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ivan-pi / kalman.f90

Last active October 24, 2018 08:19 — forked from mrocklin/kalman.f90

Kalman filter in BLAS/LAPACK Fortran; see [blogpost](http://matthewrocklin.com/blog/work/2012/11/24/Kalman-Filter) for more information

	subroutine f(mu, Sigma, H, INFO, R, Sigmavar_2, data, muvar_2, k, n)
	implicit none

	integer, intent(in) :: k
	integer, intent(in) :: n
	real*8, intent(in) :: Sigma(n, n) ! Sigma
	real*8, intent(in) :: H(k, n) ! H
	real*8, intent(in) :: mu(n) ! mu
	real8, intent(in) :: R(k, k) ! R, HSigma*H' + R
	real8, intent(in) :: data(k) ! (HSigmaH' + R)^-1((-1)data + Hmu), data, (-1)* data + H*mu

ivan-pi / mkl_least_squares_example.f90

Last active December 28, 2018 23:14

Sample least squares problem using LAPACK routines from Intel MKL

	! # Check out the link below for specific compile instructions for your system:
	! # https://software.intel.com/en-us/articles/intel-mkl-link-line-advisor/
	!
	! To compile use:
	! LINK="${MKLROOT}/lib/intel64/libmkl_lapack95_lp64.a -Wl,--start-group ${MKLROOT}/lib/intel64/libmkl_intel_lp64.a ${MKLROOT}/lib/intel64/libmkl_sequential.a ${MKLROOT}/lib/intel64/libmkl_core.a -Wl,--end-group -lpthread -lm -ldl"
	! INC="-I${MKLROOT}/include/intel64/lp64/ -I${MKLROOT}/include/"
	! ifort -warn all -o example3 $INC example3.f90 $LINK

	module m_least_squares

ivan-pi / test_gttrf.f90

Last active January 26, 2019 17:22

Tridiagonal linear system of equations example using gttrf from LAPACK (Intel MKL)

	! LINK="${MKLROOT}/lib/intel64/libmkl_lapack95_lp64.a -Wl,--start-group ${MKLROOT}/lib/intel64/libmkl_intel_lp64.a ${MKLROOT}/lib/intel64/libmkl_sequential.a ${MKLROOT}/lib/intel64/libmkl_core.a -Wl,--end-group -lpthread -lm -ldl"
	! INC="-I${MKLROOT}/include/intel64/lp64/ -I${MKLROOT}/include/"
	! ifort -warn all -o test_gttrf $INC test_gttrf.f90 $LINK

	! ./test_gttrf > test_gttrf.out
	! gnuplot
	! gnuplot> Th = 1
	! gnuplot> plot "test_gttrf.out" u 1:2 w p pt 7, cosh((1-x)*Th)/cosh(Th)

	module rd_setup

ivan-pi / test_banded.f90

Last active November 6, 2023 10:30

Banded system of linear equations solved using "gbsv" driver from LAPACK (Intel MKL)

	!LINK="${MKLROOT}/lib/intel64/libmkl_lapack95_lp64.a -Wl,--start-group ${MKLROOT}/lib/intel64/libmkl_intel_lp64.a ${MKLROOT}/lib/intel64/libmkl_sequential.a ${MKLROOT}/lib/intel64/libmkl_core.a -Wl,--end-group -lpthread -lm -ldl"
	!INC="-I${MKLROOT}/include/intel64/lp64/ -I${MKLROOT}/include/"
	!ifort -O3 -warn all -o test_banded $INC test_banded.f90 $LINK
	program test_banded

	use lapack95, only: gbtrf, gbtrs, gbsv
	use f95_precision, only: wp => dp
	implicit none

	integer, parameter :: kl = 2, ku = 1

ivan-pi / high_order_poisson_solver.f90

Created February 11, 2019 16:09

Mehrstellenverfahren for the Poisson equation

	! See link below for details:
	! https://scicomp.stackexchange.com/questions/6854/mehrstellenverfahren-for-poisson
	!
	program poisson_higher_order

	implicit none

	integer, parameter :: wp = kind(1.0d0)
	real(wp), parameter :: pi = 4._wp*atan(0._wp)

ivan-pi / wort_cooling.py

Created February 17, 2019 18:54

Some simple calculations of wort cooling with an internal coil

	import numpy as np
	import matplotlib.pyplot as plt

	from scipy.integrate import solve_ivp

	# LMTD case
	def f(t,y,params):

	p2, p3, Tin = params

ivan-pi / boyd_bvp_example.f90

Created March 18, 2019 00:59

Code example from book "Chebyshev and Fourier Spectral Methods" by John P. Boyd

	program boyd_bvp

	dimension xi(20),aphi(20),g(20),h(20,20),ugraph(101)

	common/pbasis/phi(20),phix(20),phixx(20)
	common/thiele/th

	pi = 4.*atan(1.0)

	! specify parameters

ivan-pi / ghiav.txt

Last active August 13, 2024 13:49

Lid-driven cavity flow benchmark v-velocity values from Ghia, U. K. N. G., Ghia, K. N., & Shin, C. T. (1982), Journal of computational physics, 48(3), 387-411.

	# Ghia, U. K. N. G., Ghia, K. N., & Shin, C. T. (1982).
	# High-Re solutions for incompressible flow using the Navier-Stokes equations and a multigrid method.
	# Journal of computational physics, 48(3), 387-411.
	#
	# TABLE II
	# Results for $v$-Velocity along Horizontal Line through Geometric Center of Cavity
	# [Note: The velocity for Re = 400 and point (x,v) = (0.9063,-0.23827) is probably wrong]
	#--------------------------------------------------------------------
	# Re
	# -------------------------------------------------------------

ivan-pi / ghiau.txt

Created April 18, 2019 14:31

Lid-driven cavity flow benchmark u-velocity values from Ghia, U. K. N. G., Ghia, K. N., & Shin, C. T. (1982), Journal of computational physics, 48(3), 387-411.

	# Ghia, U. K. N. G., Ghia, K. N., & Shin, C. T. (1982).
	# High-Re solutions for incompressible flow using the Navier-Stokes equations and a multigrid method.
	# Journal of computational physics, 48(3), 387-411.
	#
	# TABLE I
	# Results for $u$-velocity along Vertical Line through Geometric Center of Cavity
	#--------------------------------------------------------------------
	# Re
	# -------------------------------------------------------------
	# y 100 400 1000 3200 5000 7500 10000

ivan-pi / gist:5554aed5157c7c84c8ec04aef612977d

Created September 8, 2019 13:26

Biperiodic weight matrix example

	def biperiodic_weight_matrix(bbox,x, p, n, diffs,
	coeffs=None,
	phi=phs3,
	order=None,
	eps=1.0,
	stencils=None):
	'''
	Returns a weight matrix which maps a functions values at `p` to an
	approximation of that functions derivative at `x`. This is a convenience
	function which first creates stencils and then computes the RBF-FD weights

Ivan Pribec ivan-pi