+++ /dev/null
-c===========================================================================
-c
-c This file is part of TISEAN
-c
-c Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
-c
-c TISEAN is free software; you can redistribute it and/or modify
-c it under the terms of the GNU General Public License as published by
-c the Free Software Foundation; either version 2 of the License, or
-c (at your option) any later version.
-c
-c TISEAN is distributed in the hope that it will be useful,
-c but WITHOUT ANY WARRANTY; without even the implied warranty of
-c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-c GNU General Public License for more details.
-c
-c You should have received a copy of the GNU General Public License
-c along with TISEAN; if not, write to the Free Software
-c Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
-c
-c===========================================================================
-c embed using principal components
-C author Thomas Schreiber (1998)
-c===========================================================================
- parameter(nx=1000000, me=500)
- dimension x(nx), c(me,me), d(me), xc(me), z(me,me)
- character*72 file, fout
- data id/1/, isvd/2/
- data iverb/1/
-
- call whatido("embed using principal components",iverb)
- m=imust("m")
- if(m.gt.me) stop "svd: make me larger."
- id=ican("d",id)
- isvd=min(ican("q",isvd),m)
- nmax=ican("l",nx)
- nexcl=ican("x",0)
- jcol=ican("c",0)
- isout=igetout(fout,iverb)
-
- call nthstring(1,file)
- call readfile(nmax,x,nexcl,jcol,file,iverb)
- call normal(nmax,x,sc,sd)
- call svd_vectors(nmax,m,id,x,c,z,d)
- if(iv_io(iverb).eq.1) write(istderr(),*)
- . "#, fraction of variance, accumulative fraction"
- ctot=0.
- do 10 i=1,m
- 10 ctot=ctot+d(m+1-i)
- cacc=0.
- do 20 i=1,m
- cacc=cacc+d(m+1-i)
- 20 if(iv_io(iverb).eq.1)
- . write(istderr(),*) i, d(m+1-i)/ctot, cacc/ctot
- if(file.eq."-") file="stdin"
- if(isout.eq.1) call addsuff(fout,file,"_pc")
- call outfile(fout,iunit,iverb)
- do 30 n=(m-1)*id+1,nmax
- do 40 i=1,isvd
- s=0
- do 50 j=1,m
- 50 s=s+z(j,m+1-i)*x(n-(j-1)*id)
- 40 xc(i)=s
- 30 write(iunit,*) (xc(i),i=1,isvd)
- end
-
- subroutine usage()
-c usage message
-
- call whatineed(
- . "-m# [-d# -q# -o outfile -l# -x# -c# -V# -h] file")
- call popt("m","initial embedding dimension")
- call popt("d","delay for initial embedding (1)")
- call popt("q","number of principal components (2)")
- call popt("l","number of values to be read (all)")
- call popt("x","number of values to be skipped (0)")
- call popt("c","column to be read (1 or file,#)")
- call pout("file_pc")
- call pall()
- stop
- end
-
- subroutine svd_vectors(nmax,m,id,x,c,z,d)
- parameter(me=500)
- dimension x(nmax), c(me,*), d(m), w1(me), w2(me), z(me,*)
-
- if(m.gt.me) stop "svd_vectors: make me larger."
- do 10 i=1,m
- do 10 j=i,m
- s=0.
- do 20 n=(m-1)*id+1,nmax
- 20 s=s+x(n-(i-1)*id)*x(n-(j-1)*id)
- c(i,j)=s/(nmax-(m-1)*id)
- 10 c(j,i)=c(i,j)
- call rs(me,m,c,d,1,z,w1,w2,ierr)
- end