1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552
|
C **********
C
C THIS PROGRAM TESTS CODES FOR THE SOLUTION OF N NONLINEAR
C EQUATIONS IN N VARIABLES. IT CONSISTS OF A DRIVER AND AN
C INTERFACE SUBROUTINE FCN. THE DRIVER READS IN DATA, CALLS THE
C NONLINEAR EQUATION SOLVER, AND FINALLY PRINTS OUT INFORMATION
C ON THE PERFORMANCE OF THE SOLVER. THIS IS ONLY A SAMPLE DRIVER,
C MANY OTHER DRIVERS ARE POSSIBLE. THE INTERFACE SUBROUTINE FCN
C IS NECESSARY TO TAKE INTO ACCOUNT THE FORMS OF CALLING
C SEQUENCES USED BY THE FUNCTION SUBROUTINES IN THE VARIOUS
C NONLINEAR EQUATION SOLVERS.
C
C SUBPROGRAMS CALLED
C
C USER-SUPPLIED ...... FCN
C
C MINPACK-SUPPLIED ... DPMPAR,ENORM,HYBRD1,INITPT,VECFCN
C
C FORTRAN-SUPPLIED ... DSQRT
C
C ARGONNE NATIONAL LABORATORY. MINPACK PROJECT. MARCH 1980.
C BURTON S. GARBOW, KENNETH E. HILLSTROM, JORGE J. MORE
C
C **********
INTEGER I,IC,INFO,K,LWA,N,NFEV,NPROB,NREAD,NTRIES,NWRITE
INTEGER NA(60),NF(60),NP(60),NX(60)
DOUBLE PRECISION FACTOR,FNORM1,FNORM2,ONE,TEN,TOL
DOUBLE PRECISION FNM(60),FVEC(40),WA(2660),X(40)
DOUBLE PRECISION DPMPAR,ENORM
EXTERNAL FCN
COMMON /REFNUM/ NPROB,NFEV
C
C LOGICAL INPUT UNIT IS ASSUMED TO BE NUMBER 5.
C LOGICAL OUTPUT UNIT IS ASSUMED TO BE NUMBER 6.
C
DATA NREAD,NWRITE /5,6/
C
DATA ONE,TEN /1.0D0,1.0D1/
TOL = DSQRT(DPMPAR(1))
LWA = 2660
IC = 0
10 CONTINUE
READ (NREAD,50) NPROB,N,NTRIES
IF (NPROB .LE. 0) GO TO 30
FACTOR = ONE
DO 20 K = 1, NTRIES
IC = IC + 1
CALL INITPT(N,X,NPROB,FACTOR)
CALL VECFCN(N,X,FVEC,NPROB)
FNORM1 = ENORM(N,FVEC)
WRITE (NWRITE,60) NPROB,N
NFEV = 0
CALL HYBRD1(FCN,N,X,FVEC,TOL,INFO,WA,LWA)
FNORM2 = ENORM(N,FVEC)
NP(IC) = NPROB
NA(IC) = N
NF(IC) = NFEV
NX(IC) = INFO
FNM(IC) = FNORM2
WRITE (NWRITE,70) FNORM1,FNORM2,NFEV,INFO,(X(I), I = 1, N)
FACTOR = TEN*FACTOR
20 CONTINUE
GO TO 10
30 CONTINUE
WRITE (NWRITE,80) IC
WRITE (NWRITE,90)
DO 40 I = 1, IC
WRITE (NWRITE,100) NP(I),NA(I),NF(I),NX(I),FNM(I)
40 CONTINUE
STOP
50 FORMAT (3I5)
60 FORMAT ( //// 5X, 8H PROBLEM, I5, 5X, 10H DIMENSION, I5, 5X //)
70 FORMAT (5X, 33H INITIAL L2 NORM OF THE RESIDUALS, D15.7 // 5X,
* 33H FINAL L2 NORM OF THE RESIDUALS , D15.7 // 5X,
* 33H NUMBER OF FUNCTION EVALUATIONS , I10 // 5X,
* 15H EXIT PARAMETER, 18X, I10 // 5X,
* 27H FINAL APPROXIMATE SOLUTION // (5X, 5D15.7))
80 FORMAT (12H1SUMMARY OF , I3, 16H CALLS TO HYBRD1 /)
90 FORMAT (39H NPROB N NFEV INFO FINAL L2 NORM /)
100 FORMAT (I4, I6, I7, I6, 1X, D15.7)
C
C LAST CARD OF DRIVER.
