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Diffstat (limited to 'math/minpack/hybrd1.f')
| -rw-r--r-- | math/minpack/hybrd1.f | 123 |
1 files changed, 123 insertions, 0 deletions
diff --git a/math/minpack/hybrd1.f b/math/minpack/hybrd1.f new file mode 100644 index 00000000..c0a85927 --- /dev/null +++ b/math/minpack/hybrd1.f @@ -0,0 +1,123 @@ + 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 argonne national laboratory. minpack project. march 1980. +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 |