103: 72 WRITE(108,2001)(SIGMA(11,J),J=1,N1,N2)
124: G0 T0 56
125: 63 WRITE(108,2020)
126: 2020 FORMAT(//,' MATHICE P(1,//)
127: D0 63 11*1,2*1,N1+N2
128: 65 WRITE(108,2001)(SIGMA(11,J),J=1,2*1,N1+N2)
129: 66 CONTINUE
130: WRITE(108,2009)PAS
131: IF(PAS-0.0001)200,24,24
132: C
133: C STABILITE DE A*KH
134: C
135: 200 IF(NRIC)25,67,25
136: 67 CALL MU(K,E,E1,N1,N1,20,1,0)
137: CALL ADD(A,E,E1,N1,N1,20,1,1)
139: WRITE(108,2011)
139: 2021 FORMAT(//,' VALEURS PROPRES DE A*KH,//)
140: CALL EIGENP(N1,20,24,*EVR,EVI,VECR,VECI,INDIC)
141: D0 68 11*1,N1
142: IF(INDIC(11)-1)69,68,68
143: 69 WRITE(108,2022)
144: 2022 FORMAT(//,' ERREUR SUR VALEURS PROPRES DE A*KH,//)
145: G0 T0 25
146: 68 CONTINUE
147: 73 D0 74 11*1,N1
148: 74 WRITE(108,2039)EVR(11),EVI(11)
149: C
150: C RESULTATS PARTIELS ET EXEMPLE SUIVANT
151: C
152: WRITE(108,2023)
153: 2023 FORMAT(//,' RESULTATS PARTIELS,////)
154: G0 T0 50
155: 24 CONTINUE
156: G0 T0 26
157: 23 CONTINUE
158: C0L*RESUL(1,L2)
159: RESUL(L1,L2)*COVER
160: IF(APS(COVER-CDE)-EPS1)27,27,21
161: 21 CONTINUE
162: 27 CONTINUE
163: L2=L2+1
164: IF(LP-3)47,47,50
165: 47 IF(NRIC=1)30,44,30
166: C
167: C FILTRAGE SOUS OPTIMAL PAR CALCUL DE QS
168: C DANS Q ON A QS
169: C
170: C
171: C
172: 44 CALL MAT01(D,E,E1,N1,N2,N2,20,20)
173: CALL MAT04(E,E1,N2,20)
174: CALL MAT05(E1,02,E,SET,N2,20)
175: IF(JET)45,46,45
176: 45 WRITE(103,2031)
177: G0 T0 50
178: 46 CALL MU(C,E,E1,N1,N2,N2,20,1,0)
179: CALL MU(E1,C,E,E1,N1,N2,N1,20,3,0)
180: CALL ADD(E1,01,01,N1,N1,20,1)
181: NRIC=0
182: N=N1
183: G0 T0 26
184: C
185: C
186: 30 CONTINUE
187: C
188: C RECHERCHE DU GAIN OPTIMAL ET PREPARATION FILTRAGE SOUS OPTIMAL
189: C
190: CALL ERMIN(A,C,D,01,02,R,K,H1,N1,N2,M,20,20,JET,TR)
191: IF(JET)25,41,25
192: 41 CONTINUE
193: N=N1,N2
194: D0 31 I=1,N+N1
195: D0 31 J=1,N+N1
196: 31 SIGMA(I,J)=0.
197: D0 32 I=1,N
198: D0 32 J=1,N
199: 32 SIGMA(I,J)=SIGMAO(I,J)
200: D0 33 I=1,N
201: D0 33 J=N+1,N+N1
202: Q(I,J)=0.
203: F(I,J)=0.
204: D0 34 I=N+1,N+N1
205: D0 34 J=1,N+N1
206: Q(I,J)=0.
207: 34 F(I,J)=0.
