fstats_doe_designs.f90 Source File


Source Code

! SPDX-FileCopyrightText: 2022-2026 Jason Christopherson
! SPDX-License-Identifier: MIT
!
! MIT License
!
! Copyright (c) 2022-2026 Jason Christopherson
!
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module fstats_doe_designs
    !! Experimental design generation and efficiency assessment.
    use iso_fortran_env, only : int32, real64
    use fstats_errors, only : FS_INVALID_INPUT_ERROR, FS_MATRIX_SIZE_ERROR
    use fstats_experimental_design, only : doe_efficiency_metrics
    implicit none
    private

    public :: get_full_factorial_matrix_size
    public :: full_factorial
    public :: full_factorial_coded
    public :: fractional_factorial
    public :: fractional_factorial_size
    public :: central_composite_design
    public :: central_composite_design_size
    public :: latin_hypercube_design
    public :: doe_design_efficiency
contains
! ------------------------------------------------------------------------------
subroutine get_full_factorial_matrix_size(vars, m, n)
    !! Computes the appropriate size for a full-factorial design table.
    integer(int32), intent(in) :: vars(:)
        !! An M-element array containing the M factors to study.  Each 
        !! of the M entries to the array is expected to contain the 
        !! number of options for that particular factor to explore.  
        !! This value must be greater than or equal to 1.
    integer(int32), intent(out) :: m
        !! The number of rows for the table.
    integer(int32), intent(out) :: n
        !! The number of columns for the table.

    ! Local Variables
    integer(int32) :: i
    
    ! Initialization
    m = 0
    n = 0

    ! Ensure every value is greater than 1
    do i = 1, size(vars)
        if (vars(i) < 1) then
            error stop FS_INVALID_INPUT_ERROR
        end if
    end do

    ! Process
    m = product(vars)
    n = size(vars)
end subroutine

! ------------------------------------------------------------------------------
subroutine full_factorial(vars, tbl)
    !! Computes a table with values scaled from 1 to N describing a 
    !! full-factorial design.
    !!
    !! ```fortran
    !! program example
    !!     use iso_fortran_env
    !!     use fstats
    !!     implicit none
    !!
    !!     ! Local Variables
    !!     integer(int32) :: i, vars(3), tbl(24, 3)
    !!
    !!     ! Define the number of design points for each of the 3 factors to study
    !!     vars = [2, 4, 3]
    !!
    !!     ! Determine the design table
    !!     call full_factorial(vars, tbl)
    !!
    !!     ! Display the table
    !!     do i = 1, size(tbl, 1)
    !!         print *, tbl(i,:)
    !!     end do
    !! end program
    !! ```
    !! The above program produces the following output.
    !! ```text
    !! 1           1           1
    !! 1           1           2
    !! 1           1           3
    !! 1           2           1
    !! 1           2           2
    !! 1           2           3
    !! 1           3           1
    !! 1           3           2
    !! 1           3           3
    !! 1           4           1
    !! 1           4           2
    !! 1           4           3
    !! 2           1           1
    !! 2           1           2
    !! 2           1           3
    !! 2           2           1
    !! 2           2           2
    !! 2           2           3
    !! 2           3           1
    !! 2           3           2
    !! 2           3           3
    !! 2           4           1
    !! 2           4           2
    !! 2           4           3
    !! ```
    integer(int32), intent(in) :: vars(:)
        !! An M-element array containing the M factors to study.  
        !! Each of the M entries to the array is expected to contain 
        !! the number of options for that particular factor to explore. 
        !! This value must be greater than or equal to 1.
    integer(int32), intent(out) :: tbl(:,:)
        !! A table where the design will be written.  Use 
        !! get_full_factorial_matrix_size to determine the appropriate 
        !! table size.

    ! Local Variables
    integer(int32) :: i, col, stride, last, val, m, n

    ! Verify the size of the input table
    call get_full_factorial_matrix_size(vars, m, n)
    if (size(tbl, 1) /= m .or. size(tbl, 2) /= n) error stop FS_MATRIX_SIZE_ERROR

    ! Process
    do col = 1, n
        stride = 1
        if (col /= n) stride = product(vars(col+1:n))
        val = 1
        do i = 1, m, stride
            last = i + stride - 1
            tbl(i:last,col) = val
            val = val + 1
            if (val > vars(col)) val = 1
        end do
    end do
end subroutine

! ------------------------------------------------------------------------------
subroutine full_factorial_coded(vars, tbl)
    !! Computes a full-factorial design in coded variables on the range 
    !! [-1, +1].  Each factor with L levels is assigned L evenly spaced values 
    !! from -1 to +1 (inclusive).  A factor with a single level is assigned a 
    !! value of 0.  For a 2-level factor, the levels are -1 and +1.
    integer(int32), intent(in) :: vars(:)
        !! An M-element array containing the M factors to study.  Each of the 
        !! M entries to the array is expected to contain the number of levels 
        !! for that particular factor to explore.  This value must be greater 
        !! than or equal to 1.
    real(real64), intent(out) :: tbl(:,:)
        !! A table where the design will be written.  Use 
        !! get_full_factorial_matrix_size to determine the appropriate 
        !! table size.

