| 1 | c Below are the contents of the original file that was used to generate | 
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| 2 | c mcsearch.h and mcsearch.cc.  Only the mcsrch and mcstep routines are | 
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| 3 | c used.  This file is not compiled or otherwise used. | 
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| 4 | C     ---------------------------------------------------------------------- | 
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| 5 | C     This file contains the LBFGS algorithm and supporting routines | 
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| 6 | C | 
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| 7 | C     **************** | 
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| 8 | C     LBFGS SUBROUTINE | 
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| 9 | C     **************** | 
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| 10 | C | 
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| 11 | SUBROUTINE LBFGS(N,M,X,F,G,DIAGCO,DIAG,IPRINT,EPS,XTOL,W,IFLAG) | 
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| 12 | C | 
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| 13 | INTEGER N,M,IPRINT(2),IFLAG | 
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| 14 | DOUBLE PRECISION X(N),G(N),DIAG(N),W(N*(2*M+1)+2*M) | 
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| 15 | DOUBLE PRECISION F,EPS,XTOL | 
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| 16 | INTEGER DIAGCO | 
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| 17 | C | 
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| 18 | C        LIMITED MEMORY BFGS METHOD FOR LARGE SCALE OPTIMIZATION | 
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| 19 | C                          JORGE NOCEDAL | 
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| 20 | C                        *** July 1990 *** | 
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| 21 | C | 
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| 22 | C | 
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| 23 | C     This subroutine solves the unconstrained minimization problem | 
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| 24 | C | 
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| 25 | C                      min F(x),    x= (x1,x2,...,xN), | 
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| 26 | C | 
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| 27 | C      using the limited memory BFGS method. The routine is especially | 
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| 28 | C      effective on problems involving a large number of variables. In | 
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| 29 | C      a typical iteration of this method an approximation Hk to the | 
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| 30 | C      inverse of the Hessian is obtained by applying M BFGS updates to | 
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| 31 | C      a diagonal matrix Hk0, using information from the previous M steps. | 
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| 32 | C      The user specifies the number M, which determines the amount of | 
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| 33 | C      storage required by the routine. The user may also provide the | 
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| 34 | C      diagonal matrices Hk0 if not satisfied with the default choice. | 
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| 35 | C      The algorithm is described in "On the limited memory BFGS method | 
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| 36 | C      for large scale optimization", by D. Liu and J. Nocedal, | 
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| 37 | C      Mathematical Programming B 45 (1989) 503-528. | 
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| 38 | C | 
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| 39 | C      The user is required to calculate the function value F and its | 
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| 40 | C      gradient G. In order to allow the user complete control over | 
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| 41 | C      these computations, reverse  communication is used. The routine | 
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| 42 | C      must be called repeatedly under the control of the parameter | 
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| 43 | C      IFLAG. | 
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| 44 | C | 
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| 45 | C      The steplength is determined at each iteration by means of the | 
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| 46 | C      line search routine MCVSRCH, which is a slight modification of | 
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| 47 | C      the routine CSRCH written by More' and Thuente. | 
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| 48 | C | 
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| 49 | C      The calling statement is | 
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| 50 | C | 
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| 51 | C          CALL LBFGS(N,M,X,F,G,DIAGCO,DIAG,IPRINT,EPS,XTOL,W,IFLAG) | 
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| 52 | C | 
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| 53 | C      where | 
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| 54 | C | 
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| 55 | C     N       is an INTEGER variable that must be set by the user to the | 
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| 56 | C             number of variables. It is not altered by the routine. | 
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| 57 | C             Restriction: N>0. | 
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| 58 | C | 
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| 59 | C     M       is an INTEGER variable that must be set by the user to | 
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| 60 | C             the number of corrections used in the BFGS update. It | 
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| 61 | C             is not altered by the routine. Values of M less than 3 are | 
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| 62 | C             not recommended; large values of M will result in excessive | 
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| 63 | C             computing time. 3<= M <=7 is recommended. Restriction: M>0. | 
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| 64 | C | 
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| 65 | C     X       is a DOUBLE PRECISION array of length N. On initial entry | 
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| 66 | C             it must be set by the user to the values of the initial | 
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| 67 | C             estimate of the solution vector. On exit with IFLAG=0, it | 
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| 68 | C             contains the values of the variables at the best point | 
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| 69 | C             found (usually a solution). | 
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| 70 | C | 
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| 71 | C     F       is a DOUBLE PRECISION variable. Before initial entry and on | 
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| 72 | C             a re-entry with IFLAG=1, it must be set by the user to | 
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| 73 | C             contain the value of the function F at the point X. | 
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| 74 | C | 
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| 75 | C     G       is a DOUBLE PRECISION array of length N. Before initial | 
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| 76 | C             entry and on a re-entry with IFLAG=1, it must be set by | 
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| 77 | C             the user to contain the components of the gradient G at | 
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| 78 | C             the point X. | 
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| 79 | C | 
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| 80 | C     DIAGCO  is a LOGICAL variable that must be set to .TRUE. if the | 
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| 81 | C             user  wishes to provide the diagonal matrix Hk0 at each | 
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| 82 | C             iteration. Otherwise it should be set to .FALSE., in which | 
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| 83 | C             case  LBFGS will use a default value described below. If | 
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| 84 | C             DIAGCO is set to .TRUE. the routine will return at each | 
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| 85 | C             iteration of the algorithm with IFLAG=2, and the diagonal | 