C
END
SUBROUTINE FCN(N,X,FVEC,IFLAG)
INTEGER N,IFLAG
DOUBLE PRECISION X(N),FVEC(N)
C **********
C
C THE CALLING SEQUENCE OF FCN SHOULD BE IDENTICAL TO THE
C CALLING SEQUENCE OF THE FUNCTION SUBROUTINE IN THE NONLINEAR
C EQUATION SOLVER. FCN SHOULD ONLY CALL THE TESTING FUNCTION
C SUBROUTINE VECFCN WITH THE APPROPRIATE VALUE OF PROBLEM
C NUMBER (NPROB).
C
C SUBPROGRAMS CALLED
C
C MINPACK-SUPPLIED ... VECFCN
C
C ARGONNE NATIONAL LABORATORY. MINPACK PROJECT. MARCH 1980.
C BURTON S. GARBOW, KENNETH E. HILLSTROM, JORGE J. MORE
C
C **********
INTEGER NPROB,NFEV
COMMON /REFNUM/ NPROB,NFEV
CALL VECFCN(N,X,FVEC,NPROB)
NFEV = NFEV + 1
RETURN
C
C LAST CARD OF INTERFACE SUBROUTINE FCN.
C
END
SUBROUTINE VECFCN(N,X,FVEC,NPROB)
INTEGER N,NPROB
DOUBLE PRECISION X(N),FVEC(N)
C **********
C
C SUBROUTINE VECFCN
C
C THIS SUBROUTINE DEFINES FOURTEEN TEST FUNCTIONS. THE FIRST
C FIVE TEST FUNCTIONS ARE OF DIMENSIONS 2,4,2,4,3, RESPECTIVELY,
C WHILE THE REMAINING TEST FUNCTIONS ARE OF VARIABLE DIMENSION
C N FOR ANY N GREATER THAN OR EQUAL TO 1 (PROBLEM 6 IS AN
C EXCEPTION TO THIS, SINCE IT DOES NOT ALLOW N = 1).
C
C THE SUBROUTINE STATEMENT IS
C
C SUBROUTINE VECFCN(N,X,FVEC,NPROB)
C
C WHERE
C
C N IS A POSITIVE INTEGER INPUT VARIABLE.
C
C X IS AN INPUT ARRAY OF LENGTH N.
C
C FVEC IS AN OUTPUT ARRAY OF LENGTH N WHICH CONTAINS THE NPROB
C FUNCTION VECTOR EVALUATED AT X.
C
C NPROB IS A POSITIVE INTEGER INPUT VARIABLE WHICH DEFINES THE
C NUMBER OF THE PROBLEM. NPROB MUST NOT EXCEED 14.
C
C SUBPROGRAMS CALLED
C
C FORTRAN-SUPPLIED ... DATAN,DCOS,DEXP,DSIGN,DSIN,DSQRT,
C MAX0,MIN0
C
C ARGONNE NATIONAL LABORATORY. MINPACK PROJECT. MARCH 1980.
C BURTON S. GARBOW, KENNETH E. HILLSTROM, JORGE J. MORE
C
C **********
INTEGER I,IEV,IVAR,J,K,K1,K2,KP1,ML,MU
DOUBLE PRECISION C1,C2,C3,C4,C5,C6,C7,C8,C9,EIGHT,FIVE,H,ONE,
* PROD,SUM,SUM1,SUM2,TEMP,TEMP1,TEMP2,TEN,THREE,
* TI,TJ,TK,TPI,TWO,ZERO
DOUBLE PRECISION DFLOAT
DATA ZERO,ONE,TWO,THREE,FIVE,EIGHT,TEN
* /0.0D0,1.0D0,2.0D0,3.0D0,5.0D0,8.0D0,1.0D1/
DATA C1,C2,C3,C4,C5,C6,C7,C8,C9
* /1.0D4,1.0001D0,2.0D2,2.02D1,1.98D1,1.8D2,2.5D-1,5.0D-1,
* 2.9D1/
DFLOAT(IVAR) = IVAR
C
C PROBLEM SELECTOR.
C
GO TO (10,20,30,40,50,60,120,170,200,220,270,300,330,350), NPROB
C
C ROSENBROCK FUNCTION.
C
10 CONTINUE
FVEC(1) = ONE - X(1)
FVEC(2) = TEN*(X(2) - X(1)**2)
GO TO 380
C
C POWELL SINGULAR FUNCTION.