208: CALL MU(K,H1,E,N1,M,N1,20,1,0)
209: D0 35 I=1,N1
210: D0 35 J=1,N1
211: F(N+P,J)=E(I,J)
212: 35 F(N+I,N+N,J)=A(I,J)=E(I,J)
213: CALL MU(R,K,E,M,N1,20,3,0)
214: CALL MU(K,E,E1,N1,M,N1,20,1,0)
215: D0 36 I=1,N1
216: D0 36 J=1,N1
217: Q(N+I,N+N,J)=E(I,J)
218: N=N+N1
219: C
220: C MISE EN PLACE INDICATEUR DE FILTRAGE SOUS OPTIMAL
221: C
222: NRIC=1
223: G0 T0 40
224: C
225: C
226: 50 CONTINUE
227: WRITE(108,2040)
228: 2040 FORMAT(1,0)
229: WRITE(108,2032)
230: L1=1
231: D0 48 I=1,L1
232: RAP1=(RESUL(1,2)-RESUL(1,1))/RESUL(1,1)
233: RAP2=(RESUL(1,3)-RESUL(1,1))/RESUL(1,1)
234: 48 WRITE(108,2033)(RESUL(1,J),J=1,L2-1)/RAP1,RAP2
235: C
236: C BUCULE POUR PLUSIEURS EXEMPLES
237: C
238: 25 CONTINUE
239: C
240: C
241: C
242: 1000 FORMAT(3(1,2))
243: 1001 FORMAT(5(E12.5,3x),//,5(E12.5,3x))
244: 1002 FORMAT(14)
245: 2000 FORMAT(//,MATRICE F1//)
246: 2001 FORMAT(3X,10(E12.5,3X))//10(E12.5,3X)
247: 2002 FORMAT(//,MATRICE H1//)
248: 2003 FORMAT(//,MATRICE R1//)
249: 2004 FORMAT(//,MATRICE Q1//)
250: 2005 FORMAT(1J1)
251: 2006 FORMAT(////,ERREUR DE FILTRAGE OPTIMAL,////)
252: 2007 FORMAT(4X,TEMPS COVARIANCE DE L ERREUR,7X,ITR(SIGMA(1,1))//)
253: //)
254: 2008 FORMAT(////, R NON INVERSIBLE,////)
255: 2009 FORMAT(////, NOUVEAU PAS D INTEGRATION *1,E12.5,////)
256: 2010 FORMAT( IMPRESSION D UN PAINT TOUS LES 1,15,////)
257: 2011 FORMAT(////, ERREUR DE FILTRAGE SBUS=OPTIMAL,////)
258: 2012 FORMAT(1 TEMPS COVARIANCE DE L ERREUR,////)
259: 2013 FORMAT(//, MATRICE G1//)
260: 2014 FORMAT(//, MATRICE P1//)
261: 2015 FORMAT(//, MATRICE P1(0),//)
262: 2016 FORMAT(//, IMPOSSIBILITE DE TROUVER SIGMA(0),EXEMPLE SUIVANT//)
263: 2017 FORMAT(//, N1=1,12, N2=1,IP, M1=1,12,//)
264: 2018 FORMAT(1 PAS D INTEGRATION *1,E12.5,////)
265: 2019 FORMAT(14,9X,E12.5,10X,E12.5)
266: 2020 FORMAT(//, SIGMA(0),//)
267: 2021 FORMAT(//, SIGMA1,//)
268: 2022 FORMAT(//, SIGMA2,//)
269: 2023 FORMAT(1 TEMPS SIGMA(1,1) SIGMAKS SIGMAKS //)
270: *TSKS-S11/S11, SCS-S11/S11,//)
271: 2033 FORMAT(15,1X,5(2X,E12.5))
272: 2039 FORMAT(2X,E12.5, + J *E12.5)
273: STOP
274: END

