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/* minpack/lmpar.f -- translated by f2c (version 20050501).
You must link the resulting object file with libf2c:
on Microsoft Windows system, link with libf2c.lib;
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
or, if you install libf2c.a in a standard place, with -lf2c -lm
-- in that order, at the end of the command line, as in
cc *.o -lf2c -lm
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
http://www.netlib.org/f2c/libf2c.zip
*/
#ifdef __cplusplus
extern "C" {
#endif
#include "v3p_netlib.h"
/* Table of constant values */
static integer c__2 = 2;
/*< >*/
/* Subroutine */ int lmpar_(integer *n, doublereal *r__, integer *ldr,
integer *ipvt, doublereal *diag, doublereal *qtb, doublereal *delta,
doublereal *par, doublereal *x, doublereal *sdiag, doublereal *wa1,
doublereal *wa2)
{
/* Initialized data */
static doublereal p1 = .1; /* constant */
static doublereal p001 = .001; /* constant */
static doublereal zero = 0.; /* constant */
/* System generated locals */
integer r_dim1, r_offset, i__1, i__2;
doublereal d__1, d__2;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
integer i__, j, k, l;
doublereal fp;
integer jm1, jp1;
doublereal sum, parc, parl;
integer iter;
doublereal temp, paru, dwarf;
integer nsing;
extern doublereal enorm_(integer *, doublereal *);
doublereal gnorm;
extern doublereal dpmpar_(integer *);
doublereal dxnorm;
extern /* Subroutine */ int qrsolv_(integer *, doublereal *, integer *,
integer *, doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *);
/*< integer n,ldr >*/
/*< integer ipvt(n) >*/
/*< double precision delta,par >*/
/*< >*/
/* ********** */
/* subroutine lmpar */
/* given an m by n matrix a, an n by n nonsingular diagonal */
/* matrix d, an m-vector b, and a positive number delta, */
/* the problem is to determine a value for the parameter */
/* par such that if x solves the system */
/* a*x = b , sqrt(par)*d*x = 0 , */
/* in the least squares sense, and dxnorm is the euclidean */
/* norm of d*x, then either par is zero and */
/* (dxnorm-delta) .le. 0.1*delta , */
/* or par is positive and */
/* abs(dxnorm-delta) .le. 0.1*delta . */
/* this subroutine completes the solution of the problem */
/* if it is provided with the necessary information from the */
/* qr factorization, with column pivoting, of a. that is, if */
/* a*p = q*r, where p is a permutation matrix, q has orthogonal */
/* columns, and r is an upper triangular matrix with diagonal */
/* elements of nonincreasing magnitude, then lmpar expects */
/* the full upper triangle of r, the permutation matrix p, */
/* and the first n components of (q transpose)*b. on output */
/* lmpar also provides an upper triangular matrix s such that */
/* t t t */
/* p *(a *a + par*d*d)*p = s *s . */
/* s is employed within lmpar and may be of separate interest. */
/* only a few iterations are generally needed for convergence */
/* of the algorithm. if, however, the limit of 10 iterations */
/* is reached, then the output par will contain the best */
/* value obtained so far. */
