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* FB01QD EXAMPLE PROGRAM TEXT
*
* .. Parameters ..
INTEGER NIN, NOUT
PARAMETER ( NIN = 5, NOUT = 6 )
INTEGER NMAX, MMAX, PMAX
PARAMETER ( NMAX = 20, MMAX = 20, PMAX = 20 )
INTEGER LDA, LDB, LDC, LDK, LDQ, LDR, LDS
PARAMETER ( LDA = NMAX, LDB = NMAX, LDC = PMAX,
$ LDK = NMAX, LDQ = MMAX, LDR = PMAX,
$ LDS = NMAX )
INTEGER LDWORK
PARAMETER ( LDWORK = MAX( NMAX*(PMAX+NMAX)+2*PMAX,
$ NMAX*(NMAX+MMAX+2), 3*PMAX ) )
* .. Local Scalars ..
DOUBLE PRECISION TOL
INTEGER I, INFO, ISTEP, J, M, N, P
CHARACTER*1 JOBK, MULTBQ
* .. Local Arrays ..
DOUBLE PRECISION A(LDA,NMAX), B(LDB,MMAX), C(LDC,NMAX),
$ DIAG(PMAX), DWORK(LDWORK), K(LDK,PMAX),
$ Q(LDQ,MMAX), R(LDR,PMAX), S(LDS,NMAX)
INTEGER IWORK(PMAX)
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* .. External Subroutines ..
EXTERNAL DCOPY, FB01QD
* .. Intrinsic Functions ..
INTRINSIC MAX
* .. Executable Statements ..
*
WRITE ( NOUT, FMT = 99999 )
* Skip the heading in the data file and read the data.
READ ( NIN, FMT = '()' )
READ ( NIN, FMT = * ) N, M, P, JOBK, TOL, MULTBQ
IF ( N.LE.0 .OR. N.GT.NMAX ) THEN
WRITE ( NOUT, FMT = 99994 ) N
ELSE
READ ( NIN, FMT = * ) ( ( S(I,J), J = 1,N ), I = 1,N )
READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N )
IF ( M.LE.0 .OR. M.GT.MMAX ) THEN
WRITE ( NOUT, FMT = 99993 ) M
ELSE
READ ( NIN, FMT = * ) ( ( B(I,J), J = 1,M ), I = 1,N )
IF ( LSAME( MULTBQ, 'N' ) ) READ ( NIN, FMT = *)
$ ( ( Q(I,J), J = 1,M ), I = 1,M )
IF ( P.LE.0 .OR. P.GT.PMAX ) THEN
WRITE ( NOUT, FMT = 99992 ) P
ELSE
READ ( NIN, FMT = * ) ( ( C(I,J), J = 1,N ), I = 1,P )
READ ( NIN, FMT = * ) ( ( R(I,J), J = 1,P ), I = 1,P )
* Save the strict lower triangle of R in its strict upper
* triangle and the diagonal in the array DIAG.
DO 10 I = 2, P
CALL DCOPY( I, R(I,1), LDR, R(1,I), 1 )
10 CONTINUE
CALL DCOPY( P, R, LDR+1, DIAG, 1 )
* Perform three iterations of the (Kalman) filter recursion
* (in square root covariance form).
ISTEP = 1
20 CONTINUE
CALL FB01QD( JOBK, MULTBQ, N, M, P, S, LDS, A, LDA,
$ B, LDB, Q, LDQ, C, LDC, R, LDR, K, LDK,
$ TOL, IWORK, DWORK, LDWORK, INFO )
ISTEP = ISTEP + 1
IF ( INFO.EQ.0 .AND. ISTEP.LE.3 ) THEN
* Restore the lower triangle of R.
DO 30 I = 2, P
CALL DCOPY( I, R(1,I), 1, R(I,1), LDR )
30 CONTINUE
CALL DCOPY( P, DIAG, 1, R, LDR+1 )
GO TO 20
END IF
*
IF ( INFO.NE.0 ) THEN
WRITE ( NOUT, FMT = 99998 ) INFO
ELSE
WRITE ( NOUT, FMT = 99997 )
DO 40 I = 1, N
WRITE ( NOUT, FMT = 99995 ) ( S(I,J), J = 1,N )
40 CONTINUE
IF ( LSAME( JOBK, 'K' ) ) THEN
WRITE ( NOUT, FMT = 99996 )
DO 60 I = 1, N
WRITE ( NOUT, FMT = 99995 ) ( K(I,J), J = 1,P )
60 CONTINUE
END IF
END IF
END IF
END IF
END IF
STOP
*
99999 FORMAT (' FB01QD EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (' INFO on exit from FB01QD = ',I2)
99997 FORMAT (' The square root of the state covariance matrix is ')
99996 FORMAT (/' The Kalman gain matrix is ')
99995 FORMAT (20(1X,F8.4))
99994 FORMAT (/' N is out of range.',/' N = ',I5)
99993 FORMAT (/' M is out of range.',/' M = ',I5)
99992 FORMAT (/' P is out of range.',/' P = ',I5)
END
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