In the course of my research I have written substantial code in Fortran 90. The reason why I started to program with Fortran 90 was because I had access to a parallel computer (for a short period of time) and at that time the statistical packages that I had access to just could not do what I wanted. Fortran 90 is a parallel programming language and after a while I found thinking in parallel to be quite addictive! Fortran 90 is a superset of Fortran 77 so those familiar with pre-90 versions of Fortran will find Fortran 90 easy to learn. For those not familiar with Fortran at all I personally believe it is an easy, and powerful, language to learn. In short, I am a strong advocate of Fortran 90 and am happy to recommend it to anyone interested in numerical procedures. To share my efforts, I have provided some routines that I have written - I hope you find them useful. If they are useful, all I ask is that you please acknowledge where you obtained the code. Code is available in a downloadable form below. Thanks and enjoy!
I have written FORTRAN 90 routines for i) the calculation of some linear
algebra
ii) non-linear minimization, iii) numerical integration and differentiation,
iv) random number generation from a Normal distribution with mean zero
and variance one, and v) the implementation of the Generalized Method of
Moments statistical estimation procedure. These routines are partitioned
into three categories. First, the source code for the basic linear algebra
routines are incorporated into one program named "BLAS.F90". Second, the
source code for the non-linear minimization, numerical integration/differentiation
and the random number generator are incorporated into one program named
"ROUTINES.F90". Finally, the source code for the Generalized Method of
Moments statistical procedure is named "GMM.F90". Documentation on how
to use these routines is provided below.
For those familiar with FORTRAN 77 a good summary on FORTRAN 90 is provided by Metcalf M., and J. Reid. Fortran 90 Explained, (Oxford University Press, New York, 1994). A more detailed discussion on FORTRAN 90 in provided by Ellis T., I. Philips, and T. Lahey. Fortran 90 Programming, (Addison-Wesley, New York, 1994).
The
user documentation for my Fortran 90 based routines is in ".PDF" format.
If you cannot read the .PDF file then install the free Adobe Acrobat Reader
obtainable by double clicking the "Get Acrobat Reader" icon.
All routines are stored in the three files with the ".f90" extensions. Note that these programs work in conjunction with the files with the ".inc" extensions so please download these as well. For convenience I have placed ALL files in a single ".zip" compressed file format.
 blas.f90
(3K) |
routines.f90
(20K) |
gmm.f90
(40K) |
| blas.inc
(1K) |
routines.inc
(3K) |
gmm.inc
(1K) |
All
of the above files in a single
.ZIP compressed
file (164K)
© 1999 by Andrew Jeffrey.
Design by Andrew Jeffrey.