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fvn_misc/fvn_misc.f90
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module fvn_misc use fvn_common implicit none ! Muller interface fvn_muller module procedure fvn_z_muller end interface fvn_muller |
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public private :: lmdif,lmpar,qrfac,qrsolv,enorm,fdjac2 ! These are made private to not interfere with a ! possibly linked minpack |
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contains ! ! Muller ! ! ! ! William Daniau 2007 ! ! This routine is a fortran 90 port of Hans D. Mittelmann's routine muller.f ! http://plato.asu.edu/ftp/other_software/muller.f ! ! it can be used as a replacement for imsl routine dzanly with minor changes ! !----------------------------------------------------------------------- ! ! purpose - zeros of an analytic complex function ! using the muller method with deflation ! ! usage - call fvn_z_muller (f,eps,eps1,kn,n,nguess,x,itmax, ! infer,ier) ! ! arguments f - a complex function subprogram, f(z), written ! by the user specifying the equation whose ! roots are to be found. f must appear in ! an external statement in the calling pro- ! gram. ! eps - 1st stopping criterion. let fp(z)=f(z)/p ! where p = (z-z(1))*(z-z(2))*,,,*(z-z(k-1)) ! and z(1),...,z(k-1) are previously found ! roots. if ((cdabs(f(z)).le.eps) .and. ! (cdabs(fp(z)).le.eps)), then z is accepted ! as a root. (input) ! eps1 - 2nd stopping criterion. a root is accepted ! if two successive approximations to a given ! root agree within eps1. (input) ! note. if either or both of the stopping ! criteria are fulfilled, the root is ! accepted. ! kn - the number of known roots which must be stored ! in x(1),...,x(kn), prior to entry to muller ! nguess - the number of initial guesses provided. these ! guesses must be stored in x(kn+1),..., ! x(kn+nguess). nguess must be set equal ! to zero if no guesses are provided. (input) ! n - the number of new roots to be found by ! muller (input) ! x - a complex vector of length kn+n. x(1),..., ! x(kn) on input must contain any known ! roots. x(kn+1),..., x(kn+n) on input may, ! on user option, contain initial guesses for ! the n new roots which are to be computed. ! if the user does not provide an initial ! guess, zero is used. ! on output, x(kn+1),...,x(kn+n) contain the ! approximate roots found by muller. ! itmax - the maximum allowable number of iterations ! per root (input) ! infer - an integer vector of length kn+n. on ! output infer(j) contains the number of ! iterations used in finding the j-th root ! when convergence was achieved. if ! convergence was not obtained in itmax ! iterations, infer(j) will be greater than ! itmax (output). ! ier - error parameter (output) ! warning error ! ier = 33 indicates failure to converge with- ! in itmax iterations for at least one of ! the (n) new roots. ! ! ! remarks muller always returns the last approximation for root j ! in x(j). if the convergence criterion is satisfied, ! then infer(j) is less than or equal to itmax. if the ! convergence criterion is not satisified, then infer(j) ! is set to either itmax+1 or itmax+k, with k greater ! than 1. infer(j) = itmax+1 indicates that muller did ! not obtain convergence in the allowed number of iter- ! ations. in this case, the user may wish to set itmax ! to a larger value. infer(j) = itmax+k means that con- ! vergence was obtained (on iteration k) for the defla- ! ted function ! fp(z) = f(z)/((z-z(1)...(z-z(j-1))) ! ! but failed for f(z). in this case, better initial ! guesses might help or, it might be necessary to relax ! the convergence criterion. ! !----------------------------------------------------------------------- ! subroutine fvn_z_muller (f,eps,eps1,kn,nguess,n,x,itmax,infer,ier) implicit none double precision :: rzero,rten,rhun,rp01,ax,eps1,qz,eps,tpq,eps1w double complex :: d,dd,den,fprt,frt,h,rt,t1,t2,t3, & tem,z0,z1,z2,bi,xx,xl,y0,y1,y2,x0, & zero,p1,one,four,p5 double complex, external :: f integer :: ickmax,kn,nguess,n,itmax,ier,knp1,knpn,i,l,ic, & knpng,jk,ick,nn,lm1,errcode double complex :: x(kn+n) integer :: infer(kn+n) |
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data zero/(0.0d0,0.0d0)/,p1/(0.1d0,0.0d0)/, & one/(1.0d0,0.0d0)/,four/(4.0d0,0.0d0)/, & p5/(0.5d0,0.0d0)/, & rzero/0.0d0/,rten/10.0d0/,rhun/100.0d0/, & ax/0.1d0/,ickmax/3/,rp01/0.01d0/ |
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ier = 0 if (n .lt. 1) then ! What the hell are doing here then ... return end if !eps1 = rten **(-nsig) eps1w = min(eps1,rp01) knp1 = kn+1 knpn = kn+n knpng = kn+nguess do i=1,knpn infer(i) = 0 if (i .gt. knpng) x(i) = zero end do l= knp1 ic=0 rloop: do while (l<=knpn) ! Main loop over new roots jk = 0 ick = 0 xl = x(l) icloop: do ic = 0 h = ax h = p1*h if (cdabs(xl) .gt. ax) h = p1*xl ! first three points are ! xl+h, xl-h, xl rt = xl+h call deflated_work(errcode) if (errcode == 1) then exit icloop end if z0 = fprt y0 = frt x0 = rt rt = xl-h call deflated_work(errcode) if (errcode == 1) then exit icloop end if z1 = fprt y1 = frt h = xl-rt d = h/(rt-x0) rt = xl call deflated_work(errcode) if (errcode == 1) then exit icloop end if z2 = fprt y2 = frt ! begin main algorithm iloop: do dd = one + d t1 = z0*d*d t2 = z1*dd*dd xx = z2*dd t3 = z2*d bi = t1-t2+xx+t3 den = bi*bi-four*(xx*t1-t3*(t2-xx)) ! use denominator of maximum amplitude |
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t1 = sqrt(den) |