C
20 CONTINUE
FVEC(1) = X(1) + TEN*X(2)
FVEC(2) = DSQRT(FIVE)*(X(3) - X(4))
FVEC(3) = (X(2) - TWO*X(3))**2
FVEC(4) = DSQRT(TEN)*(X(1) - X(4))**2
GO TO 380
C
C POWELL BADLY SCALED FUNCTION.
C
30 CONTINUE
FVEC(1) = C1*X(1)*X(2) - ONE
FVEC(2) = DEXP(-X(1)) + DEXP(-X(2)) - C2
GO TO 380
C
C WOOD FUNCTION.
C
40 CONTINUE
TEMP1 = X(2) - X(1)**2
TEMP2 = X(4) - X(3)**2
FVEC(1) = -C3*X(1)*TEMP1 - (ONE - X(1))
FVEC(2) = C3*TEMP1 + C4*(X(2) - ONE) + C5*(X(4) - ONE)
FVEC(3) = -C6*X(3)*TEMP2 - (ONE - X(3))
FVEC(4) = C6*TEMP2 + C4*(X(4) - ONE) + C5*(X(2) - ONE)
GO TO 380
C
C HELICAL VALLEY FUNCTION.
C
50 CONTINUE
TPI = EIGHT*DATAN(ONE)
TEMP1 = DSIGN(C7,X(2))
IF (X(1) .GT. ZERO) TEMP1 = DATAN(X(2)/X(1))/TPI
IF (X(1) .LT. ZERO) TEMP1 = DATAN(X(2)/X(1))/TPI + C8
TEMP2 = DSQRT(X(1)**2+X(2)**2)
FVEC(1) = TEN*(X(3) - TEN*TEMP1)
FVEC(2) = TEN*(TEMP2 - ONE)
FVEC(3) = X(3)
GO TO 380
C
C WATSON FUNCTION.
C
60 CONTINUE
DO 70 K = 1, N
FVEC(K) = ZERO
70 CONTINUE
DO 110 I = 1, 29
TI = DFLOAT(I)/C9
SUM1 = ZERO
TEMP = ONE
DO 80 J = 2, N
SUM1 = SUM1 + DFLOAT(J-1)*TEMP*X(J)
TEMP = TI*TEMP
80 CONTINUE
SUM2 = ZERO
TEMP = ONE
DO 90 J = 1, N
SUM2 = SUM2 + TEMP*X(J)
TEMP = TI*TEMP
90 CONTINUE
TEMP1 = SUM1 - SUM2**2 - ONE
TEMP2 = TWO*TI*SUM2
TEMP = ONE/TI
DO 100 K = 1, N
FVEC(K) = FVEC(K) + TEMP*(DFLOAT(K-1) - TEMP2)*TEMP1
TEMP = TI*TEMP
100 CONTINUE
110 CONTINUE
TEMP = X(2) - X(1)**2 - ONE
FVEC(1) = FVEC(1) + X(1)*(ONE - TWO*TEMP)
FVEC(2) = FVEC(2) + TEMP
GO TO 380
C
C CHEBYQUAD FUNCTION.
C
120 CONTINUE
DO 130 K = 1, N
FVEC(K) = ZERO
130 CONTINUE
DO 150 J = 1, N
TEMP1 = ONE
TEMP2 = TWO*X(J) - ONE
TEMP = TWO*TEMP2
DO 140 I = 1, N
FVEC(I) = FVEC(I) + TEMP2
TI = TEMP*TEMP2 - TEMP1
TEMP1 = TEMP2
TEMP2 = TI
140 CONTINUE
150 CONTINUE
TK = ONE/DFLOAT(N)
IEV = -1
DO 160 K = 1, N
FVEC(K) = TK*FVEC(K)
IF (IEV .GT. 0) FVEC(K) = FVEC(K) + ONE/(DFLOAT(K)**2 - ONE)
IEV = -IEV
160 CONTINUE
GO TO 380
C
C BROWN ALMOST-LINEAR FUNCTION.
C
170 CONTINUE
SUM = -DFLOAT(N+1)
PROD = ONE
DO 180 J = 1, N
SUM = SUM + X(J)
PROD = X(J)*PROD
180 CONTINUE
DO 190 K = 1, N
FVEC(K) = X(K) + SUM
190 CONTINUE
FVEC(N) = PROD - ONE
GO TO 380
C
C DISCRETE BOUNDARY VALUE FUNCTION.