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| 86 | C              matrix Hk0  must be provided in the array DIAG. | 
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| 87 | C | 
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| 88 | C | 
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| 89 | C     DIAG    is a DOUBLE PRECISION array of length N. If DIAGCO=.TRUE., | 
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| 90 | C             then on initial entry or on re-entry with IFLAG=2, DIAG | 
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| 91 | C             it must be set by the user to contain the values of the | 
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| 92 | C             diagonal matrix Hk0.  Restriction: all elements of DIAG | 
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| 93 | C             must be positive. | 
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| 94 | C | 
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| 95 | C     IPRINT  is an INTEGER array of length two which must be set by the | 
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| 96 | C             user. | 
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| 97 | C | 
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| 98 | C             IPRINT(1) specifies the frequency of the output: | 
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| 99 | C                IPRINT(1) < 0 : no output is generated, | 
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| 100 | C                IPRINT(1) = 0 : output only at first and last iteration, | 
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| 101 | C                IPRINT(1) > 0 : output every IPRINT(1) iterations. | 
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| 102 | C | 
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| 103 | C             IPRINT(2) specifies the type of output generated: | 
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| 104 | C                IPRINT(2) = 0 : iteration count, number of function | 
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| 105 | C                                evaluations, function value, norm of the | 
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| 106 | C                                gradient, and steplength, | 
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| 107 | C                IPRINT(2) = 1 : same as IPRINT(2)=0, plus vector of | 
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| 108 | C                                variables and  gradient vector at the | 
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| 109 | C                                initial point, | 
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| 110 | C                IPRINT(2) = 2 : same as IPRINT(2)=1, plus vector of | 
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| 111 | C                                variables, | 
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| 112 | C                IPRINT(2) = 3 : same as IPRINT(2)=2, plus gradient vector. | 
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| 113 | C | 
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| 114 | C | 
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| 115 | C     EPS     is a positive DOUBLE PRECISION variable that must be set by | 
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| 116 | C             the user, and determines the accuracy with which the solution | 
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| 117 | C             is to be found. The subroutine terminates when | 
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| 118 | C | 
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| 119 | C                         ||G|| < EPS max(1,||X||), | 
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| 120 | C | 
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| 121 | C             where ||.|| denotes the Euclidean norm. | 
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| 122 | C | 
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| 123 | C     XTOL    is a  positive DOUBLE PRECISION variable that must be set by | 
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| 124 | C             the user to an estimate of the machine precision (e.g. | 
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| 125 | C             10**(-16) on a SUN station 3/60). The line search routine will | 
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| 126 | C             terminate if the relative width of the interval of uncertainty | 
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| 127 | C             is less than XTOL. | 
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| 128 | C | 
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| 129 | C     W       is a DOUBLE PRECISION array of length N(2M+1)+2M used as | 
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| 130 | C             workspace for LBFGS. This array must not be altered by the | 
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| 131 | C             user. | 
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| 132 | C | 
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| 133 | C     IFLAG   is an INTEGER variable that must be set to 0 on initial entry | 
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| 134 | C             to the subroutine. A return with IFLAG<0 indicates an error, | 
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| 135 | C             and IFLAG=0 indicates that the routine has terminated without | 
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| 136 | C             detecting errors. On a return with IFLAG=1, the user must | 
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| 137 | C             evaluate the function F and gradient G. On a return with | 
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| 138 | C             IFLAG=2, the user must provide the diagonal matrix Hk0. | 
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| 139 | C | 
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| 140 | C             The following negative values of IFLAG, detecting an error, | 
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| 141 | C             are possible: | 
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| 142 | C | 
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| 143 | C              IFLAG=-1  The line search routine MCSRCH failed. The | 
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| 144 | C                        parameter INFO provides more detailed information | 
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| 145 | C                        (see also the documentation of MCSRCH): | 
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| 146 | C | 
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| 147 | C                       INFO = 0  IMPROPER INPUT PARAMETERS. | 
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| 148 | C | 
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| 149 | C                       INFO = 2  RELATIVE WIDTH OF THE INTERVAL OF | 
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| 150 | C                                 UNCERTAINTY IS AT MOST XTOL. | 
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| 151 | C | 
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| 152 | C                       INFO = 3  MORE THAN 20 FUNCTION EVALUATIONS WERE | 
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| 153 | C                                 REQUIRED AT THE PRESENT ITERATION. | 
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| 154 | C | 
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| 155 | C                       INFO = 4  THE STEP IS TOO SMALL. | 
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| 156 | C | 
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| 157 | C                       INFO = 5  THE STEP IS TOO LARGE. | 
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| 158 | C | 
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| 159 | C                       INFO = 6  ROUNDING ERRORS PREVENT FURTHER PROGRESS. | 
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| 160 | C                                 THERE MAY NOT BE A STEP WHICH SATISFIES | 
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| 161 | C                                 THE SUFFICIENT DECREASE AND CURVATURE | 
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| 162 | C                                 CONDITIONS. TOLERANCES MAY BE TOO SMALL. | 
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| 163 | C | 
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| 164 | C | 
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| 165 | C              IFLAG=-2  The i-th diagonal element of the diagonal inverse | 
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| 166 | C                        Hessian approximation, given in DIAG, is not | 
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| 167 | C                        positive. | 
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| 168 | C | 