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qz = rhun*max(cdabs(bi),cdabs(t1)) t2 = bi + t1 tpq = cdabs(t2)+qz if (tpq .eq. qz) t2 = zero t3 = bi - t1 tpq = cdabs(t3) + qz if (tpq .eq. qz) t3 = zero den = t2 qz = cdabs(t3)-cdabs(t2) if (qz .gt. rzero) den = t3 ! test for zero denominator if (cdabs(den) .eq. rzero) then call trans_rt() call deflated_work(errcode) if (errcode == 1) then exit icloop end if z2 = fprt y2 = frt cycle iloop end if d = -xx/den d = d+d h = d*h rt = rt + h ! check convergence of the first kind if (cdabs(h) .le. eps1w*max(cdabs(rt),ax)) then if (ic .ne. 0) then exit icloop end if ic = 1 z0 = y1 z1 = y2 z2 = f(rt) xl = rt ick = ick+1 if (ick .le. ickmax) then cycle iloop end if ! warning error, itmax = maximum jk = itmax + jk ier = 33 end if if (ic .ne. 0) then cycle icloop end if call deflated_work(errcode) if (errcode == 1) then exit icloop end if do while ( (cdabs(fprt)-cdabs(z2)*rten) .ge. rzero) ! take remedial action to induce ! convergence d = d*p5 h = h*p5 rt = rt-h call deflated_work(errcode) if (errcode == 1) then exit icloop end if end do z0 = z1 z1 = z2 z2 = fprt y0 = y1 y1 = y2 y2 = frt end do iloop end do icloop x(l) = rt infer(l) = jk l = l+1 end do rloop contains subroutine trans_rt() tem = rten*eps1w if (cdabs(rt) .gt. ax) tem = tem*rt rt = rt+tem d = (h+tem)*d/h h = h+tem end subroutine trans_rt subroutine deflated_work(errcode) ! errcode=0 => no errors ! errcode=1 => jk>itmax or convergence of second kind achieved integer :: errcode,flag flag=1 loop1: do while(flag==1) errcode=0 jk = jk+1 if (jk .gt. itmax) then ier=33 errcode=1 return end if frt = f(rt) fprt = frt if (l /= 1) then lm1 = l-1 do i=1,lm1 tem = rt - x(i) if (cdabs(tem) .eq. rzero) then !if (ic .ne. 0) go to 15 !! ?? possible? call trans_rt() cycle loop1 end if fprt = fprt/tem end do end if flag=0 end do loop1 if (cdabs(fprt) .le. eps .and. cdabs(frt) .le. eps) then errcode=1 return end if end subroutine deflated_work end subroutine |
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! ! ! ! Non linear least square using Levenberg-Marquardt algorithm and ! a finite difference jacobian ! ! This uses MINPACK Routines (http://www.netlib.org/minpack) ! Converted to fortran90 by Alan Miller amiller @ bigpond.net.au ! |
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! The purpose of fvn_lm is to minimize the sum of the squares of m nonlinear ! functions in n variables by a modification of the Levenberg-Marquardt ! algorithm. This is done by using the more general least-squares ! solver lmdif. The user must provide a subroutine which calculates the ! functions. The jacobian is then calculated by a forward-difference ! approximation. ! ! call fvn_lm(fcn,m,n,a,info,tol) ! ! fcn : fcn is the user-supplied subroutine which calculates ! the functions. fcn must follow the following interface that must ! be declared in the calling subroutine : ! ! interface ! subroutine fcn(m,n,a,fvec,iflag) ! use fvn_common ! integer(ip_kind), intent(in) :: m ! integer(ip_kind), intent(in) :: n ! real(dp_kind), dimension(:), intent(in) :: a ! real(dp_kind), dimension(:), intent(inout) :: fvec ! integer(ip_kind), intent(inout) :: iflag ! end subroutine ! end interface ! ! This is the function which calculate the differences for which which square sum ! will be minimized outputing this difference in vector fvec. ! Parameters of fcn are as follows : ! m : positive integer input variable set to the number of functions ! (number of measurement points) ! n : positive integer input variable set to the number of variables ! (number of parameters in the function to fit) ! a : vector of length n containing parameters for which fcn should ! perform the calculation ! fvec : vector of length m containing the resulting evaluation ! iflag : integer normally not used, can be used to exit the ! the algorithm by setting it to a negative value ! ! m : positive integer input variable set to the number of functions ! (number of measurement points) ! n : positive integer input variable set to the number of variables ! (number of parameters in the function to fit) ! a : vector of length n, on input must contains an initial guess (or unity vector) ! and on output the solution vector ! info : is an output positive integer ! info = 0 improper input parameters. ! info = 1 algorithm estimates that the relative error ! in the sum of squares is at most tol. ! info = 2 algorithm estimates that the relative error ! between x and the solution is at most tol. ! info = 3 conditions for info = 1 and info = 2 both hold. ! info = 4 fvec is orthogonal to the columns of the ! jacobian to machine precision. ! info = 5 number of calls to fcn has reached or exceeded 200*(n+1). ! info = 6 tol is too small. no further reduction in ! the sum of squares is possible. ! info = 7 tol is too small. No further improvement in ! the approximate solution x is possible. ! tol : is an optional positive value. Termination occurs when the ! algorithm estimates either that the relative error in the sum of ! squares is at most tol or that the relative error between x and the ! solution is at most tol. If not provided default value is : ! sqrt(epsilon(0.0d0)) ! subroutine fvn_lm(fcn,m,n,a,info,tol) integer(ip_kind), intent(in) :: m integer(ip_kind), intent(in) :: n real(dp_kind), dimension(:), intent(inout) :: a integer(ip_kind), intent(out) :: info real(dp_kind), intent(in), optional :: tol |
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real(dp_kind) :: rtol real(dp_kind), dimension(:), allocatable :: fvec integer(ip_kind), dimension(:), allocatable :: iwa |
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interface |
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subroutine fcn(m,n,a,fvec,iflag) use fvn_common integer(ip_kind), intent(in) :: m integer(ip_kind), intent(in) :: n real(dp_kind), dimension(:), intent(in) :: a real(dp_kind), dimension(:), intent(inout) :: fvec integer(ip_kind), intent(inout) :: iflag |
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end subroutine end interface |
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integer(ip_kind) :: maxfev, mode, nfev, nprint real(dp_kind) :: epsfcn, ftol, gtol, xtol, fjac(m,n) real(dp_kind), parameter :: factor = 100._8, zero = 0.0_8 |
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allocate(fvec(m),iwa(n)) rtol=sqrt(epsilon(0.d0)) if (present(tol)) rtol=tol info = 0 ! check the input parameters for errors. if (n <= 0 .or. m < n .or. rtol < zero) return ! call lmdif. maxfev = 200*(n + 1) ftol = rtol xtol = rtol gtol = zero epsfcn = zero mode = 1 nprint = 0 |
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call lmdif(fcn, m, n, a, fvec, ftol, xtol, gtol, maxfev, epsfcn, & |