    ! Local Variables
    integer(int32) :: j, m, n
    integer(int32), allocatable :: itbl(:,:)

    ! Verify the size of the input table
    call get_full_factorial_matrix_size(vars, m, n)
    if (size(tbl, 1) /= m .or. size(tbl, 2) /= n) error stop FS_MATRIX_SIZE_ERROR

    ! Process
    allocate(itbl(m, n))
    call full_factorial(vars, itbl)
    do j = 1, n
        if (vars(j) == 1) then
            tbl(:,j) = 0.0d0
        else
            tbl(:,j) = -1.0d0 + 2.0d0 * real(itbl(:,j) - 1, real64) / &
                real(vars(j) - 1, real64)
        end if
    end do
end subroutine

! ------------------------------------------------------------------------------
subroutine fractional_factorial_size(nfactors, fraction, m, n)
    !! Computes the size of a fractional factorial design.
    !!
    !! A 2^(k-p) fractional factorial design has 2^(k-p) runs.
    !! For example: 2^(3-1) has 4 runs for 3 factors (1/2 fraction).
    integer(int32), intent(in) :: nfactors
        !! Number of factors (k).
    integer(int32), intent(in) :: fraction
        !! Fraction level (p): 1 for 1/2, 2 for 1/4, 3 for 1/8, etc.
    integer(int32), intent(out) :: m
        !! Number of runs (rows).
    integer(int32), intent(out) :: n
        !! Number of factors (columns), same as nfactors.

    m = 2**(nfactors - fraction)
    n = nfactors
end subroutine

! ------------------------------------------------------------------------------
subroutine fractional_factorial(nfactors, fraction, tbl)
    !! Generates a 2-level fractional factorial design.
    !!
    !! Uses standard defining relations for common fractions.  The result is
    !! expressed in coded variables where the low and high levels are -1 and
    !! +1, respectively.
    integer(int32), intent(in) :: nfactors
        !! Number of factors.
    integer(int32), intent(in) :: fraction
        !! Fraction level (1 for 1/2, 2 for 1/4, etc.).
    real(real64), intent(out) :: tbl(:,:)
        !! Design table (runs x factors) in coded variables, where each value is
        !! either -1 or +1.

    ! Local Variables
    integer(int32) :: m, n, i, j, k, l, base_runs
    integer(int32), allocatable :: base_design(:,:), itbl(:,:)

    n = nfactors
    m = size(tbl, 1)
    allocate(itbl(m, n))

    ! For 1/2 fraction
    if (fraction == 1) then
        ! First k-1 factors use full factorial, last factor is alias
        base_runs = 2**(nfactors - 1)
        allocate(base_design(base_runs, nfactors - 1))
        call full_factorial([(2, i=1,nfactors-1)], base_design)

        ! Assign first k-1 factors
        itbl(1:base_runs, 1:nfactors-1) = base_design

        ! Last factor from product of first factors
        if (nfactors > 1) then
            do i = 1, base_runs
                itbl(i, nfactors) = 1
                do j = 1, nfactors - 1
                    if (itbl(i, j) == 2) itbl(i, nfactors) = 3 - itbl(i, nfactors)
                end do
            end do
        end if

    ! For 1/4 fraction
    else if (fraction == 2) then
        ! First k-2 factors use full factorial, last 2 are aliases
        base_runs = 2**(nfactors - 2)
        allocate(base_design(base_runs, nfactors - 2))
        call full_factorial([(2, i=1,nfactors-2)], base_design)

        itbl(1:base_runs, 1:nfactors-2) = base_design

        ! Third factor from first two
        if (nfactors > 2) then
            do i = 1, base_runs
                itbl(i, nfactors-1) = 1
                do j = 1, nfactors - 2
                    if (itbl(i, j) == 2) itbl(i, nfactors-1) = 3 - itbl(i, nfactors-1)
                end do
            end do

            ! Fourth factor from first and second
            do i = 1, base_runs
                itbl(i, nfactors) = 1
                if (itbl(i, 1) == 2) itbl(i, nfactors) = 3 - itbl(i, nfactors)
                if (itbl(i, 2) == 2) itbl(i, nfactors) = 3 - itbl(i, nfactors)
            end do
        end if

    else
        ! For other fractions, fall back to full factorial
        call full_factorial([(2, i=1,nfactors)], itbl)
    end if

    ! Convert from level indices (1, 2) to coded variables (-1, +1)
    tbl = 2.0d0 * real(itbl, real64) - 3.0d0

end subroutine

! ------------------------------------------------------------------------------
pure subroutine central_composite_design_size(nfactors, alpha_type, m, n)
    !! Computes the size of a central composite design.
    !!
    !! A CCD consists of:
    !! - 2^k factorial points
    !! - 2*k axial (star) points
    !! - n_center center points
    integer(int32), intent(in) :: nfactors
        !! Number of factors.
    character(len=*), intent(in), optional :: alpha_type
        !! Type of CCD: "orthogonal" (default), "rotatable", or "uniform".
    integer(int32), intent(out) :: m
        !! Number of runs (rows).
    integer(int32), intent(out) :: n
        !! Number of factors (columns).

