File: fdjac2.c

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#include "cminpack.h"
#include <math.h>
#include "cminpackP.h"

__cminpack_attr__
int __cminpack_func__(fdjac2)(__cminpack_decl_fcn_mn__ void *p, int m, int n, real *x, 
	const real *fvec, real *fjac, int ldfjac,
	real epsfcn, real *wa)
{
    /* Local variables */
    real h;
    int i, j;
    real eps, temp, epsmch;
    int iflag;

/*     ********** */

/*     subroutine fdjac2 */

/*     this subroutine computes a forward-difference approximation */
/*     to the m by n jacobian matrix associated with a specified */
/*     problem of m functions in n variables. */

/*     the subroutine statement is */

/*       subroutine fdjac2(fcn,m,n,x,fvec,fjac,ldfjac,iflag,epsfcn,wa) */

/*     where */

/*       fcn is the name of the user-supplied subroutine which */
/*         calculates the functions. fcn must be declared */
/*         in an external statement in the user calling */
/*         program, and should be written as follows. */

/*         subroutine fcn(m,n,x,fvec,iflag) */
/*         integer m,n,iflag */
/*         double precision x(n),fvec(m) */
/*         ---------- */
/*         calculate the functions at x and */
/*         return this vector in fvec. */
/*         ---------- */
/*         return */
/*         end */

/*         the value of iflag should not be changed by fcn unless */
/*         the user wants to terminate execution of fdjac2. */
/*         in this case set iflag to a negative integer. */

/*       m is a positive integer input variable set to the number */
/*         of functions. */

/*       n is a positive integer input variable set to the number */
/*         of variables. n must not exceed m. */

/*       x is an input array of length n. */

/*       fvec is an input array of length m which must contain the */
/*         functions evaluated at x. */

/*       fjac is an output m by n array which contains the */
/*         approximation to the jacobian matrix evaluated at x. */

/*       ldfjac is a positive integer input variable not less than m */
/*         which specifies the leading dimension of the array fjac. */

/*       iflag is an integer variable which can be used to terminate */
/*         the execution of fdjac2. see description of fcn. */

/*       epsfcn is an input variable used in determining a suitable */
/*         step length for the forward-difference approximation. this */
/*         approximation assumes that the relative errors in the */
/*         functions are of the order of epsfcn. if epsfcn is less */
/*         than the machine precision, it is assumed that the relative */
/*         errors in the functions are of the order of the machine */
/*         precision. */

/*       wa is a work array of length m. */

/*     subprograms called */

/*       user-supplied ...... fcn */

/*       minpack-supplied ... dpmpar */

/*       fortran-supplied ... dabs,dmax1,dsqrt */

/*     argonne national laboratory. minpack project. march 1980. */
/*     burton s. garbow, kenneth e. hillstrom, jorge j. more */

/*     ********** */

/*     epsmch is the machine precision. */

    epsmch = __cminpack_func__(dpmpar)(1);

    eps = sqrt((max(epsfcn,epsmch)));
    for (j = 0; j < n; ++j) {
	temp = x[j];
	h = eps * fabs(temp);
	if (h == 0.) {
	    h = eps;
	}
	x[j] = temp + h;
        /* the last parameter of fcn_mn() is set to 2 to differentiate
           calls made to compute the function from calls made to compute
           the Jacobian (see fcn() in examples/lmfdrv.c, and how njev
           is used to compute the number of Jacobian evaluations) */
	iflag = fcn_mn(p, m, n, x, wa, 2);
	if (iflag < 0) {
            return iflag;
	}
	x[j] = temp;
	for (i = 0; i < m; ++i) {
	    fjac[i + j * ldfjac] = (wa[i] - fvec[i]) / h;
	}
    }
    return 0;

/*     last card of subroutine fdjac2. */

} /* fdjac2_ */