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GENERAL MATRIX ALGEBRA PROGRAMS
SUBROUTINE ABS(X,Y,NR,NC)
SUBROUTINE XABS(NRMX,NRMY,X,Y,NR,NC)
TITLE: ABSolute value of a matrix
PURPOSE: To make absolute value of matrix.
SYMBOLS:
NRMX,NRMY = number of rows of X and Y, respectively, in calling
program
X = input matrix
Y = output matrix
NR,NC = # of rows and columns, respectively, of X and Y
PROCEDURE: Elements of X are made into absolute value
and the result is stored in the corresponding elements of Y.
X or Y may be the same matrix in the calling program.
SUBROUTINE ADD(X,Y,Z,NR,NC)
SUBROUTINE XADD(NRMX,NRMY,NRMZ,X,Y,Z,NR,NC)
TITLE: ADDition of 2 matrices
PURPOSE: To make addition of 2 matrices.
SYMBOLS:
NRMX,NRMY,NRMZ = number of rows of X,Y,and Z, respectively,
in calling program
X = 1st input matrix
Y = 2nd input matrix
Z = resultant matrix
NR,NC = # of rows and columns, respectively, of X, Y, and Z
PROCEDURE:
Corresponding elements of X and Y are added and the
result is stored in the corresponding elements of Z. Any of
X, Y, or Z may be the same matrix in the calling program.
SUBROUTINE CHLSK(X,Y,N)
SUBROUTINE XCHLSK(NRMX,NRMY,X,Y,N)
TITLE: CHoLeSKy decomposition
PURPOSE: To obtain a lower triangular matrix Y, such that YY' = X,
a symmetric matrix.
SYMBOLS:
NRMX,NRMY = dimension of X and Y, respectively, in calling program.
Must be .GE. 10.
X = input symmetric matrix
Y = resulting lower triangular matrix
N = order of X and Y
PROCEDURE:
X is converted to a lower triangular matrix by transformation of
successive rows of its lower triangle. The result is stored in Y.
The input matrix must be symmetric and positive definite.
X and Y may be the same matrix in the calling program.
NOTE:
Algorithm reference: G.W.Stewart, Introduction to Matrix Computation
Academic Press, 1973, pp.139-142.
SUBROUTINE CHSYM(A,N)
SUBROUTINE XCHSYM(NRMA,A,N)
TITLE: CHecks SYmmetry of Matrix
PURPOSE: To check symmetry of matrix A
SYMBOLS:
NRMA = number of rows of A in calling program
A = matrix to be checked; input/output
N = order of matrix; input/output
PROCEDURE: The symmetry of matrix X is checked in the subroutine.
The elements of lower half of trianglar matrix of X is checked
with the elements of upper half of X.
SUBROUTINE COLSM(X,Y,NR,NC)
SUBROUTINE XCOLSM(NRMX,NRMY,X,Y,NR,NC)
TITLE: COLumn SuMmation
PURPOSE: To add the elements down columns of the input matrix and
store as a row vector.
SYMBOLS:
NRMX,NRMY = row dimensions of X and y, respectively, in calling program
X = input matrix whose columns are to be summed
Y = output matrix containing sums in first row
NR = # of rows of X
NC = # of cols of X & Y
PROCEDURE: The columns of X are summed simultaneously and stored in Y.
X & Y may be the same matrix in the calling program.
SUBROUTINE COPY(X,Y,NR,NC)
SUBROUTINE XCOPY(NRMX,NRMY,X,Y,NR,NC)
TITLE: COPY
PURPOSE: To copy one matrix into another.
SYMBOLS:
NRMX,NRMY = row dimensions of X and Y, respectively, in calling
program
X = matrix to be copied
Y = matrix into which X is copied
NR = # of rows of X and Y
NC = # of cols of X and Y
SUBROUTINE DET(X,D,N,Y)
SUBROUTINE XDET(NRMX,NCMX,NRMY,NCMY,X,D,N,Y)
TITLE: DETerminant
PURPOSE: To find the determinant of a square, real matrix.
SYMBOLS:
NRMX,NRMY = row dimsions of X and Y, respectively, in
the calling program
NCMX,NCMY = column dimsions of X and Y, respectively, in the
calling program
X = input square matrix
D = determinant of X
N = order of X
Y = scratch matrix
XMINVZ = matrix inversion routine which returns determinant
PROCEDURE:
The determinant is found by QMINVZ during the process of
inversion. Thus, if D is not 0, Y contains the inverse
of X on output. X and Y may be the same matrix in the
calling program. Notice that X will be desreoyed if this
is so. N must be strictly less than NRMX.
SUBROUTINE DIAG(X,Y,N)
SUBROUTINE XDIAG(NRMX,NRMY,X,Y,N)
TITLE: DIAGonal Matrix
PURPOSE: To take the diagonal of a matrix and create a diagonal matrix.
SYMBOLS:
NRMX,NRMY = row dimensions of X and Y, respectively, in the calling
program
X = input matrix
Y = output diagonal matrix = Diag(X)
N = # of rows and cols of X and Y
PROCEDURE:
For a given row and column of X, the corresponding off-diagnal
are set to 0 in Y, and the corresponding diagnal element of Y is set
equal to the element of X. X and Y can be the same matrix
in the calling program. Notice that X and Y are assumed to
be square and located in the upper left of the corresponding
matrices in the calling program.
SUBROUTINE EIGEN(R,V,D,N,NVE)
SUBROUTINE XEIGEN(NRMR,NRMV,NRMD,R,V,D,N,NVE)
TITLE: EIGEN Solution
PURPOSE: To find the eigen solution for a symmetric matrix,
such that R = VDV'.
SYMBOLS:
NRMR,NRMV,NRMD = row dimensions of R, V, and D, respectively, in
calling program
R = input symmetric matrix
V = eigenvectors
D = diagonal matrix of eigenvalues
N = order of R
PROCEDURE: Subroutine QLRSM is invoked to do the real number crunching.
After successful execution of that routine, all of the eigenvalues
are stored in the diagonal elements of D and the off-diagonals are
zeroed out. If NVE is .GT. N, it is changed to N; if NVE is .LT. 1
it is changed to 1. V contains only NVE columns on out, one for each
eigenvector. The order of the input matrices (i.e., NRMR,etc) must
be .GE.N. R, V, and D must be unique matrices in the calling program.
SUBROUTINE ELEDI(X,Y,Z,NR,NC)
SUBROUTINE XELEDI(NRMX,NRMY,NRMZ,X,Y,Z,NR,NC,ICHECK)
TITLE: ELEmentwise DIvision
PURPOSE: To find the elementwise division of 2 matrices.
SYMBOLS:
NRMX,NRMY,NRMZ = number of rows of X, Y, and Z, respectively, in
calling program
X = 1st input matrix
Y = 2nd input matrix
Z = result matrix
NR = # of rows of X,Y, and Z
NC = # of cols of X,Y, and Z
ICHECK = flag to determine the effect of a zero entry in Y.
= 0 (on input) stop program when zero is found. (default)
= 1 (on input) continue but set Z(I,J) to 0.0D0.
PROCEDURE: Divide an element of X by the corresponding element of Y,
store in the corresponding element of Z. X, Y, and Z, or any pair
combination, may be the same matrix in the calling program.
SUBROUTINE ELEML(X,Y,Z,NR,NC)
SUBROUTINE XELEML(NRMX,NRMY,NRMZ,X,Y,Z,NR,NC)
TITLE: ELEmentwise MuLtiplication
PURPOSE: To find the elementwise product of 2 matrices.
SYMBOLS:
NRMX,NRMY,NRMZ = number of rows of X, Y, and Z, respectively, in
calling program
X = 1st input matrix
Y = 2nd input matrix
Z = result matrix
NR = # of rows of X,Y, and Z
NC = # of cols of X,Y, and Z
PROCEDURE: Multiply an element of X by the corresponding element of Y
store in the corresponding element of Z. X, Y, and Z, or any
pair combination, may be the same matrix in the calling program.
