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SUBROUTINE NF01BB( IFLAG, NFUN, LX, IPAR, LIPAR, U, LDU, Y, LDY,
$ X, NFEVL, E, J, LDJ, JTE, 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 optimizing all parameters of a Wiener
C system using SLICOT Library routine MD03AD. See the argument FCN
C in the routine MD03AD for the description of parameters.
C
C ******************************************************************
C
C .. Parameters ..
C .. CJTE is initialized to activate the calculation of J'*e ..
C .. NOUT is the unit number for printing intermediate results ..
CHARACTER CJTE
PARAMETER ( CJTE = 'C' )
INTEGER NOUT
PARAMETER ( NOUT = 6 )
DOUBLE PRECISION ONE
PARAMETER ( ONE = 1.0D0 )
C .. Scalar Arguments ..
INTEGER IFLAG, INFO, LDJ, LDU, LDWORK, LDY, LIPAR, LX,
$ NFEVL, NFUN
C .. Array Arguments ..
INTEGER IPAR(*)
DOUBLE PRECISION DWORK(*), E(*), J(LDJ,*), JTE(*), U(LDU,*),
$ X(*), Y(LDY,*)
C .. Local Scalars ..
INTEGER BSN, I, JWORK, L, M, N, NN, NSMP, ST
DOUBLE PRECISION ERR
C .. External Functions ..
DOUBLE PRECISION DNRM2
EXTERNAL DNRM2
C .. External Subroutines ..
EXTERNAL DAXPY, NF01AD, NF01BD
C
C .. Executable Statements ..
C
L = IPAR(2)
M = IPAR(5)
N = IPAR(6)
IF ( L.EQ.0 ) THEN
NSMP = NFUN
ELSE
NSMP = NFUN/L
END IF
C
INFO = 0
IF ( IFLAG.EQ.1 ) THEN
C
C Call NF01AD to compute the output y of the Wiener system (in E)
C and then the error functions (also in E). The array U must
C contain the input to the linear part of the Wiener system, and
C Y must contain the original output Y of the Wiener system.
C IPAR(6) must contain the number of states of the linear part, n.
C Workspace: need: NFUN + MAX( 2*NN, (N + L)*(N + M) + 2*N +
C MAX( N*(N + L), N + M + L ) ),
C if M>0,
C NFUN + MAX( 2*NN, (N + L)*N + 2*N +
C MAX( N*(N + L), L ) ), if M=0,
C where NN = IPAR(7) (number of neurons);
C prefer: larger.
C
CALL NF01AD( NSMP, M, L, IPAR(6), LIPAR-2, X, LX, U, LDU, E,
$ NSMP, DWORK, LDWORK, INFO )
C
DO 10 I = 1, L
CALL DAXPY( NSMP, -ONE, Y(1,I), 1, E((I-1)*NSMP+1), 1 )
10 CONTINUE
C
DWORK(1) = NFUN + MAX( 2*IPAR(7), (N + L)*(N + M) + 2*N +
$ MAX( N*(N + L), N + M + L ) )
C
ELSE IF ( IFLAG.EQ.2 ) THEN
C
C Call NF01BD to compute the Jacobian in a compressed form.
C Workspace: need: 2*NFUN + MAX( 2*NN, (N + L)*(N + M) + 2*N +
C MAX( N*(N + L), N + M + L )),
C if M > 0,
C 2*NFUN + MAX( 2*NN, (N + L)*N + 2*N +
C MAX( N*(N + L), L ) ),
C if M = 0;
C prefer: larger.
C
CALL NF01BD( CJTE, NSMP, M, L, IPAR(6), LIPAR-2, X, LX, U,
$ LDU, E, J, LDJ, JTE, DWORK, LDWORK, INFO )
NFEVL = IPAR(6)*( M + L + 1 ) + L*M
DWORK(1) = 2*NFUN + MAX( 2*IPAR(7), (N + L)*(N + M) + 2*N +
$ MAX( N*(N + L), N + M + L ) )
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), and JTJ.
C
ST = IPAR(1)
BSN = IPAR(4)
NN = IPAR(7)
C
LDJ = NFUN
IPAR(1) = NFUN*( BSN + ST )
IF ( M.GT.0 ) THEN
JWORK = MAX( N*( N + L ), N + M + L )
ELSE
JWORK = MAX( N*( N + L ), L )
END IF
IPAR(2) = LDJ + MAX( ( N + L )*( N + M ) + 2*N + JWORK, 2*NN )
IPAR(3) = LDJ + IPAR(2)
IPAR(4) = 0
IPAR(5) = NFUN
C
ELSE IF ( IFLAG.EQ.0 ) THEN
C
C Special call for printing intermediate results.
C
ERR = DNRM2( NFUN, E, 1 )
WRITE( NOUT, '('' Norm of current error = '', D15.6)') ERR
END IF
RETURN
C
C *** Last line of NF01BB ***
END
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