Overview

STATPACK is a Fortran 95/2003 library for solving the most commonly occurring mathematical and statistical problems in the processing of (huge) climate model outputs and datasets, and more generally in data analysis. STATPACK is a parallel, multithreaded software based on the OpenMP standard [OpenMP]. Therefore, STATPACK will run on multi-core or, more generally, shared memory multiprocessor computers. STATPACK does not run on distributed memory (e.g. clusters) parallel computers.

STATPACK consists of numerical algorithms using pure and portable Fortran 95/2003 language constructs and currently includes:

  • Numerical matrix algebra subroutines for statistical computations (linear and least square solvers, full and partial eigenvalue and singular value decompositions)
  • Probability functions and their inverses
  • Statistical univariate and multivariate routines
  • Random numbers and Monte Carlo procedures
  • Fast Fourier Transforms
  • Time series analysis routines
  • Utilities for printing and sorting matrices and vectors
  • Utilities for manipulating strings, dates and times
The emphasis of the software is on fast and robust algorithms appropriate for problems in which the associated matrices are large and dense, for example, those arising in the statistical analysis of very high resolution climate model outputs for which standard commercial or free softwares currently used in the climate scientific community (e.g. MATLAB, IDL, Grads, Ferret, Ncl) may have difficulties.

Note, finally, that prior to building the STATPACK library, none other packages are required or must be installed, meaning that STATPACK is a fully portable software.

However, optionally, the STATPACK library can also benefit from an optimized BLAS (Basic Linear Algebra Subprograms) library (e.g. OpenBlas, MKL, ATLAS, GotoBLAS) and includes an interface for several drivers in the LAPACK library, if optimized versions of these libraries are available on your computer.

Licensing

STATPACK is a freely-available software package: you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

STATPACK 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 Lesser General Public License for more details [license LGPL][license GPL].

STATPACK is copyrighted and we do ask the following:

  • If you modify the source for the executables we ask that you change the name of the executable and comment the changes made to the original.
  • If a modification is done, however, it is the responsibility of the person who modified the executable to provide support.

Documentation and source code

Contributors

  • Pascal Terray (LOCEAN/IPSL, lead)
  • Fran├žoise Pinsard (LOCEAN/IPSL, generation of documentation using Sphinx)

Contact

If you have any questions/feedbacks regarding STATPACK, please send an-email to pascal.terray@ird.fr .

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