summaryrefslogtreecommitdiffstats
path: root/ast/cminpack/lmder.c
diff options
context:
space:
mode:
authorWilliam Joye <wjoye@cfa.harvard.edu>2018-09-21 17:02:41 (GMT)
committerWilliam Joye <wjoye@cfa.harvard.edu>2018-09-21 17:02:41 (GMT)
commitbd7d67f66c53df36bb50e3423bfc91eae8618201 (patch)
tree343b06f7a9f2decdfa8d3e4aae885be3e909aa14 /ast/cminpack/lmder.c
parentf2f490ba0f98917b590fd7e538b9514e4119e640 (diff)
downloadblt-bd7d67f66c53df36bb50e3423bfc91eae8618201.zip
blt-bd7d67f66c53df36bb50e3423bfc91eae8618201.tar.gz
blt-bd7d67f66c53df36bb50e3423bfc91eae8618201.tar.bz2
update ast
Diffstat (limited to 'ast/cminpack/lmder.c')
-rw-r--r--ast/cminpack/lmder.c526
1 files changed, 0 insertions, 526 deletions
diff --git a/ast/cminpack/lmder.c b/ast/cminpack/lmder.c
deleted file mode 100644
index 7f57428..0000000
--- a/ast/cminpack/lmder.c
+++ /dev/null
@@ -1,526 +0,0 @@
-#include "cminpack.h"
-#include <math.h>
-#include "cminpackP.h"
-
-__cminpack_attr__
-int __cminpack_func__(lmder)(__cminpack_decl_fcnder_mn__ void *p, int m, int n, real *x,
- real *fvec, real *fjac, int ldfjac, real ftol,
- real xtol, real gtol, int maxfev, real *
- diag, int mode, real factor, int nprint,
- int *nfev, int *njev, int *ipvt, real *qtf,
- real *wa1, real *wa2, real *wa3, real *wa4)
-{
- /* Initialized data */
-
-#define p1 .1
-#define p5 .5
-#define p25 .25
-#define p75 .75
-#define p0001 1e-4
-
- /* System generated locals */
- real d1, d2;
-
- /* Local variables */
- int i, j, l;
- real par, sum;
- int iter;
- real temp, temp1, temp2;
- int iflag;
- real delta = 0.;
- real ratio;
- real fnorm, gnorm, pnorm, xnorm = 0., fnorm1, actred, dirder,
- epsmch, prered;
- int info;
-
-/* ********** */
-
-/* subroutine lmder */
-
-/* the purpose of lmder is to minimize the sum of the squares of */
-/* m nonlinear functions in n variables by a modification of */
-/* the levenberg-marquardt algorithm. the user must provide a */
-/* subroutine which calculates the functions and the jacobian. */
-
-/* the subroutine statement is */
-
-/* subroutine lmder(fcn,m,n,x,fvec,fjac,ldfjac,ftol,xtol,gtol, */
-/* maxfev,diag,mode,factor,nprint,info,nfev, */
-/* njev,ipvt,qtf,wa1,wa2,wa3,wa4) */
-
-/* where */
-
-/* fcn is the name of the user-supplied subroutine which */
-/* calculates the functions and the jacobian. fcn must */
-/* be declared in an external statement in the user */
-/* calling program, and should be written as follows. */
-
-/* subroutine fcn(m,n,x,fvec,fjac,ldfjac,iflag) */
-/* integer m,n,ldfjac,iflag */
-/* double precision x(n),fvec(m),fjac(ldfjac,n) */
-/* ---------- */
-/* if iflag = 1 calculate the functions at x and */
-/* return this vector in fvec. do not alter fjac. */
-/* if iflag = 2 calculate the jacobian at x and */
-/* return this matrix in fjac. do not alter fvec. */
-/* ---------- */
-/* return */
-/* end */
-
-/* the value of iflag should not be changed by fcn unless */
-/* the user wants to terminate execution of lmder. */
-/* in this case set iflag to a negative integer. */
-
-/* m is a positive integer input variable set to the number */
-/* of functions. */
-
-/* n is a positive integer input variable set to the number */
-/* of variables. n must not exceed m. */
-
-/* x is an array of length n. on input x must contain */
-/* an initial estimate of the solution vector. on output x */
-/* contains the final estimate of the solution vector. */
-
-/* fvec is an output array of length m which contains */
-/* the functions evaluated at the output x. */
-
-/* fjac is an output m by n array. the upper n by n submatrix */
-/* of fjac contains an upper triangular matrix r with */
-/* diagonal elements of nonincreasing magnitude such that */
-
-/* t t t */
-/* p *(jac *jac)*p = r *r, */
-
-/* where p is a permutation matrix and jac is the final */
-/* calculated jacobian. column j of p is column ipvt(j) */
-/* (see below) of the identity matrix. the lower trapezoidal */
