Mercurial > hg > octave-lyh
view libcruft/minpack/hybrd1.f @ 2484:ccaffe93c32f
[project @ 1996-11-07 23:24:46 by jwe]
author | jwe |
---|---|
date | Thu, 07 Nov 1996 23:25:37 +0000 |
parents | 30c606bec7a8 |
children |
line wrap: on
line source
SUBROUTINE HYBRD1(FCN,N,X,FVEC,TOL,INFO,WA,LWA) INTEGER N,INFO,LWA DOUBLE PRECISION TOL DOUBLE PRECISION X(N),FVEC(N),WA(LWA) EXTERNAL FCN C ********** C C SUBROUTINE HYBRD1 C C THE PURPOSE OF HYBRD1 IS TO FIND A ZERO OF A SYSTEM OF C N NONLINEAR FUNCTIONS IN N VARIABLES BY A MODIFICATION C OF THE POWELL HYBRID METHOD. THIS IS DONE BY USING THE C MORE GENERAL NONLINEAR EQUATION SOLVER HYBRD. THE USER C MUST PROVIDE A SUBROUTINE WHICH CALCULATES THE FUNCTIONS. C THE JACOBIAN IS THEN CALCULATED BY A FORWARD-DIFFERENCE C APPROXIMATION. C C THE SUBROUTINE STATEMENT IS C C SUBROUTINE HYBRD1(FCN,N,X,FVEC,TOL,INFO,WA,LWA) C C WHERE C C FCN IS THE NAME OF THE USER-SUPPLIED SUBROUTINE WHICH C CALCULATES THE FUNCTIONS. FCN MUST BE DECLARED C IN AN EXTERNAL STATEMENT IN THE USER CALLING C PROGRAM, AND SHOULD BE WRITTEN AS FOLLOWS. C C SUBROUTINE FCN(N,X,FVEC,IFLAG) C INTEGER N,IFLAG C DOUBLE PRECISION X(N),FVEC(N) C ---------- C CALCULATE THE FUNCTIONS AT X AND C RETURN THIS VECTOR IN FVEC. C --------- C RETURN C END C C THE VALUE OF IFLAG SHOULD NOT BE CHANGED BY FCN UNLESS C THE USER WANTS TO TERMINATE EXECUTION OF HYBRD1. C IN THIS CASE SET IFLAG TO A NEGATIVE INTEGER. C C N IS A POSITIVE INTEGER INPUT VARIABLE SET TO THE NUMBER C OF FUNCTIONS AND VARIABLES. C C X IS AN ARRAY OF LENGTH N. ON INPUT X MUST CONTAIN C AN INITIAL ESTIMATE OF THE SOLUTION VECTOR. ON OUTPUT X C CONTAINS THE FINAL ESTIMATE OF THE SOLUTION VECTOR. C C FVEC IS AN OUTPUT ARRAY OF LENGTH N WHICH CONTAINS C THE FUNCTIONS EVALUATED AT THE OUTPUT X. C C TOL IS A NONNEGATIVE INPUT VARIABLE. TERMINATION OCCURS C WHEN THE ALGORITHM ESTIMATES THAT THE RELATIVE ERROR C BETWEEN X AND THE SOLUTION IS AT MOST TOL. C C INFO IS AN INTEGER OUTPUT VARIABLE. IF THE USER HAS C TERMINATED EXECUTION, INFO IS SET TO THE (NEGATIVE) C VALUE OF IFLAG. SEE DESCRIPTION OF FCN. OTHERWISE, C INFO IS SET AS FOLLOWS. C C INFO = 0 IMPROPER INPUT PARAMETERS. C C INFO = 1 ALGORITHM ESTIMATES THAT THE RELATIVE ERROR C BETWEEN X AND THE SOLUTION IS AT MOST TOL. C C INFO = 2 NUMBER OF CALLS TO FCN HAS REACHED OR EXCEEDED C 200*(N+1). C C INFO = 3 TOL IS TOO SMALL. NO FURTHER IMPROVEMENT IN C THE APPROXIMATE SOLUTION X IS POSSIBLE. C C INFO = 4 ITERATION IS NOT MAKING GOOD PROGRESS. C C WA IS A WORK ARRAY OF LENGTH LWA. C C LWA IS A POSITIVE INTEGER INPUT VARIABLE NOT LESS THAN C (N*(3*N+13))/2. C C SUBPROGRAMS CALLED C C USER-SUPPLIED ...... FCN C C MINPACK-SUPPLIED ... HYBRD C C MINPACK. VERSION OF JULY 1979. C BURTON S. GARBOW, KENNETH E. HILLSTROM, JORGE J. MORE C C ********** INTEGER INDEX,J,LR,MAXFEV,ML,MODE,MU,NFEV,NPRINT DOUBLE PRECISION EPSFCN,FACTOR,ONE,XTOL,ZERO DATA FACTOR,ONE,ZERO /1.0D2,1.0D0,0.0D0/ INFO = 0 C C CHECK THE INPUT PARAMETERS FOR ERRORS. C IF (N .LE. 0 .OR. TOL .LT. ZERO .OR. LWA .LT. (N*(3*N + 13))/2) * GO TO 20 C C CALL HYBRD. C MAXFEV = 200*(N + 1) XTOL = TOL ML = N - 1 MU = N - 1 EPSFCN = ZERO MODE = 2 DO 10 J = 1, N WA(J) = ONE 10 CONTINUE NPRINT = 0 LR = (N*(N + 1))/2 INDEX = 6*N + LR CALL HYBRD(FCN,N,X,FVEC,XTOL,MAXFEV,ML,MU,EPSFCN,WA(1),MODE, * FACTOR,NPRINT,INFO,NFEV,WA(INDEX+1),N,WA(6*N+1),LR, * WA(N+1),WA(2*N+1),WA(3*N+1),WA(4*N+1),WA(5*N+1)) IF (INFO .EQ. 5) INFO = 4 20 CONTINUE RETURN C C LAST CARD OF SUBROUTINE HYBRD1. C END