SUBROUTINE GENR8(C,X,NR,NC)
SUBROUTINE XGENR8(NRMX,C,X,NR,NC)
TITLE: GENeRATE
PURPOSE: To generate a matrix containing constants
SYMBOLS:
NRMX = number of rows of X in calling program
C = the constant (real)
X = the matrix to be generated containing all C values
NR,NC = # of rows and cols of X
PROCEDURE: Every element of X is set equal to C. X may be any
sized matrix. C may be a REAL*4 or double precision number.
SUBROUTINE GINVR(X,Y,NR,NC,A,D,C)
SUBROUTINE XGINVR(NRMX,NRMY,NRMA,NRMD,NRMC,X,Y,NR,NC,A,D,C)
TITLE: Generalized INVeRse
PURPOSE: To compute the generalized inverse (Y) of a matrix X,
such that XYX = X.
SYMBOLS:
NRMX,NRMY,NRMA,NRMD,NRMC = number of rows of X, Y, A, D, and C,
respectively, in calling program. Must be .GE. 10.
X = input matrix
Y = generalized inverse of X
NR,NC = # of rows & cols of X = # of cols & rows of Y
A,D,C = temporary work matrices
QLRSM = implicit QL eigen routine
PROCEDURE: The matrix X'X is found and its eigenvalues (D) and
eigenvectors (A) are computed. Y is then simply A(D**-1)A'X'.
Y may be the same as either A or D in the calling program,
but no other combination (including A and D) may be the same.
SUBROUTINE HORIZ(X,Y,Z,NR,NCX,NCY)
SUBROUTINE XHORIZ(NRMX,NRMY,NRMZ,X,Y,Z,NR,NCX,NCY)
TITLE: HORIZontal concatenate
PURPOSE: To concatenate the rows of 2 matrices to create a super matrix
SYMBOLS:
NRMX, NRMY, NRMZ = row dimensions of X, Y, and Z, respectively,
in calling program
X = 1st input matrix
Y = 2nd input matrix
Z = resulting super matrix = (X:Y)
NR = # of rows in both X and Y
NCX = # of cols in X
NCY = # of cols in Y
PROCEDURE:
A matrix Z = (X:Y) is created by storing X in cols 1 thru NCX,
rows 1 thru NR of Z and then by storing Y in cols (NCX+1) thru NC
and row 1 thru NR of Z. Thus Z will be NR X NC. All three
matrices, X, Y, and Z may be the same matrix in the calling
program; matrices X and Y may be the same but different from
Z; matrices X and Z may be the same but different from Y;
however, matrices Y and Z may not be the same if X is different
in the calling program.
SUBROUTINE IDENT(X,N)
SUBROUTINE XIDENT(NRMX,X,N)
TITLE: IDENTenty matrix generator
PURPOSE: To create identity matrix of order N.
SYMBOLS:
NRMX = row dimension of X in calling program
N = order of identity matrix
X = identity matrix
PROCEDURE: Creates a square identity matrix of order N
N must be greater than 0.
SUBROUTINE INPUT(X)
SUBROUTINE XINPUT(NRMX,X)
TITLE: data INPUT from cards
PURPOSE: To input data from cards.
SYMBOLS:
NRMX = row dimension of X in calling program
X = matrix in which to store input data
FMT = array for containing input format (read from the first card of
data dack)
C = labeled common areas containing NMAT, and DSRN
NMAT = matrix counter
DSRN = data set reference number
QINCR = program number counter subroutine
NR = number of rows input to X
NC = number of cols input to X
PROCEDURE: This subroutine reads the header record from the data file,
QINCR is the matrix counter, prints out NMAT,DSRN,NR,NC,& FMT for
user, and, if all is OK, reads the actual data file. If, for any
reason the end of the file is encountered before expected, process-
ing terminate after printing an appropriate message.
SUBROUTINE INVRS(X,Y,N)
SUBROUTINE XINVRS(NRMX,NCMX,NRMY,NCMY,X,Y,N)
TITLE: INVeRSe
PURPOSE: To invert a square, real matrix.
SYMBOLS:
NRMX,NRMY = row dimensions of X and Y, respectively, in calling
program
NCMX,NCMY = column dimensions of X and Y, respectively, in
calling program
X = input square matrix
Y = resulting inverse of X
N = order of X
QMINVZ = matrix inversion number cruncher
PROCEDURE: The order of X is checked to make sure it is correct and
QMINVZ is called. X and Y may be the same matrix in the calling
program. N must be 2 less than NCMX & NCMY and less than or equal
to NRMX & NRMY. If X is singular, a message is printed and
execution ceases.
SUBROUTINE KRONK(X,Y,Z,NRX,NCX,NRY,NCY)
SUBROUTINE XKRONK(NRMX,NRMY,NRMZ,X,Y,Z,NRX,NCX,NRY,NCY)
TITLE: KRONecKer product
PURPOSE: To find the Kronecker product of 2 matrices.
SYMBOLS:
NRMX, NRMY, NRMZ = row dimensions of X,Y, and Z, respectively,
in calling program
X = 1st input matrix
Y = 2nd input matrix
Z = result matrix
NRX,NCX = # of rows & cols of X
NRY,NCY = # of rows & cols of Y
NRZ,NCZ = # of rows & cols of Z
PROCEDURE:
A single element of X is scalar multiplied by Y and the resulting
matrix is placed in a partition of Z corresponding to the relative
position of the single element of X. This product is called a
Kronecker product. X and Y may be the same address, but Z must
be different.
SUBROUTINE MATML(X,Y,Z,NRX,NXY,NCY)
SUBROUTINE XMATML(NRMX,NRMY,NRMZ,X,Y,Z,NRX,NXY,NCY)
TITLE: MATrix MuLtiply
PURPOSE: To multiply 2 input matrices and return the result in a third
matrix.
SYMBOLS:
NRMX, NRMY, NRMZ = row dimension of X, Y, and Z, respectively,
in calling program
X,Y = the 2 input matrices
Z = the result matrix = X*Y
NRX = # of rows of X = # of rows of Z
NXY = # of columns of X = # of rows of Y
NCY = # of columns of Y = # of columns of Z
PROCEDURE: Each row of X is vector multiplied by each column of Y to
produce the successive elements of Z. Note that X and Y may be the
matrix in the calling program. However, Z must be a different matrix
Z will have NRX rows and NCY columns.
SUBROUTINE PAGE
TITLE: eject PAGE
PURPOSE: To do a page eject, when called.
SUBROUTINE PARTT(X,Y,IBR,IER,IBC,IEC)
SUBROUTINE XPARTT(NRMX,NRMY,X,Y,IBR,IER,IBC,IEC)
TITLE: PARTiTion
PURPOSE: To select off a partition of a matrix.
SYMBOLS:
NRMX, NRMY = row dimensions of X and Y, respectively,
in calling program
X = input matrix to be partitioned.
Y = partition selected out of X.
IBR,IER = beginning & ending rows, respectively, of partition of X.
IBC,IEC = beginning & ending cols, respectively, of partition of X.
PROCEDURE: A partition of X is designated by IBR,IER,IBC,IEC. The
submatrix designated by this partition is copied into the upper left
of Y. A test is made to ascertain that IER(IEC).GE.IBR(IBC) and that
IER(IEC) is not greater than NRMX. If this test is not satisfied, a
diagnostic error message is printed and execution is terminated. X
may be the same matrix in the calling program.
SUBROUTINE PRDDI(X,N,PD)
SUBROUTINE XPRDDI(NRMX,X,N,PD)
TITLE: PRoDuct of the DIagonal
PURPOSE: To find the product of the elements in the major diagonal of
input matrix.
