File: prjs.f

package info (click to toggle)
python-scipy 0.10.1%2Bdfsg2-1
  • links: PTS, VCS
  • area: main
  • in suites: wheezy
  • size: 42,232 kB
  • sloc: cpp: 224,773; ansic: 103,496; python: 85,210; fortran: 79,130; makefile: 272; sh: 43
file content (197 lines) | stat: -rw-r--r-- 7,529 bytes parent folder | download | duplicates (7)
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
      subroutine prjs (neq,y,yh,nyh,ewt,ftem,savf,wk,iwk,f,jac)
clll. optimize
      external f,jac
      integer neq, nyh, iwk
      integer iownd, iowns,
     1   icf, ierpj, iersl, jcur, jstart, kflag, l, meth, miter,
     2   maxord, maxcor, msbp, mxncf, n, nq, nst, nfe, nje, nqu
      integer iplost, iesp, istatc, iys, iba, ibian, ibjan, ibjgp,
     1   ipian, ipjan, ipjgp, ipigp, ipr, ipc, ipic, ipisp, iprsp, ipa,
     2   lenyh, lenyhm, lenwk, lreq, lrat, lrest, lwmin, moss, msbj,
     3   nslj, ngp, nlu, nnz, nsp, nzl, nzu
      integer i, imul, j, jj, jok, jmax, jmin, k, kmax, kmin, ng
      double precision y, yh, ewt, ftem, savf, wk
      double precision rowns,
     1   ccmax, el0, h, hmin, hmxi, hu, rc, tn, uround
      double precision con0, conmin, ccmxj, psmall, rbig, seth
      double precision con, di, fac, hl0, pij, r, r0, rcon, rcont,
     1   srur, vnorm
      dimension neq(1), y(1), yh(nyh,*), ewt(1), ftem(1), savf(1),
     1   wk(*), iwk(*)
      common /ls0001/ rowns(209),
     2   ccmax, el0, h, hmin, hmxi, hu, rc, tn, uround,
     3   iownd(14), iowns(6),
     4   icf, ierpj, iersl, jcur, jstart, kflag, l, meth, miter,
     5   maxord, maxcor, msbp, mxncf, n, nq, nst, nfe, nje, nqu
      common /lss001/ con0, conmin, ccmxj, psmall, rbig, seth,
     1   iplost, iesp, istatc, iys, iba, ibian, ibjan, ibjgp,
     2   ipian, ipjan, ipjgp, ipigp, ipr, ipc, ipic, ipisp, iprsp, ipa,
     3   lenyh, lenyhm, lenwk, lreq, lrat, lrest, lwmin, moss, msbj,
     4   nslj, ngp, nlu, nnz, nsp, nzl, nzu
c-----------------------------------------------------------------------
c prjs is called to compute and process the matrix
c p = i - h*el(1)*j , where j is an approximation to the jacobian.
c j is computed by columns, either by the user-supplied routine jac
c if miter = 1, or by finite differencing if miter = 2.
c if miter = 3, a diagonal approximation to j is used.
c if miter = 1 or 2, and if the existing value of the jacobian
c (as contained in p) is considered acceptable, then a new value of
c p is reconstructed from the old value.  in any case, when miter
c is 1 or 2, the p matrix is subjected to lu decomposition in cdrv.
c p and its lu decomposition are stored (separately) in wk.
c
c in addition to variables described previously, communication
c with prjs uses the following..
c y     = array containing predicted values on entry.
c ftem  = work array of length n (acor in stode).
c savf  = array containing f evaluated at predicted y.
c wk    = real work space for matrices.  on output it contains the
c         inverse diagonal matrix if miter = 3, and p and its sparse
c         lu decomposition if miter is 1 or 2.
c         storage of matrix elements starts at wk(3).
c         wk also contains the following matrix-related data..
c         wk(1) = sqrt(uround), used in numerical jacobian increments.
c         wk(2) = h*el0, saved for later use if miter = 3.
c iwk   = integer work space for matrix-related data, assumed to
c         be equivalenced to wk.  in addition, wk(iprsp) and iwk(ipisp)
c         are assumed to have identical locations.
c el0   = el(1) (input).
c ierpj = output error flag (in common).
c       = 0 if no error.
c       = 1  if zero pivot found in cdrv.
c       = 2  if a singular matrix arose with miter = 3.
c       = -1 if insufficient storage for cdrv (should not occur here).
c       = -2 if other error found in cdrv (should not occur here).
c jcur  = output flag = 1 to indicate that the jacobian matrix
c         (or approximation) is now current.
c this routine also uses other variables in common.