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| 169 | C              IFLAG=-3  Improper input parameters for LBFGS (N or M are | 
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| 170 | C                        not positive). | 
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| 171 | C | 
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| 172 | C | 
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| 173 | C | 
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| 174 | C    ON THE DRIVER: | 
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| 175 | C | 
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| 176 | C    The program that calls LBFGS must contain the declaration: | 
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| 177 | C | 
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| 178 | C                       EXTERNAL LB2 | 
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| 179 | C | 
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| 180 | C    LB2 is a BLOCK DATA that defines the default values of several | 
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| 181 | C    parameters described in the COMMON section. | 
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| 182 | C | 
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| 183 | C | 
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| 184 | C | 
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| 185 | C    COMMON: | 
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| 186 | C | 
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| 187 | C     The subroutine contains one common area, which the user may wish to | 
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| 188 | C    reference: | 
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| 189 | C | 
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| 190 | COMMON /LB3/MP,LP,GTOL,STPMIN,STPMAX | 
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| 191 | C | 
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| 192 | C    MP  is an INTEGER variable with default value 6. It is used as the | 
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| 193 | C        unit number for the printing of the monitoring information | 
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| 194 | C        controlled by IPRINT. | 
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| 195 | C | 
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| 196 | C    LP  is an INTEGER variable with default value 6. It is used as the | 
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| 197 | C        unit number for the printing of error messages. This printing | 
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| 198 | C        may be suppressed by setting LP to a non-positive value. | 
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| 199 | C | 
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| 200 | C    GTOL is a DOUBLE PRECISION variable with default value 0.9, which | 
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| 201 | C        controls the accuracy of the line search routine MCSRCH. If the | 
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| 202 | C        function and gradient evaluations are inexpensive with respect | 
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| 203 | C        to the cost of the iteration (which is sometimes the case when | 
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| 204 | C        solving very large problems) it may be advantageous to set GTOL | 
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| 205 | C        to a small value. A typical small value is 0.1.  Restriction: | 
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| 206 | C        GTOL should be greater than 1.D-04. | 
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| 207 | C | 
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| 208 | C    STPMIN and STPMAX are non-negative DOUBLE PRECISION variables which | 
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| 209 | C        specify lower and uper bounds for the step in the line search. | 
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| 210 | C        Their default values are 1.D-20 and 1.D+20, respectively. These | 
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| 211 | C        values need not be modified unless the exponents are too large | 
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| 212 | C        for the machine being used, or unless the problem is extremely | 
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| 213 | C        badly scaled (in which case the exponents should be increased). | 
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| 214 | C | 
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| 215 | C | 
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| 216 | C  MACHINE DEPENDENCIES | 
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| 217 | C | 
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| 218 | C        The only variables that are machine-dependent are XTOL, | 
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| 219 | C        STPMIN and STPMAX. | 
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| 220 | C | 
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| 221 | C | 
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| 222 | C  GENERAL INFORMATION | 
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| 223 | C | 
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| 224 | C    Other routines called directly:  DAXPY, DDOT, LB1, MCSRCH | 
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| 225 | C | 
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| 226 | C    Input/Output  :  No input; diagnostic messages on unit MP and | 
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| 227 | C                     error messages on unit LP. | 
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| 228 | C | 
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| 229 | C | 
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| 230 | C     - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - | 
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| 231 | C | 
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| 232 | DOUBLE PRECISION GTOL,ONE,ZERO,GNORM,DDOT,STP1,FTOL,STPMIN, | 
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| 233 | .                 STPMAX,STP,YS,YY,SQ,YR,BETA,XNORM | 
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| 234 | INTEGER MP,LP,ITER,NFUN,POINT,ISPT,IYPT,MAXFEV,INFO, | 
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| 235 | .        BOUND,NPT,CP,I,NFEV,INMC,IYCN,ISCN | 
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| 236 | LOGICAL FINISH | 
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| 237 | C | 
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| 238 | SAVE | 
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| 239 | DATA ONE,ZERO/1.0D+0,0.0D+0/ | 
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| 240 | C | 
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| 241 | C     INITIALIZE | 
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| 242 | C     ---------- | 
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| 243 | C | 
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| 244 | IF(IFLAG.EQ.0) GO TO 10 | 
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| 245 | GO TO (172,100) IFLAG | 
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| 246 | 10  ITER= 0 | 
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| 247 | IF(N.LE.0.OR.M.LE.0) GO TO 196 | 
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| 248 | IF(GTOL.LE.1.D-04) THEN | 
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| 249 | IF(LP.GT.0) WRITE(LP,245) | 
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| 250 | GTOL=9.D-01 | 
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| 251 | ENDIF | 
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| 252 | NFUN= 1 | 
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| 253 | POINT= 0 | 
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| 254 | FINISH= .FALSE. | 
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| 255 | IF(DIAGCO.NE.0) THEN | 
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| 256 | DO 30 I=1,N | 
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| 257 | 30      IF (DIAG(I).LE.ZERO) GO TO 195 | 
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| 258 | ELSE | 
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| 259 | DO 40 I=1,N | 
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| 260 | 40      DIAG(I)= 1.0D0 | 
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| 261 | ENDIF | 
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| 262 | C | 
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| 263 | C     THE WORK VECTOR W IS DIVIDED AS FOLLOWS: | 
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| 264 | C     --------------------------------------- | 
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| 265 | C     THE FIRST N LOCATIONS ARE USED TO STORE THE GRADIENT AND | 
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| 266 | C         OTHER TEMPORARY INFORMATION. | 