SYMBOLS:
NRMX = row dimension of X in calling program
X = input matrix
N = # of elements in major diagonal
PD = the resulting product
PROCEDURE:
The elements of the major diagonal of X are successively multiplied
by the product of the preceding elements. X may be non-square in
which case N, the length of the major diagonal, is equal to MIN(# of
rows of X, the number of cols. of X).
SUBROUTINE PRINT(X,NR,NC,IFLAG)
SUBROUTINE XPRINT(NRMX,X,NR,NC,IFLAG)
TITLE: matrix PRINT
PURPOSE: To print a matrix in F or D format.
SYMBOLS:
NRMX = row dimension of X in calling program
X = matrix to be printed
NR = # of rows of X
NC = # of cols of X
IFLAG = flag specifying format type (either 'F' or 'D' on input to
print)
PROCEDURE:
Row and column headings are printed; a double space occurs
before returning.
SUBROUTINE PUNCH(X,NR,NC)
SUBROUTINE XPUNCH(NRMX,X,NR,NC)
TITLE: matrix PUNCH
PURPOSE: To punch a matrix onto cards.
SYMBOLS:
NRMX = row dimension of X in calling program
X = matrix to be punched
NR = # of rows of X to be punched
NC = # of cols of X to be punched
PROCEDURE:
A header card of the form recognized by the input subroutine
formal is punched first. The number of cards per row is calculated
in the doubly nested do loop wherein each row of X is punched onto
successive cards with sequence numbers.
*****************************************************************
*****************************************************************
** **
** As Lederle does not have a card punch this program is **
** deactivated!!! **
** **
*****************************************************************
*****************************************************************
SUBROUTINE RANK(X,Y,NR,NC,RNK)
SUBROUTINE XRANK(NRMX,NCMX,NRMY,X,Y,NR,NC,RNK)
TITLE:RANK
PURPOSE: To find the rank of a real matrix.
SYMBOLS:
NRMX,NRMY = row dimensions of X and Y, respectively, in calling
program
NCMX = column dimension of X in calling program
X = input matrix
Y = scratch array
NR = # of rows of X
NC = # of cols of X
RNK = smallest non-zero eigenvalue to be counted: input by user =
rank of X on output.
XXTX = cross products subroutine
QTRED1 = EISPACK tridiagonalization subroutine
QIMTQL = EISPACK eigenvalues of a tridiagonal matrix subroutine
PROCEDURE: The program calls XTX to find the cross-products of X.
The rank of X'X = rank of non-zero eigenvalues of X'X.
Hence the EISPACK subroutines are issued for finding the
eigenvalues of X'X. X and Y may be the same for finding
the eigenvalues of X'X. X and Y may be the same
for finding the eigenvalues of X'X. X and Y may be the same
address if the user doesn't mind that X will be destroyed.
The functional equivalent of 0 is used by the user for RNK on input.
A number in the range 1.D-5 to 1.D-10 usually adequate. (Mathematical
note: the thing that makes this also work is the fact that X'X
(or XX') is always positive definite when composed of real numbers.
SUBROUTINE RECIP(X,Y,NR,NC,IZERO)
SUBROUTINE XRECIP(NRMX,NRMY,X,Y,NR,NC,IZERO)
TITLE: RECIProcal
PURPOSE: To find the reciprocal of every element of a matrix.
SYMBOLS:
NRMX,NRMY = row dimensions of X and Y, respectively, in calling
program
X = input matrix
Y = output matrix containing the reciprocals of X
NR,NC = # of rows and cols of X and Y
IZERO = 0 to leave 0 elements as 0's;
1 to terminate processing if a 0 element is found
DABS = FORTRAN supplied double precision absolute value function
PROCEDURE:
Every element of X is tested against 10**-70 as the criteria of
functional zero. If the element is not functionally zero, the
reciprocal of the element is stored in the corresponding element of Y.
If the elementis functionally zero, it is set to 0 or processing is,
terminated, depending on the input value of IZERO.
X and Y may be the same matrix in the calling program.
SUBROUTINE RNKORD(V,S,IRP,IRO,N)
TITLE: RaNK ORDering of entries
PURPOSE: To put the rank order (low to high) of the entries of
a vector (V) in a vector Q.
SYMBOLS:
V is a real vector; input/output
S is a real vector containing on output the entries in V
sorted from low to high
IRP is an integer vector containing on output the rank position
of entries in V
IRO is an integer vector containing on output entry identifications
when entries are sorted into ascending order
N is the number of entries in V ; input/output
PROCEDURE: Sort entries in V into ascending order in S with
original position in IRO.
SUBROUTINE RO2DI(X,Y,N)
SUBROUTINE XRO2DI(NRMX,NRMY,X,Y,N)
TITLE: ROw-to-DIagonal matrix
PURPOSE: To make the first row of an inut matrix into a
diagonal matrix.
SYMBOLS:
NRMX,NRMY = row dimensions of X and Y, respectively, in calling
program.
X = input matrix containing the input row in its first row.
Y = resulting diagonal matrix.
N = # of cols of X
PROCEDURE:
The elements of the first row of X are copied into the main diagonal
of Y and the remaining elements of Y are zeroed out. If X is 1 X 1,
the copy is made and no zeroing occurs. Note that X must be a 1 X 1,
matrix, a scalar, or a 1 dimensional array in the calling program
X cannot be a 2 dimensional array. X and Y may be the same matrix
in calling program.
SUBROUTINE RO2MT(X,Y,NR,NC)
SUBROUTINE XRO2MT(NRMX,NRMY,X,Y,NR,NC)
TITLE: ROw to MaTrix
PURPOSE: To copy first row of an input matrix into a full matrix.
SYMBOLS:
NRMX,NRMY = row dimensions of X and Y, respectively, in calling program
X = input matrix to be repeated
Y = output matrix with each row equal to X
NR = # of rows to be generated in Y
NC = # of cols of X & Y
PROCEDURE: The first row of X is copied into Y until Y has NR rows.
X & Y may be the same matrix in the calling program.
SUBROUTINE SCAML(C,X,Y,NR,NC)
SUBROUTINE XSCAML(NRMX,NRMY,C,X,Y,NR,NC)
TITLE: SCAlar MuLtiplication
PURPOSE: To multiply every element of a matrix by a scalar.
SYMBOLS:
NRMX,NRMY = row dimensions of X and Y, respectively, in calling program
C = a real type scalar. Note - C must be a real number, not an integer
X = input matrix
Y = output matrix containing C*X
NR = # of rows of X
NC = # of cols of X
PROCEDURE:
Every element of X is multiplied by C and the result is stored in Y.
X and Y may be the same matrix in the calling program. C must be a
real number; if C has an integer value, a decimal point must be
present in order to indicate that C is a real type number.
Example: use '1.' rather than just '1'. Also note that C may be a
matrix, in which case the final element of the matrix is used as C.
SUBROUTINE SIMLN(X,Y,NR,NC)
SUBROUTINE XSIMLN(NRMX,NRMY,X,Y,NR,NC)
TITLE: solution of SIMultaneous LiNear equations
PURPOSE: To find the solution set of several linear equations in several
unknowns.
SYMBOLS:
NRMX,NRMY = row dimensions of X and Y, respectively, in calling program
X = input matrix of the form (A:c) where A is NR X NR, C is NR X N1
Y = resulting solution for Y in the equation A*Y = C
NR = # of rows of X; # of rows & cols of A
NC = # of cols of X
QGELGZ = number cruncher routine
REORD = a reordering routine for the result matrix
PROCEDURE: The order of X is checked for appropriateness, namely the
# of rows cannot be 1 or greater than or equal to the # of cols.
The # of cols in the C portion of X is computed, the solution for Y
in the equation A*Y = C is found and stored in the upper left corner
of Y as a matrix the same order as C. A and C are concatenated
(A:B), and input to this routine as X. X and Y may be the same
matrix in the calling program.