1: SUBROUTINE RICIN(F,SIGMA,H,R,Q,N,M,NN,NRIC,PAS,JET)
2: C
3: C
4: INTEGRATION D'UNE EQUATION DE RICCATI PAR RUNGE-KIUTTA
5: C
6: C
7: C
8: C
9: C
10: C
11: C
12: C
13: C
14: C
15: C
16: C
17: C
18: C
19: C
20: C
21: C
22: C
23: C
24: C
25: C
26: C
27: C
28: C
29: C
30: C
31: C
32: C
33: C
34: C
35: C
36: C
37: C
38: C
39: C
40: C
41: C
42: C
43: C
44: C
45: C
46: C
47: C
48: C
49: C
50: C
51: C
52: C
53: C
54: C
55: C
END

<figure><img src="image_36.png" /></figure>

1: 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64
CALL MATOSIER(ETA,GETANM)
IF(JET)1=0,1

64: C
65: C
66: C
67: C CALCUL DE TRACE DE ETA
68: C
69: C
70: 4 TR=0
71: D9 5 I=1,N
72: 5 TR=TR+ETA(I,1)
73: C
74: C
75: C CALCUL DU GRADIENT SI TEST=1
76: C ON SE SERT DE R1 ET DE R3
77: C
78: IF(TEST)7=1,7
79: 1 RETURN
80: C
81: C CALCUL DE D(ETA) EN FONCTION DE D(K)
82: C
83: 7 CALL MU(H,ETA,G,P,N2,NN,1,0)
84: NP=N+P
85: D0 6 I=1,P
86: D0 6 J=1,N2
87: 6 G1(J,I)=G(I,J)
88: C
89: C R2 EST L1OPERATEUR X--->X(H,ETA)
90: C
91: CALL MAT01(A,G1,G,P,N,P2,NN,MM)
92: NN2=N,N2
93: C
94: C G=R1,R2 EST LE GRADIENT DE TETA EN K
95: C
96: 8 CALL MU(R1,R2,G,N,P,N2,MM,1,0)
97: C
98: C CALCUL DE D(ETA) EN FONCTION DE D(K)
99: C
100: C
101: CALL MAT03(C,R1,N,R2,N,NM)
102: NC=N
103: C
104: C
105: C LIEQUATION DEVIENT:
106: C (R3)=1.D(ETA)=42.D(K)(H,ETA-RK1)=(KR-ETA.H1)D(K)
107: C ICI D(ETA) EST SYMETRIQUE MAIS NON D(K)
108: C
109: CALL MU(H,ETA,R1,P,N,NM,1,0)
110: D0 9 I=1,P
111: D0 9 J=1,N
112: 9 G1(J,I)=R1(I,J)
113: C
114: C
115: C G1= KR-ETA.H1
116: C CALCUL DE G X--->(KR-ETA.H1)X+X(RK1-H,ETA)
117: C
118: CALL MAT03(G1,G,N,P,N,NM,MM)
119: CALL ADD(G,R2,R1,NC,NP,MM,-1)
120: C
121: C
122: C
123: L1=1
124: D9 15 L=0,N=1
125: D0 15 I=1,N
126: IF(I-L)15,15,16
127: 16 D0 17 J=1,NP
128: 17 R2(L1,J)=R1(I+N,L,J)
129: L1=L1+1
130: 15 CONTINUE
131: L+N=(N+1)/2
132: CALL MU(R3,R2,R1,L,L,NP,MM,1,0)
133: D0 25 I=1,L
134: 25 R6(I)=0
135: L1=N+1
136: REPEAT 11,F8R I=(I,L,L1)
137: R6(I)=1
138: 11 L1=L1-1
139: CALL MU(R1,R6,R7,NP,L,1,MM,2,0)
140: L=1
141: D0 12 J=1,P
142: D0 12 I=1,N
143: GR(I,J)=R7(L)
144: 12 L=L+1
145: 2002 F8RAT(3X,5(E12.5,3X),3X,5(E12.5,3X))
146: 13 RETURN
147: END