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mode, factor, nprint, info, nfev, fjac, iwa) if (info == 8) info = 4 deallocate(fvec,iwa) end subroutine |
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! lmdif ! MINPACK Subroutine (http://www.netlib.org/minpack) ! Converted to fortran90 by Alan Miller amiller @ bigpond.net.au |
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SUBROUTINE lmdif(fcn, m, n, x, fvec, ftol, xtol, gtol, maxfev, epsfcn, & mode, factor, nprint, info, nfev, fjac, ipvt) ! N.B. Arguments LDFJAC, DIAG, QTF, WA1, WA2, WA3 & WA4 have been removed. |
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INTEGER, PARAMETER :: dp = dp_kind |
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INTEGER, INTENT(IN) :: m INTEGER, INTENT(IN) :: n REAL (dp), INTENT(IN OUT) :: x(:) REAL (dp), INTENT(OUT) :: fvec(:) REAL (dp), INTENT(IN) :: ftol REAL (dp), INTENT(IN) :: xtol REAL (dp), INTENT(IN OUT) :: gtol INTEGER, INTENT(IN OUT) :: maxfev REAL (dp), INTENT(IN OUT) :: epsfcn INTEGER, INTENT(IN) :: mode REAL (dp), INTENT(IN) :: factor INTEGER, INTENT(IN) :: nprint INTEGER, INTENT(OUT) :: info INTEGER, INTENT(OUT) :: nfev REAL (dp), INTENT(OUT) :: fjac(:,:) ! fjac(ldfjac,n) INTEGER, INTENT(OUT) :: ipvt(:) ! EXTERNAL fcn INTERFACE SUBROUTINE fcn(m, n, x, fvec, iflag) |
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use fvn_common INTEGER(ip_kind), INTENT(IN) :: m, n REAL (dp_kind), INTENT(IN) :: x(:) REAL (dp_kind), INTENT(IN OUT) :: fvec(:) INTEGER(ip_kind), INTENT(IN OUT) :: iflag |
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END SUBROUTINE fcn END INTERFACE ! ********** ! subroutine lmdif ! The purpose of lmdif is to minimize the sum of the squares of m nonlinear ! functions in n variables by a modification of the Levenberg-Marquardt ! algorithm. The user must provide a subroutine which calculates the ! functions. The jacobian is then calculated by a forward-difference ! approximation. ! the subroutine statement is ! subroutine lmdif(fcn, m, n, x, fvec, ftol, xtol, gtol, maxfev, epsfcn, ! diag, mode, factor, nprint, info, nfev, fjac, ! ldfjac, ipvt, qtf, wa1, wa2, wa3, wa4) ! N.B. 7 of these arguments have been removed in this version. ! where ! fcn is the name of the user-supplied subroutine which calculates the ! functions. fcn must be declared in an external statement in the user ! calling program, and should be written as follows. ! subroutine fcn(m, n, x, fvec, iflag) ! integer m, n, iflag ! REAL (dp) x(:), fvec(m) ! ---------- ! calculate the functions at x and return this vector in fvec. ! ---------- ! return ! end ! the value of iflag should not be changed by fcn unless ! the user wants to terminate execution of lmdif. ! in this case set iflag to a negative integer. ! m is a positive integer input variable set to the number of functions. ! n is a positive integer input variable set to the number of variables. ! n must not exceed m. ! x is an array of length n. On input x must contain an initial estimate ! of the solution vector. On output x contains the final estimate of the ! solution vector. ! fvec is an output array of length m which contains ! the functions evaluated at the output x. ! ftol is a nonnegative input variable. Termination occurs when both the ! actual and predicted relative reductions in the sum of squares are at ! most ftol. Therefore, ftol measures the relative error desired ! in the sum of squares. ! xtol is a nonnegative input variable. Termination occurs when the ! relative error between two consecutive iterates is at most xtol. ! Therefore, xtol measures the relative error desired in the approximate ! solution. ! gtol is a nonnegative input variable. Termination occurs when the cosine ! of the angle between fvec and any column of the jacobian is at most ! gtol in absolute value. Therefore, gtol measures the orthogonality ! desired between the function vector and the columns of the jacobian. ! maxfev is a positive integer input variable. Termination occurs when the ! number of calls to fcn is at least maxfev by the end of an iteration. ! epsfcn is an input variable used in determining a suitable step length ! for the forward-difference approximation. This approximation assumes ! that the relative errors in the functions are of the order of epsfcn. ! If epsfcn is less than the machine precision, it is assumed that the ! relative errors in the functions are of the order of the machine ! precision. ! diag is an array of length n. If mode = 1 (see below), diag is ! internally set. If mode = 2, diag must contain positive entries that ! serve as multiplicative scale factors for the variables. ! mode is an integer input variable. If mode = 1, the variables will be ! scaled internally. If mode = 2, the scaling is specified by the input ! diag. other values of mode are equivalent to mode = 1. ! factor is a positive input variable used in determining the initial step ! bound. This bound is set to the product of factor and the euclidean ! norm of diag*x if nonzero, or else to factor itself. In most cases ! factor should lie in the interval (.1,100.). 100. is a generally ! recommended value. ! nprint is an integer input variable that enables controlled printing of ! iterates if it is positive. In this case, fcn is called with iflag = 0 ! at the beginning of the first iteration and every nprint iterations ! thereafter and immediately prior to return, with x and fvec available ! for printing. If nprint is not positive, no special calls ! of fcn with iflag = 0 are made. ! info is an integer output variable. If the user has terminated ! execution, info is set to the (negative) value of iflag. ! See description of fcn. Otherwise, info is set as follows. ! info = 0 improper input parameters. ! info = 1 both actual and predicted relative reductions ! in the sum of squares are at most ftol. ! info = 2 relative error between two consecutive iterates <= xtol. ! info = 3 conditions for info = 1 and info = 2 both hold. ! info = 4 the cosine of the angle between fvec and any column of ! the