SUBROUTINE SQRT(X,Y,NR,NC,EPS)
SUBROUTINE XSQRT(NRMX,NRMY,X,Y,NR,NC,EPS)
TITLE: SQuare RooT
PURPOSE: To find the square root of all elements of a matrix
SYMBOLS:
NRMX,NRMY = row dimensions of X and Y, respectively, in calling program
X = input matrix
Y = output matrix containing square roots of X
NR,NC = # of rows and cols of X and Y
EPS = lower bound tolerance for 0. values (a negative number)
DSQRT = FORTRAN supplied double precision square root function
PROCEDURE:
If any element of X is negative(less than EPS), an appropriate
error message will be written out and execution is terminated.
Otherwise, the square root of every element of X is stored
in the corresponding element of Y. X and Y may be the same
matrix in the calling program. Any element between 0 and
EPS is set to 0.
SUBROUTINE SUB(X,Y,Z,NR,NC)
SUBROUTINE XSUB(NRMX,NRMY,NRMZ,X,Y,Z,NR,NC)
TITLE: SUBtraction of 2 matrices
PURPOSE: To subtract 2 matrices.
SYMBOLS:
NRMX,NRMY,NRMZ = row dimensions of X, Y, and Z, respectively,
in calling program
X = 1st input matrix
Y = 2nd input matrix
Z = resultant matrix
NR,NC = # of rows and columns, respectively, of X, Y, and Z
PROCEDURE: Corresponding elements of X and Y are subtracted
and the result is stored in the corresponding elements of Z. Any of
X, Y, or Z may be the same matrix in the calling program.
SUBROUTINE TINPT(XIN,X)
SUBROUTINE XTINPT(NRMX,XIN,X)
TITLE: Temporary data INPuT from data unit 4
PURPOSE: To input data from temporary data unit 4.
SYMBOLS:
XIN = Name of data file which contains the data to be READ.
X = Matrix in which to store input data.
FMT = Array for containing input format (read from the first card of
data deck).
C = Labeled common areas containing NMAT, and DSRN.
NRMX = Dimensionality of X.
NMAT = Matrix counter.
QINCR = Program number counter subroutine.
NR = Number of rows input to X.
NC = Number of cols input to X.
XDIMCH = Dimensionality check subroutine.
PROCEDURE: This subroutine opens up unit 4 a file which is CALLED
'XIN', then reads the header record from the data file,
increments the matrix counter, prints out NMAT,DSRN,NR,NC,& FMT for
user, and, if all is ok, reads the actual data file. If, for any
reason the end of the file is encountered before expected,
processing terminate after printing an appropriate message.
SUBROUTINE TITLE(CH,N)
TITLE: TITLE printer
PURPOSE: To print a character string specified by the user.
SYMBOLS:
CH = a character string of length N
N = the length of CH including blanks and punctuation. Note that
there is no limit on the length of CH.
SUBROUTINE TRACE(X,N,T)
SUBROUTINE XTRACE(NRMX,X,N,T)
TITLE: TRACE of a matrix
PURPOSE: To find the trace (sum of the main diagonal elements) of a matrix
SYMBOLS:
NRMX = row dimension of X in calling program
X = input matrix
N = # of cols of X or # of rows of X, which ever is smaller
T = trace of X, a scalar
PROCEDURE: The main diagonal elements of X are summed and stored in T.
Note that T may be a matrix in the calling program, in which case, T
is returned in the first element of the matrix.
SUBROUTINE TRNSP(X,Y,NR,NC)
SUBROUTINE XTRNSP(NRMX,NRMY,X,Y,NR,NC)
TITLE: matrix TRaNSPose
PURPOSE: To transpose a matrix.
SYMBOLS:
NRMX,NRMY = row dimensions of X and Y, respectively, in calling program
X = matrix to be trnsposed
Y = the transpose of X
NR = # of rows of X = # of cols or Y
NC = # of cols of X = # of rows or Y
PROCEDURE:
Row and column subscripts in X are interchanged while copying
the data from X to Y. X and Y must be different matrices in the
calling program.
SUBROUTINE VRTCL(X,Y,Z,NRX,NRY,NC)
SUBROUTINE XVRTCL(NRMX,NRMY,NRMZ,X,Y,Z,NRX,NRY,NC)
TITLE: VeRTiCaL concatenate
PURPOSE: To concatenate the cols of 2 matrices to create a super matrix.
SYMBOLS:
NRMX,NRMY,NRMZ = row dimensions of X, Y, and Z, respectively,
in calling program
X = 1st input matrix
Y = 2nd input matrix
Z = resulting super matrix = (X..Y)
NRY = # of rows in Y
NRX = # of rows in X
NC = # of cols in both X and Y
PROCEDURE:
A matrix Z' = (X':Y') is created by storing X in cols 1 thru NC,
rows 1 thru NRX of Z and then by storing Y in cols 1 thru NC and row
(NRX+1) thru NR of Z. Thus Z will be NR X NC. All 3 matrices, X,Y,
and Z may be the same matrix in the calling program; matrices X
and Y may be same but different from Z; matrices X and Z may be the
same but different from Y: however, matrices Y and Z may not be the
same if X is different in the calling program.
SUBROUTINE XTX(X,Y,NR,NC)
SUBROUTINE XXTX(NRMX,NRMY,X,Y,NR,NC)
TITLE: matrix cross-products
PURPOSE: To find a fast solution to the pre-multiplication of a matrix
transpose.
SYMBOLS:
NRMX,NRMY = row dimensions of X and Y, respectively, in calling program
X = input matrix
Y = result matrix = X'X
NR = # of rows of X
NC = # of cols of X = # of rows and cols of Y, must be .LT. NRMX & NRMY
PROCEDURE:
The first col of X is cross multiplied by each successive column
and the results are stored in X. X is copied into the lower
triangular portion of a col. of Y. Then the lower triangular
portion of Y is copied into the upper triangular portion of Y
up to the current column. This process is repeated until the
product is completed.
SUBROUTINE XXT(X,Y,NR,NC)
SUBROUTINE XXXT(NRMX,NRMY,X,Y,NR,NC)
TITLE: MATRIX PRODUCT
PURPOSE; To obtain matrix product Y = XX'.
SYMBOLS:
NRMX,NRMY = number of rows of X and Y, respectively, in
calling program
X = data matrix; input/output.
Y = product matrix; ouput.
NR = number of rows of X and order of Y; input/output.
NC = number of columns of X; input/output.
PROCEDURE: The product matrix Y is to be zeroed.
The row elements of X is multiplied by its elements of row
up to the current column, and stored the value in Y.
The process is continued until the product is completed.
X and Y may not be the same matrix.
General Statistical - Monte Carlo Programs
FUNCTION CHIVLT(P,NDF)
TITLE: VaLue of CHI-square
PURPOSE: To obtain the value of Chi square, with NDF degrees of
freedom below which P percent of the area falls.
SYMBOLS:
P = proportion
NDF = degree of freedom
PROCEDURE:
Uses hyperbolic interpolation, and function CHIPRA used.