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| 267 | C     LOCATIONS (N+1)...(N+M) STORE THE SCALARS RHO. | 
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| 268 | C     LOCATIONS (N+M+1)...(N+2M) STORE THE NUMBERS ALPHA USED | 
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| 269 | C         IN THE FORMULA THAT COMPUTES H*G. | 
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| 270 | C     LOCATIONS (N+2M+1)...(N+2M+NM) STORE THE LAST M SEARCH | 
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| 271 | C         STEPS. | 
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| 272 | C     LOCATIONS (N+2M+NM+1)...(N+2M+2NM) STORE THE LAST M | 
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| 273 | C         GRADIENT DIFFERENCES. | 
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| 274 | C | 
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| 275 | C     THE SEARCH STEPS AND GRADIENT DIFFERENCES ARE STORED IN A | 
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| 276 | C     CIRCULAR ORDER CONTROLLED BY THE PARAMETER POINT. | 
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| 277 | C | 
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| 278 | ISPT= N+2*M | 
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| 279 | IYPT= ISPT+N*M | 
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| 280 | DO 50 I=1,N | 
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| 281 | 50   W(ISPT+I)= -G(I)*DIAG(I) | 
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| 282 | GNORM= DSQRT(DDOT(N,G,1,G,1)) | 
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| 283 | STP1= ONE/GNORM | 
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| 284 | C | 
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| 285 | C     PARAMETERS FOR LINE SEARCH ROUTINE | 
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| 286 | C | 
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| 287 | FTOL= 1.0D-4 | 
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| 288 | MAXFEV= 20 | 
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| 289 | C | 
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| 290 | IF(IPRINT(1).GE.0) CALL LB1(IPRINT,ITER,NFUN, | 
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| 291 | *                     GNORM,N,M,X,F,G,STP,FINISH) | 
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| 292 | C | 
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| 293 | C    -------------------- | 
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| 294 | C     MAIN ITERATION LOOP | 
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| 295 | C    -------------------- | 
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| 296 | C | 
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| 297 | 80   ITER= ITER+1 | 
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| 298 | INFO=0 | 
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| 299 | BOUND=ITER-1 | 
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| 300 | IF(ITER.EQ.1) GO TO 165 | 
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| 301 | IF (ITER .GT. M)BOUND=M | 
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| 302 | C | 
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| 303 | YS= DDOT(N,W(IYPT+NPT+1),1,W(ISPT+NPT+1),1) | 
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| 304 | IF(DIAGCO.EQ.0) THEN | 
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| 305 | YY= DDOT(N,W(IYPT+NPT+1),1,W(IYPT+NPT+1),1) | 
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| 306 | DO 90 I=1,N | 
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| 307 | 90    DIAG(I)= YS/YY | 
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| 308 | ELSE | 
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| 309 | IFLAG=2 | 
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| 310 | RETURN | 
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| 311 | ENDIF | 
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| 312 | 100  CONTINUE | 
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| 313 | IF(DIAGCO.NE.0) THEN | 
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| 314 | DO 110 I=1,N | 
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| 315 | 110    IF (DIAG(I).LE.ZERO) GO TO 195 | 
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| 316 | ENDIF | 
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| 317 | C | 
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| 318 | C     COMPUTE -H*G USING THE FORMULA GIVEN IN: Nocedal, J. 1980, | 
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| 319 | C     "Updating quasi-Newton matrices with limited storage", | 
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| 320 | C     Mathematics of Computation, Vol.24, No.151, pp. 773-782. | 
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| 321 | C     --------------------------------------------------------- | 
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| 322 | C | 
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| 323 | CP= POINT | 
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| 324 | IF (POINT.EQ.0) CP=M | 
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| 325 | W(N+CP)= ONE/YS | 
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| 326 | DO 112 I=1,N | 
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| 327 | 112  W(I)= -G(I) | 
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| 328 | CP= POINT | 
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| 329 | DO 125 I= 1,BOUND | 
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| 330 | CP=CP-1 | 
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| 331 | IF (CP.EQ. -1)CP=M-1 | 
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| 332 | SQ= DDOT(N,W(ISPT+CP*N+1),1,W,1) | 
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| 333 | INMC=N+M+CP+1 | 
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| 334 | IYCN=IYPT+CP*N | 
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| 335 | W(INMC)= W(N+CP+1)*SQ | 
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| 336 | CALL DAXPY(N,-W(INMC),W(IYCN+1),1,W,1) | 
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| 337 | 125  CONTINUE | 
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| 338 | C | 
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| 339 | DO 130 I=1,N | 
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| 340 | 130  W(I)=DIAG(I)*W(I) | 
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| 341 | C | 
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| 342 | DO 145 I=1,BOUND | 
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| 343 | YR= DDOT(N,W(IYPT+CP*N+1),1,W,1) | 
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| 344 | BETA= W(N+CP+1)*YR | 
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| 345 | INMC=N+M+CP+1 | 
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| 346 | BETA= W(INMC)-BETA | 
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| 347 | ISCN=ISPT+CP*N | 
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| 348 | CALL DAXPY(N,BETA,W(ISCN+1),1,W,1) | 
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| 349 | CP=CP+1 | 
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| 350 | IF (CP.EQ.M)CP=0 | 
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| 351 | 145  CONTINUE | 
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| 352 | C | 
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| 353 | C     STORE THE NEW SEARCH DIRECTION | 
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| 354 | C     ------------------------------ | 
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| 355 | C | 
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| 356 | DO 160 I=1,N | 
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| 357 | 160   W(ISPT+POINT*N+I)= W(I) | 
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| 358 | C | 
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| 359 | C     OBTAIN THE ONE-DIMENSIONAL MINIMIZER OF THE FUNCTION | 
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| 360 | C     BY USING THE LINE SEARCH ROUTINE MCSRCH | 
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| 361 | C     ---------------------------------------------------- | 
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| 362 | 165  NFEV=0 | 
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| 363 | STP=ONE | 
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| 364 | IF (ITER.EQ.1) STP=STP1 | 
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| 365 | DO 170 I=1,N | 
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| 366 | 170  W(I)=G(I) | 
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| 367 | 172  CONTINUE | 
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| 368 | CALL MCSRCH(N,X,F,G,W(ISPT+POINT*N+1),STP,FTOL, | 
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| 369 | *            XTOL,MAXFEV,INFO,NFEV,DIAG) | 
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| 370 | IF (INFO .EQ. -1) THEN | 
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| 371 | IFLAG=1 | 
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| 372 | RETURN | 
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| 373 | ENDIF | 