Jacobian is at most gtol in absolute value. ! info = 5 number of calls to fcn has reached or exceeded maxfev. ! info = 6 ftol is too small. no further reduction in ! the sum of squares is possible. ! info = 7 xtol is too small. no further improvement in ! the approximate solution x is possible. ! info = 8 gtol is too small. fvec is orthogonal to the ! columns of the jacobian to machine precision. ! nfev is an integer output variable set to the number of calls to fcn. ! fjac is an output m by n array. the upper n by n submatrix ! of fjac contains an upper triangular matrix r with ! diagonal elements of nonincreasing magnitude such that ! t t t ! p *(jac *jac)*p = r *r, ! where p is a permutation matrix and jac is the final calculated ! Jacobian. Column j of p is column ipvt(j) (see below) of the ! identity matrix. the lower trapezoidal part of fjac contains ! information generated during the computation of r. ! ldfjac is a positive integer input variable not less than m ! which specifies the leading dimension of the array fjac. ! ipvt is an integer output array of length n. ipvt defines a permutation ! matrix p such that jac*p = q*r, where jac is the final calculated ! jacobian, q is orthogonal (not stored), and r is upper triangular ! with diagonal elements of nonincreasing magnitude. ! Column j of p is column ipvt(j) of the identity matrix. ! qtf is an output array of length n which contains ! the first n elements of the vector (q transpose)*fvec. ! wa1, wa2, and wa3 are work arrays of length n. ! wa4 is a work array of length m. ! subprograms called ! user-supplied ...... fcn ! minpack-supplied ... dpmpar,enorm,fdjac2,lmpar,qrfac ! fortran-supplied ... dabs,dmax1,dmin1,dsqrt,mod ! argonne national laboratory. minpack project. march 1980. ! burton s. garbow, kenneth e. hillstrom, jorge j. more ! ********** INTEGER :: i, iflag, iter, j, l REAL (dp) :: actred, delta, dirder, epsmch, fnorm, fnorm1, gnorm, & par, pnorm, prered, ratio, sum, temp, temp1, temp2, xnorm REAL (dp) :: diag(n), qtf(n), wa1(n), wa2(n), wa3(n), wa4(m) REAL (dp), PARAMETER :: one = 1.0_dp, p1 = 0.1_dp, p5 = 0.5_dp, & p25 = 0.25_dp, p75 = 0.75_dp, p0001 = 0.0001_dp, & zero = 0.0_dp ! epsmch is the machine precision. epsmch = EPSILON(zero) info = 0 iflag = 0 nfev = 0 ! check the input parameters for errors. IF (n <= 0 .OR. m < n .OR. ftol < zero .OR. xtol < zero .OR. gtol < zero & .OR. maxfev <= 0 .OR. factor <= zero) GO TO 300 IF (mode /= 2) GO TO 20 DO j = 1, n IF (diag(j) <= zero) GO TO 300 END DO ! evaluate the function at the starting point and calculate its norm. 20 iflag = 1 CALL fcn(m, n, x, fvec, iflag) nfev = 1 IF (iflag < 0) GO TO 300 fnorm = enorm(m, fvec) ! initialize levenberg-marquardt parameter and iteration counter. par = zero iter = 1 ! beginning of the outer loop. ! calculate the jacobian matrix. 30 iflag = 2 CALL fdjac2(fcn, m, n, x, fvec, fjac, iflag, epsfcn) nfev = nfev + n IF (iflag < 0) GO TO 300 ! If requested, call fcn to enable printing of iterates. IF (nprint <= 0) GO TO 40 iflag = 0 IF (MOD(iter-1,nprint) == 0) CALL fcn(m, n, x, fvec, iflag) IF (iflag < 0) GO TO 300 ! Compute the qr factorization of the jacobian. 40 CALL qrfac(m, n, fjac, .true., ipvt, wa1, wa2) ! On the first iteration and if mode is 1, scale according ! to the norms of the columns of the initial jacobian. IF (iter /= 1) GO TO 80 IF (mode == 2) GO TO 60 DO j = 1, n diag(j) = wa2(j) IF (wa2(j) == zero) diag(j) = one END DO ! On the first iteration, calculate the norm of the scaled x ! and initialize the step bound delta. 60 wa3(1:n) = diag(1:n)*x(1:n) xnorm = enorm(n, wa3) delta = factor*xnorm IF (delta == zero) delta = factor ! Form (q transpose)*fvec and store the first n components in qtf. 80 wa4(1:m) = fvec(1:m) DO j = 1, n IF (fjac(j,j) == zero) GO TO 120 sum = DOT_PRODUCT( fjac(j:m,j), wa4(j:m) ) temp = -sum/fjac(j,j) DO i = j, m wa4(i) = wa4(i) + fjac(i,j)*temp END DO 120 fjac(j,j) = wa1(j) qtf(j) = wa4(j) END DO ! compute the norm of the scaled gradient. gnorm = zero IF (fnorm == zero) GO TO 170 DO j = 1, n l = ipvt(j) IF (wa2(l) == zero) CYCLE sum = zero DO i = 1, j sum = sum + fjac(i,j)*(qtf(i)/fnorm) END DO gnorm = MAX(gnorm, ABS(sum/wa2(l))) END DO ! test for convergence of the gradient norm. 170 IF (gnorm <= gtol) info = 4 IF (info /= 0) GO TO 300 ! rescale if necessary. IF (mode == 2) GO TO 200 DO j = 1, n diag(j) = MAX(diag(j), wa2(j)) END DO ! beginning of the inner loop. ! determine the Levenberg-Marquardt parameter. 200 CALL lmpar(n, fjac, ipvt, diag, qtf, delta, par, wa1, wa2) ! store the direction p and x + p. calculate the norm of p. DO j = 1, n wa1(j) = -wa1(j) wa2(j) = x(j) + wa1(j) wa3(j) = diag(j)*wa1(j) END DO pnorm = enorm(n, wa3) ! on the first iteration, adjust the initial step bound. IF (iter == 1) delta = MIN(delta, pnorm) ! evaluate the function at x + p and calculate its norm. iflag = 1 CALL fcn(m, n, wa2, wa4, iflag) nfev = nfev + 1 IF (iflag < 0) GO TO 300 fnorm1 = enorm(m, wa4) ! compute the scaled actual reduction. actred = -one IF (p1*fnorm1 < fnorm) actred = one - (fnorm1/fnorm)**2 ! Compute the scaled predicted reduction and ! the scaled directional derivative. DO j = 1, n wa3(j) = zero l = ipvt(j) temp = wa1(l) DO i = 1, j wa3(i) = wa3(i) + fjac(i,j)*temp END DO END DO temp1 = enorm(n,wa3)/fnorm temp2 = (SQRT(par)*pnorm)/fnorm prered = temp1**2 + temp2**2/p5 dirder = -(temp1**2 + temp2**2) ! compute the ratio of the actual to the predicted reduction. ratio = zero IF (prered /= zero) ratio = actred/prered ! update the step bound. IF (ratio <= p25) THEN IF (actred >= zero) temp = p5 IF (actred < zero) temp = p5*dirder/(dirder + p5*actred) IF (p1*fnorm1 >= fnorm .OR. temp < p1) temp = p1 delta = temp*MIN(delta,pnorm/p1) par = par/temp ELSE IF (par /= zero .AND. ratio < p75) GO TO 260 delta = pnorm/p5 par = p5*par END IF ! test for successful iteration. 260 IF (ratio < p0001) GO TO 290 ! successful iteration. update x, fvec, and their norms. DO j = 1, n x(j) = wa2(j) wa2(j) = diag(j)*x(j) END DO fvec(1:m) = wa4(1:m) xnorm = enorm(n, wa2) fnorm = fnorm1 iter = iter + 1 ! tests for convergence. 290 IF (ABS(actred) <= ftol .AND. prered <= ftol .AND. p5*ratio <= one) info = 1 IF (delta <= xtol*xnorm) info = 2 IF (ABS(actred) <= ftol .AND. prered <= ftol & .AND. p5*ratio <= one .AND. info == 2) info = 3 IF (info /= 0) GO TO 300 ! tests for termination and stringent tolerances. IF (nfev >= maxfev) info = 5 IF (ABS(actred) <= epsmch .AND. prered <= epsmch & .AND. p5*ratio <= one) info = 6 IF (delta <= epsmch*xnorm) info = 7 IF (gnorm <= epsmch) info = 8 IF (info /= 0) GO TO 300 ! end of the inner loop. repeat if iteration unsuccessful. IF (ratio < p0001) GO TO 200 ! end of the outer loop. GO TO 30 ! termination, either normal or user imposed. 300 IF (iflag < 0) info = iflag iflag = 0 IF (nprint > 0) CALL fcn(m, n, x, fvec, iflag) RETURN ! last card of subroutine lmdif. END SUBROUTINE lmdif ! ********** |