A. Z. 181. EN VENT. LAMP. MOEN. A. DU DANTVILLE. PARS. F. 82.9245

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SUBROUTINE MATOS(F,C,X,JET,N,MM)
DIMENSION F(MM,MM),C(MM,MM),X(MM,MM)
3: COMM8N X1(20),C1(20)
4: K=1
5: NP=N*(N+1)/2
6: EPS=EPS0.0001
7: CALL INVERS(F,NP,MM,EPS,JET)
8: IF(JET)S<5
9: 6 D0 7 J=1,N
10: D0 7 I=J,N
11: C1(K)=C(I,J)
12: 7 K=K+1
13: CALL MU(F,C1,X1,NP,NP,1,MM,1,0)
14: K=1
15: D0 9 J=1,N
16: D0 9 I=J,N
17: X(I,J)=X1(K)
18: X(J,I)=X1(K)
19: 9 K=K+1
20: 5 RETURN
21: END

1: SUBROUTINE ADD(A,B,C,N,M,N,N,LUC)
2: DIMENSION A(N,N,N),B(N,N,N),C(N,N,N)
3: IF(LUC)20,22,21
4: 21 CONTINUE
5: D0 1 I=1,N
6: D0 1 J=1,N
7: 1 C(I,J)=A(I,J)+B(I,J)
8: RETURN
9: 20 CONTINUE
10: D0 11 I=1,N
11: D0 11 J=1,N
12: 11 C(I,J)=A(I,J)-B(I,J)
13: RETURN
14: 22 D0 12 I=1,N
15: D0 12 J=1,N
16: 12 C(I,J)=A(I,J)+B(J,I)
17: D0 13 I=1,N
18: D0 13 J=1,N
19: 13 C(J,I)=C(I,J)
20: RETURN
21: END

1: SUBROUTINE MU(A,B,C,L,M,N,LL,LUC,JEAN)
2: DIMENSION A(LL,LL),B(LL,LL),C(LL,LL)
3: D0 1 I=1,L
4: D0 1 J=1,N
5: X=0.
6: D0 2 K=1,M
7: G0 T0 (3,4,5),LUC
8: 3 X=X+A(I,K)+B(K,J)
9: G0 T0 2
10: 4 X=X+A(K,I)+B(K,J)
11: G0 T0 2
12: 5 X=X+A(I,K)+B(J,K)
13: 2 CONTINUE
14: IF(JEAN)9,7,8
15: 7 C(I,J)=X
16: G0 T0 1
17: 8 C(I,J)=C(I,J)+X
18: RETURN
19: 9 C(I,J)=C(I,J)-X
20: 1 CONTINUE
21: RETURN
22: END