SUBROUTINE DAPPR(A,RNP,PJ,APP,G,VEC,S1,S2,HHH,NAT,NF,MCASE,
1MPJ,MAPP,MPRIN,PCON,WCON,COSLT,NCYCLT)
SUBROUTINE XDAPPR(NRMA,NRMRNP,NRMPJ,NCMPJ,NRMAPP,NRMG,NCMG,NRMVEC,
2 NRMS1,NCMS1,NRMS2,NCMS2,A,RNP,PJ,APP,G,VEC,S1,S2,HHH,NAT,
3 NF,MCASE,MPJ,MAPP,MPRIN,PCON,WCON,COSLT,NCYCLT)
TITLE: Direct method with APP weighting factor Rotation
NOTE: APP is artificial personal probability of being in a hyperplane
INPUT or: APP = 1/(1 + ACON*(ABS(B) TO POWER PCON)
Uses FORMAL subroutines: TITLE,INVRS,MATML,XTX,GENR8,SIMLN,COPY
Other subroutines used: XMATML, XPRINT, XXTX, VARMX
SYMBOLS:
NRMA,NRMRNP,NRMPJ,NRMAPP,NRMG,NRMVEC,NRMS1,NRMS2
is the number of rows of A, RNP, PJ, APP, G, VEC,
S1, and S2, respectively, in calling program
NCMG,NCMS1,NCMS2 is the number of columns of G, S1,
and S2, respectively, in calling program
A is original factor matrix: input/output
RNP is FORMAL matrix N' of hyperplane normals (columns): output
PJ is matrix P during solution, is converted to B for output
see note concerning MPJ
APP is matrix of APP: output
see note concerning MAPP
G is formal matrix (NN') inverse during solution,
is converted to PHI for output
VEC is formal matrix having row vectors as follows:
1 mean absolute PJ for each rotated factor
2 sum APP*(PJ**2) over attributes for each rotated factor
3 shift vector in rotation of each factor in turn
4 square roots of diagonal G
5-I1 scratch
S1 and S2 are scratch FORMAL matrices
on output S1 contains correlation of items and factors,
S2 contains T'
HHH is a scratch vector of length I1
NAT is number of attributes: input/output
NF is number of factors: input/output
MCASE is case of APP function: input/output
must be specified when APP is to be iterated
= 1 for one sided function
= 2 for two sided function
MPJ is integer flag for initial weights hypothesized: input/output
= 0 for initial weights obtained by a normal VARIMAX rotation
= 1 for initial hypothesis factor weights input in PJ
default = 0
MAPP is integer flag concerning iteration of APP
= 0 for APP iteration
= 1 for fixed APP as input in APP
default = 0
MPRIN is integer flag concerning printed output
= 0 for no printed output
= 1 for printing matrices P and APP for each cycle
default = 0
PCON is power constant in APP function:input/output
default = 10.0
WCON is proportion of mean absolute factor weight for APP = 0.5:
input/output; default = 0.5
COSLT is limit for COS between successive trial normals in test for
convergence: input/output; default = 0.99999
NCYCLT is limit on number of iterative cycles: input/output
default = 20
SUBROUTINE DISCR(SH,SD,GPM,F,G,CV,TM1,TM2,NAT,NG,NDFH,NDFD,MOD,
1NPS,NPE,ISWP)
SUBROUTINE XDISCR(NRMSH,NRMSD,NRMGPM,NRMF,NRMG,NRMCV,NRMTM1,
2NRMTM2,SH,SD,GPM,F,G,CV,TM1,TM2,NAT,NG,NDFH,NDFD,MOD,NPS,
3ISWP)
TITLE: DISCRiminant analysis
PURPOSE: To compute discriminant composite solution.
solution space restricted to NP principal axes of estimated
total covariance matrix, THETA, derived from components of
covariance.
NOTE: uses FORMAL; matrices must be at least (10,10), if NAT is
larger than 9, the matrices must be at least (NAT+1,NAT+1)
SYMBOLS:
NRMSH,NRMSD,NRMGPM,NRMF,NRMG,NRMCV,NRMTM1,NRMTM2
is the number of rows of SH, SD, GPM, F, G, CV, TM1,
and TM2, respectively, in calling program
MATRICES:
SH is hypothesis effect SSCP matrix; input/output
SD is denominator effect SSCP matrix; input/output
GPM is group means matrix (groups by hypothesis effect);
input/output
row for each group plus one row for total mean
F, G, CV, TM1, TM2 are storage matrices
NAT is number of attributes
NG is number of groups (elements in hypothesis effect)
NDFH is number of degrees of freedom for hypothesis
NDFD is number of degrees of freedom for denominator
MOD is model identification number
= 1 when total sample is divided into samples of
subpopulations in proportion to relative frequencies
of the subpopulations in the total population
= 2 when the total sample is drawn at random from the total
population
NPS is starting number of principal axes of estimated THETA
NPE is ending number of principal axes of estimated THETA
separate solutions are obtained using NP principal axes
of estimated THE from NPS to NPE in steps of 1
working values, NPSW and NPEW, of NPS and NPE are adjusted
when necessary as follows:
let NPAM be the maximum usable number of principal axes
if NPS equals 0 (or less), NPSW is set equal to NPAM
if NPS is greater than NPAM, NPSW is set equal to NPAM
if NPE is less than NPSW, NPEW is set equal to NPSW
if NPE is greater than NPAM, NPEW is set equal to NPAM
PRINTING CONTROL:
ISWP = 0 for standard results
= 1 for additional information:
matrices THETA-TILDA , L , F , G , A
columns of CV are used as follows
1 = 1/D
2 = 1/SQRT(DELTA)
3 = PHI
4 = 1/SQRT(1 - PHI)
5 = LAMBDA
6 = LN(1 + LAMBDA)
7 = V STATISTIC
8 = SQRT(SD(J,J)/NDFD)
SUBROUTINE FNFRT(A,NMP,TP,PHI,PJT,B,Q,NAT,NCF,ICN,ICT,ICP,
1ICB)
SUBROUTINE XFNFRT(NRMA,NRMNMP,NRMTP,NRMPHI,NCMPHI,NRMPJT,NRMB,
2 NRMQ,NCMQ,A,NMP,TP,PHI,PJT,B,Q,NAT,NCF,ICN,ICT,ICP,ICB)
TITLE: FiNal Factor RoTation
PURPOSE: Performs final computations for factor analysis rotation of
matrix, results are printed and passed to main program.
NOTE: Number of common factors must be 2 or greater and at most 1 less
than the matrix dimensions in FORMAL. Uses FORMAL.
SYMBOLS:
Input-output matrices
A = coordinate axes factor matrix
NMP = a double precision matrix for normals, N'
input form controlled by ICN
ICN = 0 for N' input (normals are columns)
= 1 for N input (normals are rows)
= 2 for N' to be computed from T'
normals are assumed to be unit vectors when input
output N' (normals are columns)
TP = matrix for primary vectors
input form controlled by ICT
ICT = 0 for T' input (primary vectors are columns)
= 1 for T input (primary vectors are rows)
= 2 for T' to be computed from N'
Primary vectors are assumed to be unit vectors when input
Output T' (primary vectors are columns)
Note: Either NMP or TP or both must be input
PHI = Factor intercorrelation matrix on output = TP'*TP
row NCF + 1 contains diagonal entries of matrix D
D = (Diag(PHI-INVERSE))**-.5
PJT = matrix for projections on normals = A*NMP
Input form controlled by ICP
ICP = 0 for PJT input
= 1 for PJT to be calculated
PJT is output
B = factor weight matrix = PJT*D-INVERSE
Input form controlled by ICB
ICB = 0 for bb input
= 1 for B to be computed
B is output
Q = matrix of covariances of attributes with factors= B*PHI
Q is output
Input scalars
NRMA,NRMNMP,NRMTP,NRMPHI,NRMPJT,NRMB,NRMQ = the number of rows
of A,NMP,TP,PHI,PJT,B, and Q, respectively, in calling program
NCMPHI,NCMQ = the number of columns of PHI and Q, respectively,
in calling program
NAT = number of attributes
NCF = number of common factors
NOTE: Control flags described above ICN, ICT, ICP, ICB
SUBROUTINE FAHIR(C,CMV,A,COM,NAT,NCF)
SUBROUTINE XFAHIR(NRMC,NCMC,NRMCMV,NRMA,NCMA,NRMCOM,C,CMV,
2 A,COM,NAT,NCF)
TITLE: Factor Analysis of C With highest covariance in diagonals
PURPOSE: To perform factor analysis of C. Runs on FORMAL.