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| 374 | IF (INFO .NE. 1) GO TO 190 | 
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| 375 | NFUN= NFUN + NFEV | 
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| 376 | C | 
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| 377 | C     COMPUTE THE NEW STEP AND GRADIENT CHANGE | 
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| 378 | C     ----------------------------------------- | 
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| 379 | C | 
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| 380 | NPT=POINT*N | 
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| 381 | DO 175 I=1,N | 
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| 382 | W(ISPT+NPT+I)= STP*W(ISPT+NPT+I) | 
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| 383 | 175  W(IYPT+NPT+I)= G(I)-W(I) | 
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| 384 | POINT=POINT+1 | 
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| 385 | IF (POINT.EQ.M)POINT=0 | 
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| 386 | C | 
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| 387 | C     TERMINATION TEST | 
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| 388 | C     ---------------- | 
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| 389 | C | 
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| 390 | GNORM= DSQRT(DDOT(N,G,1,G,1)) | 
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| 391 | XNORM= DSQRT(DDOT(N,X,1,X,1)) | 
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| 392 | XNORM= DMAX1(1.0D0,XNORM) | 
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| 393 | IF (GNORM/XNORM .LE. EPS) FINISH=.TRUE. | 
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| 394 | C | 
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| 395 | IF(IPRINT(1).GE.0) CALL LB1(IPRINT,ITER,NFUN, | 
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| 396 | *               GNORM,N,M,X,F,G,STP,FINISH) | 
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| 397 | IF (FINISH) THEN | 
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| 398 | IFLAG=0 | 
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| 399 | RETURN | 
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| 400 | ENDIF | 
|---|
| 401 | GO TO 80 | 
|---|
| 402 | C | 
|---|
| 403 | C     ------------------------------------------------------------ | 
|---|
| 404 | C     END OF MAIN ITERATION LOOP. ERROR EXITS. | 
|---|
| 405 | C     ------------------------------------------------------------ | 
|---|
| 406 | C | 
|---|
| 407 | 190  IFLAG=-1 | 
|---|
| 408 | IF(LP.GT.0) WRITE(LP,200) INFO | 
|---|
| 409 | RETURN | 
|---|
| 410 | 195  IFLAG=-2 | 
|---|
| 411 | IF(LP.GT.0) WRITE(LP,235) I | 
|---|
| 412 | RETURN | 
|---|
| 413 | 196  IFLAG= -3 | 
|---|
| 414 | IF(LP.GT.0) WRITE(LP,240) | 
|---|
| 415 | C | 
|---|
| 416 | C     FORMATS | 
|---|
| 417 | C     ------- | 
|---|
| 418 | C | 
|---|
| 419 | 200  FORMAT(/' IFLAG= -1 ',/' LINE SEARCH FAILED. SEE' | 
|---|
| 420 | .          ' DOCUMENTATION OF ROUTINE MCSRCH',/' ERROR RETURN' | 
|---|
| 421 | .          ' OF LINE SEARCH: INFO= ',I2,/ | 
|---|
| 422 | .          ' POSSIBLE CAUSES: FUNCTION OR GRADIENT ARE INCORRECT',/, | 
|---|
| 423 | .          ' OR INCORRECT TOLERANCES') | 
|---|
| 424 | 235  FORMAT(/' IFLAG= -2',/' THE',I5,'-TH DIAGONAL ELEMENT OF THE',/, | 
|---|
| 425 | .       ' INVERSE HESSIAN APPROXIMATION IS NOT POSITIVE') | 
|---|
| 426 | 240  FORMAT(/' IFLAG= -3',/' IMPROPER INPUT PARAMETERS (N OR M', | 
|---|
| 427 | .       ' ARE NOT POSITIVE)') | 
|---|
| 428 | 245  FORMAT(/'  GTOL IS LESS THAN OR EQUAL TO 1.D-04', | 
|---|
| 429 | .       / ' IT HAS BEEN RESET TO 9.D-01') | 
|---|
| 430 | RETURN | 
|---|
| 431 | END | 
|---|
| 432 | C | 
|---|
| 433 | C     LAST LINE OF SUBROUTINE LBFGS | 
|---|
| 434 | C | 
|---|
| 435 | C | 
|---|
| 436 | SUBROUTINE LB1(IPRINT,ITER,NFUN, | 
|---|
| 437 | *                     GNORM,N,M,X,F,G,STP,FINISH) | 
|---|
| 438 | C | 
|---|
| 439 | C     ------------------------------------------------------------- | 
|---|
| 440 | C     THIS ROUTINE PRINTS MONITORING INFORMATION. THE FREQUENCY AND | 
|---|
| 441 | C     AMOUNT OF OUTPUT ARE CONTROLLED BY IPRINT. | 
|---|
| 442 | C     ------------------------------------------------------------- | 
|---|
| 443 | C | 
|---|
| 444 | INTEGER IPRINT(2),ITER,NFUN,LP,MP,N,M | 
|---|
| 445 | DOUBLE PRECISION X(N),G(N),F,GNORM,STP,GTOL,STPMIN,STPMAX | 
|---|
| 446 | LOGICAL FINISH | 
|---|
| 447 | COMMON /LB3/MP,LP,GTOL,STPMIN,STPMAX | 
|---|
| 448 | C | 
|---|
| 449 | IF (ITER.EQ.0)THEN | 
|---|
| 450 | WRITE(MP,10) | 
|---|
| 451 | WRITE(MP,20) N,M | 
|---|
| 452 | WRITE(MP,30)F,GNORM | 
|---|
| 453 | IF (IPRINT(2).GE.1)THEN | 
|---|
| 454 | WRITE(MP,40) | 
|---|
| 455 | WRITE(MP,50) (X(I),I=1,N) | 
|---|
| 456 | WRITE(MP,60) | 
|---|
| 457 | WRITE(MP,50) (G(I),I=1,N) | 
|---|
| 458 | ENDIF | 
|---|
| 459 | WRITE(MP,10) | 
|---|
| 460 | WRITE(MP,70) | 
|---|
| 461 | ELSE | 
|---|
| 462 | IF ((IPRINT(1).EQ.0).AND.(ITER.NE.1.AND..NOT.FINISH))RETURN | 
|---|
| 463 | IF (IPRINT(1).NE.0)THEN | 
|---|
| 464 | IF(MOD(ITER-1,IPRINT(1)).EQ.0.OR.FINISH)THEN | 
|---|
| 465 | IF(IPRINT(2).GT.1.AND.ITER.GT.1) WRITE(MP,70) | 
|---|
| 466 | WRITE(MP,80)ITER,NFUN,F,GNORM,STP | 
|---|
| 467 | ELSE | 
|---|
| 468 | RETURN | 
|---|
| 469 | ENDIF | 
|---|
| 470 | ELSE | 
|---|
| 471 | IF( IPRINT(2).GT.1.AND.FINISH) WRITE(MP,70) | 
|---|
| 472 | WRITE(MP,80)ITER,NFUN,F,GNORM,STP | 
|---|
| 473 | ENDIF | 
|---|
| 474 | IF (IPRINT(2).EQ.2.OR.IPRINT(2).EQ.3)THEN | 
|---|
| 475 | IF (FINISH)THEN | 
|---|
| 476 | WRITE(MP,90) | 
|---|
| 477 | ELSE | 
|---|
| 478 | WRITE(MP,40) | 
|---|
| 479 | ENDIF | 
|---|
| 480 | WRITE(MP,50)(X(I),I=1,N) | 
|---|
| 481 | IF (IPRINT(2).EQ.3)THEN | 
|---|
| 482 | WRITE(MP,60) | 
|---|
| 483 | WRITE(MP,50)(G(I),I=1,N) | 
|---|
| 484 | ENDIF | 
|---|
| 485 | ENDIF | 
|---|
| 486 | IF (FINISH) WRITE(MP,100) | 
|---|
| 487 | ENDIF | 
|---|
| 488 | C | 
|---|
| 489 | 10   FORMAT('*************************************************') | 
|---|
| 490 | 20   FORMAT('  N=',I5,'   NUMBER OF CORRECTIONS=',I2, | 
|---|
| 491 | .       /,  '       INITIAL VALUES') | 
|---|
| 492 | 30   FORMAT(' F= ',1PD10.3,'   GNORM= ',1PD10.3) | 
|---|
| 493 | 40   FORMAT(' VECTOR X= ') | 
|---|
| 494 | 50   FORMAT(6(2X,1PD10.3)) | 
|---|
| 495 | 60   FORMAT(' GRADIENT VECTOR G= ') | 
|---|
| 496 | 70   FORMAT(/'   I   NFN',4X,'FUNC',8X,'GNORM',7X,'STEPLENGTH'/) | 
|---|
| 497 | 80   FORMAT(2(I4,1X),3X,3(1PD10.3,2X)) | 
|---|
| 498 | 90   FORMAT(' FINAL POINT X= ') | 
|---|
| 499 | 100  FORMAT(/' THE MINIMIZATION TERMINATED WITHOUT DETECTING ERRORS.', | 
|---|
| 500 | .       /' IFLAG = 0') | 
|---|
| 501 | C | 
|---|
| 502 | RETURN | 
|---|
| 503 | END | 
|---|
| 504 | C     ****** | 
|---|
| 505 | C | 
|---|
| 506 | C | 
|---|
| 507 | C   ---------------------------------------------------------- | 
|---|
| 508 | C     DATA | 
|---|
| 509 | C   ---------------------------------------------------------- | 
|---|
| 510 | C | 
|---|
| 511 | BLOCK DATA LB2 | 
|---|
| 512 | INTEGER LP,MP | 
|---|
| 513 | DOUBLE PRECISION GTOL,STPMIN,STPMAX | 
|---|
| 514 | COMMON /LB3/MP,LP,GTOL,STPMIN,STPMAX | 
|---|
| 515 | DATA MP,LP,GTOL,STPMIN,STPMAX/6,6,9.0D-01,1.0D-20,1.0D+20/ | 
|---|
| 516 | END | 
|---|
| 517 | C | 
|---|
| 518 | C | 
|---|
| 519 | C   ---------------------------------------------------------- | 
|---|
| 520 | C | 
|---|
| 521 | subroutine daxpy(n,da,dx,incx,dy,incy) | 
|---|
| 522 | c | 
|---|
| 523 | c     constant times a vector plus a vector. | 
|---|
| 524 | c     uses unrolled loops for increments equal to one. | 
|---|
| 525 | c     jack dongarra, linpack, 3/11/78. | 
|---|
| 526 | c | 
|---|
| 527 | double precision dx(1),dy(1),da | 
|---|
| 528 | integer i,incx,incy,ix,iy,m,mp1,n | 
|---|
| 529 | c | 
|---|
| 530 | if(n.le.0)return | 
|---|
| 531 | if (da .eq. 0.0d0) return | 
|---|
| 532 | if(incx.eq.1.and.incy.eq.1)go to 20 | 
|---|
| 533 | c | 
|---|
| 534 | c        code for unequal increments or equal increments | 
|---|
| 535 | c          not equal to 1 | 
|---|
| 536 | c | 
|---|
| 537 | ix = 1 | 
|---|
| 538 | iy = 1 | 
|---|
| 539 | if(incx.lt.0)ix = (-n+1)*incx + 1 | 
|---|
| 540 | if(incy.lt.0)iy = (-n+1)*incy + 1 | 
|---|
| 541 | do 10 i = 1,n | 
|---|
| 542 | dy(iy) = dy(iy) + da*dx(ix) | 
|---|
| 543 | ix = ix + incx | 
|---|
| 544 | iy = iy + incy | 
|---|
| 545 | 10 continue | 
|---|
| 546 | return | 
|---|
| 547 | c | 
|---|
| 548 | c        code for both increments equal to 1 | 
|---|
| 549 | c | 
|---|
| 550 | c | 
|---|
| 551 | c        clean-up loop | 
|---|
| 552 | c | 
|---|
| 553 | 20 m = mod(n,4) | 
|---|
| 554 | if( m .eq. 0 ) go to 40 | 
|---|
| 555 | do 30 i = 1,m | 
|---|
| 556 | dy(i) = dy(i) + da*dx(i) | 
|---|
| 557 | 30 continue | 
|---|
| 558 | if( n .lt. 4 ) return | 
|---|
| 559 | 40 mp1 = m + 1 | 
|---|
| 560 | do 50 i = mp1,n,4 | 
|---|
| 561 | dy(i) = dy(i) + da*dx(i) | 
|---|
| 562 | dy(i + 1) = dy(i + 1) + da*dx(i + 1) | 
|---|
| 563 | dy(i + 2) = dy(i + 2) + da*dx(i + 2) | 
|---|
| 564 | dy(i + 3) = dy(i + 3) + da*dx(i + 3) | 
|---|
| 565 | 50 continue | 