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! lmpar ! MINPACK Subroutine (http://www.netlib.org/minpack) ! Converted to fortran90 by Alan Miller amiller @ bigpond.net.au |
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SUBROUTINE lmpar(n, r, ipvt, diag, qtb, delta, par, x, sdiag) ! Code converted using TO_F90 by Alan Miller ! Date: 1999-12-09 Time: 12:46:12 ! N.B. Arguments LDR, WA1 & WA2 have been removed. |
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INTEGER, PARAMETER :: dp = dp_kind |
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INTEGER, INTENT(IN) :: n REAL (dp), INTENT(IN OUT) :: r(:,:) INTEGER, INTENT(IN) :: ipvt(:) REAL (dp), INTENT(IN) :: diag(:) REAL (dp), INTENT(IN) :: qtb(:) REAL (dp), INTENT(IN) :: delta REAL (dp), INTENT(OUT) :: par REAL (dp), INTENT(OUT) :: x(:) REAL (dp), INTENT(OUT) :: sdiag(:) ! ********** ! subroutine lmpar ! Given an m by n matrix a, an n by n nonsingular diagonal matrix d, ! an m-vector b, and a positive number delta, the problem is to determine a ! value for the parameter par such that if x solves the system ! a*x = b , sqrt(par)*d*x = 0 , ! in the least squares sense, and dxnorm is the euclidean ! norm of d*x, then either par is zero and ! (dxnorm-delta) <= 0.1*delta , ! or par is positive and ! abs(dxnorm-delta) <= 0.1*delta . ! This subroutine completes the solution of the problem if it is provided ! with the necessary information from the r factorization, with column ! qpivoting, of a. That is, if a*p = q*r, where p is a permutation matrix, ! q has orthogonal columns, and r is an upper triangular matrix with diagonal ! elements of nonincreasing magnitude, then lmpar expects the full upper ! triangle of r, the permutation matrix p, and the first n components of ! (q transpose)*b. ! On output lmpar also provides an upper triangular matrix s such that ! t t t ! p *(a *a + par*d*d)*p = s *s . ! s is employed within lmpar and may be of separate interest. ! Only a few iterations are generally needed for convergence of the algorithm. ! If, however, the limit of 10 iterations is reached, then the output par ! will contain the best value obtained so far. ! the subroutine statement is ! subroutine lmpar(n,r,ldr,ipvt,diag,qtb,delta,par,x,sdiag, wa1,wa2) ! where ! n is a positive integer input variable set to the order of r. ! r is an n by n array. on input the full upper triangle ! must contain the full upper triangle of the matrix r. ! On output the full upper triangle is unaltered, and the ! strict lower triangle contains the strict upper triangle ! (transposed) of the upper triangular matrix s. ! ldr is a positive integer input variable not less than n ! which specifies the leading dimension of the array r. ! ipvt is an integer input array of length n which defines the ! permutation matrix p such that a*p = q*r. column j of p ! is column ipvt(j) of the identity matrix. ! diag is an input array of length n which must contain the ! diagonal elements of the matrix d. ! qtb is an input array of length n which must contain the first ! n elements of the vector (q transpose)*b. ! delta is a positive input variable which specifies an upper ! bound on the euclidean norm of d*x. ! par is a nonnegative variable. on input par contains an ! initial estimate of the levenberg-marquardt parameter. ! on output par contains the final estimate. ! x is an output array of length n which contains the least ! squares solution of the system a*x = b, sqrt(par)*d*x = 0, ! for the output par. ! sdiag is an output array of length n which contains the ! diagonal elements of the upper triangular matrix s. ! wa1 and wa2 are work arrays of length n. ! subprograms called ! minpack-supplied ... dpmpar,enorm,qrsolv ! fortran-supplied ... ABS,MAX,MIN,SQRT ! argonne national laboratory. minpack project. march 1980. ! burton s. garbow, kenneth e. hillstrom, jorge j. more ! ********** INTEGER :: iter, j, jm1, jp1, k, l, nsing REAL (dp) :: dxnorm, dwarf, fp, gnorm, parc, parl, paru, sum, temp REAL (dp) :: wa1(n), wa2(n) REAL (dp), PARAMETER :: p1 = 0.1_dp, p001 = 0.001_dp, zero = 0.0_dp ! dwarf is the smallest positive magnitude. dwarf = TINY(zero) ! compute and store in x the gauss-newton direction. if the ! jacobian is rank-deficient, obtain a least squares solution. nsing = n DO j = 1, n wa1(j) = qtb(j) IF (r(j,j) == zero .AND. nsing == n) nsing = j - 1 IF (nsing < n) wa1(j) = zero END DO DO k = 1, nsing j = nsing - k + 1 wa1(j) = wa1(j)/r(j,j) temp = wa1(j) jm1 = j - 1 wa1(1:jm1) = wa1(1:jm1) - r(1:jm1,j)*temp END DO DO j = 1, n l = ipvt(j) x(l) = wa1(j) END DO ! initialize the iteration counter. ! evaluate the function at the origin, and test ! for acceptance of the gauss-newton direction. iter = 0 wa2(1:n) = diag(1:n)*x(1:n) dxnorm = enorm(n, wa2) fp = dxnorm - delta IF (fp <= p1*delta) GO TO 220 ! if the jacobian is not rank deficient, the newton ! step provides a lower bound, parl, for the zero of ! the function. Otherwise set this bound to zero. parl = zero IF (nsing < n) GO TO 120 DO j = 1, n l = ipvt(j) wa1(j) = diag(l)*(wa2(l)/dxnorm) END DO DO j = 1, n sum = DOT_PRODUCT( r(1:j-1,j), wa1(1:j-1) ) wa1(j) = (wa1(j) - sum)/r(j,j) END DO temp = enorm(n,wa1) parl = ((fp/delta)/temp)/temp ! calculate an upper bound, paru, for the zero of the function. 