINT *, 'the first ',NEOFF,' canonical correlation coefficents'
DO 51 J = 1,NEMAX
PRINT '(I10,2G12.4)', J, FHILF(J)
PRINT *,'the correlations between the
DO 52 J=1,NEOFF
SS=SQRT(FHILF(J))
PRINT '(I10,2G12.4)', J, SS
canonical time series'
C--- write correlation on tapes --KST=-1
KEV=520
IDEF=9999
REWIND (KO1F)
REWIND (OUT6)
WRITE (85) KST,KEV,IDEF,NEOFF
WRITE (OUT6) KST,KEV,IDEF,NEOFF
WRITE (OUT6) (FHILF(ICAN),ICAN=1,NEOFF)
REWIND (OUT5)
WRITE (OUT5) KST,KEV,IDEF,NEOFF
WRITE (OUT5) (FHILF(ICAN),ICAN=1,NEOFF)
WRITE (KO1F) KST,KEV,IDEF,NEOFF
WRITE (KO1F) (FHILF(ICAN),ICAN=1,NEOFF)
C---- CALCULATION OF THE U TIMESERIES ----------------------------DO 400 IT=1,NSER
DO 400 ICAN=1,NEOFF
SUMMEA=0.0
DO 401 IX=1,NEOFF
IF (PC(IX,IT).LT.UNDEFE .AND. EVECA(IX,ICAN).LT.UNDEFE)THEN
SUMMEA=SUMMEA+PC(IX,IT)*EVECA(IX,ICAN)
ENDIF
401
CONTINUE
IF (SUMMEA.NE.0.0)THEN
TSC(IT,ICAN)=SUMMEA
ELSE
TSC(IT,ICAN)=UNDEF
ENDIF
400 CONTINUE
OPEN (UNIT=KO3F,FORM='UNFORMATTED')
REWIND KO3F
DO 581 ICAN=1,NEOFF
WRITE (KO3F) ICAN,522,IDEF,NSER
WRITE (KO3F) (TSC(IT,ICAN),IT=1,NSER)
WRITE (OUT5) ICAN,522,IDEF,NSER
WRITE (OUT5) (TSC(IT,ICAN),IT=1,NSER)
581 CONTINUE
C---- CALCULATION OF THE CANONICAL MAPS OF FIELD F ----------DO 511 IC=1,NEOFF
EPSI(1,IC)=0.0
DO 510 IX=1,NDG
MAP(IX,IC)=0.0
TFAK(IX,IC)=0.0
510
CONTINUE
511 CONTINUE
REWIND KANF
DO 520 IT=1,NSER
READ (KANF) I1,I2,I3,I4
READ (KANF) (FHILF(IX),IX=1,I4)
DO 521 IC=1,NEOFF
IF (TSC(IT,IC).LT.UNDEFE) THEN
DO 522 IX=1,I4
IF (FHILF(IX).LT.UNDEFE) THEN
TFAK(IX,IC)=TFAK(IX,IC)+1.
MAP(IX,IC)=MAP(IX,IC)+FHILF(IX)*TSC(IT,IC)
ENDIF
522
CONTINUE
ENDIF
521
CONTINUE
520 CONTINUE
DO 530 IC=1,NEOFF
DO 531 IX=1,NDF
VARI(IX,IC)=0.0
IF (IC.EQ.1) FSUM(IX)=0.0
IF(TFAK(IX,IC).GT.(NSER*0.3))THEN
MAP(IX,IC)=MAP(IX,IC)/TFAK(IX,IC)
ELSE
MAP(IX,IC)=UNDEF
ENDIF
531
CONTINUE
530 CONTINUE
C EXPLAINED VARIANCE OF EVERY CANONICAL MODE (FOR FMAPS)
REWIND KANF
FGSUM(1)=0.0
DO 525 IT=1,NSER
READ (KANF) I1,I2,I3,I4
READ (KANF) (FHILF(IX),IX=1,I4)
DO 528 IX=1,I4
IF (FHILF(IX).LT.UNDEFE) THEN
FGSUM(1)=FGSUM(1)+(FHILF(IX) * FHILF(IX))
FSUM(IX)=FSUM(IX)+(FHILF(IX) * FHILF(IX))
ENDIF
528
CONTINUE
DO 526 IC=1,NEOFF
IF (TSC(IT,IC).LT.UNDEFE) THEN
DO 527 IX=1,I4
IF (FHILF(IX).LT.UNDEFE.AND.MAP(IX,IC).LT.UNDEFE) THEN
EPSI(1,IC)=EPSI(1,IC)+(FHILF(IX)-(TSC(IT,IC)*
+
MAP(IX,IC)) )**2
VARI(IX,IC)=VARI(IX,IC)+(FHILF(IX)-(TSC(IT,IC)*
+
MAP(IX,IC)) )**2
ENDIF
CONTINUE
ENDIF
526
CONTINUE
525 CONTINUE
527
