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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
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tree4464880c571602d54f6ae114729bf62a89518057 /math/minpack/lmdif1.f
downloadiraf-osx-40e5a5811c6ffce9b0974e93cdd927cbcf60c157.tar.gz
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+ subroutine lmdif1(fcn,m,n,x,fvec,tol,info,iwa,wa,lwa)
+ integer m,n,info,lwa
+ integer iwa(n)
+ double precision tol
+ double precision x(n),fvec(m),wa(lwa)
+ external fcn
+c **********
+c
+c subroutine lmdif1
+c
+c the purpose of lmdif1 is to minimize the sum of the squares of
+c m nonlinear functions in n variables by a modification of the
+c levenberg-marquardt algorithm. this is done by using the more
+c general least-squares solver lmdif. the user must provide a
+c subroutine which calculates the functions. the jacobian is
+c then calculated by a forward-difference approximation.
+c
+c the subroutine statement is
+c
+c subroutine lmdif1(fcn,m,n,x,fvec,tol,info,iwa,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(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 lmdif1.
+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 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 m 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 either that the relative
+c error in the sum of squares is at most tol or that
+c the relative error between x and the solution is at
+c 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 in the sum of squares is at most tol.
+c
+c info = 2 algorithm estimates that the relative error
+c between x and the solution is at most tol.
+c
+c info = 3 conditions for info = 1 and info = 2 both hold.
+c
+c info = 4 fvec is orthogonal to the columns of the
+c jacobian to machine precision.
+c
+c info = 5 number of calls to fcn has reached or
+c exceeded 200*(n+1).
+c
+c info = 6 tol is too small. no further reduction in
+c the sum of squares is possible.
+c
+c info = 7 tol is too small. no further improvement in
+c the approximate solution x is possible.
+c
+c iwa is an integer work array of length n.
+c
+c wa is a work array of length lwa.
+c
+c lwa is a positive integer input variable not less than
+c m*n+5*n+m.
+c
+c subprograms called
+c
+c user-supplied ...... fcn
+c
+c minpack-supplied ... lmdif
+c
+c argonne national laboratory. minpack project. march 1980.
+c burton s. garbow, kenneth e. hillstrom, jorge j. more
+c
+c **********
+ integer maxfev,mode,mp5n,nfev,nprint
+ double precision epsfcn,factor,ftol,gtol,xtol,zero
+ data factor,zero /1.0d2,0.0d0/
+ info = 0
+c
+c check the input parameters for errors.
+c
+ if (n .le. 0 .or. m .lt. n .or. tol .lt. zero
+ * .or. lwa .lt. m*n + 5*n + m) go to 10
+c
+c call lmdif.
+c
+ maxfev = 200*(n + 1)
+ ftol = tol
+ xtol = tol
+ gtol = zero
+ epsfcn = zero
+ mode = 1
+ nprint = 0
+ mp5n = m + 5*n
+ call lmdif(fcn,m,n,x,fvec,ftol,xtol,gtol,maxfev,epsfcn,wa(1),
+ * mode,factor,nprint,info,nfev,wa(mp5n+1),m,iwa,
+ * wa(n+1),wa(2*n+1),wa(3*n+1),wa(4*n+1),wa(5*n+1))
+ if (info .eq. 8) info = 4
+ 10 continue
+ return
+c
+c last card of subroutine lmdif1.
+c
+ end