120 DO j = 1, n sum = DOT_PRODUCT( r(1:j,j), qtb(1:j) ) l = ipvt(j) wa1(j) = sum/diag(l) END DO gnorm = enorm(n,wa1) paru = gnorm/delta IF (paru == zero) paru = dwarf/MIN(delta,p1) ! if the input par lies outside of the interval (parl,paru), ! set par to the closer endpoint. par = MAX(par,parl) par = MIN(par,paru) IF (par == zero) par = gnorm/dxnorm ! beginning of an iteration. 150 iter = iter + 1 ! evaluate the function at the current value of par. IF (par == zero) par = MAX(dwarf, p001*paru) temp = SQRT(par) wa1(1:n) = temp*diag(1:n) CALL qrsolv(n, r, ipvt, wa1, qtb, x, sdiag) wa2(1:n) = diag(1:n)*x(1:n) dxnorm = enorm(n, wa2) temp = fp fp = dxnorm - delta ! if the function is small enough, accept the current value ! of par. also test for the exceptional cases where parl ! is zero or the number of iterations has reached 10. IF (ABS(fp) <= p1*delta .OR. parl == zero .AND. fp <= temp & .AND. temp < zero .OR. iter == 10) GO TO 220 ! compute the newton correction. DO j = 1, n l = ipvt(j) wa1(j) = diag(l)*(wa2(l)/dxnorm) END DO DO j = 1, n wa1(j) = wa1(j)/sdiag(j) temp = wa1(j) jp1 = j + 1 wa1(jp1:n) = wa1(jp1:n) - r(jp1:n,j)*temp END DO temp = enorm(n,wa1) parc = ((fp/delta)/temp)/temp ! depending on the sign of the function, update parl or paru. IF (fp > zero) parl = MAX(parl,par) IF (fp < zero) paru = MIN(paru,par) ! compute an improved estimate for par. par = MAX(parl, par+parc) ! end of an iteration. GO TO 150 ! termination. 220 IF (iter == 0) par = zero RETURN ! last card of subroutine lmpar. END SUBROUTINE lmpar |
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! qrfac ! MINPACK Subroutine (http://www.netlib.org/minpack) ! Converted to fortran90 by Alan Miller amiller @ bigpond.net.au |
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SUBROUTINE qrfac(m, n, a, pivot, ipvt, rdiag, acnorm) ! Code converted using TO_F90 by Alan Miller ! Date: 1999-12-09 Time: 12:46:17 ! N.B. Arguments LDA, LIPVT & WA have been removed. |
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INTEGER, PARAMETER :: dp = dp_kind |
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INTEGER, INTENT(IN) :: m INTEGER, INTENT(IN) :: n REAL (dp), INTENT(IN OUT) :: a(:,:) LOGICAL, INTENT(IN) :: pivot INTEGER, INTENT(OUT) :: ipvt(:) REAL (dp), INTENT(OUT) :: rdiag(:) REAL (dp), INTENT(OUT) :: acnorm(:) ! ********** ! subroutine qrfac ! This subroutine uses Householder transformations with column pivoting ! (optional) to compute a qr factorization of the m by n matrix a. ! That is, qrfac determines an orthogonal matrix q, a permutation matrix p, ! and an upper trapezoidal matrix r with diagonal elements of nonincreasing ! magnitude, such that a*p = q*r. The householder transformation for ! column k, k = 1,2,...,min(m,n), is of the form ! t ! i - (1/u(k))*u*u ! where u has zeros in the first k-1 positions. The form of this ! transformation and the method of pivoting first appeared in the ! corresponding linpack subroutine. ! the subroutine statement is ! subroutine qrfac(m, n, a, lda, pivot, ipvt, lipvt, rdiag, acnorm, wa) ! N.B. 3 of these arguments have been omitted in this version. ! where ! m is a positive integer input variable set to the number of rows of a. ! n is a positive integer input variable set to the number of columns of a. ! a is an m by n array. On input a contains the matrix for ! which the qr factorization is to be computed. On output ! the strict upper trapezoidal part of a contains the strict ! upper trapezoidal part of r, and the lower trapezoidal ! part of a contains a factored form of q (the non-trivial ! elements of the u vectors described above). ! lda is a positive integer input variable not less than m ! which specifies the leading dimension of the array a. ! pivot is a logical input variable. If pivot is set true, ! then column pivoting is enforced. If pivot is set false, ! then no column pivoting is done. ! ipvt is an integer output array of length lipvt. ipvt ! defines the permutation matrix p such that a*p = q*r. ! Column j of p is column ipvt(j) of the identity matrix. ! If pivot is false, ipvt is not referenced. ! lipvt is a positive integer input variable. If pivot is false, ! then lipvt may be as small as 1. If pivot is true, then ! lipvt must be at least n. ! rdiag is an output array of length n which contains the ! diagonal elements of r. ! acnorm is an output array of length n which contains the norms of the ! corresponding columns of the input matrix a. ! If this information is not needed, then acnorm can coincide with rdiag. ! wa is a work array of length n. If pivot is false, then wa ! can coincide with rdiag. ! subprograms called ! minpack-supplied ... dpmpar,enorm ! fortran-supplied ... MAX,SQRT,MIN ! argonne national laboratory. minpack project. march 1980. ! burton s. garbow, kenneth e. hillstrom, jorge j. more ! ********** INTEGER :: i, j, jp1, k, kmax, minmn REAL (dp) :: ajnorm, epsmch, sum, temp, wa(n) REAL (dp), PARAMETER :: one = 1.0_dp, p05 = 0.05_dp, zero = 0.0_dp ! epsmch is the machine precision. epsmch = EPSILON(zero) ! compute the initial column norms and initialize several arrays. DO j = 1, n acnorm(j) = enorm(m,a(1:,j)) rdiag(j) = acnorm(j) wa(j) = rdiag(j) IF (pivot) ipvt(j) = j END DO ! Reduce a to r with Householder transformations. minmn = MIN(m,n) DO j = 1, minmn IF (.NOT.pivot) GO TO 40 ! Bring the column of largest norm into the pivot position. kmax = j DO k = j, n IF (rdiag(k) > rdiag(kmax)) kmax = k END DO IF (kmax == j) GO TO 40 DO i = 1, m temp = a(i,j) a(i,j) = a(i,kmax) a(i,kmax) = temp END DO rdiag(kmax) = rdiag(j) wa(kmax) = wa(j) k = ipvt(j) ipvt(j) = ipvt(kmax) ipvt(kmax) = k ! Compute the Householder transformation to reduce the ! j-th column of a to a multiple of the j-th unit vector. 40 ajnorm = enorm(m-j+1, a(j:,j)) IF (ajnorm == zero) CYCLE IF (a(j,j) < zero) ajnorm = -ajnorm a(j:m,j) = a(j:m,j)/ajnorm a(j,j) = a(j,j) + one ! Apply the transformation to the remaining columns and update the norms. jp1 = j + 1 DO k = jp1, n sum = DOT_PRODUCT( a(j:m,j), a(j:m,k) ) temp = sum/a(j,j) a(j:m,k) = a(j:m,k) - temp*a(j:m,j) IF (.NOT.pivot .OR. rdiag(k) == zero) CYCLE temp = a(j,k)/rdiag(k) rdiag(k) = rdiag(k)*SQRT(MAX(zero, one-temp**2)) IF (p05*(rdiag(k)/wa(k))**2 > epsmch) CYCLE rdiag(k) = enorm(m-j, a(jp1:,k)) wa(k) = rdiag(k) END DO rdiag(j) = -ajnorm END DO RETURN ! last card of subroutine qrfac. END SUBROUTINE qrfac |