DO 540 IC=1,NEOFF
DO 541 IX=1,I4
IF (FSUM(IX).GT.0.0.AND.VARI(IX,IC).GT.0.0) THEN
VARI(IX,IC)=100.*(1.-(VARI(IX,IC)/FSUM(IX)))
ELSE
VARI(IX,IC)=UNDEF
ENDIF
541
CONTINUE
540 CONTINUE
OPEN (UNIT=KO2F,FORM='UNFORMATTED')
REWIND KO2F
DO 580 ICAN=1,NEOFF
WRITE (KO2F) ICAN,521,IDEF,NDF
WRITE (KO2F) (MAP(IA,ICAN),IA=1,NDF)
WRITE (OUT5) ICAN,521,IDEF,NDF
WRITE (OUT5) (MAP(IA,ICAN),IA=1,NDF)
WRITE (OUT5) ICAN,525,IDEF,NDF
WRITE (OUT5) (VARI(IA,ICAN),IA=1,NDF)
580 CONTINUE
C---- CALCULATION OF EVECB --------------------------------------C
CRAY SUBROUTINE
--------------CALL MXM (CTMAT,NEOFG,EVECA,NEOFF,EVECB,NEOFF)
C--------------------------------------DO 310 ICAN=1,NEOFF
FAKTOR=1./SQRT(EVAL(NEOFF+1-ICAN))
DO 311 IX=1,NEOFG
EVECB(IX,ICAN)=EVECB(IX,ICAN)*FAKTOR
311
CONTINUE
310 CONTINUE
C--- READING DATA --------------IANZ=0
IEV=0
7 REWIND (IN2)
8 READ (IN2,END=9) I1,I2,I3,I4
IF(I2.EQ.504 .AND. I1.LE.NEOFG .AND. I1.GT.-1) THEN
IANZ=IANZ+1
READ (IN2) (PC(I1,IT),IT=1,I4)
ELSE IF (I1.LT.0.AND.(I2.EQ.504.OR.I2.EQ.503)) THEN
READ (IN2) (EOFVAL(II),II=1,NEOFG)
IEV=1
DO 599 II=1,NEOFG
EOFVAL(II)=1./SQRT(EOFVAL(II))
599
CONTINUE
ELSE
READ (IN2)
ENDIF
GOTO 8
9 IF (IANZ.NE.NEOFG) THEN
PRINT *,'** FOUND NOT ENOUGH PRINCIPAL COMPONENTS ON TAPE ',
+
IN2,' **'
STOP 'ERROR'
ELSE IF (IEV.NE.1) THEN
PRINT *,'** FOUND NO EIGENVALUES ON TAPE ',IN2,' **'
STOP 'ERROR'
ENDIF
C---- CALCULATION OF THE V TIMESERIES ----------------------------DO 600 IT=1,NSER
DO 602 IX=1,NEOFG
IF (PC(IX,IT).LT.UNDEFE) THEN
PC(IX,IT)=PC(IX,IT)*EOFVAL(IX)
ENDIF
602
CONTINUE
DO 600 ICAN=1,NEOFF
SUMMEA=0.0
DO 601 IX=1,NEOFG
IF (PC(IX,IT).LT.UNDEFE .AND. EVECB(IX,ICAN).LT.UNDEFE)THEN
SUMMEA=SUMMEA+(PC(IX,IT)*EVECB(IX,ICAN))
ENDIF
601
CONTINUE
IF (SUMMEA.NE.0.0)THEN
TSC(IT,ICAN)=SUMMEA
ELSE
TSC(IT,ICAN)=UNDEF
ENDIF
600 CONTINUE
OPEN (UNIT=KO3G,FORM='UNFORMATTED')
REWIND KO3G
DO 591 ICAN=1,NEOFF
WRITE (OUT6) ICAN,524,IDEF,NSER
WRITE (OUT6) (TSC(IT,ICAN),IT=1,NSER)
WRITE (KO3G) ICAN,524,IDEF,NSER
WRITE (KO3G) (TSC(IT,ICAN),IT=1,NSER)
591 CONTINUE
C---- CALCULATION OF THE CANONICAL MAPS OF FIELD G ----------FAKTOR = 1./REAL(NSER)
DO 610 IC=1,NEOFF
EPSI(2,IC)=0.0
DO 611 IX=1,NDG
TFAK(IX,IC)=0.0
MAP(IX,IC)=0.0
611
CONTINUE
610 CONTINUE
REWIND KANG
DO 620 IT=1,NSER
READ (KANG) I1,I2,I3,I4
READ (KANG) (FHILF(IX),IX=1,I4)
DO 621 IC=1,NEOFF
IF (TSC(IT,IC).LT.UNDEFE) THEN
DO 622 IX=1,I4
IF (FHILF(IX).LT.UNDEFE) THEN
TFAK(IX,IC)=TFAK(IX,IC)+1.