-/* part of fjac contains information generated during */
-/* the computation of r. */
-
-/* ldfjac is a positive integer input variable not less than m */
-/* which specifies the leading dimension of the array fjac. */
-
-/* ftol is a nonnegative input variable. termination */
-/* occurs when both the actual and predicted relative */
-/* reductions in the sum of squares are at most ftol. */
-/* therefore, ftol measures the relative error desired */
-/* in the sum of squares. */
-
-/* xtol is a nonnegative input variable. termination */
-/* occurs when the relative error between two consecutive */
-/* iterates is at most xtol. therefore, xtol measures the */
-/* relative error desired in the approximate solution. */
-
-/* gtol is a nonnegative input variable. termination */
-/* occurs when the cosine of the angle between fvec and */
-/* any column of the jacobian is at most gtol in absolute */
-/* value. therefore, gtol measures the orthogonality */
-/* desired between the function vector and the columns */
-/* of the jacobian. */
-
-/* maxfev is a positive integer input variable. termination */
-/* occurs when the number of calls to fcn with iflag = 1 */
-/* has reached maxfev. */
-
-/* diag is an array of length n. if mode = 1 (see */
-/* below), diag is internally set. if mode = 2, diag */
-/* must contain positive entries that serve as */
-/* multiplicative scale factors for the variables. */
-
-/* mode is an integer input variable. if mode = 1, the */
-/* variables will be scaled internally. if mode = 2, */
-/* the scaling is specified by the input diag. other */
-/* values of mode are equivalent to mode = 1. */
-
-/* factor is a positive input variable used in determining the */
-/* initial step bound. this bound is set to the product of */
-/* factor and the euclidean norm of diag*x if nonzero, or else */
-/* to factor itself. in most cases factor should lie in the */
-/* interval (.1,100.).100. is a generally recommended value. */
-
-/* nprint is an integer input variable that enables controlled */
-/* printing of iterates if it is positive. in this case, */
-/* fcn is called with iflag = 0 at the beginning of the first */
-/* iteration and every nprint iterations thereafter and */
-/* immediately prior to return, with x, fvec, and fjac */
-/* available for printing. fvec and fjac should not be */
-/* altered. if nprint is not positive, no special calls */
-/* of fcn with iflag = 0 are made. */
-
-/* info is an integer output variable. if the user has */
-/* terminated execution, info is set to the (negative) */
-/* value of iflag. see description of fcn. otherwise, */
-/* info is set as follows. */
-
-/* info = 0 improper input parameters. */
-
-/* info = 1 both actual and predicted relative reductions */
-/* in the sum of squares are at most ftol. */
-
-/* info = 2 relative error between two consecutive iterates */
-/* is at most xtol. */
-
-/* info = 3 conditions for info = 1 and info = 2 both hold. */
-
-/* info = 4 the cosine of the angle between fvec and any */
-/* column of the jacobian is at most gtol in */
-/* absolute value. */
-
-/* info = 5 number of calls to fcn with iflag = 1 has */
-/* reached maxfev. */
-
-/* info = 6 ftol is too small. no further reduction in */
-/* the sum of squares is possible. */
-
-/* info = 7 xtol is too small. no further improvement in */
-/* the approximate solution x is possible. */
-
-/* info = 8 gtol is too small. fvec is orthogonal to the */
-/* columns of the jacobian to machine precision. */
-
-/* nfev is an integer output variable set to the number of */
-/* calls to fcn with iflag = 1. */
-
-/* njev is an integer output variable set to the number of */
-/* calls to fcn with iflag = 2. */
-
-/* ipvt is an integer output array of length n. ipvt */
-/* defines a permutation matrix p such that jac*p = q*r, */
-/* where jac is the final calculated jacobian, q is */
-/* orthogonal (not stored), and r is upper triangular */