<figure><img src="image_37.png" /></figure>
1: SUBROUTINE CHSPII(BS,INDS,PIVOTS,KS,MS,MMS)
2: DIMENSION BS(MMS,MMS),INDS(15)
3: PIVOTS=0.
4: DO 11 J=1,PS
5: IF(ABS(BS(KS,J)).LE.ABS(PIVOTS)) GO TO 11
6: PIVOTS=BS(KS,J)
7: INDS(KS)=J
8: 11 CONTINUE
9: RETURN
10: END
SUBROUTINE EIGENP(NM,NM1,AEVR,EVI,VECR,VELI,INDIC)
5:  DOUBLE PRECISION D1,D2,D3,PFFACT
10:  INTEGER I,JEC,JK<1,KGN,L1,L1M,NM,NM
15:  REAL ENORM,EPS,EX,H1,T
20:  DIMENSION A(I,M,NM),VECR(NM,NM),VECI(NM,NM)
25:  IEVRI(I),EVI(I,NM),INDIC(NM)
30:  DIMENSION ADRK(100),LOCAL(100),PFFACT(100)
35:  ISUBDI(A(100),ABRK1(100),ABRK2(100),WORK(100)
40:  IF(N-1)26,26,1
45:  26 EVRI(I),A(I,1)
50:  EVI(I) = 0.0
55:  VECR(I,1) = 1.0
60:  VECI(I,1) = 0.0
65:  INDIC(1)=2
70:  G9 TO 25
75:  1 CALL SCALE(NM,NM1,AVECI,PFFACT,ENORM)
80:  EX • EXP(-T*ALUG(2*01))
85:  CALL HESOR(NM,NM1,AVECI,EVR,EVI,SUBDIA,INDIC,EPS,EX)
90:  J = A
95:  I = 1
100:  LOCAL(1) = 1
105:  IF(J=1)2,4,2
110:  2 IF(APS(SUBDIA(J-1))-EPS)27,27,3
115:  27 I=1+1
120:  LOCAL(1)=0
125:  3 J = J+1
130:  LOCAL(1)=LOCAL(1)+1
135:  IF(J=1)2,4,2
140:  4 K = 1
145:  KON = 0
150:  L = LOCAL(1)
155:  M = N
160:  CB 10 I=1,N
165:  IVEC = N+1
170:  IF(I=1)L1=5,28
175:  28 K=K+1
180:  M = N-L
185:  L = L+LOCAL(K)
190:  42 IF(INDIC(IVEC))29,10,29
195:  29 IF(EVI(IVEC))8,30,8
200:  30 CB 7 K1=1,M
205:  CB 6 L1=K1,M
210:  b A(K1,L1) • VECI(K1,L1)
215:  IF(K1-1)31,7,31
220:  31 A(K1,K1-1)=SUBDIA(K1-1)
225:  7 CONTINUE
230:  CALL REALVE(NM,NM1,IVEC,A,VECR,EVR,EVI,I,DRK,
235:  1 9RK,INDIC,EPS,EX)
240:  G9 TO 10
245:  8 IF(KON)19,32,9
250:  32 KBN=1
255:  CALL CAMPVE(NM,NM1,IVEC,A,VECR,EVEC,EVR,EVI,INDIC,
260:  1 IDRK,SUBDIA,ABRK1,WORK2,ABRK2,EPS,EX)
265:  G9 TO 10
270:  KBN = 0
275:  9
280:  10 CONTINUE
285:  D0 12 I=1,N

61:  D0 11 J=1,N
62:  A(J) = 0.0
63:  A(J+1) = 0.0
64:  11
65:  12 A(I,1) = 1.0
66:  33 M=N=2
67:  D0 14 K=1,M
68:  L = K+1
69:  D0 14 J=2,N
70:  D1 = 0.0
71:  D0 13 I=L,N
72:  D2 • VECI(I,K)
73:  D1 = D1+D2•A(J,I)
74:  D0 14 I=L,N
75:  14 A(J,I) = A(J+1)-VEC(I,K)+D1
76:  15 KBN = 1.
77:  D0 24 I=1,N
78:  L = 0
79:  IF(EVI(I))34,16,34
80:  34 L=1
81:  IF(KON)35,16,35
82:  35 KON=0
83:  G9 TO 24
84:  16 D0 18 J=1,N
85:  D1 = 0.0
86:  D2 = 0.0
87:  D0 17 K=1,N
88:  D3 = A(J,K)
89:  D1 = D1+D3•VECR(K+I)
90:  IF(L)36,17,36
91:  D2=D2+D3•VECR(K+1)
92:  17 CONTINUE
93:  18RK(J) • D1/PFFACT(J)
94:  IF(L)37,18,37
95:  37 SUBDIA(J),D2/PFFACT(J)
96:  18 CONTINUE
97:  IF(L-1)38,21,38
98:  D1=0.0
99:  D0 19 M=1,N
100:  19 D1=D1+9RK(M)•WORK(M)
101:  D1 = DSORT(D1)
102:  D0 20 M=1,N
103:  VECI(M+I) • 0.0
104:  20 VECR(M+I) = 9RK(M)/D1
105:  EVRI(I) • EVR(I)•ENORM
106:  G9 TO 28
107:  21 KBN = 1
108:  EVRI(I) • EVR(I)•ENORM
109:  EVR(I-1) • EVR(I)
110:  EVI(I) • EVI(I)•ENORM
111:  EVI(I-1) • EVI(I)
112:  R = 0.0
113:  L= 22 J=1,N
114:  R1=9RK(J)•WORK(J)+SUBDIA(J),SUBDI(A)
115:  IF(R-R1)38,22,22
116:  39 R=R1
117:  L = J
118:  22 CONTINUE
119:  L3 = 9RK(L)
120:  R1 = SUBDIA(L)
121:  D0 23 J=1,N