MAP(IX,IC)=MAP(IX,IC)+FHILF(IX)*TSC(IT,IC)
ENDIF
622
CONTINUE
ENDIF
621
CONTINUE
620 CONTINUE
DO 630 IC=1,NEOFF
DO 631 IX=1,NDG
VARI(IX,IC)=0.0
IF (IC.EQ.1) FSUM(IX)=0.0
IF(TFAK(IX,IC).GT.(NSER*0.3))THEN
MAP(IX,IC)=MAP(IX,IC)/TFAK(IX,IC)
ELSE
MAP(IX,IC)=UNDEF
ENDIF
631
CONTINUE
630 CONTINUE
C EXPLAINED VARIANCE OF EVERY CANONICAL MODE (FOR GMAPS)
REWIND KANG
ISUM1=0
ISUM2=0
FGSUM(2)=0.0
DO 625 IT=1,NSER
READ (KANG) I1,I2,I3,I4
READ (KANG) (FHILF(IX),IX=1,I4)
DO 628 IX=1,I4
IF (FHILF(IX).LT.UNDEFE) THEN
FGSUM(2)=FGSUM(2)+(FHILF(IX) * FHILF(IX))
FSUM(IX)=FSUM(IX)+(FHILF(IX) * FHILF(IX))
ENDIF
628
CONTINUE
DO 626 IC=1,NEOFF
IF (TSC(IT,IC).LT.UNDEFE) THEN
DO 627 IX=1,I4
IF (FHILF(IX).LT.UNDEFE.AND.MAP(IX,IC).LT.UNDEFE) THEN
EPSI(2,IC)=EPSI(2,IC)+(FHILF(IX)-(TSC(IT,IC)*
+
MAP(IX,IC)) )**2
VARI(IX,IC)=VARI(IX,IC)+(FHILF(IX)-(TSC(IT,IC)*
+
MAP(IX,IC)) )**2
ENDIF
627
CONTINUE
ENDIF
626
CONTINUE
625 CONTINUE
DO 640 IC=1,NEOFF
DO 641 IX=1,I4
IF (FSUM(IX).GT.0.0.AND.VARI(IX,IC).GT.0.0) THEN
VARI(IX,IC)=100.*(1.-(VARI(IX,IC)/FSUM(IX)))
ELSE
VARI(IX,IC)=UNDEF
ENDIF
641
CONTINUE
640 CONTINUE
OPEN (UNIT=KO2G,FORM='UNFORMATTED')
REWIND KO2G
DO 590 ICAN=1,NEOFF
WRITE (OUT6) ICAN,523,IDEF,NDG
WRITE (OUT6) (MAP(IB,ICAN),IB=1,NDG)
WRITE (KO2G) ICAN,523,IDEF,NDG
WRITE (KO2G) (MAP(IB,ICAN),IB=1,NDG)
WRITE (OUT6) ICAN,526,IDEF,NDG
WRITE (OUT6) (VARI(IB,ICAN),IB=1,NDG)
590 CONTINUE
CLOSE
CLOSE
CLOSE
CLOSE
(KO2F)
(KO3F)
(KO2G)
(KO3G)
C PRINTOUT OF THE EXPLAINED VARIANCES
PRINT*,' '
PRINT *,'EXPLAINED VARIANCES OF THE CANONICAL MODES'
PRINT *,' MODE FMAPS GMAPS '
DO 700 IC=1,NEOFF
EPSI(1,IC)=1.-(EPSI(1,IC)/FGSUM(1))
EPSI(2,IC)=1.-(EPSI(2,IC)/FGSUM(2))
PRINT 1000,IC,EPSI(1,IC)*100.,EPSI(2,IC)*100.