|---|
| 566 | return | 
|---|
| 567 | end | 
|---|
| 568 | C | 
|---|
| 569 | C | 
|---|
| 570 | C   ---------------------------------------------------------- | 
|---|
| 571 | C | 
|---|
| 572 | double precision function ddot(n,dx,incx,dy,incy) | 
|---|
| 573 | c | 
|---|
| 574 | c     forms the dot product of two vectors. | 
|---|
| 575 | c     uses unrolled loops for increments equal to one. | 
|---|
| 576 | c     jack dongarra, linpack, 3/11/78. | 
|---|
| 577 | c | 
|---|
| 578 | double precision dx(1),dy(1),dtemp | 
|---|
| 579 | integer i,incx,incy,ix,iy,m,mp1,n | 
|---|
| 580 | c | 
|---|
| 581 | ddot = 0.0d0 | 
|---|
| 582 | dtemp = 0.0d0 | 
|---|
| 583 | if(n.le.0)return | 
|---|
| 584 | if(incx.eq.1.and.incy.eq.1)go to 20 | 
|---|
| 585 | c | 
|---|
| 586 | c        code for unequal increments or equal increments | 
|---|
| 587 | c          not equal to 1 | 
|---|
| 588 | c | 
|---|
| 589 | ix = 1 | 
|---|
| 590 | iy = 1 | 
|---|
| 591 | if(incx.lt.0)ix = (-n+1)*incx + 1 | 
|---|
| 592 | if(incy.lt.0)iy = (-n+1)*incy + 1 | 
|---|
| 593 | do 10 i = 1,n | 
|---|
| 594 | dtemp = dtemp + dx(ix)*dy(iy) | 
|---|
| 595 | ix = ix + incx | 
|---|
| 596 | iy = iy + incy | 
|---|
| 597 | 10 continue | 
|---|
| 598 | ddot = dtemp | 
|---|
| 599 | return | 
|---|
| 600 | c | 
|---|
| 601 | c        code for both increments equal to 1 | 
|---|
| 602 | c | 
|---|
| 603 | c | 
|---|
| 604 | c        clean-up loop | 
|---|
| 605 | c | 
|---|
| 606 | 20 m = mod(n,5) | 
|---|
| 607 | if( m .eq. 0 ) go to 40 | 
|---|
| 608 | do 30 i = 1,m | 
|---|
| 609 | dtemp = dtemp + dx(i)*dy(i) | 
|---|
| 610 | 30 continue | 
|---|
| 611 | if( n .lt. 5 ) go to 60 | 
|---|
| 612 | 40 mp1 = m + 1 | 
|---|
| 613 | do 50 i = mp1,n,5 | 
|---|
| 614 | dtemp = dtemp + dx(i)*dy(i) + dx(i + 1)*dy(i + 1) + | 
|---|
| 615 | *   dx(i + 2)*dy(i + 2) + dx(i + 3)*dy(i + 3) + dx(i + 4)*dy(i + 4) | 
|---|
| 616 | 50 continue | 
|---|
| 617 | 60 ddot = dtemp | 
|---|
| 618 | return | 
|---|
| 619 | end | 
|---|
| 620 | C    ------------------------------------------------------------------ | 
|---|
| 621 | C | 
|---|
| 622 | C     ************************** | 
|---|
| 623 | C     LINE SEARCH ROUTINE MCSRCH | 
|---|
| 624 | C     ************************** | 
|---|
| 625 | C | 
|---|
| 626 | SUBROUTINE MCSRCH(N,X,F,G,S,STP,FTOL,XTOL,MAXFEV,INFO,NFEV,WA) | 
|---|
| 627 | INTEGER N,MAXFEV,INFO,NFEV | 
|---|
| 628 | DOUBLE PRECISION F,STP,FTOL,GTOL,XTOL,STPMIN,STPMAX | 
|---|
| 629 | DOUBLE PRECISION X(N),G(N),S(N),WA(N) | 
|---|
| 630 | COMMON /LB3/MP,LP,GTOL,STPMIN,STPMAX | 
|---|
| 631 | SAVE | 
|---|
| 632 | C | 
|---|
| 633 | C                     SUBROUTINE MCSRCH | 
|---|
| 634 | C | 
|---|
| 635 | C     A slight modification of the subroutine CSRCH of More' and Thuente. | 
|---|
| 636 | C     The changes are to allow reverse communication, and do not affect | 
|---|
| 637 | C     the performance of the routine. | 
|---|
| 638 | C | 
|---|
| 639 | C     THE PURPOSE OF MCSRCH IS TO FIND A STEP WHICH SATISFIES | 
|---|
| 640 | C     A SUFFICIENT DECREASE CONDITION AND A CURVATURE CONDITION. | 
|---|
| 641 | C | 
|---|
| 642 | C     AT EACH STAGE THE SUBROUTINE UPDATES AN INTERVAL OF | 
|---|
| 643 | C     UNCERTAINTY WITH ENDPOINTS STX AND STY. THE INTERVAL OF | 
|---|
| 644 | C     UNCERTAINTY IS INITIALLY CHOSEN SO THAT IT CONTAINS A | 
|---|
| 645 | C     MINIMIZER OF THE MODIFIED FUNCTION | 
|---|
| 646 | C | 
|---|
| 647 | C          F(X+STP*S) - F(X) - FTOL*STP*(GRADF(X)'S). | 
|---|
| 648 | C | 
|---|
| 649 | C     IF A STEP IS OBTAINED FOR WHICH THE MODIFIED FUNCTION | 
|---|
| 650 | C     HAS A NONPOSITIVE FUNCTION VALUE AND NONNEGATIVE DERIVATIVE, | 
|---|
| 651 | C     THEN THE INTERVAL OF UNCERTAINTY IS CHOSEN SO THAT IT | 
|---|
| 652 | C     CONTAINS A MINIMIZER OF F(X+STP*S). | 
|---|
| 653 | C | 
|---|
| 654 | C     THE ALGORITHM IS DESIGNED TO FIND A STEP WHICH SATISFIES | 
|---|
| 655 | C     THE SUFFICIENT DECREASE CONDITION | 
|---|
| 656 | C | 
|---|
| 657 | C           F(X+STP*S) .LE. F(X) + FTOL*STP*(GRADF(X)'S), | 
|---|
| 658 | C | 
|---|
| 659 | C     AND THE CURVATURE CONDITION | 
|---|
| 660 | C | 
|---|
| 661 | C           ABS(GRADF(X+STP*S)'S)) .LE. GTOL*ABS(GRADF(X)'S). | 
|---|
| 662 | C | 
|---|
| 663 | C     IF FTOL IS LESS THAN GTOL AND IF, FOR EXAMPLE, THE FUNCTION | 
|---|
| 664 | C     IS BOUNDED BELOW, THEN THERE IS ALWAYS A STEP WHICH SATISFIES | 
|---|
| 665 | C     BOTH CONDITIONS. IF NO STEP CAN BE FOUND WHICH SATISFIES BOTH | 
|---|
| 666 | C     CONDITIONS, THEN THE ALGORITHM USUALLY STOPS WHEN ROUNDING | 
|---|
| 667 | C     ERRORS PREVENT FURTHER PROGRESS. IN THIS CASE STP ONLY | 
|---|
| 668 | C     SATISFIES THE SUFFICIENT DECREASE CONDITION. | 
|---|
| 669 | C | 
|---|
| 670 | C     THE SUBROUTINE STATEMENT IS | 
|---|
| 671 | C | 
|---|
| 672 | C        SUBROUTINE MCSRCH(N,X,F,G,S,STP,FTOL,XTOL, MAXFEV,INFO,NFEV,WA) | 
|---|
| 673 | C     WHERE | 
|---|
| 674 | C | 
|---|
| 675 | C       N IS A POSITIVE INTEGER INPUT VARIABLE SET TO THE NUMBER | 
|---|
| 676 | C         OF VARIABLES. | 
|---|
| 677 | C | 
|---|
| 678 | C       X IS AN ARRAY OF LENGTH N. ON INPUT IT MUST CONTAIN THE | 
|---|
| 679 | C         BASE POINT FOR THE LINE SEARCH. ON OUTPUT IT CONTAINS | 
|---|
| 680 | C         X + STP*S. | 
|---|
| 681 | C | 
|---|
| 682 | C       F IS A VARIABLE. ON INPUT IT MUST CONTAIN THE VALUE OF F | 
|---|
| 683 | C         AT X. ON OUTPUT IT CONTAINS THE VALUE OF F AT X + STP*S. | 
|---|
| 684 | C | 
|---|
| 685 | C       G IS AN ARRAY OF LENGTH N. ON INPUT IT MUST CONTAIN THE | 
|---|
| 686 | C         GRADIENT OF F AT X. ON OUTPUT IT CONTAINS THE GRADIENT | 
|---|
| 687 | C         OF F AT X + STP*S. | 
|---|
| 688 | C | 
|---|
| 689 | C       S IS AN INPUT ARRAY OF LENGTH N WHICH SPECIFIES THE | 
|---|
| 690 | C         SEARCH DIRECTION. | 
|---|
| 691 | C | 
|---|
| 692 | C       STP IS A NONNEGATIVE VARIABLE. ON INPUT STP CONTAINS AN | 
|---|
| 693 | C         INITIAL ESTIMATE OF A SATISFACTORY STEP. ON OUTPUT | 
|---|
| 694 | C         STP CONTAINS THE FINAL ESTIMATE. | 
|---|
| 695 | C | 
|---|
| 696 | C       FTOL AND GTOL ARE NONNEGATIVE INPUT VARIABLES. (In this reverse | 
|---|
| 697 | C         communication implementation GTOL is defined in a COMMON | 
|---|
| 698 | C         statement.) TERMINATION OCCURS WHEN THE SUFFICIENT DECREASE | 
|---|
| 699 | C         CONDITION AND THE DIRECTIONAL DERIVATIVE CONDITION ARE | 
|---|
| 700 | C         SATISFIED. | 
|---|
| 701 | C | 
|---|
| 702 | C       XTOL IS A NONNEGATIVE INPUT VARIABLE. TERMINATION OCCURS | 
|---|
| 703 | C         WHEN THE RELATIVE WIDTH OF THE INTERVAL OF UNCERTAINTY | 
|---|
| 704 | C         IS AT MOST XTOL. | 
|---|
| 705 | C | 
|---|
| 706 | C       STPMIN AND STPMAX ARE NONNEGATIVE INPUT VARIABLES WHICH | 
|---|
| 707 | C         SPECIFY LOWER AND UPPER BOUNDS FOR THE STEP. (In this reverse | 
|---|
| 708 | C         communication implementatin they are defined in a COMMON | 
|---|
| 709 | C         statement). | 
|---|
| 710 | C | 
|---|
| 711 | C       MAXFEV IS A POSITIVE INTEGER INPUT VARIABLE. TERMINATION | 
|---|
| 712 | C         OCCURS WHEN THE NUMBER OF CALLS TO FCN IS AT LEAST | 
|---|
| 713 | C         MAXFEV BY THE END OF AN ITERATION. | 
|---|
| 714 | C | 
|---|
| 715 | C       INFO IS AN INTEGER OUTPUT VARIABLE SET AS FOLLOWS: | 
|---|
| 716 | C | 
|---|
| 717 | C         INFO = 0  IMPROPER INPUT PARAMETERS. | 
|---|
| 718 | C | 
|---|
| 719 | C         INFO =-1  A RETURN IS MADE TO COMPUTE THE FUNCTION AND GRADIENT. | 
|---|
| 720 | C | 
|---|
| 721 | C         INFO = 1  THE SUFFICIENT DECREASE CONDITION AND THE | 
|---|
| 722 | C                   DIRECTIONAL DERIVATIVE CONDITION HOLD. | 
|---|
| 723 | C | 
|---|
| 724 | C         INFO = 2  RELATIVE WIDTH OF THE INTERVAL OF UNCERTAINTY | 
|---|
| 725 | C                   IS AT MOST XTOL. | 
|---|
| 726 | C | 
|---|
| 727 | C         INFO = 3  NUMBER OF CALLS TO FCN HAS REACHED MAXFEV. | 
|---|
| 728 | C | 
|---|
| 729 | C         INFO = 4  THE STEP IS AT THE LOWER BOUND STPMIN. | 
|---|
| 730 | C | 
|---|
| 731 | C         INFO = 5  THE STEP IS AT THE UPPER BOUND STPMAX. | 
|---|
| 732 | C | 
|---|
| 733 | C         INFO = 6  ROUNDING ERRORS PREVENT FURTHER PROGRESS. | 
|---|
| 734 | C                   THERE MAY NOT BE A STEP WHICH SATISFIES THE | 
|---|
| 735 | C                   SUFFICIENT DECREASE AND CURVATURE CONDITIONS. | 
|---|
| 736 | C                   TOLERANCES MAY BE TOO SMALL. | 
|---|
| 737 | C | 
|---|
| 738 | C       NFEV IS AN INTEGER OUTPUT VARIABLE SET TO THE NUMBER OF | 
|---|
| 739 | C         CALLS TO FCN. | 
|---|
| 740 | C | 
|---|
| 741 | C       WA IS A WORK ARRAY OF LENGTH N. | 
|---|
| 742 | C | 
|---|
| 743 | C     SUBPROGRAMS CALLED | 
|---|
| 744 | C | 
|---|
| 745 | C       MCSTEP | 
|---|
| 746 | C | 
|---|
| 747 | C       FORTRAN-SUPPLIED...ABS,MAX,MIN | 
|---|
| 748 | C | 
|---|
| 749 | C     ARGONNE NATIONAL LABORATORY. MINPACK PROJECT. JUNE 1983 | 
|---|
| 750 | C     JORGE J. MORE', DAVID J. THUENTE | 
|---|
| 751 | C | 
|---|
| 752 | C     ********** | 
|---|
| 753 | INTEGER INFOC,J | 
|---|
| 754 | LOGICAL BRACKT,STAGE1 | 
|---|
| 755 | DOUBLE PRECISION DG,DGM,DGINIT,DGTEST,DGX,DGXM,DGY,DGYM, | 