NOTE: Covariance matrix C is input/output in C.
Dimensionality must be less than I1. Runs on FORMAL.
SYMBOLS:
NRMC,NRMCMV,NRMA,NRMCOM are the number of rows of C, CMV,
A, and COM, respectively, in calling program
NCMC,NCMA are the number of col. of C and A, respectively,
in calling program
CMV, A, COM are scratch on input
CMV on output contains C with highest covariances on the diagonal
Note: If C is not desired on output, C and CMV can be identical
A on output contains the factor matrix
COM on output contains communalities for each given number of factors
NAT is number of attributes; input/output
NCF is maximum number of factors to be obtained; if NCF is greater than
the number of positive eigenvalues of C with highest covariances on the
diagonal cells, NCF will be reduced to the number of positive
eigenvalues. NCF must be a symbolic representation of an integer.
SUBROUTINE FAWMV(C,CMV,A,COM,NAT,NCF)
SUBROUTINE XFAWMV(NRMC,NCMC,NRMCMV,NRMA,NCMA,NRMCOM,C,CMV,
2 A,COM,NAT,NCF)
TITLE: Factor Analysis of C With MV in diagonals
PURPOSE: To perform factor analysis of C.
runs on FORMAL
NOTE: Covariance matrix C is input/output in C.
Dimensionality must be less than I1. Runs on FORMAL.
If matrix C is singular then the highest covariance is used
as the communality estimate (See FAHIR).
SYMBOLS:
NRMC,NRMCMV,NRMA,NRMCOM are the number of rows of C, CMV,
A, and COM, respectively, in calling program
NCMC,NCMA are the number of col. of C and A, respectively,
in calling program
CMV, A, COM are scratch on input
CMV on output contains C with multiple variances in diagonal
Note: If C is not desired on output, C and CMV can be identical
A on output contains the factor matrix
COM on output contains communalities for each given number of factors
NAT is number of attributes; input/output
NCF is maximum number of factors to be obtained; if NCF is greater than
the number of positive eigenvalues of C with multiple variances in the
diagonal cells, NCF will be reduced to the number of positive
eigenvalues. NCF must be a symbolic representation of an integer.
SUBROUTINE ITPFA(C,A,HV,S1,S2,NAT,NF)
SUBROUTINE XITPFA(NRMC,NRMA,NRMHV,NRMS1,NCMS1,NRMS2,NCMS2,
2 C,A,HV,S1,S2,NAT,NF)
TITLE: ITerative Principal axes Factor Analysis
Note: This program does not have a protection against heywood cases
Runs on FORMAL
SYMBOLS:
NRMC,NRMA,NRMHV,NRMS1,NRMS2 is the number of rows of C, A, HV, S1,
and S2, respectively, in calling program
NCMS1,NCMS2 is the number of col. of S1 and S2, respectively, in
calling program
C is covariance matrix; input/output
A is resulting factor matrix;output
HV is a formal matrix with columns used as vectors:
1 for communalities of previous trial,
2 for communalities computed from factor matrix,
3 for differences between input communalities and computed
communalities for previous trial,
4 for differences for present trial.
S1 contains the eigenvalues for the present trial in the diagonal; output
S2 contains the covariance matrix with the obtained communalities; output
NAT is the number of attributes; input/output
NF is the number of factors; input/output
SUBROUTINE LSQHY(A,S,N,W,D,C,NR,NC,IFL)
SUBROUTINE XLSQHY(NRMA,NRMS,NRMN,NRMW,NRMD,NRMC,A,S,
2 N,W,D,C,NR,NC,IFL)
TITLE: LeaSt SQuares HYperplane fit
PURPOSE: To rotate a factor matrix to the best (least-squares)
hyperplane fit using markers specified by the user.
SYMBOLS:
NRMA, NRMS, NRMN, NRMW, NRMD, NRMC = dimensions of input matrices
in calling program,must be .GE. 10
A = input factor matrix
S = selection matrix (all 1's and 0's)
N = output factor normals matrix - transposed
W,D,C = temporary work files
NR = number of rows of A and S
NC = number of cols of A and S, and dimensions of B
IFL = o to skip intermediate printing,
1 to print intermediate output
QINCR = program counter subroutine
XDIMCH = dimensionality check subroutine
QLRSVM = implicit QL eigen routine
PROCEDURE: According to Ledyard R Tucker, none of the input matrices
may be the same in the calling program.
SUBROUTINE MISNR (XDA,XBA,XVA,CXY,RXY,XMI,T,TV,XN,ZXY,
2 NS,NV,IOPT,IONE)
SUBROUTINE XMISNR (NRMXDA,NRMXBA,NRMXVA,NRMCXY,NRMRXY,NRMXM1,NRMT,
2 NRMTV,NRMXN,NRMZXY,XDAT,XBAR,XVAR,CXY,RXY,XMISS,T,TV,XN,
2 ZXY,NS,NV,IOPT,IONE)
TITLE: MISsiNg data coRrelation matrix
PURPOSE: To compute correlation matrix and vector of means
and variances, when missing data is present.
OPTIONS:
1 compute vector of means and sample sizes only
(output to diagonal of XBA). All other matrices zeroed.
2 No missing data, will not check (most efficient
if there is no missing data; will produce an
error if any data is missing).
3 Replace missing data by mean.
4 Deletion of all data for any subject who has
any missing data present.
5 Compute covariances based on available pairs of
data(default). Means and covariances will be based on
available pairwise data for that pair of variables
only. Correlations will be based on these covariances
and variances from diagonal of cov. matrix.
6 Compute pairwise covariance as in option 5 above.
Estimates for variances are based on available
pairwise data for that pair of variables only.
7 Covariances based on available pairs, however the
full data means will be utilized. Correlations
will be based on full data variances (diag of cov.
matrix).
8 Covariance matrix computed as in option 7 above.
Variance for correlation matrix computed from available
pairs of data when full data mean is utilized.
VARIABLES USED
NRMXDA,NRMXBA,NRMXVA,NRMCXY,NRMRXY,NRMXM1,NRMT,NRMTV,NRMXN,
NRMZXY are the number of rows of XDA, XBA, XVA, CXY, RXY, XM1,
T, TV, XN, and ZXY, respectively, in calling program
XDA is rectangular matrix containing raw data (dimensions input,
NS - number of subjects X, NV - number of variables)
XBA is matrix of means of variables. If options 5 or 6 are
output, used this matrix will be mean for row variable for
all cases when there was data for this variable and column variable.
XVA is matrix of variances of variables. If options 6 or 8 are
output, used this matrix will be variance for column variable for
all cases when there was data for this variable and row variable.
CXY is a matrix of covariances.
output
RXY is a matrix of correlations.
output
XMI is a vector of length NV contains information as to how missing
input data were coded (per variable). Missing data for any
variable is identified by coding it as in TV(I).
this subroutine can not differentiate between -0.0 (or
blanks) and 0.0 (or zero).
If this procedure cannot describe how missing
data is coded in the users study, write
a new subroutine SUBMIS (see that subroutine
for its parameters).
T a dummy double precision vector of length NV.
TV A dummy double precision vector of length nv.
XN A dummy matrix of size (NV X NV).
ZXY Matrix of size NV X NV containing sample size for
output pairwise covariances.
NS number of subjects
input
NV number of variables
input
IOPT Option on how to handle missing data (see above)
input
IONE Denominator of variances and covariances.
input if ione: -1 then denominator is N - 1 (unbiased),
0 then denominator is N (maximum likelihood), or
1 then denominator is N + 1 (minimum error).
