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发表于 2014-7-10 16:09:09
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我把程序贴一下
c-----*----------------------------------------------------6---------7--
C EMPIRICAL ORTHOGONAL FUNCTIONS (EOF's)
c This subroutine applies the EOF approach to analysis time series
c of meteorological field f(m,n).
c input: m,n,mnl,f(m,n),ks
c m: number of grid-points
c n: lenth of time series
c mnl=min(m,n)
c f(m,n): the raw spatial-temporal seires
c ks: contral parameter
c ks=-1: self; ks=0: depature; ks=1: normalized depature !原值,距平值,标准化值
c output: egvt,ecof,er
c egvt(m,mnl): array of eigenvactors !特征向量
c ecof(mnl,n): array of time coefficients for the respective eigenvectors
c er(mnl,1): lamda (eigenvalues), its sequence is from big to small.
c er(mnl,2): accumulated eigenvalues from big to small
c er(mnl,3): explained variances (lamda/total explain) from big to small
c er(mnl,4): accumulated explaned variances from big to small
c work variables:
c Last updated by Dr. Jianping Li on October 20, 2005.
c-----
program eof_1
implicit none
integer i,j,k,kk,kkk,ii,jj,mnl,t
integer,parameter::i_grid=26,j_grid=101,n=159,m_low=17,time=n
integer,parameter::mm=i_grid*j_grid,m=2626,job=-1,num=6
c job=-1: self; job=0: depature; job=1: normalized depature
real,parameter::undef=32767.0
real temp(mm,time),ersst(i_grid,j_grid,time)
real ersst_vector(i_grid,j_grid,num)
real nor_cof(num,time),temp_1,temp_2
real vector_all(mm,num)
real ff(m,time),f(m,n),er(time,4),egvt(m,time),ecof(time,n)
real x(time),y(time),pc_low(num,time)
open(4,file="f:\sy6\ersstjan.txt")
open(1,file='f:\sy6\ersstjan.grd',form='binary')
read(1) (((ersst(i,j,k),i=1,26),j=1,101),k=1,159)
!print*, (((data1(i,j,k),i=1,26),j=1,101),k=1,1902)
!do k=1,time
!t=0
!do j=1,101
!do i=1,26
! t=t+1
!temp(t,k)=ersst(i,j,k)
!print*, x(t,k)
!end do
!end do
!end do
do j=1,j_grid
do i=1,i_grid
temp(i_grid*(j-1)+i,:)=ersst(i,j,:)
enddo
enddo
!open(2,file="f:\sy6\ersster.txt")
!do i=1,mnl
!write(2,"(4f30.8)") (er(i,j),j=1,4)
!enddo
!close(2)
!处理缺测值
do k=1,time
kk=0
do i=1,mm
if(temp(i,k)/=undef) then
kk=kk+1
ff(kk,k)=temp(i,k)
end if
enddo
enddo
kkk=kk
if(kkk>=time) then
mnl=time
else
mnl=kkk
endif
!print*, ff
write(4,'(159f13.3)') ((ff(kk,k),kk=1,m),k=1,n)
call eof(kkk,time,mnl,ff,job,er,egvt,ecof)
print*, er(1,4)
k=0
do j=1,j_grid
do i=1,i_grid
if(ersst(i,j,1)/=undef) then
vector_all(i_grid*(j-1)+i,1:num)=egvt(i_grid*(j-1)+i-k,1:num)
else
k=k+1
vector_all(i_grid*(j-1)+i,1:num)=undef
end if
enddo
enddo
do j=1,j_grid
do i=1,i_grid
ersst_vector(i,j,1:num)=vector_all(i_grid*(j-1)+i,1:num)
enddo
enddo
do k=1,time
open(3,file="f:\sy6\ersstecof.txt")
write(3,rec=k) ecof(1:num,k)
enddo
close(3)
do k=1,num
open(2,file="f:\sy6\ersstegvt.grd",form='binary')
write(2,rec=k) ersst_vector(:,:,k)
enddo
close(2)
end
c-----*----------------------------------------------------6---------7--
subroutine eof(m,n,mnl,f,ks,er,egvt,ecof)
dimension f(m,n),er(mnl,4),egvt(m,mnl),ecof(mnl,n)
dimension cov(mnl,mnl),s(mnl,mnl),d(mnl),v(mnl) !work array
c---- Preprocessing data
print *,"transf"
call transf(m,n,f,ks)
c---- Crossed product matrix of the data f(m,n)
call crossproduct(m,n,mnl,f,cov)
c---- Eigenvalues and eigenvectors by the Jacobi method
call jacobi(mnl,cov,s,d,0.00001)
c---- Specified eigenvalues
call arrang(mnl,d,s,er)
c---- Normalized eignvectors and their time coefficients
call tcoeff(m,n,mnl,f,s,er,egvt,ecof)
return
end
c-----*----------------------------------------------------6---------7--
c Preprocessing data to provide a field by ks.
