danieljprice / get_moments

Fortran 90 module for maximum entropy based reconstruction of a function from its moments

get_moments

Fortran 90 module for maximum entropy reconstruction of a function from its moments, essentially a pure Fortran version of PyMaxEnt

how to use

compile the code (you will need the gfortran compiler):

make

run the code:

./recon

this should produce two ascii files, exact.out and recon.out which can be used to plot the exact function (exact.out) and the reconstructed function (recon.out)

how to use in another code

just use the module reconstruct_from_moments.f90 in your Fortran code. You will need the helper module integrate.f90 which implements a simple integrator using the trapezoidal rule. Feel free to swap this out for something more sophisticated. Also fsolve.f90 which is originally from MINPACK.

credits

Saad & Ruai 2019 (https://doi.org/10.1016/j.softx.2019.100353)

fsolve.f90: Original FORTRAN77 version by Jorge More, Burton Garbow, Kenneth Hillstrom. FORTRAN90 version by John Burkardt. This module distributed under the GNU LGPL license

get_moments's Issues

add topics

I suggest adding topics such as maxent, maximum-entropy, statistics in the About section at https://github.com/danieljprice/get_moments.