SUBROUTINE PRDIF(V,N,MD)
TITLE: PRints a column of values and first DIFferences
these values may be either entries in a vector or diagonal entries of a
matrix. A common application is printing a series of eigenvalues.
SYMBOLS:
V is array containing values to be printed; input/output
N is number of values; input/output
MD is a flag concerning location of values in V; input/output
= 0 for vector (includes a column of a two dimensional array)
= number of rows in main of array V when the diagonal entries
of V are to be printed.
SUBROUTINE PSTCR(P,Q,C,R,NIN,NAT,MPRN)
SUBROUTINE XPSTCR(NRMP,NRMQ,NRMC,NRMR,P,Q,C,R,NIN,NAT,MPRN)
PURPOSE: To compute means, standard deviations, covariance matrix,
correlation matrix from product matrix and attribute sums
row dimension of arrays for P, Q, C, and R is I1 in common block B
as in FORMAL, must be at least NAT+2
column dimension of arrays for P, Q, C, and R must be at least
NAT+2.
SYMBOLS:
NRMP,NRMQ,NRMC,NRMR are the number of rows of P, Q, C, and R,
respectively, in calling program
P contains product matrix, input
row NAT + 1 contains attribute sums
Q contains within sample SSCP matrix, row NAT+1 contains means;
output
C to contain covariance matrix, output
row NAT+1 contains means
row NAT+2 contains standard deviations
may use same array as P
R to contain correlation matrix, output
may use same array as C (C not output) or P
NIN is number of individuals in sample
NAT is number of attributes
MPRN is an integer indicator for printing output
= 0 for no printing; = 1 for printed output
SUBROUTINE RANDQ(Q,CP,F,S,NIN,NAT,NCF,IRN,MF)
SUBROUTINE XRANDQ(NRMQ,NRMCP,NRMF,NRMS,Q,CP,F,S,NIN,NAT,NCF,
2 IRN,MF)
PURPOSE: To generate a sample SSCP matrix and mean vector
The SSCP matrix contains sums of squares and cross products of
measures deviated from sample means
The population is multidimensional normal with a given mean vector
and covariance matrix
MATRICES; must be at least NAT+1.
Q contains sample SSCP matrix in first NAT rows and
sample mean vector in row NAT+1; output
CP contains population covariance matrix in first NAT rows and
population mean vector in row NAT+1; input/output
F contanins factor matrix of population covariance matrix;
may be input, otherwise is obtained by a cholesky
decomposition of CP; output
S is a scratch matrix
SCALARS:
NRMQ,NRMCP,NRMF,NRMS is the number of rows of Q, CP,
F, and S, respectively, in calling program
NIN is sample size; input/output
NAT is number of attributes; input/output
NCF is number of factors in F ; input when F is input; output
IRN is a 15 digit integer ending in 1 used in generating random
values; input, changed before output
NCF is number of factors in F ; input when F is input ; output
= 0 when F is not input
= 1 when F is input,
on output MF = 1
SUBROUTINE RNDCR(CS,RS,CP,F,NIN,NAT,NCF,IRN,MF)
SUBROUTINE XRNDCR(NRMCS,NRMRS,NRMCP,NRMF,CS,RS,CP,
2 F,NIN,NAT,NCF,IRN,MF)
PURPOSE:
To generate a covariance matrix and correlation matrix among NAT
attributes for a sample size NIN drawn from a population
distributed multidimensional normal with given covariance matrix
and mean vector.
MATRICES; must be at least NAT+2.
CS contains sample covariance matrix with sample means in row NAT+1
and sample standard deviations in row NAT+2; output
RS contains sample correlation matrix; output
CP contains population covariance matrix in first NAT rows and
population mean vector in row NAT+1 ; input/output
F contanins factor matrix of population covariance matrix;
may be input, otherwise is obtained by a cholesky
decomposition of CP ; output
SCALARS:
NRMCS,NRMRS,NRMCP,NRMF is the number of rows of CS, RS,
CP, and F, respectively, in calling program
NIN is sample size; input/output
NAT is number of attributes; input/output
NCF is number of factors in F ; input when F is input; output
IRN is a 9 digit integer used in generating random
values; input, changed before output
MF is a flag concerning matrix F ; input:
= 0 when F is not input
= 1 when F is input,
on output MF = 1
RAN is the subroutine which furnishes the random numbers.
SUBROUTINE RNDQM(Q,NIN,NAT,IRN)
SUBROUTINE XRNDQM(NRMQ,Q,NIN,NAT,IRN)
PURPOSE: To generate a sample SSCP matrix and mean vector
The SSCP matrix contains sums of squares and cross products of
measures deviated from sample means
population is multidimensional normal with mean vector = 0 and
covariance matrix = I.
SYMBOLS:
NRMQ is the number of row of Q in calling program, must be at
least NAT + 1.
Q contains sample SSCP matrix in first NAT rows and
sample mean vector in row NAT+1 ; output
NIN is sample size; input/output
NAT is number of attributes; input/output
IRN is a 15 digit integer ending in 1 used in generating random
values; input, changed before output
SUBROUTINE RNDVC(RVEC,ISRT,N,IRN1,IRN2)
PURPOSE: To generate a vector of random normal deviates, mean = 0,
s.d. = 1 randomly sorted
SYMBOLS:
RVEC contains the random normal deviates on output
ISRT is a vector of random integers used in sorting
N is the number of entries in RVEC and ISRT
IRN1 and IRN2 are two 9 digit, odd integers used in
generating the random deviates and integers
their initial values are to be input, their values are
changed randomly before output
SUBROUTINE RXTX(P,NIN,NAT)
SUBROUTINE XRXTX(NRMP,P,MIN,NAT)
TITLE: Read data from cards then compute XTX.
PURPOSE: For a matrix X read from cards computes product matrix P = X'X
column sums of X are in row NAT+1 of P
row dimensions of array for P is NRMP and must be at least NAT + 1.
column dimension of array for P must be at least NAT + 1
SYMBOLS:
NRMP is number of row of P in calling program
P is matrix containing results; output
NIN is number of objects (rows of X); read from header card for
data deck; output
NAT is number of attributes (columns of X); read from header card
for data deck; output
X is the matrix to be contained in a deck of data cards
with a record of one or more cards for each object
(row of X) a header card is to precede the data deck
columns 1 - 4: NIN
columns 5 - 8: NAT
columns 9 - 80: format of data cards in parentheses
data title may follow the format and will be printed
SUBROUTINE SUBMIS (NRMXN,T,ACC,XMISS,XN,NV)
TITLE: SUBject's MISsing data (subroutine of MISNR)
PURPOSE: To indicate which data points are missing.
This subroutine reads in a single subject's data - in a
vector called T, sees whether it is equal to XMISS - a
vector telling the program how missing data was coded -
then returns a value of 1.0 in matrix XN(I,J) if the data
for that pair of variables is good, or 0.0 if that pair
had missing data.
SYMBOLS:
NRMXN = number of rows dimensioned for XN in main
T = vector of data for a single subject
ACC = how small a difference between observed and missing
value is before considered missing
(set in main to be [0.00001]). Related to
accuracy of computer.
XMISS = vector containing elements indicating how missing data
were coded per each variable.
XN = matrix containing elements of either zero (ignore this
pair for this subject) or one (retain data for this
pair for this subject).
NV = number of variables correlated.
