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* MD03AD EXAMPLE PROGRAM TEXT
* Copyright (c) 2002-2010 NICONET e.V.
*
* .. Parameters ..
INTEGER NIN, NOUT
PARAMETER ( NIN = 5, NOUT = 6 )
INTEGER MMAX, NMAX
PARAMETER ( MMAX = 20, NMAX = 20 )
INTEGER LDWORK
PARAMETER ( LDWORK = MMAX + 2*NMAX + MMAX*NMAX +
$ MAX( NMAX*NMAX, 3*NMAX + MMAX ) )
* .. The lengths of DPAR1, DPAR2, IPAR are set to 1, 1, and 5 ..
INTEGER LDPAR1, LDPAR2, LIPAR
PARAMETER ( LDPAR1 = 1, LDPAR2 = 1, LIPAR = 5 )
* .. Local Scalars ..
CHARACTER*1 ALG, STOR, UPLO, XINIT
INTEGER I, INFO, ITMAX, IWARN, M, N, NFEV, NJEV, NPRINT
DOUBLE PRECISION CGTOL, TOL
* .. Array Arguments ..
INTEGER IPAR(LIPAR)
DOUBLE PRECISION DPAR1(LDPAR1), DPAR2(LDPAR2), DWORK(LDWORK),
$ X(NMAX)
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* .. External Subroutines ..
EXTERNAL MD03AD, MD03AF, NF01BV, NF01BX
* .. Intrinsic Functions ..
INTRINSIC MAX
* .. Executable Statements ..
*
WRITE ( NOUT, FMT = 99999 )
* Skip the heading in the data file and read the data.
READ ( NIN, FMT = '()' )
READ ( NIN, FMT = * ) M, N, ITMAX, NPRINT, TOL, CGTOL, XINIT,
$ ALG, STOR, UPLO
IF( M.LE.0 .OR. M.GT.MMAX ) THEN
WRITE ( NOUT, FMT = 99993 ) M
ELSE
IF( N.LE.0 .OR. N.GT.NMAX ) THEN
WRITE ( NOUT, FMT = 99992 ) N
ELSE
IF ( LSAME( XINIT, 'G' ) )
$ READ ( NIN, FMT = * ) ( X(I), I = 1,N )
* Solve a standard nonlinear least squares problem.
IPAR(1) = M
IF ( LSAME( ALG, 'D' ) ) THEN
CALL MD03AD( XINIT, ALG, STOR, UPLO, MD03AF, NF01BV, M,
$ N, ITMAX, NPRINT, IPAR, LIPAR, DPAR1,
$ LDPAR1, DPAR2, LDPAR2, X, NFEV, NJEV, TOL,
$ CGTOL, DWORK, LDWORK, IWARN, INFO )
ELSE
CALL MD03AD( XINIT, ALG, STOR, UPLO, MD03AF, NF01BX, M,
$ N, ITMAX, NPRINT, IPAR, LIPAR, DPAR1,
$ LDPAR1, DPAR2, LDPAR2, X, NFEV, NJEV, TOL,
$ CGTOL, DWORK, LDWORK, IWARN, INFO )
END IF
*
IF ( INFO.NE.0 ) THEN
WRITE ( NOUT, FMT = 99998 ) INFO
ELSE
IF( IWARN.NE.0 ) WRITE ( NOUT, FMT = 99991 ) IWARN
WRITE ( NOUT, FMT = 99997 ) DWORK(2)
WRITE ( NOUT, FMT = 99996 ) NFEV, NJEV
WRITE ( NOUT, FMT = 99994 )
WRITE ( NOUT, FMT = 99995 ) ( X(I), I = 1, N )
END IF
END IF
END IF
STOP
*
99999 FORMAT (' MD03AD EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (' INFO on exit from MD03AD = ',I2)
99997 FORMAT (/' Final 2-norm of the residuals = ',D15.7)
99996 FORMAT (/' The number of function and Jacobian evaluations = ',
$ 2I7)
99995 FORMAT (20(1X,F8.4))
99994 FORMAT (/' Final approximate solution is ' )
99993 FORMAT (/' M is out of range.',/' M = ',I5)
99992 FORMAT (/' N is out of range.',/' N = ',I5)
99991 FORMAT (' IWARN on exit from MD03AD = ',I2)
END
C
SUBROUTINE MD03AF( IFLAG, M, N, IPAR, LIPAR, DPAR1, LDPAR1, DPAR2,
$ LDPAR2, X, NFEVL, E, J, LDJ, JTE, DWORK,
$ LDWORK, INFO )
C
C This is the FCN routine for solving a standard nonlinear least
C squares problem using SLICOT Library routine MD03AD. See the
C argument FCN in the routine MD03AD for the description of
C parameters.