C
200 CONTINUE
H = ONE/DFLOAT(N+1)
DO 210 K = 1, N
TEMP = (X(K) + DFLOAT(K)*H + ONE)**3
TEMP1 = ZERO
IF (K .NE. 1) TEMP1 = X(K-1)
TEMP2 = ZERO
IF (K .NE. N) TEMP2 = X(K+1)
FVEC(K) = TWO*X(K) - TEMP1 - TEMP2 + TEMP*H**2/TWO
210 CONTINUE
GO TO 380
C
C DISCRETE INTEGRAL EQUATION FUNCTION.
C
220 CONTINUE
H = ONE/DFLOAT(N+1)
DO 260 K = 1, N
TK = DFLOAT(K)*H
SUM1 = ZERO
DO 230 J = 1, K
TJ = DFLOAT(J)*H
TEMP = (X(J) + TJ + ONE)**3
SUM1 = SUM1 + TJ*TEMP
230 CONTINUE
SUM2 = ZERO
KP1 = K + 1
IF (N .LT. KP1) GO TO 250
DO 240 J = KP1, N
TJ = DFLOAT(J)*H
TEMP = (X(J) + TJ + ONE)**3
SUM2 = SUM2 + (ONE - TJ)*TEMP
240 CONTINUE
250 CONTINUE
FVEC(K) = X(K) + H*((ONE - TK)*SUM1 + TK*SUM2)/TWO
260 CONTINUE
GO TO 380
C
C TRIGONOMETRIC FUNCTION.
C
270 CONTINUE
SUM = ZERO
DO 280 J = 1, N
FVEC(J) = DCOS(X(J))
SUM = SUM + FVEC(J)
280 CONTINUE
DO 290 K = 1, N
FVEC(K) = DFLOAT(N+K) - DSIN(X(K)) - SUM - DFLOAT(K)*FVEC(K)
290 CONTINUE
GO TO 380
C
C VARIABLY DIMENSIONED FUNCTION.
C
300 CONTINUE
SUM = ZERO
DO 310 J = 1, N
SUM = SUM + DFLOAT(J)*(X(J) - ONE)
310 CONTINUE
TEMP = SUM*(ONE + TWO*SUM**2)
DO 320 K = 1, N
FVEC(K) = X(K) - ONE + DFLOAT(K)*TEMP
320 CONTINUE
GO TO 380
C
C BROYDEN TRIDIAGONAL FUNCTION.
C
330 CONTINUE
DO 340 K = 1, N
TEMP = (THREE - TWO*X(K))*X(K)
TEMP1 = ZERO
IF (K .NE. 1) TEMP1 = X(K-1)
TEMP2 = ZERO
IF (K .NE. N) TEMP2 = X(K+1)
FVEC(K) = TEMP - TEMP1 - TWO*TEMP2 + ONE
340 CONTINUE
GO TO 380
C
C BROYDEN BANDED FUNCTION.
C
350 CONTINUE
ML = 5
MU = 1
DO 370 K = 1, N
K1 = MAX0(1,K-ML)
K2 = MIN0(K+MU,N)
TEMP = ZERO
DO 360 J = K1, K2
IF (J .NE. K) TEMP = TEMP + X(J)*(ONE + X(J))
360 CONTINUE
FVEC(K) = X(K)*(TWO + FIVE*X(K)**2) + ONE - TEMP
370 CONTINUE
380 CONTINUE
RETURN
C
C LAST CARD OF SUBROUTINE VECFCN.
C
END
SUBROUTINE INITPT(N,X,NPROB,FACTOR)
INTEGER N,NPROB
DOUBLE PRECISION FACTOR
DOUBLE PRECISION X(N)
C **********
C
C SUBROUTINE INITPT
C
C THIS SUBROUTINE SPECIFIES THE STANDARD STARTING POINTS FOR
C THE FUNCTIONS DEFINED BY SUBROUTINE VECFCN. THE SUBROUTINE
C RETURNS IN X A MULTIPLE (FACTOR) OF THE STANDARD STARTING
C POINT. FOR THE SIXTH FUNCTION THE STANDARD STARTING POINT IS
C ZERO, SO IN THIS CASE, IF FACTOR IS NOT UNITY, THEN THE
C SUBROUTINE RETURNS THE VECTOR X(J) = FACTOR, J=1,...,N.
C
C THE SUBROUTINE STATEMENT IS
C
C SUBROUTINE INITPT(N,X,NPROB,FACTOR)
C
C WHERE
C
C N IS A POSITIVE INTEGER INPUT VARIABLE.