SUBROUTINE VARMX(A,F,H,NV,NF)
SUBROUTINE XVARMX(NRMA,NRMF,NCMF,A,F,NAT,NF,H,MRAW)
PURPOSE: To perform VARIMAX rotation using subroutine QVARMX
SYMBOLS:
A is original loading matrix; input/output
F is rotated loading matrix; output
NAT is number of attributes; input/output
NF is the number of factors; input/output
H is vector containing communalities of attributes; output
must have IZ elements
MRAW is an integer concerning case of VARIMAX; input/output
= 0 for unweighted (raw) solution
= 1 for normalized solution
SUBROUTINE TSAMX (X,C,F,NIN,NAT,NCF,IRN,MF)
SUBROUTINE XTSAMX (NRMX,NRMC,NRMF,X,C,F,NIN,NAT,NCF,IRN,MF)
PURPOSE:
To obtain sample data matrix from multidimensional normal population
having given population mean vector and covariance matrix.
Matrices:
X is sample data matrix on output
array to contain X must have at least NIN rows and NAT columns
C is population covariance matrix with mean vector in row NAT+1;
input/output
array to contain C must have at least NAT+1 rows and columns
F is factor matrix of population covariance matrix, may be input,
otherwise is obtained by a cholesky decomposition; OUTPUT
array to contain F must have at least NAT+1 rows and columns
Scalars:
NRMX, NRMC, NRMF are number of rows in main of arrays to contain
matrices X , C , F ; input/output
NIN is number of individuals in sample; input/output
NAT is number of attributes; input/output
NCF is number of columns of F ; input if F is input; output
IRN is a 15 digit integer ending in 1; input, altered before output
MF is a flag concerning matrix F ; input:
= 0 if F is not input,
= 1 if F is input
is set to 1 for output
GENERAL PURPOSE WORK-HORSE PROGRAMS
SUBROUTINE QDIMCH(N,X,IFLAG)
SUBROUTINE XDIMCH(ICHECK,N,X,IFLAG)
TITLE: DIMensionality CHeck
PURPOSE:
This program tests a matrix dimension specified by the user and
the maximum allowable dimension and outputs an appropriate error
message.
FUNCTION QDVNRM (X)
TITLE: NoRMal DeViate
PURPOSE:
This function will input A random uniform deviate and
transform it into A normal deviate.
it works via the inverse probability function.
In essence, if X is an area under A normal curve, then
QDVNRM will be the normal deviate which cuts the NORMAL
distribution into this area.
SUBROUTINE QGELGZ(NRMB,NRMAA,B,AA,N,NR,X,A,EPS,IER)
PURPOSE: To solve the simultaneous linear equations with >1 right
hand side by Gauss elimination with complete pivoting.
SUBROUTINE QIMTQL(N,D,E,IERR)
TITLE: eigenvalues of tridiagonal matrix
PURPOSE:
To determine eigenvalues of a symmetric tridiagonal matrix
using the implicit QL method.
SUBROUTINE QLNEQT(NRMA,A,B,E,S,D,F,BP,N,MS,IERR,NCYC)
PURPOSE: To solve for B in linear equation S*B = C
by an iterative procedure may be used to improve an approximate
solution.
SUBROUTINE QLRSM(NRMA,N,A,D,E,IERR)
TITLE: Latent Roots of a Symmetric Matrix
PURPOSE: to find all latent roots (eigenvalues) of a symmetric matrix
by the implicit QL method.
SUBROUTINE QLRSVM(NRMA,NRMZ,NRMRV,N,NRV,A,Z,W,D,E,E2,IND,RV,IERR)
TITLE: Latent Roots and Some Vectors of a symmetric Matrix.
PURPOSE: Find all latent roots (eigenvalues) and a smaller number of
latent vectors (eigenvectors) of a symmetric matrix.
SUBROUTINE QMILU(NRMA,NRMIDU,A,N,IDUM,V)
PURPOSE: To find the inverse of the matrix whose LU decomposition
is furnished in A.
SUBROUTINE QMINVZ(NRMAA,NRMA,NRMIDU,AA,N,DET,IDET,A,IDUM,IER,V)
PURPOSE: To calculate the determinant of input matrix as a by-product
of computation. This program the inverse of the N by N real,
general input matrix by Gauss Elimination.
FUNCTION QRAND1(T)
PURPOSE:
To provide a pseudo random normal deviate (MEAN = 0, SD = 1)
by inverse transformation of A pseudo random P provided by function
RAN; function QDVNRM is used for the inverse transformation, QDVNRM
gives a quick approximation to the inverse transformation
a 'seed' integer is to be given function ran before the first use
of RAN by subroutine SETRAN(IRN) where IRN is a 9 digit integer.
the final integer may be obtained by subroutine SAVRAN (IRN).
SUBROUTINE QTINVT(NRMZ,N,D,E,E2,M,W,IND,Z,IERR,
1RV1,RV2,RV3,RV4,RV6)
TITLE: eigenvectors of a Tridiagonal matrix by INVerse iTeration
PURPOSE: To determine the eigenvectors of a tridiagonal matrix
corresponding to a set of ordered eigenvalues, using inverse
iteration.
SUBROUTINE QTRBAK(NRMA,NRMZ,N,A,E,M,Z)
TITLE: back transformation of eigenvectors
PURPOSE: To form the eigenvectors of a real symmetric matrix from the
eigenvectors of that symmetric tridiagonal matrix determined by TRED
SUBROUTINE QTRED1 (NRMA,N,A,D,E,E2)
TITLE: reduce a symmetric matrix to tridiagonal form
SUBROUTINE QVARMX(NRMAV,NCMA,M,K,A,NC,TV,H,KRAW)
PURPOSE:
To perform VARIMAX rotation revision of VARMX from IBM SSP.
SUBROUTINE QWRGDM(NR,NC)
TITLE: error message routine for invrs,simln, and det
SUBROUTINE XREORD(NRMX,X,NR,NC)
PURPOSE:
To accompany QGELGZ for purposes of rearranging G so it is
in the expected matrix form (i.e. such that AG=B).
SUBROUTINE QINCR
Title: program counter
Purpose: This subroutine is called by all of the FORMAL
subroutines in order to keep track of the number of subroutines
call by the user. This number may be printed out when an error
condition has occured. The first time QINCR is called, a FORMAL
heading is printed out, and data input and output files are opened
to defaults of 'FRMLIN.DAT' and 'FRMLOT.DAT', respecively.
Symbols:
A = labeled common area containing IPGM
IPGM = the current number of FORMAL call statements made from the
main program.
ISUB = the number of subroutines used indirectly since
the last call in main, will be zero at calls from
main.
IZINCR = will be 1 at all FORMAL calls made from the
main program. 2 will be at all calls made one
subroutine from the main, etc.
Procedure: QINCR adds 1 to IPGM, tests IPGM to see if this is the first
QINCR and if so, it prints out a heading.
SUBROUTINE IOPUT (XINPUT, OUTPUT, IFLAG)
TITLE: Input Output controller
Purpose: This subroutine will change the name of the input
and/or output file to 'XINPUT' and 'OUTPUT', respectively.
Symbols:
'XINPUT' = name of file containing input data (in the form
of filename.ext - ext will default to DAT)
'OUTPUT' = name of file which will contain the output data (in the
form of filename.ext - ext will default to DAT)
IFLAG = flag denoting whether input and/or output will be
done.
1 input file - 'XINPUT' only will be opened; a close
to the old input file will be done if necessary.
2 output file - 'OUTPUT' only will be opened; a message
to this newly opened file will be generated; if any
FORMAL calls were made previous to the first use of
this program, then the previous output file (default
is 'FRMLOT.DAT') will be closed and a message will
be made where future output can be found; the old
file will also be closed.
3 both input and output file will be opened as by options
1 and 2 above.
A = labeled common area containing IPGM.
C = labeled common area containing DSNR (name of input device) and NMAT.
IPGM = program counter to be incremented by this subroutine.
Procedure: Adds 1 to IPGM as in QINCR, tests to see if this is
the the first usage, if so defaults will be
'FRMLIN.DAT' and 'FRMLOT.DAT'. Files will be opened with the
appropriate header.