c input: m,n,f
c m: number of grid-points
c n: lenth of time series
c f(m,n): the raw spatial-temporal seires
c ks: contral parameter
c ks=-1: self; ks=0: depature; ks=1: normalized depature
c output: f
c f(m,n): output field based on the control parameter ks.
c work variables: fw(n)
subroutine transf(m,n,f,ks)
dimension f(m,n)
dimension fw(n),wn(m) !work array
i0=0
do i=1,m
do j=1,n
fw(j)=f(i,j)
enddo
call meanvar(n,fw,af,sf,vf)
if(sf.eq.0.)then
i0=i0+1
wn(i0)=i
endif
enddo
if(i0.ne.0)then
write(*,*)'**** FAULT ****'
write(*,*)' The program cannot go on because '
write(*,*)' The original field has invalid data.'
write(*,*)' There are totally ',i0,
* ' gridpionts with invalid data.'
write(*,*)' The array WN stores the positions of those invalid'
write(*,*)' grid-points. You must pick off those invalid data'
write(*,*)' from the orignal field and then reinput a new'
write(*,*)' field to calculate its EOFs.'
write(*,*)'**** FAULT ****'
stop
endif
if(ks.eq.-1)return
if(ks.eq.0)then !anomaly of f 距平
do i=1,m
do j=1,n
fw(j)=f(i,j)
enddo
call meanvar(n,fw,af,sf,vf)
do j=1,n
f(i,j)=f(i,j)-af
enddo
enddo
return
endif
if(ks.eq.1)then !normalizing f 标准化
do i=1,m
do j=1,n
fw(j)=f(i,j)
enddo
call meanvar(n,fw,af,sf,vf)
do j=1,n
f(i,j)=(f(i,j)-af)/sf
enddo
enddo
endif
return
end
c-----*----------------------------------------------------6---------7--
c Crossed product martix of the data. It is n times of
c covariance matrix of the data if ks=0 (i.e. for anomaly).
c input: m,n,mnl,f
c m: number of grid-points
c n: lenth of time series
c mnl=min(m,n)
c f(m,n): the raw spatial-temporal seires
c output: cov(mnl,mnl)
c cov(m,n)=f*f' or f'f dependes on m and n.
c It is a mnl*mnl real symmetric matrix.
subroutine crossproduct(m,n,mnl,f,cov)
dimension f(m,n),cov(mnl,mnl)
if(n-m) 10,50,50
10 do 20 i=1,mnl
do 20 j=i,mnl
cov(i,j)=0.0
do is=1,m
cov(i,j)=cov(i,j)+f(is,i)*f(is,j)
enddo
cov(j,i)=cov(i,j)
20 continue
return
50 do 60 i=1,mnl
do 60 j=i,mnl
cov(i,j)=0.0
do js=1,n
cov(i,j)=cov(i,j)+f(i,js)*f(j,js)
enddo
cov(j,i)=cov(i,j)
60 continue
return
end
c-----*----------------------------------------------------6---------7--
c Computing eigenvalues and eigenvectors of a real symmetric matrix
c a(m,m) by the Jacobi method.
c input: m,a,s,d,eps
c m: order of matrix
c a(m,m): the covariance matrix
c eps: given precision
c output: s,d
c s(m,m): eigenvectors
c d(m): eigenvalues
subroutine jacobi(m,a,s,d,eps)
dimension a(m,m),s(m,m),d(m)
do 30 i=1,m
do 30 j=1,i
if(i-j) 20,10,20
10 s(i,j)=1.
go to 30
20 s(i,j)=0.
s(j,i)=0.
30 continue
g=0.
do 40 i=2,m
i1=i-1
do 40 j=1,i1
40 g=g+2.*a(i,j)*a(i,j)
s1=sqrt(g)
s2=eps/float(m)*s1
s3=s1
l=0
50 s3=s3/float(m)
60 do 130 iq=2,m
iq1=iq-1
do 130 ip=1,iq1
if(abs(a(ip,iq)).lt.s3) goto 130
l=1
v1=a(ip,ip)
v2=a(ip,iq)
v3=a(iq,iq)
u=0.5*(v1-v3)
if(u.eq.0.0) g=1.
if(abs(u).ge.1e-10) g=-sign(1.,u)*v2/sqrt(v2*v2+u*u)
st=g/sqrt(2.*(1.+sqrt(1.-g*g)))
ct=sqrt(1.-st*st)
do 110 i=1,m
g=a(i,ip)*ct-a(i,iq)*st
a(i,iq)=a(i,ip)*st+a(i,iq)*ct
a(i,ip)=g
g=s(i,ip)*ct-s(i,iq)*st
s(i,iq)=s(i,ip)*st+s(i,iq)*ct
110 s(i,ip)=g
do 120 i=1,m
a(ip,i)=a(i,ip)
120 a(iq,i)=a(i,iq)
g=2.*v2*st*ct
a(ip,ip)=v1*ct*ct+v3*st*st-g
a(iq,iq)=v1*st*st+v3*ct*ct+g
a(ip,iq)=(v1-v3)*st*ct+v2*(ct*ct-st*st)
a(iq,ip)=a(ip,iq)
130 continue
if(l-1) 150,140,150
140 l=0
go to 60
150 if(s3.gt.s2) goto 50
do 160 i=1,m
d(i)=a(i,i)
160 continue
return
end
c-----*----------------------------------------------------6---------7--
c Provides a series of eigenvalues from maximuim to minimuim.