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! qrsolv ! MINPACK Subroutine (http://www.netlib.org/minpack) ! Converted to fortran90 by Alan Miller amiller @ bigpond.net.au |
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SUBROUTINE qrsolv(n, r, ipvt, diag, qtb, x, sdiag) ! N.B. Arguments LDR & WA have been removed. |
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INTEGER, PARAMETER :: dp = dp_kind |
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INTEGER, INTENT(IN) :: n REAL (dp), INTENT(IN OUT) :: r(:,:) INTEGER, INTENT(IN) :: ipvt(:) REAL (dp), INTENT(IN) :: diag(:) REAL (dp), INTENT(IN) :: qtb(:) REAL (dp), INTENT(OUT) :: x(:) REAL (dp), INTENT(OUT) :: sdiag(:) ! ********** ! subroutine qrsolv ! Given an m by n matrix a, an n by n diagonal matrix d, and an m-vector b, ! the problem is to determine an x which solves the system ! a*x = b , d*x = 0 , ! in the least squares sense. ! This subroutine completes the solution of the problem if it is provided ! with the necessary information from the qr factorization, with column ! pivoting, of a. That is, if a*p = q*r, where p is a permutation matrix, ! q has orthogonal columns, and r is an upper triangular matrix with diagonal ! elements of nonincreasing magnitude, then qrsolv expects the full upper ! triangle of r, the permutation matrix p, and the first n components of ! (q transpose)*b. The system a*x = b, d*x = 0, is then equivalent to ! t t ! r*z = q *b , p *d*p*z = 0 , ! where x = p*z. if this system does not have full rank, ! then a least squares solution is obtained. On output qrsolv ! also provides an upper triangular matrix s such that ! t t t ! p *(a *a + d*d)*p = s *s . ! s is computed within qrsolv and may be of separate interest. ! the subroutine statement is ! subroutine qrsolv(n, r, ldr, ipvt, diag, qtb, x, sdiag, wa) ! N.B. Arguments LDR and WA have been removed in this version. ! where ! n is a positive integer input variable set to the order of r. ! r is an n by n array. On input the full upper triangle must contain ! the full upper triangle of the matrix r. ! On output the full upper triangle is unaltered, and the strict lower ! triangle contains the strict upper triangle (transposed) of the ! upper triangular matrix s. ! ldr is a positive integer input variable not less than n ! which specifies the leading dimension of the array r. ! ipvt is an integer input array of length n which defines the ! permutation matrix p such that a*p = q*r. Column j of p ! is column ipvt(j) of the identity matrix. ! diag is an input array of length n which must contain the ! diagonal elements of the matrix d. ! qtb is an input array of length n which must contain the first ! n elements of the vector (q transpose)*b. ! x is an output array of length n which contains the least ! squares solution of the system a*x = b, d*x = 0. ! sdiag is an output array of length n which contains the ! diagonal elements of the upper triangular matrix s. ! wa is a work array of length n. ! subprograms called ! fortran-supplied ... ABS,SQRT ! argonne national laboratory. minpack project. march 1980. ! burton s. garbow, kenneth e. hillstrom, jorge j. more ! ********** INTEGER :: i, j, k, kp1, l, nsing REAL (dp) :: COS, cotan, qtbpj, SIN, sum, TAN, temp, wa(n) REAL (dp), PARAMETER :: p5 = 0.5_dp, p25 = 0.25_dp, zero = 0.0_dp ! Copy r and (q transpose)*b to preserve input and initialize s. ! In particular, save the diagonal elements of r in x. DO j = 1, n r(j:n,j) = r(j,j:n) x(j) = r(j,j) wa(j) = qtb(j) END DO ! Eliminate the diagonal matrix d using a givens rotation. DO j = 1, n ! Prepare the row of d to be eliminated, locating the ! diagonal element using p from the qr factorization. l = ipvt(j) IF (diag(l) == zero) CYCLE sdiag(j:n) = zero sdiag(j) = diag(l) ! The transformations to eliminate the row of d modify only a single ! element of (q transpose)*b beyond the first n, which is initially zero. qtbpj = zero DO k = j, n ! Determine a givens rotation which eliminates the ! appropriate element in the current row of d. IF (sdiag(k) == zero) CYCLE IF (ABS(r(k,k)) < ABS(sdiag(k))) THEN cotan = r(k,k)/sdiag(k) SIN = p5/SQRT(p25 + p25*cotan**2) COS = SIN*cotan ELSE TAN = sdiag(k)/r(k,k) COS = p5/SQRT(p25 + p25*TAN**2) SIN = COS*TAN END IF ! Compute the modified diagonal element of r and ! the modified element of ((q transpose)*b,0). r(k,k) = COS*r(k,k) + SIN*sdiag(k) temp = COS*wa(k) + SIN*qtbpj qtbpj = -SIN*wa(k) + COS*qtbpj wa(k) = temp ! Accumulate the tranformation in the row of s. kp1 = k + 1 DO i = kp1, n temp = COS*r(i,k) + SIN*sdiag(i) sdiag(i) = -SIN*r(i,k) + COS*sdiag(i) r(i,k) = temp END DO END DO ! Store the diagonal element of s and restore ! the corresponding diagonal element of r. sdiag(j) = r(j,j) r(j,j) = x(j) END DO ! Solve the triangular system for z. If the system is singular, ! then obtain a least squares solution. nsing = n DO j = 1, n IF (sdiag(j) == zero .AND. nsing == n) nsing = j - 1 IF (nsing < n) wa(j) = zero END DO DO k = 1, nsing j = nsing - k + 1 sum = DOT_PRODUCT( r(j+1:nsing,j), wa(j+1:nsing) ) wa(j) = (wa(j) - sum)/sdiag(j) END DO ! Permute the components of z back to components of x. DO j = 1, n l = ipvt(j) x(l) = wa(j) END DO RETURN ! last card of subroutine qrsolv. END SUBROUTINE qrsolv |
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! enorm ! MINPACK Subroutine (http://www.netlib.org/minpack) ! Converted to fortran90 by Alan Miller amiller @ bigpond.net.au |
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FUNCTION enorm(n,x) RESULT(fn_val) ! Code converted using TO_F90 by Alan Miller ! Date: 1999-12-09 Time: 12:45:34 |
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INTEGER, PARAMETER :: dp = dp_kind |