EIGENP 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121

<figure><img src="image_38.png" /></figure>

<figure><img src="image_39.png" /></figure>
122: D1 = WORK(J)
123: D2 = SUBDIA(J)
124: VECR(J,1) = (D1.D3+D2.N1)/R
125: VECI(J,1) = (D2.D3-C1.R1)/R
126: VECR(J,1-1) = VECR(J,1)
127: 23 VECI(J,1-1) = VECI(J,1)
128: 24 CONTINUE
129: 25 RETURN
130: END

1: SUBROUTINE SCALE(N,NM,AM,AP,PRFACT,ENORM)
2: DOUBLE PRECISION COLUMN,FACTOR,FNORM,Q,RB*,PRFACT
3: INTEGER I,J,JITER,N,NCOUNT,NM
4: REAL BOUND1,BOUND2,ENORM
5: DIMENSION A(NM,NM),HIN(NM),PRFACT(NM)
6: D9 2 I=1,N
7: D9 1 J=1,N
8: 1 H(I,J) = A(I,J)
9: 2 PRFACT(I)=1.0
10: BOUND1 = 0.75
11: BOUND2 = 1.33
12: ITER = 0
13: 3 NCOUNT = 0
14: D9 8 I=1,N
15: COLUMN = 0.0
16: RB* = 0.0
17: D9 4 J=1,N
18: IF(I,J)1=1,4
19: 14 COLUMN=COLUMN+ABS(A(J,I))
20: RB* = RB* + ABS(A(I,J))
21: 4 CONTINUE
22: IF(COLUMN)15.515
23: 15 IF(RBW)16.516
24: 16 C=COLUMN/RBW
25: IF(Q=BOUND1)6.17.17
26: 17 IF(Q=BOUND2) 5.5.6
27: 5 NCOUNT = NCOUNT + 1
28: G0 TO 8
29: 6 FACTOR = DSQRT(Q)
30: D9 7 I=1,N
31: IF(I=J)18.718
32: 18 A(I,J)=A(I,J)*FACTOR
33: A(J,I) = A(I,J)/FACTOR
34: 7 CONTINUE
35: 8 PRFACT(I)*PRFACT(I)*FACTOR
36: CONTINUE
37: ITER = ITER+1
38: IF(ITER-30)19.19.11
39: 19 IF(NCOUNT=N)3.20.20
40: 20 FFORM=0.0
41: D9 9 I=1,N
42: D9 9 J=1,N
43: Q = A(I,J)
44: 9 FFORM = FFORM+Q
45: FFORM = DSQRT(FFORM)
46: D9 10 I=1,N
47: D9 10 J=1,N
48: 10 A(I,J)=A(I,J)/FFORM
49: FFORM = FFORM
50: G0 TO 13
51: 11 D9 12 I=1,N
52: D9 12 J=1,N
53: 12 A(I,J) = H(I,J)
54: FFORM = 1.0
55: 13 RETURN
56: END

EPA. Z. 181. EN VENT. IMP. MORN. 14. RE DRAUTWELT-TÄNSHIP. TEL. 83249245
BIBLIOGRAPHIE

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