/* the subroutine statement is */
/* subroutine lmpar(n,r,ldr,ipvt,diag,qtb,delta,par,x,sdiag, */
/* wa1,wa2) */
/* where */
/* n is a positive integer input variable set to the order of r. */
/* r is an n by n array. on input the full upper triangle */
/* must contain the full upper triangle of the matrix r. */
/* on output the full upper triangle is unaltered, and the */
/* strict lower triangle contains the strict upper triangle */
/* (transposed) of the upper triangular matrix s. */
/* ldr is a positive integer input variable not less than n */
/* which specifies the leading dimension of the array r. */
/* ipvt is an integer input array of length n which defines the */
/* permutation matrix p such that a*p = q*r. column j of p */
/* is column ipvt(j) of the identity matrix. */
/* diag is an input array of length n which must contain the */
/* diagonal elements of the matrix d. */
/* qtb is an input array of length n which must contain the first */
/* n elements of the vector (q transpose)*b. */
/* delta is a positive input variable which specifies an upper */
/* bound on the euclidean norm of d*x. */
/* par is a nonnegative variable. on input par contains an */
/* initial estimate of the levenberg-marquardt parameter. */
/* on output par contains the final estimate. */
/* x is an output array of length n which contains the least */
/* squares solution of the system a*x = b, sqrt(par)*d*x = 0, */
/* for the output par. */
/* sdiag is an output array of length n which contains the */
/* diagonal elements of the upper triangular matrix s. */
/* wa1 and wa2 are work arrays of length n. */
/* subprograms called */
/* minpack-supplied ... dpmpar,enorm,qrsolv */
/* fortran-supplied ... dabs,dmax1,dmin1,dsqrt */
/* argonne national laboratory. minpack project. march 1980. */
/* burton s. garbow, kenneth e. hillstrom, jorge j. more */
/* ********** */
/*< integer i,iter,j,jm1,jp1,k,l,nsing >*/
/*< >*/
/*< double precision dpmpar,enorm >*/
/*< data p1,p001,zero /1.0d-1,1.0d-3,0.0d0/ >*/
/* Parameter adjustments */
--wa2;
--wa1;
--sdiag;
--x;
--qtb;
--diag;
--ipvt;
r_dim1 = *ldr;
r_offset = 1 + r_dim1;
r__ -= r_offset;
/* Function Body */
/* dwarf is the smallest positive magnitude. */
/*< dwarf = dpmpar(2) >*/
dwarf = dpmpar_(&c__2);
/* compute and store in x the gauss-newton direction. if the */
/* jacobian is rank-deficient, obtain a least squares solution. */
/*< nsing = n >*/
nsing = *n;
/*< do 10 j = 1, n >*/
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
/*< wa1(j) = qtb(j) >*/
wa1[j] = qtb[j];
/*< if (r(j,j) .eq. zero .and. nsing .eq. n) nsing = j - 1 >*/
if (r__[j + j * r_dim1] == zero && nsing == *n) {
nsing = j - 1;
}
/*< if (nsing .lt. n) wa1(j) = zero >*/
if (nsing < *n) {
wa1[j] = zero;
}
/*< 10 continue >*/
/* L10: */
}
/*< if (nsing .lt. 1) go to 50 >*/
if (nsing < 1) {
goto L50;
}
/*< do 40 k = 1, nsing >*/
i__1 = nsing;
for (k = 1; k <= i__1; ++k) {
/*< j = nsing - k + 1 >*/
j = nsing - k + 1;
/*< wa1(j) = wa1(j)/r(j,j) >*/
wa1[j] /= r__[j + j * r_dim1];
/*< temp = wa1(j) >*/
temp = wa1[j];
