dynare/mex/sources/libslicot/MD03BF.f

123 lines
3.8 KiB
Fortran

SUBROUTINE MD03BF( IFLAG, M, N, IPAR, LIPAR, DPAR1, LDPAR1, DPAR2,
$ LDPAR2, X, NFEVL, E, J, LDJ, DWORK, LDWORK,
$ INFO )
C
C SLICOT RELEASE 5.0.
C
C Copyright (c) 2002-2009 NICONET e.V.
C
C This program is free software: you can redistribute it and/or
C modify it under the terms of the GNU General Public License as
C published by the Free Software Foundation, either version 2 of
C the License, or (at your option) any later version.
C
C This program is distributed in the hope that it will be useful,
C but WITHOUT ANY WARRANTY; without even the implied warranty of
C MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
C GNU General Public License for more details.
C
C You should have received a copy of the GNU General Public License
C along with this program. If not, see
C <http://www.gnu.org/licenses/>.
C
C This is the FCN routine for solving a standard nonlinear least
C squares problem using SLICOT Library routine MD03BD. See the
C parameter FCN in the routine MD03BD for the description of
C parameters.
C
C The example programmed in this routine is adapted from that
C accompanying the MINPACK routine LMDER.
C
C ******************************************************************
C
C .. Parameters ..
C .. NOUT is the unit number for printing intermediate results ..
INTEGER NOUT
PARAMETER ( NOUT = 6 )
DOUBLE PRECISION ONE
PARAMETER ( ONE = 1.0D0 )
C .. Scalar Arguments ..
INTEGER IFLAG, INFO, LDJ, LDPAR1, LDPAR2, LDWORK, LIPAR,
$ M, N, NFEVL
C .. Array Arguments ..
INTEGER IPAR(*)
DOUBLE PRECISION DPAR1(*), DPAR2(*), DWORK(*), E(*), J(LDJ,*),
$ X(*)
C .. Local Scalars ..
INTEGER I
DOUBLE PRECISION ERR, TMP1, TMP2, TMP3, TMP4
C .. External Functions ..
DOUBLE PRECISION DNRM2
EXTERNAL DNRM2
C .. DATA Statements ..
DOUBLE PRECISION Y(15)
DATA Y(1), Y(2), Y(3), Y(4), Y(5), Y(6), Y(7), Y(8),
$ Y(9), Y(10), Y(11), Y(12), Y(13), Y(14), Y(15)
$ / 1.4D-1, 1.8D-1, 2.2D-1, 2.5D-1, 2.9D-1,
$ 3.2D-1, 3.5D-1, 3.9D-1, 3.7D-1, 5.8D-1,
$ 7.3D-1, 9.6D-1, 1.34D0, 2.1D0, 4.39D0 /
C
C .. Executable Statements ..
C
INFO = 0
IF ( IFLAG.EQ.1 ) THEN
C
C Compute the error function values.
C
DO 10 I = 1, 15
TMP1 = I
TMP2 = 16 - I
IF ( I.GT.8 ) THEN
TMP3 = TMP2
ELSE
TMP3 = TMP1
END IF
E(I) = Y(I) - ( X(1) + TMP1/( X(2)*TMP2 + X(3)*TMP3 ) )
10 CONTINUE
C
ELSE IF ( IFLAG.EQ.2 ) THEN
C
C Compute the Jacobian.
C
DO 30 I = 1, 15
TMP1 = I
TMP2 = 16 - I
IF ( I.GT.8 ) THEN
TMP3 = TMP2
ELSE
TMP3 = TMP1
END IF
TMP4 = ( X(2)*TMP2 + X(3)*TMP3 )**2
J(I,1) = -ONE
J(I,2) = TMP1*TMP2/TMP4
J(I,3) = TMP1*TMP3/TMP4
30 CONTINUE
C
NFEVL = 0
C
ELSE IF ( IFLAG.EQ.3 ) THEN
C
C Set the parameter LDJ, the length of the array J, and the sizes
C of the workspace for FCN (IFLAG = 1 or 2), MD03BA and MD03BB.
C
LDJ = M
IPAR(1) = M*N
IPAR(2) = 0
IPAR(3) = 0
IPAR(4) = 4*N + 1
IPAR(5) = 4*N
C
ELSE IF ( IFLAG.EQ.0 ) THEN
C
C Special call for printing intermediate results.
C
ERR = DNRM2( M, E, 1 )
WRITE( 1, '('' Norm of current error = '', D15.6)') ERR
C
END IF
C
RETURN
C
C *** Last line of MD03BF ***
END