C
C X IS AN OUTPUT ARRAY OF LENGTH N WHICH CONTAINS THE STANDARD
C STARTING POINT FOR PROBLEM NPROB MULTIPLIED BY FACTOR.
C
C NPROB IS A POSITIVE INTEGER INPUT VARIABLE WHICH DEFINES THE
C NUMBER OF THE PROBLEM. NPROB MUST NOT EXCEED 14.
C
C FACTOR IS AN INPUT VARIABLE WHICH SPECIFIES THE MULTIPLE OF
C THE STANDARD STARTING POINT. IF FACTOR IS UNITY, NO
C MULTIPLICATION IS PERFORMED.
C
C ARGONNE NATIONAL LABORATORY. MINPACK PROJECT. MARCH 1980.
C BURTON S. GARBOW, KENNETH E. HILLSTROM, JORGE J. MORE
C
C **********
INTEGER IVAR,J
DOUBLE PRECISION C1,H,HALF,ONE,THREE,TJ,ZERO
DOUBLE PRECISION DFLOAT
DATA ZERO,HALF,ONE,THREE,C1 /0.0D0,5.0D-1,1.0D0,3.0D0,1.2D0/
DFLOAT(IVAR) = IVAR
C
C SELECTION OF INITIAL POINT.
C
GO TO (10,20,30,40,50,60,80,100,120,120,140,160,180,180), NPROB
C
C ROSENBROCK FUNCTION.
C
10 CONTINUE
X(1) = -C1
X(2) = ONE
GO TO 200
C
C POWELL SINGULAR FUNCTION.
C
20 CONTINUE
X(1) = THREE
X(2) = -ONE
X(3) = ZERO
X(4) = ONE
GO TO 200
C
C POWELL BADLY SCALED FUNCTION.
C
30 CONTINUE
X(1) = ZERO
X(2) = ONE
GO TO 200
C
C WOOD FUNCTION.
C
40 CONTINUE
X(1) = -THREE
X(2) = -ONE
X(3) = -THREE
X(4) = -ONE
GO TO 200
C
C HELICAL VALLEY FUNCTION.
C
50 CONTINUE
X(1) = -ONE
X(2) = ZERO
X(3) = ZERO
GO TO 200
C
C WATSON FUNCTION.
C
60 CONTINUE
DO 70 J = 1, N
X(J) = ZERO
70 CONTINUE
GO TO 200
C
C CHEBYQUAD FUNCTION.
C
80 CONTINUE
H = ONE/DFLOAT(N+1)
DO 90 J = 1, N
X(J) = DFLOAT(J)*H
90 CONTINUE
GO TO 200
C
C BROWN ALMOST-LINEAR FUNCTION.
C
100 CONTINUE
DO 110 J = 1, N
X(J) = HALF
110 CONTINUE
GO TO 200
C
C DISCRETE BOUNDARY VALUE AND INTEGRAL EQUATION FUNCTIONS.
C
120 CONTINUE
H = ONE/DFLOAT(N+1)
DO 130 J = 1, N
TJ = DFLOAT(J)*H
X(J) = TJ*(TJ - ONE)
130 CONTINUE
GO TO 200
C
C TRIGONOMETRIC FUNCTION.
C
140 CONTINUE
H = ONE/DFLOAT(N)
DO 150 J = 1, N
X(J) = H
150 CONTINUE
GO TO 200
C
C VARIABLY DIMENSIONED FUNCTION.
C
160 CONTINUE
H = ONE/DFLOAT(N)
DO 170 J = 1, N
X(J) = ONE - DFLOAT(J)*H
170 CONTINUE
GO TO 200
C
C BROYDEN TRIDIAGONAL AND BANDED FUNCTIONS.
C
180 CONTINUE
DO 190 J = 1, N
X(J) = -ONE
190 CONTINUE
200 CONTINUE
C
C COMPUTE MULTIPLE OF INITIAL POINT.
C
IF (FACTOR .EQ. ONE) GO TO 250
IF (NPROB .EQ. 6) GO TO 220
DO 210 J = 1, N
X(J) = FACTOR*X(J)
210 CONTINUE
GO TO 240
220 CONTINUE
DO 230 J = 1, N
X(J) = FACTOR
230 CONTINUE
240 CONTINUE
250 CONTINUE
RETURN
C
C LAST CARD OF SUBROUTINE INITPT.
C
END
|