/*< jm1 = j - 1 >*/
jm1 = j - 1;
/*< if (jm1 .lt. 1) go to 30 >*/
if (jm1 < 1) {
goto L30;
}
/*< do 20 i = 1, jm1 >*/
i__2 = jm1;
for (i__ = 1; i__ <= i__2; ++i__) {
/*< wa1(i) = wa1(i) - r(i,j)*temp >*/
wa1[i__] -= r__[i__ + j * r_dim1] * temp;
/*< 20 continue >*/
/* L20: */
}
/*< 30 continue >*/
L30:
/*< 40 continue >*/
/* L40: */
;
}
/*< 50 continue >*/
L50:
/*< do 60 j = 1, n >*/
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
/*< l = ipvt(j) >*/
l = ipvt[j];
/*< x(l) = wa1(j) >*/
x[l] = wa1[j];
/*< 60 continue >*/
/* L60: */
}
/* initialize the iteration counter. */
/* evaluate the function at the origin, and test */
/* for acceptance of the gauss-newton direction. */
/*< iter = 0 >*/
iter = 0;
/*< do 70 j = 1, n >*/
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
/*< wa2(j) = diag(j)*x(j) >*/
wa2[j] = diag[j] * x[j];
/*< 70 continue >*/
/* L70: */
}
/*< dxnorm = enorm(n,wa2) >*/
dxnorm = enorm_(n, &wa2[1]);
/*< fp = dxnorm - delta >*/
fp = dxnorm - *delta;
/*< if (fp .le. p1*delta) go to 220 >*/
if (fp <= p1 * *delta) {
goto L220;
}
/* if the jacobian is not rank deficient, the newton */
/* step provides a lower bound, parl, for the zero of */
/* the function. otherwise set this bound to zero. */
/*< parl = zero >*/
parl = zero;
/*< if (nsing .lt. n) go to 120 >*/
if (nsing < *n) {
goto L120;
}
/*< do 80 j = 1, n >*/
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
/*< l = ipvt(j) >*/
l = ipvt[j];
/*< wa1(j) = diag(l)*(wa2(l)/dxnorm) >*/
wa1[j] = diag[l] * (wa2[l] / dxnorm);
/*< 80 continue >*/
/* L80: */
}
/*< do 110 j = 1, n >*/
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
/*< sum = zero >*/
sum = zero;
/*< jm1 = j - 1 >*/
jm1 = j - 1;
/*< if (jm1 .lt. 1) go to 100 >*/
if (jm1 < 1) {
goto L100;
}
/*< do 90 i = 1, jm1 >*/
i__2 = jm1;
for (i__ = 1; i__ <= i__2; ++i__) {
/*< sum = sum + r(i,j)*wa1(i) >*/
sum += r__[i__ + j * r_dim1] * wa1[i__];
/*< 90 continue >*/
/* L90: */
}
/*< 100 continue >*/
L100:
/*< wa1(j) = (wa1(j) - sum)/r(j,j) >*/
wa1[j] = (wa1[j] - sum) / r__[j + j * r_dim1];
/*< 110 continue >*/
/* L110: */
}
/*< temp = enorm(n,wa1) >*/
temp = enorm_(n, &wa1[1]);
/*< parl = ((fp/delta)/temp)/temp >*/
parl = fp / *delta / temp / temp;
/*< 120 continue >*/
L120:
/* calculate an upper bound, paru, for the zero of the function. */
/*< do 140 j = 1, n >*/
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
/*< sum = zero >*/
sum = zero;
/*< do 130 i = 1, j >*/
i__2 = j;
for (i__ = 1; i__ <= i__2; ++i__) {
/*< sum = sum + r(i,j)*qtb(i) >*/
sum += r__[i__ + j * r_dim1] * qtb[i__];
/*< 130 continue >*/
/* L130: */
}
/*< l = ipvt(j) >*/
l = ipvt[j];
/*< wa1(j) = sum/diag(l) >*/
wa1[j] = sum / diag[l];
/*< 140 continue >*/
/* L140: */
}
/*< gnorm = enorm(n,wa1) >*/
gnorm = enorm_(n, &wa1[1]);
/*< paru = gnorm/delta >*/
paru = gnorm / *delta;
/*< if (paru .eq. zero) paru = dwarf/dmin1(delta,p1) >*/
if (paru == zero) {
paru = dwarf / min(*delta,p1);
}
/* if the input par lies outside of the interval (parl,paru), */
/* set par to the closer endpoint. */
/*< par = dmax1(par,parl) >*/