C
C The example programmed in this routine is adapted from that
C accompanying the MINPACK routine LMDER.
C
C ******************************************************************
C
C .. Parameters ..
C .. NOUT is the unit number for printing intermediate results ..
INTEGER NOUT
PARAMETER ( NOUT = 6 )
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
C .. Scalar Arguments ..
INTEGER IFLAG, INFO, LDJ, LDPAR1, LDPAR2, LDWORK, LIPAR,
$ M, N, NFEVL
C .. Array Arguments ..
INTEGER IPAR(*)
DOUBLE PRECISION DPAR1(*), DPAR2(*), DWORK(*), E(*), J(LDJ,*),
$ JTE(*), X(*)
C .. Local Scalars ..
INTEGER I
DOUBLE PRECISION ERR, TMP1, TMP2, TMP3, TMP4
C .. External Functions ..
DOUBLE PRECISION DNRM2
EXTERNAL DNRM2
C .. External Subroutines ..
EXTERNAL DGEMV
C .. DATA Statements ..
DOUBLE PRECISION Y(15)
DATA Y(1), Y(2), Y(3), Y(4), Y(5), Y(6), Y(7), Y(8),
$ Y(9), Y(10), Y(11), Y(12), Y(13), Y(14), Y(15)
$ / 1.4D-1, 1.8D-1, 2.2D-1, 2.5D-1, 2.9D-1,
$ 3.2D-1, 3.5D-1, 3.9D-1, 3.7D-1, 5.8D-1,
$ 7.3D-1, 9.6D-1, 1.34D0, 2.1D0, 4.39D0 /
C
C .. Executable Statements ..
C
INFO = 0
IF ( IFLAG.EQ.1 ) THEN
C
C Compute the error function values, e.
C
DO 10 I = 1, 15
TMP1 = I
TMP2 = 16 - I
IF ( I.GT.8 ) THEN
TMP3 = TMP2
ELSE
TMP3 = TMP1
END IF
E(I) = Y(I) - ( X(1) + TMP1/( X(2)*TMP2 + X(3)*TMP3 ) )
10 CONTINUE
C
ELSE IF ( IFLAG.EQ.2 ) THEN
C
C Compute the Jacobian.
C
DO 30 I = 1, 15
TMP1 = I
TMP2 = 16 - I
IF ( I.GT.8 ) THEN
TMP3 = TMP2
ELSE
TMP3 = TMP1
END IF
TMP4 = ( X(2)*TMP2 + X(3)*TMP3 )**2
J(I,1) = -ONE
J(I,2) = TMP1*TMP2/TMP4
J(I,3) = TMP1*TMP3/TMP4
30 CONTINUE
C
C Compute the product J'*e (the error e was computed in array E).
C
CALL DGEMV( 'Transpose', M, N, ONE, J, LDJ, E, 1, ZERO, JTE,
$ 1 )
C
NFEVL = 0
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 MD03AF (IFLAG = 1 or 2), NF01BV and
C NF01BX.
C
LDJ = M
IPAR(1) = M*N
IPAR(2) = 0
IPAR(3) = 0
IPAR(4) = M
ELSE IF ( IFLAG.EQ.0 ) THEN
C
C Special call for printing intermediate results.
C
ERR = DNRM2( M, E, 1 )
WRITE( NOUT, '('' Norm of current error = '', D15.6)') ERR
C
END IF
C
DWORK(1) = ZERO
RETURN
C
C *** Last line of MD03AF ***
END
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