c input: mnl,d,s
c d(mnl): eigenvalues
c s(mnl,mnl): eigenvectors
c output: er
c er(mnl,1): lamda (eigenvalues), its equence is from big to small.
c er(mnl,2): accumulated eigenvalues from big to small
c er(mnl,3): explained variances (lamda/total explain) from big to small
c er(mnl,4): accumulated explaned variances from big to small
subroutine arrang(mnl,d,s,er)
dimension d(mnl),s(mnl,mnl),er(mnl,4)
tr=0.0
do 10 i=1,mnl
tr=tr+d(i)
er(i,1)=d(i)
10 continue
mnl1=mnl-1
do 20 k1=mnl1,1,-1
do 20 k2=k1,mnl1
if(er(k2,1).lt.er(k2+1,1)) then
c=er(k2+1,1)
er(k2+1,1)=er(k2,1)
er(k2,1)=c
do 15 i=1,mnl
c=s(i,k2+1)
s(i,k2+1)=s(i,k2)
s(i,k2)=c
15 continue
endif
20 continue
er(1,2)=er(1,1)
do 30 i=2,mnl
er(i,2)=er(i-1,2)+er(i,1)
30 continue
do 40 i=1,mnl
er(i,3)=er(i,1)/tr
er(i,4)=er(i,2)/tr
40 continue
return
end
c-----*----------------------------------------------------6---------7--
c Provides standard eigenvectors and their time coefficients
c input: m,n,mnl,f,s,er
c m: number of grid-points
c n: lenth of time series
c mnl=min(m,n)
c f(m,n): the raw spatial-temporal seires
c s(mnl,mnl): eigenvectors
c er(mnl,1): lamda (eigenvalues), its equence is from big to small.
c er(mnl,2): accumulated eigenvalues from big to small
c er(mnl,3): explained variances (lamda/total explain) from big to small
c er(mnl,4): accumulated explaned variances from big to small
c output: egvt,ecof
c egvt(m,mnl): normalized eigenvectors
c ecof(mnl,n): time coefficients of egvt
subroutine tcoeff(m,n,mnl,f,s,er,egvt,ecof)
dimension f(m,n),s(mnl,mnl),er(mnl,4),egvt(m,mnl),ecof(mnl,n)
dimension v(mnl) !work array
do j=1,mnl
do i=1,m
egvt(i,j)=0.
enddo
do i=1,n
ecof(j,i)=0.
enddo
enddo
c-----Normalizing the input eignvectors s
do 10 j=1,mnl
c=0.
do i=1,mnl
c=c+s(i,j)*s(i,j)
enddo
c=sqrt(c)
do i=1,mnl
s(i,j)=s(i,j)/c
enddo
10 continue
c-----
if(m.le.n) then
do js=1,mnl
do i=1,m
egvt(i,js)=s(i,js)
enddo
enddo
do 30 j=1,n
do i=1,m
v(i)=f(i,j)
enddo
do is=1,mnl
do i=1,m
ecof(is,j)=ecof(is,j)+v(i)*s(i,is)
enddo
enddo
30 continue
else
do 40 i=1,m
do j=1,n
v(j)=f(i,j)
enddo
do js=1,mnl
do j=1,n
egvt(i,js)=egvt(i,js)+v(j)*s(j,js)
enddo
enddo
40 continue
do 50 js=1,mnl
do j=1,n
ecof(js,j)=s(j,js)*sqrt(abs(er(js,1)))
enddo
do i=1,m
egvt(i,js)=egvt(i,js)/sqrt(abs(er(js,1)))
enddo
50 continue
endif
return
end
c-----*----------------------------------------------------6---------7--
c Computing the mean ax, standard deviation sx
c and variance vx of a series x(i) (i=1,...,n).
c input: n and x(n)
c n: number of raw series
c x(n): raw series
c output: ax, sx and vx
c ax: the mean value of x(n) 平均值
c sx: the standard deviation of x(n) 方差
c vx: the variance of x(n) 标准差
c By Dr. LI Jianping, May 6, 1998.
subroutine meanvar(n,x,ax,sx,vx)
dimension x(n)
ax=0.
vx=0.
sx=0.
do 10 i=1,n
ax=ax+x(i)
10 continue
ax=ax/float(n)
do 20 i=1,n
vx=vx+(x(i)-ax)**2
20 continue
!print*,vx
vx=vx/float(n)
sx=sqrt(vx)
return
end |
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