|---|
| 756 | *       FINIT,FTEST1,FM,FX,FXM,FY,FYM,P5,P66,STX,STY, | 
|---|
| 757 | *       STMIN,STMAX,WIDTH,WIDTH1,XTRAPF,ZERO | 
|---|
| 758 | DATA P5,P66,XTRAPF,ZERO /0.5D0,0.66D0,4.0D0,0.0D0/ | 
|---|
| 759 | IF(INFO.EQ.-1) GO TO 45 | 
|---|
| 760 | INFOC = 1 | 
|---|
| 761 | C | 
|---|
| 762 | C     CHECK THE INPUT PARAMETERS FOR ERRORS. | 
|---|
| 763 | C | 
|---|
| 764 | IF (N .LE. 0 .OR. STP .LE. ZERO .OR. FTOL .LT. ZERO .OR. | 
|---|
| 765 | *    GTOL .LT. ZERO .OR. XTOL .LT. ZERO .OR. STPMIN .LT. ZERO | 
|---|
| 766 | *    .OR. STPMAX .LT. STPMIN .OR. MAXFEV .LE. 0) RETURN | 
|---|
| 767 | C | 
|---|
| 768 | C     COMPUTE THE INITIAL GRADIENT IN THE SEARCH DIRECTION | 
|---|
| 769 | C     AND CHECK THAT S IS A DESCENT DIRECTION. | 
|---|
| 770 | C | 
|---|
| 771 | DGINIT = ZERO | 
|---|
| 772 | DO 10 J = 1, N | 
|---|
| 773 | DGINIT = DGINIT + G(J)*S(J) | 
|---|
| 774 | 10    CONTINUE | 
|---|
| 775 | IF (DGINIT .GE. ZERO) then | 
|---|
| 776 | write(LP,15) | 
|---|
| 777 | 15    FORMAT(/'  THE SEARCH DIRECTION IS NOT A DESCENT DIRECTION') | 
|---|
| 778 | RETURN | 
|---|
| 779 | ENDIF | 
|---|
| 780 | C | 
|---|
| 781 | C     INITIALIZE LOCAL VARIABLES. | 
|---|
| 782 | C | 
|---|
| 783 | BRACKT = .FALSE. | 
|---|
| 784 | STAGE1 = .TRUE. | 
|---|
| 785 | NFEV = 0 | 
|---|
| 786 | FINIT = F | 
|---|
| 787 | DGTEST = FTOL*DGINIT | 
|---|
| 788 | WIDTH = STPMAX - STPMIN | 
|---|
| 789 | WIDTH1 = WIDTH/P5 | 
|---|
| 790 | DO 20 J = 1, N | 
|---|
| 791 | WA(J) = X(J) | 
|---|
| 792 | 20    CONTINUE | 
|---|
| 793 | C | 
|---|
| 794 | C     THE VARIABLES STX, FX, DGX CONTAIN THE VALUES OF THE STEP, | 
|---|
| 795 | C     FUNCTION, AND DIRECTIONAL DERIVATIVE AT THE BEST STEP. | 
|---|
| 796 | C     THE VARIABLES STY, FY, DGY CONTAIN THE VALUE OF THE STEP, | 
|---|
| 797 | C     FUNCTION, AND DERIVATIVE AT THE OTHER ENDPOINT OF | 
|---|
| 798 | C     THE INTERVAL OF UNCERTAINTY. | 
|---|
| 799 | C     THE VARIABLES STP, F, DG CONTAIN THE VALUES OF THE STEP, | 
|---|
| 800 | C     FUNCTION, AND DERIVATIVE AT THE CURRENT STEP. | 
|---|
| 801 | C | 
|---|
| 802 | STX = ZERO | 
|---|
| 803 | FX = FINIT | 
|---|
| 804 | DGX = DGINIT | 
|---|
| 805 | STY = ZERO | 
|---|
| 806 | FY = FINIT | 
|---|
| 807 | DGY = DGINIT | 
|---|
| 808 | C | 
|---|
| 809 | C     START OF ITERATION. | 
|---|
| 810 | C | 
|---|
| 811 | 30 CONTINUE | 
|---|
| 812 | C | 
|---|
| 813 | C        SET THE MINIMUM AND MAXIMUM STEPS TO CORRESPOND | 
|---|
| 814 | C        TO THE PRESENT INTERVAL OF UNCERTAINTY. | 
|---|
| 815 | C | 
|---|
| 816 | IF (BRACKT) THEN | 
|---|
| 817 | STMIN = MIN(STX,STY) | 
|---|
| 818 | STMAX = MAX(STX,STY) | 
|---|
| 819 | ELSE | 
|---|
| 820 | STMIN = STX | 
|---|
| 821 | STMAX = STP + XTRAPF*(STP - STX) | 
|---|
| 822 | END IF | 
|---|
| 823 | C | 
|---|
| 824 | C        FORCE THE STEP TO BE WITHIN THE BOUNDS STPMAX AND STPMIN. | 
|---|
| 825 | C | 
|---|
| 826 | STP = MAX(STP,STPMIN) | 
|---|
| 827 | STP = MIN(STP,STPMAX) | 
|---|
| 828 | C | 
|---|
| 829 | C        IF AN UNUSUAL TERMINATION IS TO OCCUR THEN LET | 
|---|
| 830 | C        STP BE THE LOWEST POINT OBTAINED SO FAR. | 
|---|
| 831 | C | 
|---|
| 832 | IF ((BRACKT .AND. (STP .LE. STMIN .OR. STP .GE. STMAX)) | 
|---|
| 833 | *      .OR. NFEV .GE. MAXFEV-1 .OR. INFOC .EQ. 0 | 
|---|
| 834 | *      .OR. (BRACKT .AND. STMAX-STMIN .LE. XTOL*STMAX)) STP = STX | 
|---|
| 835 | C | 
|---|
| 836 | C        EVALUATE THE FUNCTION AND GRADIENT AT STP | 
|---|
| 837 | C        AND COMPUTE THE DIRECTIONAL DERIVATIVE. | 
|---|
| 838 | C        We return to main program to obtain F and G. | 
|---|
| 839 | C | 
|---|
| 840 | DO 40 J = 1, N | 
|---|
| 841 | X(J) = WA(J) + STP*S(J) | 
|---|
| 842 | 40       CONTINUE | 
|---|
| 843 | INFO=-1 | 
|---|
| 844 | RETURN | 
|---|
| 845 | C | 
|---|
| 846 | 45    INFO=0 | 
|---|
| 847 | NFEV = NFEV + 1 | 
|---|
| 848 | DG = ZERO | 
|---|
| 849 | DO 50 J = 1, N | 
|---|
| 850 | DG = DG + G(J)*S(J) | 
|---|
| 851 | 50       CONTINUE | 
|---|
| 852 | FTEST1 = FINIT + STP*DGTEST | 
|---|
| 853 | C | 
|---|
| 854 | C        TEST FOR CONVERGENCE. | 
|---|
| 855 | C | 
|---|
| 856 | IF ((BRACKT .AND. (STP .LE. STMIN .OR. STP .GE. STMAX)) | 
|---|
| 857 | *      .OR. INFOC .EQ. 0) INFO = 6 | 
|---|
| 858 | IF (STP .EQ. STPMAX .AND. | 
|---|
| 859 | *       F .LE. FTEST1 .AND. DG .LE. DGTEST) INFO = 5 | 
|---|
| 860 | IF (STP .EQ. STPMIN .AND. | 
|---|
| 861 | *       (F .GT. FTEST1 .OR. DG .GE. DGTEST)) INFO = 4 | 
|---|
| 862 | IF (NFEV .GE. MAXFEV) INFO = 3 | 
|---|
| 863 | IF (BRACKT .AND. STMAX-STMIN .LE. XTOL*STMAX) INFO = 2 | 
|---|
| 864 | IF (F .LE. FTEST1 .AND. ABS(DG) .LE. GTOL*(-DGINIT)) INFO = 1 | 
|---|
| 865 | C | 
|---|
| 866 | C        CHECK FOR TERMINATION. | 
|---|
| 867 | C | 
|---|
| 868 | IF (INFO .NE. 0) RETURN | 
|---|
| 869 | C | 
|---|
| 870 | C        IN THE FIRST STAGE WE SEEK A STEP FOR WHICH THE MODIFIED | 
|---|
| 871 | C        FUNCTION HAS A NONPOSITIVE VALUE AND NONNEGATIVE DERIVATIVE. | 
|---|
| 872 | C | 
|---|
| 873 | IF (STAGE1 .AND. F .LE. FTEST1 .AND. | 
|---|
| 874 | *       DG .GE. MIN(FTOL,GTOL)*DGINIT) STAGE1 = .FALSE. | 
|---|
| 875 | C | 
|---|
| 876 | C        A MODIFIED FUNCTION IS USED TO PREDICT THE STEP ONLY IF | 
|---|
| 877 | C        WE HAVE NOT OBTAINED A STEP FOR WHICH THE MODIFIED | 
|---|
| 878 | C        FUNCTION HAS A NONPOSITIVE FUNCTION VALUE AND NONNEGATIVE | 
|---|
| 879 | C        DERIVATIVE, AND IF A LOWER FUNCTION VALUE HAS BEEN | 
|---|
| 880 | C        OBTAINED BUT THE DECREASE IS NOT SUFFICIENT. | 
|---|
| 881 | C | 
|---|
| 882 | IF (STAGE1 .AND. F .LE. FX .AND. F .GT. FTEST1) THEN | 
|---|
| 883 | C | 
|---|
| 884 | C           DEFINE THE MODIFIED FUNCTION AND DERIVATIVE VALUES. | 
|---|
| 885 | C | 
|---|
| 886 | FM = F - STP*DGTEST | 
|---|
| 887 | FXM = FX - STX*DGTEST | 
|---|
| 888 | FYM = FY - STY*DGTEST | 
|---|
| 889 | DGM = DG - DGTEST | 
|---|
| 890 | DGXM = DGX - DGTEST | 
|---|
| 891 | DGYM = DGY - DGTEST | 
|---|
| 892 | C | 
|---|
| 893 | C           CALL CSTEP TO UPDATE THE INTERVAL OF UNCERTAINTY | 
|---|
| 894 | C           AND TO COMPUTE THE NEW STEP. | 
|---|
| 895 | C | 
|---|
| 896 | CALL MCSTEP(STX,FXM,DGXM,STY,FYM,DGYM,STP,FM,DGM, | 
|---|
| 897 | *                 BRACKT,STMIN,STMAX,INFOC) | 
|---|
| 898 | C | 
|---|
| 899 | C           RESET THE FUNCTION AND GRADIENT VALUES FOR F. | 
|---|
| 900 | C | 
|---|
| 901 | FX = FXM + STX*DGTEST | 
|---|
| 902 | FY = FYM + STY*DGTEST | 
|---|
| 903 | DGX = DGXM + DGTEST | 
|---|
| 904 | DGY = DGYM + DGTEST | 
|---|
| 905 | ELSE | 
|---|
| 906 | C | 
|---|
| 907 | C           CALL MCSTEP TO UPDATE THE INTERVAL OF UNCERTAINTY | 
|---|
| 908 | C           AND TO COMPUTE THE NEW STEP. | 
|---|
| 909 | C | 
|---|
| 910 | CALL MCSTEP(STX,FX,DGX,STY,FY,DGY,STP,F,DG, | 
|---|
| 911 | *                 BRACKT,STMIN,STMAX,INFOC) | 
|---|
| 912 | END IF | 
|---|
| 913 | C | 
|---|
| 914 | C        FORCE A SUFFICIENT DECREASE IN THE SIZE OF THE | 
|---|
| 915 | C        INTERVAL OF UNCERTAINTY. | 
|---|
| 916 | C | 
|---|
| 917 | IF (BRACKT) THEN | 
|---|
| 918 | IF (ABS(STY-STX) .GE. P66*WIDTH1) | 
|---|
| 919 | *         STP = STX + P5*(STY - STX) | 
|---|
| 920 | WIDTH1 = WIDTH | 
|---|
| 921 | WIDTH = ABS(STY-STX) | 
|---|
| 922 | END IF | 
|---|
| 923 | C | 
|---|
| 924 | C        END OF ITERATION. | 
|---|
| 925 | C | 
|---|
| 926 | GO TO 30 | 
|---|
| 927 | C | 
|---|
| 928 | C     LAST LINE OF SUBROUTINE MCSRCH. | 
|---|
| 929 | C | 
|---|
| 930 | END | 
|---|
| 931 | SUBROUTINE MCSTEP(STX,FX,DX,STY,FY,DY,STP,FP,DP,BRACKT, | 
|---|
| 932 | *                 STPMIN,STPMAX,INFO) | 
|---|
| 933 | INTEGER INFO | 
|---|
| 934 | DOUBLE PRECISION STX,FX,DX,STY,FY,DY,STP,FP,DP,STPMIN,STPMAX | 
|---|
| 935 | LOGICAL BRACKT,BOUND | 
|---|
| 936 | C | 
|---|
| 937 | C     SUBROUTINE MCSTEP | 
|---|
| 938 | C | 
|---|
| 939 | C     THE PURPOSE OF MCSTEP IS TO COMPUTE A SAFEGUARDED STEP FOR | 
|---|
| 940 | C     A LINESEARCH AND TO UPDATE AN INTERVAL OF UNCERTAINTY FOR | 
|---|
| 941 | C     A MINIMIZER OF THE FUNCTION. | 
|---|
| 942 | C | 
|---|
| 943 | C     THE PARAMETER STX CONTAINS THE STEP WITH THE LEAST FUNCTION | 
|---|
| 944 | C     VALUE. THE PARAMETER STP CONTAINS THE CURRENT STEP. IT IS | 
|---|
| 945 | C     ASSUMED THAT THE DERIVATIVE AT STX IS NEGATIVE IN THE | 
|---|
| 946 | C     DIRECTION OF THE STEP. IF BRACKT IS SET TRUE THEN A | 
|---|
| 947 | C     MINIMIZER HAS BEEN BRACKETED IN AN INTERVAL OF UNCERTAINTY | 
|---|
| 948 | C     WITH ENDPOINTS STX AND STY. | 
|---|
| 949 | C | 
|---|
| 950 | C     THE SUBROUTINE STATEMENT IS | 
|---|
| 951 | C | 
|---|
| 952 | C       SUBROUTINE MCSTEP(STX,FX,DX,STY,FY,DY,STP,FP,DP,BRACKT, | 
|---|
| 953 | C                        STPMIN,STPMAX,INFO) | 
|---|
| 954 | C | 
|---|
| 955 | C     WHERE | 
|---|
| 956 | C | 
|---|
| 957 | C       STX, FX, AND DX ARE VARIABLES WHICH SPECIFY THE STEP, | 
|---|
| 958 | C         THE FUNCTION, AND THE DERIVATIVE AT THE BEST STEP OBTAINED | 
|---|
| 959 | C         SO FAR. THE DERIVATIVE MUST BE NEGATIVE IN THE DIRECTION | 
|---|
| 960 | C         OF THE STEP, THAT IS, DX AND STP-STX MUST HAVE OPPOSITE | 
|---|
| 961 | C         SIGNS. ON OUTPUT THESE PARAMETERS ARE UPDATED APPROPRIATELY. | 
