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Description.txt
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/**
@mainpage Fortran Kriging (ForK) Library
@section Introduction
Library for Building Kriging Surfaces in Fortran 90
Goal:
<ul><li>Provide easy to use tools for constructing and making predictions from
gradient-enhanced and function-only Kriging models that can be incorporated
directly into existing FORTRAN codes.</ul>
Features:
<ul>
<li> Build Kriging based on Function Values
<li> Build Kriging based on Function/Gradient Values
<li> Prediction of Function/Gradient Values
<li> Variance predictions for Function/Gradient
<li> Universal Kriging with Arbitrary Basis
<li> Written in Fortran 90 utilizing <a href=http://www.netlib.org/lapack/>LAPACK</a>
</ul>
@section Usage
<ol>
<li> Generate Training Data (\f$X,Y,dY\f$)
<li> Call <a href="buildkriging_8f90.html">buildkriging</a> (or <a
href="buildkrigingGEK_8f90.html">buildkrigingGEK</a> when gradient values are used) to determine Gaussian
process parameters (referred to as hyperparameters) and process the data
(denoted as \f$V\f$)
<li> Once model is constructed, predictions can be made using the following:
<ul>
<li> Predict Function values with subroutine <a
href="krigingfuncpredict_8f90.html">krigingfuncpredict</a> (or <a
href="krigingfuncpredictGEK_8f90.html">krigingfuncpredictGEK</a>)
<li> Predict Function variance with subroutine <a
href="krigingfuncvariance_8f90.html">krigingfuncvariance</a> (or <a
href="krigingfuncvarianceGEK_8f90.html">krigingfuncvarianceGEK</a>)
<li> Predict Derivative values with subroutine <a
href="kriginggradpredict_8f90.html">kriginggradpredict</a> (or <a
href="kriginggradpredictGEK_8f90.html">kriginggradpredictGEK</a>)
<li> Predict Derivative variances with subroutine <a
href="kriginggradvariance_8f90.html">kriginggradvariance</a> (or <a
href="kriginggradvarianceGEK_8f90.html">kriginggradvarianceGEK</a>)
<li> Predict Expected Improvement with subroutine <a
href="krigingeipredict_8f90.html">krigingeipredict</a> (or <a
href="krigingeipredictGEK_8f90.html">krigingeipredictGEK</a>)
</ul>
<li> Optimization can also be performed on the Kriging Surface:
<ul>
<li> Max/Min function values can be found using <a
href="krigingextremefuncpredict_8f90.html">krigingextremefuncpredict</a> (or <a
href="krigingextremefuncpredictGEK_8f90.html">krigingextremefuncpredictGEK</a>)
<li> Max variance value can be found using <a
href="krigingmaxvariancepredict_8f90.html">krigingmaxvariancepredict</a> (or <a
href="krigingmaxvariancepredictGEK_8f90.html">krigingmaxvariancepredictGEK</a>)
<li> Maximum Expected Improvemented given a current minimum value calculated
using <a href="krigingmaxeipredict_8f90.html">krigingmaxeipredict</a> (or <a
href="krigingmaxeipredictGEK_8f90.html">krigingmaxeipredictGEK</a>)
</ul>
</ol>
@section Examples
The process of creating a Kriging model based on function values from an
analytic test function (defined in <a href="toyfunc_8f90.html">toyfunc</a>) is found in <a
href="krigingwrapper_8f90.html">krigingwrapper</a>. <br>
<br>
Creating a gradient-enhanced kriging model based on function and derivative
values of an analytic test function is found in <a
href="krigingwrapperGEK_8f90.html">krigingwrapperGEK</a>.
@section Compilation
<ol>
<li> Manually edit Makefile to specify compiler and compilation flags
<ul> <li> If the pre-processing flag "HAVELAPACK" is supplied, <a href=http://www.netlib.org/lapack/>LAPACK</a> is used so make sure the appropriate library
is linked during compilation.
<li> For parallelism, <a href="http://openmp.org/wp/">openmp</a> is used within the pattern search used to
determine the hyperparameters, as such the sequential version of <a href=http://www.netlib.org/lapack/>LAPACK</a>
should be used
<li> The flag "-mkl=sequential" works for the Intel Fortran compiler
</ul>
<li> Use "make" to compile the library, named "kriginglib.a"
<li> Link the library "kriginglib.a" to your executable (as well as <a href=http://www.netlib.org/lapack/>LAPACK</a> and
<a href="http://openmp.org/wp/">openmp</a> if appropriate)
</ol>
@section License
This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
You should have received a copy of the GNU General Public License along with this program. If not, see <http://www.gnu.org/licenses/>.
Copyright (C) 2012 Brian A. Lockwood
*/