c-----------------------------------------------------------------------
      hl0 = h*el0
      con = -hl0
      if (miter .eq. 3) go to 300
c see whether j should be reevaluated (jok = 0) or not (jok = 1). ------
      jok = 1
      if (nst .eq. 0 .or. nst .ge. nslj+msbj) jok = 0
      if (icf .eq. 1 .and. dabs(rc - 1.0d0) .lt. ccmxj) jok = 0
      if (icf .eq. 2) jok = 0
      if (jok .eq. 1) go to 250
c
c miter = 1 or 2, and the jacobian is to be reevaluated. ---------------
 20   jcur = 1
      nje = nje + 1
      nslj = nst
      iplost = 0
      conmin = dabs(con)
      go to (100, 200), miter
c
c if miter = 1, call jac, multiply by scalar, and add identity. --------
 100  continue
      kmin = iwk(ipian)
      do 130 j = 1, n
        kmax = iwk(ipian+j) - 1
        do 110 i = 1,n
 110      ftem(i) = 0.0d0
        call jac (neq, tn, y, j, iwk(ipian), iwk(ipjan), ftem)
        do 120 k = kmin, kmax
          i = iwk(ibjan+k)
          wk(iba+k) = ftem(i)*con
          if (i .eq. j) wk(iba+k) = wk(iba+k) + 1.0d0
 120      continue
        kmin = kmax + 1
 130    continue
      go to 290
c
c if miter = 2, make ngp calls to f to approximate j and p. ------------
 200  continue
      fac = vnorm(n, savf, ewt)
      r0 = 1000.0d0 * dabs(h) * uround * dfloat(n) * fac
      if (r0 .eq. 0.0d0) r0 = 1.0d0
      srur = wk(1)
      jmin = iwk(ipigp)
      do 240 ng = 1,ngp
        jmax = iwk(ipigp+ng) - 1
        do 210 j = jmin,jmax
          jj = iwk(ibjgp+j)
          r = dmax1(srur*dabs(y(jj)),r0/ewt(jj))
 210      y(jj) = y(jj) + r
        call f (neq, tn, y, ftem)
        do 230 j = jmin,jmax
          jj = iwk(ibjgp+j)
          y(jj) = yh(jj,1)
          r = dmax1(srur*dabs(y(jj)),r0/ewt(jj))
          fac = -hl0/r
          kmin =iwk(ibian+jj)
          kmax =iwk(ibian+jj+1) - 1
          do 220 k = kmin,kmax
            i = iwk(ibjan+k)
            wk(iba+k) = (ftem(i) - savf(i))*fac
            if (i .eq. jj) wk(iba+k) = wk(iba+k) + 1.0d0
 220        continue
 230      continue
        jmin = jmax + 1
 240    continue
      nfe = nfe + ngp
      go to 290
c
c if jok = 1, reconstruct new p from old p. ----------------------------
 250  jcur = 0
      rcon = con/con0
      rcont = dabs(con)/conmin
      if (rcont .gt. rbig .and. iplost .eq. 1) go to 20
      kmin = iwk(ipian)
      do 275 j = 1,n
        kmax = iwk(ipian+j) - 1
        do 270 k = kmin,kmax
          i = iwk(ibjan+k)
          pij = wk(iba+k)
          if (i .ne. j) go to 260
          pij = pij - 1.0d0
          if (dabs(pij) .ge. psmall) go to 260
            iplost = 1
            conmin = dmin1(dabs(con0),conmin)
 260      pij = pij*rcon
          if (i .eq. j) pij = pij + 1.0d0
          wk(iba+k) = pij
 270      continue
        kmin = kmax + 1
 275    continue
c
c do numerical factorization of p matrix. ------------------------------
 290  nlu = nlu + 1
      con0 = con
      ierpj = 0
      do 295 i = 1,n
 295    ftem(i) = 0.0d0
      call cdrv (n,iwk(ipr),iwk(ipc),iwk(ipic),iwk(ipian),iwk(ipjan),
     1   wk(ipa),ftem,ftem,nsp,iwk(ipisp),wk(iprsp),iesp,2,iys)
      if (iys .eq. 0) return
      imul = (iys - 1)/n
      ierpj = -2
      if (imul .eq. 8) ierpj = 1
      if (imul .eq. 10) ierpj = -1
      return
c
c if miter = 3, construct a diagonal approximation to j and p. ---------
 300  continue
      jcur = 1
      nje = nje + 1
      wk(2) = hl0
      ierpj = 0
      r = el0*0.1d0
      do 310 i = 1,n
 310    y(i) = y(i) + r*(h*savf(i) - yh(i,2))
      call f (neq, tn, y, wk(3))
      nfe = nfe + 1
      do 320 i = 1,n
        r0 = h*savf(i) - yh(i,2)
        di = 0.1d0*r0 - h*(wk(i+2) - savf(i))
        wk(i+2) = 1.0d0
        if (dabs(r0) .lt. uround/ewt(i)) go to 320
        if (dabs(di) .eq. 0.0d0) go to 330
        wk(i+2) = 0.1d0*r0/di
 320    continue
      return
 330  ierpj = 2
      return
c----------------------- end of subroutine prjs ------------------------
      end