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INTEGER, INTENT(IN) :: n REAL (dp), INTENT(IN) :: x(:) REAL (dp) :: fn_val ! ********** ! function enorm ! given an n-vector x, this function calculates the euclidean norm of x. ! the euclidean norm is computed by accumulating the sum of squares in ! three different sums. The sums of squares for the small and large ! components are scaled so that no overflows occur. Non-destructive ! underflows are permitted. Underflows and overflows do not occur in the ! computation of the unscaled sum of squares for the intermediate ! components. The definitions of small, intermediate and large components ! depend on two constants, rdwarf and rgiant. The main restrictions on ! these constants are that rdwarf**2 not underflow and rgiant**2 not ! overflow. The constants given here are suitable for every known computer. ! the function statement is ! REAL (dp) function enorm(n,x) ! where ! n is a positive integer input variable. ! x is an input array of length n. ! subprograms called ! fortran-supplied ... ABS,SQRT ! argonne national laboratory. minpack project. march 1980. ! burton s. garbow, kenneth e. hillstrom, jorge j. more ! ********** INTEGER :: i REAL (dp) :: agiant, floatn, s1, s2, s3, xabs, x1max, x3max REAL (dp), PARAMETER :: one = 1.0_dp, zero = 0.0_dp, rdwarf = 3.834E-20_dp, & rgiant = 1.304E+19_dp s1 = zero s2 = zero s3 = zero x1max = zero x3max = zero floatn = n agiant = rgiant/floatn DO i = 1, n xabs = ABS(x(i)) IF (xabs > rdwarf .AND. xabs < agiant) GO TO 70 IF (xabs <= rdwarf) GO TO 30 ! sum for large components. IF (xabs <= x1max) GO TO 10 s1 = one + s1*(x1max/xabs)**2 x1max = xabs GO TO 20 10 s1 = s1 + (xabs/x1max)**2 20 GO TO 60 ! sum for small components. 30 IF (xabs <= x3max) GO TO 40 s3 = one + s3*(x3max/xabs)**2 x3max = xabs GO TO 60 40 IF (xabs /= zero) s3 = s3 + (xabs/x3max)**2 60 CYCLE ! sum for intermediate components. 70 s2 = s2 + xabs**2 END DO ! calculation of norm. IF (s1 == zero) GO TO 100 fn_val = x1max*SQRT(s1 + (s2/x1max)/x1max) GO TO 120 100 IF (s2 == zero) GO TO 110 IF (s2 >= x3max) fn_val = SQRT(s2*(one + (x3max/s2)*(x3max*s3))) IF (s2 < x3max) fn_val = SQRT(x3max*((s2/x3max) + (x3max*s3))) GO TO 120 110 fn_val = x3max*SQRT(s3) 120 RETURN ! last card of function enorm. END FUNCTION enorm |
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! fdjac2 ! MINPACK Subroutine (http://www.netlib.org/minpack) ! Converted to fortran90 by Alan Miller amiller @ bigpond.net.au |
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SUBROUTINE fdjac2(fcn, m, n, x, fvec, fjac, iflag, epsfcn) ! Code converted using TO_F90 by Alan Miller ! Date: 1999-12-09 Time: 12:45:44 ! N.B. Arguments LDFJAC & WA have been removed. |
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INTEGER, PARAMETER :: dp = dp_kind |
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INTEGER, INTENT(IN) :: m INTEGER, INTENT(IN) :: n REAL (dp), INTENT(IN OUT) :: x(n) REAL (dp), INTENT(IN) :: fvec(m) REAL (dp), INTENT(OUT) :: fjac(:,:) ! fjac(ldfjac,n) INTEGER, INTENT(IN OUT) :: iflag REAL (dp), INTENT(IN) :: epsfcn INTERFACE SUBROUTINE fcn(m, n, x, fvec, iflag) |
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use fvn_common INTEGER(ip_kind), INTENT(IN) :: m, n REAL (dp_kind), INTENT(IN) :: x(:) REAL (dp_kind), INTENT(IN OUT) :: fvec(:) INTEGER(ip_kind), INTENT(IN OUT) :: iflag |
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END SUBROUTINE fcn END INTERFACE ! ********** ! subroutine fdjac2 ! this subroutine computes a forward-difference approximation ! to the m by n jacobian matrix associated with a specified ! problem of m functions in n variables. ! the subroutine statement is ! subroutine fdjac2(fcn,m,n,x,fvec,fjac,ldfjac,iflag,epsfcn,wa) ! where ! fcn is the name of the user-supplied subroutine which calculates the ! functions. fcn must be declared in an external statement in the user ! calling program, and should be written as follows. ! subroutine fcn(m,n,x,fvec,iflag) ! integer m,n,iflag ! REAL (dp) x(n),fvec(m) ! ---------- ! calculate the functions at x and ! return this vector in fvec. ! ---------- ! return ! end ! the value of iflag should not be changed by fcn unless ! the user wants to terminate execution of fdjac2. ! in this case set iflag to a negative integer. ! m is a positive integer input variable set to the number of functions. ! n is a positive integer input variable set to the number of variables. ! n must not exceed m. ! x is an input array of length n. ! fvec is an input array of length m which must contain the ! functions evaluated at x. ! fjac is an output m by n array which contains the ! approximation to the jacobian matrix evaluated at x. ! ldfjac is a positive integer input variable not less than m ! which specifies the leading dimension of the array fjac. ! iflag is an integer variable which can be used to terminate ! the execution of fdjac2. see description of fcn. ! epsfcn is an input variable used in determining a suitable step length ! for the forward-difference approximation. This approximation assumes ! that the relative errors in the functions are of the order of epsfcn. ! If epsfcn is less than the machine precision, it is assumed that the ! relative errors in the functions are of the order of the machine ! precision. ! wa is a work array of length m. ! subprograms called ! user-supplied ...... fcn ! minpack-supplied ... dpmpar ! fortran-supplied ... ABS,MAX,SQRT ! argonne national laboratory. minpack project. march 1980. ! burton s. garbow, kenneth e. hillstrom, jorge j. more ! ********** INTEGER :: j REAL (dp) :: eps, epsmch, h, temp, wa(m) REAL (dp), PARAMETER :: zero = 0.0_dp ! epsmch is the machine precision. epsmch = EPSILON(zero) eps = SQRT(MAX(epsfcn, epsmch)) DO j = 1, n temp = x(j) h = eps*ABS(temp) IF (h == zero) h = eps x(j) = temp + h CALL fcn(m, n, x, wa, iflag) IF (iflag < 0) EXIT x(j) = temp fjac(1:m,j) = (wa(1:m) - fvec(1:m))/h END DO RETURN ! last card of subroutine fdjac2. END SUBROUTINE fdjac2 |
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end module fvn_misc |