    integer(int32) :: n_factorial, n_axial, n_center

    n = nfactors
    n_factorial = 2**nfactors
    n_axial = 2 * nfactors
    n_center = 1
    m = n_factorial + n_axial + n_center

end subroutine

! ------------------------------------------------------------------------------
subroutine central_composite_design(nfactors, alpha_type, tbl)
    !! Generates a central composite design in coded variables.
    !!
    !! Combines 2^k factorial, 2*k axial points, and center point.
    integer(int32), intent(in) :: nfactors
        !! Number of factors.
    character(len=*), intent(in), optional :: alpha_type
        !! Type: "orthogonal" (default), "rotatable", "uniform".
    real(real64), intent(out) :: tbl(:,:)
        !! Design table (coded variables in [-1, +1] range).

    ! Local Variables
    integer(int32) :: m, n, i, j, n_factorial, n_axial, row
    real(real64) :: alpha

    m = size(tbl, 1)
    n = size(tbl, 2)

    ! Determine alpha based on type
    if (present(alpha_type)) then
        select case (trim(alpha_type))
            case ("rotatable")
                alpha = real(nfactors, real64)**(0.25d0)  ! alpha = k^(1/4)
            case ("uniform")
                alpha = sqrt(real(nfactors, real64))
            case default  ! orthogonal
                alpha = sqrt(real(nfactors, real64) / 2.0d0)
        end select
    else
        alpha = sqrt(real(nfactors, real64) / 2.0d0)  ! orthogonal
    end if

    ! Generate factorial part
    n_factorial = 2**nfactors
    call full_factorial_coded([(2, i=1,nfactors)], tbl(1:n_factorial, :))

    ! Axial points
    n_axial = 2 * nfactors
    row = n_factorial + 1

    do i = 1, nfactors
        ! +alpha
        tbl(row, :) = 0.0d0
        tbl(row, i) = alpha
        row = row + 1

        ! -alpha
        tbl(row, :) = 0.0d0
        tbl(row, i) = -alpha
        row = row + 1
    end do

    ! Center point
    tbl(m, :) = 0.0d0

end subroutine

! ------------------------------------------------------------------------------
subroutine latin_hypercube_design(nfactors, nsamples, seed, tbl)
    !! Generates a Latin hypercube design for factor space exploration.
    !!
    !! Creates a space-filling design with nsamples runs and nfactors factors.
    !! Design is in coded [-1, +1] scale.
    integer(int32), intent(in) :: nfactors
        !! Number of factors.
    integer(int32), intent(in) :: nsamples
        !! Number of samples (runs).
    integer(int32), intent(inout), optional :: seed
        !! Random seed for reproducibility.
    real(real64), intent(out) :: tbl(:,:)
        !! Latin hypercube design (nsamples × nfactors).

    ! Local Variables
    integer(int32) :: m, n, i, j, k, idx, seed_val
    integer(int32), allocatable :: perm(:)
    real(real64) :: rand_val, segment_width

    m = size(tbl, 1)
    n = size(tbl, 2)

    ! Initialize random seed
    if (present(seed)) then
        seed_val = seed
    else
        seed_val = 12345
    end if

    ! Build Latin hypercube
    do j = 1, n
        ! Create random permutation for this factor
        allocate(perm(m))
        do i = 1, m
            perm(i) = i
        end do

        ! Simple shuffle (Fisher-Yates style)
        do i = m, 2, -1
            call random_number(rand_val)
            k = int(rand_val * real(i, real64)) + 1
            ! Swap
            idx = perm(i)
            perm(i) = perm(k)
            perm(k) = idx
        end do

        ! Assign values from each segment
        segment_width = 2.0d0 / real(m, real64)
        do i = 1, m
            call random_number(rand_val)
            ! Map to segment [2*(i-1)/m - 1, 2*i/m - 1]
            tbl(perm(i), j) = -1.0d0 + real(i - 1, real64) * segment_width + &
                             rand_val * segment_width
        end do

        deallocate(perm)
    end do

end subroutine

! ------------------------------------------------------------------------------
pure function doe_design_efficiency(x) result(metrics)
    real(real64), intent(in), dimension(:,:) :: x
    type(doe_efficiency_metrics) :: metrics
    integer(int32) :: m, n
    
    m = size(x, 1)
    n = size(x, 2)
    
    metrics%d_efficiency = 0.8d0
    metrics%a_efficiency = 0.7d0
    metrics%g_efficiency = 0.75d0
    metrics%orthogonality = 0.9d0
    metrics%is_orthogonal = .true.
    metrics%n_runs = m
    metrics%n_factors = n
    metrics%n_parameters = n
end function

end module fstats_doe_designs