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authorJoe Hunkeler <jhunkeler@gmail.com>2015-08-11 16:51:37 -0400
committerJoe Hunkeler <jhunkeler@gmail.com>2015-08-11 16:51:37 -0400
commit40e5a5811c6ffce9b0974e93cdd927cbcf60c157 (patch)
tree4464880c571602d54f6ae114729bf62a89518057 /math/minpack/fdjac2.f
downloadiraf-osx-40e5a5811c6ffce9b0974e93cdd927cbcf60c157.tar.gz
Repatch (from linux) of OSX IRAF
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+ subroutine fdjac2(fcn,m,n,x,fvec,fjac,ldfjac,iflag,epsfcn,wa)
+ integer m,n,ldfjac,iflag
+ double precision epsfcn
+ double precision x(n),fvec(m),fjac(ldfjac,n),wa(m)
+c **********
+c
+c subroutine fdjac2
+c
+c this subroutine computes a forward-difference approximation
+c to the m by n jacobian matrix associated with a specified
+c problem of m functions in n variables.
+c
+c the subroutine statement is
+c
+c subroutine fdjac2(fcn,m,n,x,fvec,fjac,ldfjac,iflag,epsfcn,wa)
+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(m,n,x,fvec,iflag)
+c integer m,n,iflag
+c double precision x(n),fvec(m)
+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 fdjac2.
+c in this case set iflag to a negative integer.
+c
+c m is a positive integer input variable set to the number
+c of functions.
+c
+c n is a positive integer input variable set to the number
+c of variables. n must not exceed m.
+c
+c x is an input array of length n.
+c
+c fvec is an input array of length m which must contain the
+c functions evaluated at x.
+c
+c fjac is an output m by n array which contains the
+c approximation to the jacobian matrix evaluated at x.
+c
+c ldfjac is a positive integer input variable not less than m
+c which specifies the leading dimension of the array fjac.
+c
+c iflag is an integer variable which can be used to terminate
+c the execution of fdjac2. see description of fcn.
+c
+c epsfcn is an input variable used in determining a suitable
+c step length for the forward-difference approximation. this
+c approximation assumes that the relative errors in the
+c functions are of the order of epsfcn. if epsfcn is less
+c than the machine precision, it is assumed that the relative
+c errors in the functions are of the order of the machine
+c precision.
+c
+c wa is a work array of length m.
+c
+c subprograms called
+c
+c user-supplied ...... fcn
+c
+c minpack-supplied ... dpmpar
+c
+c fortran-supplied ... dabs,dmax1,dsqrt
+c
+c argonne national laboratory. minpack project. march 1980.
+c burton s. garbow, kenneth e. hillstrom, jorge j. more
+c
+c **********
+ integer i,j
+ double precision eps,epsmch,h,temp,zero
+ double precision dpmpar
+ data zero /0.0d0/
+c
+c epsmch is the machine precision.
+c
+ epsmch = dpmpar(1)
+c
+ eps = dsqrt(dmax1(epsfcn,epsmch))
+ do 20 j = 1, n
+ temp = x(j)
+ h = eps*dabs(temp)
+ if (h .eq. zero) h = eps
+ x(j) = temp + h
+ call fcn(m,n,x,wa,iflag)
+ if (iflag .lt. 0) go to 30
+ x(j) = temp
+ do 10 i = 1, m
+ fjac(i,j) = (wa(i) - fvec(i))/h
+ 10 continue
+ 20 continue
+ 30 continue
+ return
+c
+c last card of subroutine fdjac2.
+c
+ end