700 CONTINUE
STOP
666 PRINT *,'--- DEFAULT VALUE IN COVARIANCEMATRIX. ---'
PRINT *,' A PRINCIPAL COMPONENT CONTAINS ONLY DEFAULT VALUES, '
PRINT *,' CORECT IT !'
STOP 'ERROR'
777 PRINT *,'--- NUMBER OF REGARDED EOFS IS NOT CORECT ! ----'
PRINT *,' FOR FIELD F GREATER THAN FOR FIELD G. '
PRINT *,'
EOFF=',NEOFF,' > EOFG=',NEOFG
STOP 'ERROR'
888 PRINT *,'--- THE FIELD SIZE IS NOT CORECT ! ----'
PRINT *,' FIELD F GREATER THAN FIELD G. '
PRINT *,'
DIMF=',NDF,' > DIMG=',NDG
STOP 'ERROR'
1000 FORMAT (1X,I4,3X,F5.2,2X,F5.2)
END
C**********************************************************
subroutine mxm(a,nra,b,nca,c,ncb)
implicit real (a-h,o-z)
dimension a(nra,nca),b(nca,ncb),c(nra,ncb)
call zero(c,nra*ncb)
do 30 i=1,nra
do 20 j=1,ncb
do 10 k=1,nca
c(i,j) = c(i,j) + a(i,k) * b(k,j)
10
continue
20
continue
30
continue
return
end
C**********************************************************
SUBROUTINE ZERO (C,IE)
REAL C(IE)
DO 100 I=1,IE
C(I)=0.0
100 CONTINUE
RETURN
END
C*****************************************************************
FUNCTION RCCV (TS1,TS2,NT,ITAU)
C----------------------------------------------------------------C
CROSS COVARIANCE FUNCTION VALUE BETWEEN TIME SERIES TS1 AND
C
TS2 OF LENGTHS NT AT DISCRETE LAG ITAU.
C
THE LAG IS IN TS2 AND ALWAYS ZERO OR POSITIVE
C-----------------------------------------------------------------
DIMENSION TS1(NT),TS2(NT)
RCCV = 0.
NANZ = 0
IF (ITAU.LT.0) THEN
NTS=1-ITAU
NTE=NT
ELSE
NTS=1
NTE=NT-ITAU
ENDIF
DO 1 IT=NTS,NTE
IF (TS1(IT).LE.0.9E9 .AND. TS2(IT+ITAU).LE.0.9E9) THEN
NANZ = NANZ + 1
RCCV = RCCV + TS1(IT) * TS2(IT+ITAU)
ENDIF
1 CONTINUE
IF (NANZ.EQ.0)THEN
RCCV=0.9E+10
ELSE
RCCV = RCCV / REAL(NANZ)
ENDIF
RETURN
END
C*******************************************************************
SUBROUTINE TROS(VECT,N)
IMPLICIT REAL (A-H,O-Z)
IMPLICIT INTEGER (I-N)
C------------------------------------------------------------------C
BRING THE COMPONENTS OF VECTOR "VECT" INTO REVERSE ORDER
C------------------------------------------------------------------DIMENSION VECT(N)
N1 = N + 1
NH = N/2
DO 1 I=1,NH
P = VECT(I)
VECT(I) = VECT(N1-I)
VECT(N1-I) = P
1 CONTINUE
RETURN
END
EOF
lf95 cancor.f -o cancor.x
cancor.x $1 $2 << M
$6
M
cp fort.3 $3
cp fort.4 $4
cp fort.21 $5
rm fort*
rm cancor.x cancor.f
echo "REGULAR END!"
exit