|---|
| 962 | C | 
|---|
| 963 | C       STY, FY, AND DY ARE VARIABLES WHICH SPECIFY THE STEP, | 
|---|
| 964 | C         THE FUNCTION, AND THE DERIVATIVE AT THE OTHER ENDPOINT OF | 
|---|
| 965 | C         THE INTERVAL OF UNCERTAINTY. ON OUTPUT THESE PARAMETERS ARE | 
|---|
| 966 | C         UPDATED APPROPRIATELY. | 
|---|
| 967 | C | 
|---|
| 968 | C       STP, FP, AND DP ARE VARIABLES WHICH SPECIFY THE STEP, | 
|---|
| 969 | C         THE FUNCTION, AND THE DERIVATIVE AT THE CURRENT STEP. | 
|---|
| 970 | C         IF BRACKT IS SET TRUE THEN ON INPUT STP MUST BE | 
|---|
| 971 | C         BETWEEN STX AND STY. ON OUTPUT STP IS SET TO THE NEW STEP. | 
|---|
| 972 | C | 
|---|
| 973 | C       BRACKT IS A LOGICAL VARIABLE WHICH SPECIFIES IF A MINIMIZER | 
|---|
| 974 | C         HAS BEEN BRACKETED. IF THE MINIMIZER HAS NOT BEEN BRACKETED | 
|---|
| 975 | C         THEN ON INPUT BRACKT MUST BE SET FALSE. IF THE MINIMIZER | 
|---|
| 976 | C         IS BRACKETED THEN ON OUTPUT BRACKT IS SET TRUE. | 
|---|
| 977 | C | 
|---|
| 978 | C       STPMIN AND STPMAX ARE INPUT VARIABLES WHICH SPECIFY LOWER | 
|---|
| 979 | C         AND UPPER BOUNDS FOR THE STEP. | 
|---|
| 980 | C | 
|---|
| 981 | C       INFO IS AN INTEGER OUTPUT VARIABLE SET AS FOLLOWS: | 
|---|
| 982 | C         IF INFO = 1,2,3,4,5, THEN THE STEP HAS BEEN COMPUTED | 
|---|
| 983 | C         ACCORDING TO ONE OF THE FIVE CASES BELOW. OTHERWISE | 
|---|
| 984 | C         INFO = 0, AND THIS INDICATES IMPROPER INPUT PARAMETERS. | 
|---|
| 985 | C | 
|---|
| 986 | C     SUBPROGRAMS CALLED | 
|---|
| 987 | C | 
|---|
| 988 | C       FORTRAN-SUPPLIED ... ABS,MAX,MIN,SQRT | 
|---|
| 989 | C | 
|---|
| 990 | C     ARGONNE NATIONAL LABORATORY. MINPACK PROJECT. JUNE 1983 | 
|---|
| 991 | C     JORGE J. MORE', DAVID J. THUENTE | 
|---|
| 992 | C | 
|---|
| 993 | DOUBLE PRECISION GAMMA,P,Q,R,S,SGND,STPC,STPF,STPQ,THETA | 
|---|
| 994 | INFO = 0 | 
|---|
| 995 | C | 
|---|
| 996 | C     CHECK THE INPUT PARAMETERS FOR ERRORS. | 
|---|
| 997 | C | 
|---|
| 998 | IF ((BRACKT .AND. (STP .LE. MIN(STX,STY) .OR. | 
|---|
| 999 | *    STP .GE. MAX(STX,STY))) .OR. | 
|---|
| 1000 | *    DX*(STP-STX) .GE. 0.0 .OR. STPMAX .LT. STPMIN) RETURN | 
|---|
| 1001 | C | 
|---|
| 1002 | C     DETERMINE IF THE DERIVATIVES HAVE OPPOSITE SIGN. | 
|---|
| 1003 | C | 
|---|
| 1004 | SGND = DP*(DX/ABS(DX)) | 
|---|
| 1005 | C | 
|---|
| 1006 | C     FIRST CASE. A HIGHER FUNCTION VALUE. | 
|---|
| 1007 | C     THE MINIMUM IS BRACKETED. IF THE CUBIC STEP IS CLOSER | 
|---|
| 1008 | C     TO STX THAN THE QUADRATIC STEP, THE CUBIC STEP IS TAKEN, | 
|---|
| 1009 | C     ELSE THE AVERAGE OF THE CUBIC AND QUADRATIC STEPS IS TAKEN. | 
|---|
| 1010 | C | 
|---|
| 1011 | IF (FP .GT. FX) THEN | 
|---|
| 1012 | INFO = 1 | 
|---|
| 1013 | BOUND = .TRUE. | 
|---|
| 1014 | THETA = 3*(FX - FP)/(STP - STX) + DX + DP | 
|---|
| 1015 | S = MAX(ABS(THETA),ABS(DX),ABS(DP)) | 
|---|
| 1016 | GAMMA = S*SQRT((THETA/S)**2 - (DX/S)*(DP/S)) | 
|---|
| 1017 | IF (STP .LT. STX) GAMMA = -GAMMA | 
|---|
| 1018 | P = (GAMMA - DX) + THETA | 
|---|
| 1019 | Q = ((GAMMA - DX) + GAMMA) + DP | 
|---|
| 1020 | R = P/Q | 
|---|
| 1021 | STPC = STX + R*(STP - STX) | 
|---|
| 1022 | STPQ = STX + ((DX/((FX-FP)/(STP-STX)+DX))/2)*(STP - STX) | 
|---|
| 1023 | IF (ABS(STPC-STX) .LT. ABS(STPQ-STX)) THEN | 
|---|
| 1024 | STPF = STPC | 
|---|
| 1025 | ELSE | 
|---|
| 1026 | STPF = STPC + (STPQ - STPC)/2 | 
|---|
| 1027 | END IF | 
|---|
| 1028 | BRACKT = .TRUE. | 
|---|
| 1029 | C | 
|---|
| 1030 | C     SECOND CASE. A LOWER FUNCTION VALUE AND DERIVATIVES OF | 
|---|
| 1031 | C     OPPOSITE SIGN. THE MINIMUM IS BRACKETED. IF THE CUBIC | 
|---|
| 1032 | C     STEP IS CLOSER TO STX THAN THE QUADRATIC (SECANT) STEP, | 
|---|
| 1033 | C     THE CUBIC STEP IS TAKEN, ELSE THE QUADRATIC STEP IS TAKEN. | 
|---|
| 1034 | C | 
|---|
| 1035 | ELSE IF (SGND .LT. 0.0) THEN | 
|---|
| 1036 | INFO = 2 | 
|---|
| 1037 | BOUND = .FALSE. | 
|---|
| 1038 | THETA = 3*(FX - FP)/(STP - STX) + DX + DP | 
|---|
| 1039 | S = MAX(ABS(THETA),ABS(DX),ABS(DP)) | 
|---|
| 1040 | GAMMA = S*SQRT((THETA/S)**2 - (DX/S)*(DP/S)) | 
|---|
| 1041 | IF (STP .GT. STX) GAMMA = -GAMMA | 
|---|
| 1042 | P = (GAMMA - DP) + THETA | 
|---|
| 1043 | Q = ((GAMMA - DP) + GAMMA) + DX | 
|---|
| 1044 | R = P/Q | 
|---|
| 1045 | STPC = STP + R*(STX - STP) | 
|---|
| 1046 | STPQ = STP + (DP/(DP-DX))*(STX - STP) | 
|---|
| 1047 | IF (ABS(STPC-STP) .GT. ABS(STPQ-STP)) THEN | 
|---|
| 1048 | STPF = STPC | 
|---|
| 1049 | ELSE | 
|---|
| 1050 | STPF = STPQ | 
|---|
| 1051 | END IF | 
|---|
| 1052 | BRACKT = .TRUE. | 
|---|
| 1053 | C | 
|---|
| 1054 | C     THIRD CASE. A LOWER FUNCTION VALUE, DERIVATIVES OF THE | 
|---|
| 1055 | C     SAME SIGN, AND THE MAGNITUDE OF THE DERIVATIVE DECREASES. | 
|---|
| 1056 | C     THE CUBIC STEP IS ONLY USED IF THE CUBIC TENDS TO INFINITY | 
|---|
| 1057 | C     IN THE DIRECTION OF THE STEP OR IF THE MINIMUM OF THE CUBIC | 
|---|
| 1058 | C     IS BEYOND STP. OTHERWISE THE CUBIC STEP IS DEFINED TO BE | 
|---|
| 1059 | C     EITHER STPMIN OR STPMAX. THE QUADRATIC (SECANT) STEP IS ALSO | 
|---|
| 1060 | C     COMPUTED AND IF THE MINIMUM IS BRACKETED THEN THE THE STEP | 
|---|
| 1061 | C     CLOSEST TO STX IS TAKEN, ELSE THE STEP FARTHEST AWAY IS TAKEN. | 
|---|
| 1062 | C | 
|---|
| 1063 | ELSE IF (ABS(DP) .LT. ABS(DX)) THEN | 
|---|
| 1064 | INFO = 3 | 
|---|
| 1065 | BOUND = .TRUE. | 
|---|
| 1066 | THETA = 3*(FX - FP)/(STP - STX) + DX + DP | 
|---|
| 1067 | S = MAX(ABS(THETA),ABS(DX),ABS(DP)) | 
|---|
| 1068 | C | 
|---|
| 1069 | C        THE CASE GAMMA = 0 ONLY ARISES IF THE CUBIC DOES NOT TEND | 
|---|
| 1070 | C        TO INFINITY IN THE DIRECTION OF THE STEP. | 
|---|
| 1071 | C | 
|---|
| 1072 | GAMMA = S*SQRT(MAX(0.0D0,(THETA/S)**2 - (DX/S)*(DP/S))) | 
|---|
| 1073 | IF (STP .GT. STX) GAMMA = -GAMMA | 
|---|
| 1074 | P = (GAMMA - DP) + THETA | 
|---|
| 1075 | Q = (GAMMA + (DX - DP)) + GAMMA | 
|---|
| 1076 | R = P/Q | 
|---|
| 1077 | IF (R .LT. 0.0 .AND. GAMMA .NE. 0.0) THEN | 
|---|
| 1078 | STPC = STP + R*(STX - STP) | 
|---|
| 1079 | ELSE IF (STP .GT. STX) THEN | 
|---|
| 1080 | STPC = STPMAX | 
|---|
| 1081 | ELSE | 
|---|
| 1082 | STPC = STPMIN | 
|---|
| 1083 | END IF | 
|---|
| 1084 | STPQ = STP + (DP/(DP-DX))*(STX - STP) | 
|---|
| 1085 | IF (BRACKT) THEN | 
|---|
| 1086 | IF (ABS(STP-STPC) .LT. ABS(STP-STPQ)) THEN | 
|---|
| 1087 | STPF = STPC | 
|---|
| 1088 | ELSE | 
|---|
| 1089 | STPF = STPQ | 
|---|
| 1090 | END IF | 
|---|
| 1091 | ELSE | 
|---|
| 1092 | IF (ABS(STP-STPC) .GT. ABS(STP-STPQ)) THEN | 
|---|
| 1093 | STPF = STPC | 
|---|
| 1094 | ELSE | 
|---|
| 1095 | STPF = STPQ | 
|---|
| 1096 | END IF | 
|---|
| 1097 | END IF | 
|---|
| 1098 | C | 
|---|
| 1099 | C     FOURTH CASE. A LOWER FUNCTION VALUE, DERIVATIVES OF THE | 
|---|
| 1100 | C     SAME SIGN, AND THE MAGNITUDE OF THE DERIVATIVE DOES | 
|---|
| 1101 | C     NOT DECREASE. IF THE MINIMUM IS NOT BRACKETED, THE STEP | 
|---|
| 1102 | C     IS EITHER STPMIN OR STPMAX, ELSE THE CUBIC STEP IS TAKEN. | 
|---|
| 1103 | C | 
|---|
| 1104 | ELSE | 
|---|
| 1105 | INFO = 4 | 
|---|
| 1106 | BOUND = .FALSE. | 
|---|
| 1107 | IF (BRACKT) THEN | 
|---|
| 1108 | THETA = 3*(FP - FY)/(STY - STP) + DY + DP | 
|---|
| 1109 | S = MAX(ABS(THETA),ABS(DY),ABS(DP)) | 
|---|
| 1110 | GAMMA = S*SQRT((THETA/S)**2 - (DY/S)*(DP/S)) | 
|---|
| 1111 | IF (STP .GT. STY) GAMMA = -GAMMA | 
|---|
| 1112 | P = (GAMMA - DP) + THETA | 
|---|
| 1113 | Q = ((GAMMA - DP) + GAMMA) + DY | 
|---|
| 1114 | R = P/Q | 
|---|
| 1115 | STPC = STP + R*(STY - STP) | 
|---|
| 1116 | STPF = STPC | 
|---|
| 1117 | ELSE IF (STP .GT. STX) THEN | 
|---|
| 1118 | STPF = STPMAX | 
|---|
| 1119 | ELSE | 
|---|
| 1120 | STPF = STPMIN | 
|---|
| 1121 | END IF | 
|---|
| 1122 | END IF | 
|---|
| 1123 | C | 
|---|
| 1124 | C     UPDATE THE INTERVAL OF UNCERTAINTY. THIS UPDATE DOES NOT | 
|---|
| 1125 | C     DEPEND ON THE NEW STEP OR THE CASE ANALYSIS ABOVE. | 
|---|
| 1126 | C | 
|---|
| 1127 | IF (FP .GT. FX) THEN | 
|---|
| 1128 | STY = STP | 
|---|
| 1129 | FY = FP | 
|---|
| 1130 | DY = DP | 
|---|
| 1131 | ELSE | 
|---|
| 1132 | IF (SGND .LT. 0.0) THEN | 
|---|
| 1133 | STY = STX | 
|---|
| 1134 | FY = FX | 
|---|
| 1135 | DY = DX | 
|---|
| 1136 | END IF | 
|---|
| 1137 | STX = STP | 
|---|
| 1138 | FX = FP | 
|---|
| 1139 | DX = DP | 
|---|
| 1140 | END IF | 
|---|
| 1141 | C | 
|---|
| 1142 | C     COMPUTE THE NEW STEP AND SAFEGUARD IT. | 
|---|
| 1143 | C | 
|---|
| 1144 | STPF = MIN(STPMAX,STPF) | 
|---|
| 1145 | STPF = MAX(STPMIN,STPF) | 
|---|
| 1146 | STP = STPF | 
|---|
| 1147 | IF (BRACKT .AND. BOUND) THEN | 
|---|
| 1148 | IF (STY .GT. STX) THEN | 
|---|
| 1149 | STP = MIN(STX+0.66*(STY-STX),STP) | 
|---|
| 1150 | ELSE | 
|---|
| 1151 | STP = MAX(STX+0.66*(STY-STX),STP) | 
|---|
| 1152 | END IF | 
|---|
| 1153 | END IF | 
|---|
| 1154 | RETURN | 
|---|
| 1155 | C | 
|---|
| 1156 | C     LAST LINE OF SUBROUTINE MCSTEP. | 
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| 1157 | C | 
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| 1158 | END | 
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| 1159 |  | 
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