*par = max(*par,parl);
/*< par = dmin1(par,paru) >*/
*par = min(*par,paru);
/*< if (par .eq. zero) par = gnorm/dxnorm >*/
if (*par == zero) {
*par = gnorm / dxnorm;
}
/* beginning of an iteration. */
/*< 150 continue >*/
L150:
/*< iter = iter + 1 >*/
++iter;
/* evaluate the function at the current value of par. */
/*< if (par .eq. zero) par = dmax1(dwarf,p001*paru) >*/
if (*par == zero) {
/* Computing MAX */
d__1 = dwarf, d__2 = p001 * paru;
*par = max(d__1,d__2);
}
/*< temp = dsqrt(par) >*/
temp = sqrt(*par);
/*< do 160 j = 1, n >*/
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
/*< wa1(j) = temp*diag(j) >*/
wa1[j] = temp * diag[j];
/*< 160 continue >*/
/* L160: */
}
/*< call qrsolv(n,r,ldr,ipvt,wa1,qtb,x,sdiag,wa2) >*/
qrsolv_(n, &r__[r_offset], ldr, &ipvt[1], &wa1[1], &qtb[1], &x[1], &sdiag[
1], &wa2[1]);
/*< do 170 j = 1, n >*/
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
/*< wa2(j) = diag(j)*x(j) >*/
wa2[j] = diag[j] * x[j];
/*< 170 continue >*/
/* L170: */
}
/*< dxnorm = enorm(n,wa2) >*/
dxnorm = enorm_(n, &wa2[1]);
/*< temp = fp >*/
temp = fp;
/*< fp = dxnorm - delta >*/
fp = dxnorm - *delta;
/* if the function is small enough, accept the current value */
/* of par. also test for the exceptional cases where parl */
/* is zero or the number of iterations has reached 10. */
/*< >*/
if (abs(fp) <= p1 * *delta || (parl == zero && fp <= temp && temp < zero) ||
iter == 10) {
goto L220;
}
/* compute the newton correction. */
/*< do 180 j = 1, n >*/
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
/*< l = ipvt(j) >*/
l = ipvt[j];
/*< wa1(j) = diag(l)*(wa2(l)/dxnorm) >*/
wa1[j] = diag[l] * (wa2[l] / dxnorm);
/*< 180 continue >*/
/* L180: */
}
/*< do 210 j = 1, n >*/
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
/*< wa1(j) = wa1(j)/sdiag(j) >*/
wa1[j] /= sdiag[j];
/*< temp = wa1(j) >*/
temp = wa1[j];
/*< jp1 = j + 1 >*/
jp1 = j + 1;
/*< if (n .lt. jp1) go to 200 >*/
if (*n < jp1) {
goto L200;
}
/*< do 190 i = jp1, n >*/
i__2 = *n;
for (i__ = jp1; i__ <= i__2; ++i__) {
/*< wa1(i) = wa1(i) - r(i,j)*temp >*/
wa1[i__] -= r__[i__ + j * r_dim1] * temp;
/*< 190 continue >*/
/* L190: */
}
/*< 200 continue >*/
L200:
/*< 210 continue >*/
/* L210: */
;
}
/*< temp = enorm(n,wa1) >*/
temp = enorm_(n, &wa1[1]);
/*< parc = ((fp/delta)/temp)/temp >*/
parc = fp / *delta / temp / temp;
/* depending on the sign of the function, update parl or paru. */
/*< if (fp .gt. zero) parl = dmax1(parl,par) >*/
if (fp > zero) {
parl = max(parl,*par);
}
/*< if (fp .lt. zero) paru = dmin1(paru,par) >*/
if (fp < zero) {
paru = min(paru,*par);
}
/* compute an improved estimate for par. */
/*< par = dmax1(parl,par+parc) >*/
/* Computing MAX */
d__1 = parl, d__2 = *par + parc;
*par = max(d__1,d__2);
/* end of an iteration. */
/*< go to 150 >*/
goto L150;
/*< 220 continue >*/
L220:
/* termination. */
/*< if (iter .eq. 0) par = zero >*/
if (iter == 0) {
*par = zero;
}
/*< return >*/
return 0;
/* last card of subroutine lmpar. */
/*< end >*/
} /* lmpar_ */
#ifdef __cplusplus
}
#endif
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