% Copyright (C) 2001 Michel Juillard % function [x,f,fvec,check]=lnsrch(xold,fold,g,p,stpmax,func,j1,j2,varargin) global options_ alf = 1e-4 ; tolx = options_.solve_tolx; alam = 1; x = xold; nn = length(j2); summ = sqrt(sum(p.*p)) ; if ~isfinite(summ) error(['Some element of Newton direction isn''t finite. Jacobian maybe' ... ' singular or there is a problem with initial values']) end if summ > stpmax p=p.*stpmax/summ ; end slope = g'*p ; test = max(abs(p)'./max([abs(xold(j2))';ones(1,nn)])) ; alamin = tolx/test ; if alamin > 0.1 alamin = 0.1; end while 1 if alam < alamin check = 1 ; return end x(j2) = xold(j2) + (alam*p) ; fvec = feval(func,x,varargin{:}) ; fvec = fvec(j1); f = 0.5*fvec'*fvec ; if any(isnan(fvec)) alam = alam/2 ; alam2 = alam ; f2 = f ; fold2 = fold ; else if f <= fold+alf*alam*slope check = 0; break ; else if alam == 1 tmplam = -slope/(2*(f-fold-slope)) ; else rhs1 = f-fold-alam*slope ; rhs2 = f2-fold2-alam2*slope ; a = (rhs1/(alam^2)-rhs2/(alam2^2))/(alam-alam2) ; b = (-alam2*rhs1/(alam^2)+alam*rhs2/(alam2^2))/(alam-alam2) ; if a == 0 tmplam = -slope/(2*b) ; else disc = (b^2)-3*a*slope ; if disc < 0 error ('Roundoff problem in nlsearch') ; else tmplam = (-b+sqrt(disc))/(3*a) ; end end if tmplam > 0.5*alam tmplam = 0.5*alam; end end alam2 = alam ; f2 = f ; fold2 = fold ; alam = max([tmplam;(0.1*alam)]) ; end end end % 01/14/01 MJ lnsearch is now a separate function % 01/12/03 MJ check for finite summ to avoid infinite loop when Jacobian % is singular or model is denormalized