-/* with diagonal elements of nonincreasing magnitude. */
-/* column j of p is column ipvt(j) of the identity matrix. */
-
-/* qtf is an output array of length n which contains */
-/* the first n elements of the vector (q transpose)*fvec. */
-
-/* wa1, wa2, and wa3 are work arrays of length n. */
-
-/* wa4 is a work array of length m. */
-
-/* subprograms called */
-
-/* user-supplied ...... fcn */
-
-/* minpack-supplied ... dpmpar,enorm,lmpar,qrfac */
-
-/* fortran-supplied ... dabs,dmax1,dmin1,dsqrt,mod */
-
-/* argonne national laboratory. minpack project. march 1980. */
-/* burton s. garbow, kenneth e. hillstrom, jorge j. more */
-
-/* ********** */
-
-/* epsmch is the machine precision. */
-
- epsmch = __cminpack_func__(dpmpar)(1);
-
- info = 0;
- iflag = 0;
- *nfev = 0;
- *njev = 0;
-
-/* check the input parameters for errors. */
-
- if (n <= 0 || m < n || ldfjac < m || ftol < 0. || xtol < 0. ||
- gtol < 0. || maxfev <= 0 || factor <= 0.) {
- goto TERMINATE;
- }
- if (mode == 2) {
- for (j = 0; j < n; ++j) {
- if (diag[j] <= 0.) {
- goto TERMINATE;
- }
- }
- }
-
-/* evaluate the function at the starting point */
-/* and calculate its norm. */
-
- iflag = fcnder_mn(p, m, n, x, fvec, fjac, ldfjac, 1);
- *nfev = 1;
- if (iflag < 0) {
- goto TERMINATE;
- }
- fnorm = __cminpack_enorm__(m, fvec);
-
-/* initialize levenberg-marquardt parameter and iteration counter. */
-
- par = 0.;
- iter = 1;
-
-/* beginning of the outer loop. */
-
- for (;;) {
-
-/* calculate the jacobian matrix. */
-
- iflag = fcnder_mn(p, m, n, x, fvec, fjac, ldfjac, 2);
- ++(*njev);
- if (iflag < 0) {
- goto TERMINATE;
- }
-
-/* if requested, call fcn to enable printing of iterates. */
-
- if (nprint > 0) {
- iflag = 0;
- if ((iter - 1) % nprint == 0) {
- iflag = fcnder_mn(p, m, n, x, fvec, fjac, ldfjac, 0);
- }
- if (iflag < 0) {
- goto TERMINATE;
- }
- }
-
-/* compute the qr factorization of the jacobian. */
-
- __cminpack_func__(qrfac)(m, n, fjac, ldfjac, TRUE_, ipvt, n,
- wa1, wa2, wa3);
-
-/* on the first iteration and if mode is 1, scale according */
-/* to the norms of the columns of the initial jacobian. */
-
- if (iter == 1) {
- if (mode != 2) {
- for (j = 0; j < n; ++j) {
- diag[j] = wa2[j];
- if (wa2[j] == 0.) {
- diag[j] = 1.;
- }
- }
- }
-
-/* on the first iteration, calculate the norm of the scaled x */
-/* and initialize the step bound delta. */
-
- for (j = 0; j < n; ++j) {
- wa3[j] = diag[j] * x[j];
- }
- xnorm = __cminpack_enorm__(n, wa3);
- delta = factor * xnorm;
- if (delta == 0.) {
- delta = factor;
- }
- }
-
-/* form (q transpose)*fvec and store the first n components in */
-/* qtf. */
-
- for (i = 0; i < m; ++i) {
- wa4[i] = fvec[i];
- }
- for (j = 0; j < n; ++j) {
- if (fjac[j + j * ldfjac] != 0.) {
- sum = 0.;
- for (i = j; i < m; ++i) {
- sum += fjac[i + j * ldfjac] * wa4[i];
- }
- temp = -sum / fjac[j + j * ldfjac];
- for (i = j; i < m; ++i) {
- wa4[i] += fjac[i + j * ldfjac] * temp;
- }
- }
- fjac[j + j * ldfjac] = wa1[j];
- qtf[j] = wa4[j];
- }
-
-/* compute the norm of the scaled gradient. */
-
- gnorm = 0.;
- if (fnorm != 0.) {
- for (j = 0; j < n; ++j) {
- l = ipvt[j]-1;
- if (wa2[l] != 0.) {
- sum = 0.;
- for (i = 0; i <= j; ++i) {
- sum += fjac[i + j * ldfjac] * (qtf[i] / fnorm);
- }
- /* Computing MAX */
- d1 = fabs(sum / wa2[l]);
- gnorm = max(gnorm,d1);
- }
- }
- }
-
-/* test for convergence of the gradient norm. */
-
- if (gnorm <= gtol) {
- info = 4;
- }
- if (info != 0) {
- goto TERMINATE;
- }
-
-/* rescale if necessary. */
-
- if (mode != 2) {
- for (j = 0; j < n; ++j) {
- /* Computing MAX */
- d1 = diag[j], d2 = wa2[j];
- diag[j] = max(d1,d2);
- }
- }
-
-/* beginning of the inner loop. */
-
- do {
-
-/* determine the levenberg-marquardt parameter. */
-
- __cminpack_func__(lmpar)(n, fjac, ldfjac, ipvt, diag, qtf, delta,
- &par, wa1, wa2, wa3, wa4);
-
-/* store the direction p and x + p. calculate the norm of p. */
-
- for (j = 0; j < n; ++j) {
- wa1[j] = -wa1[j];
- wa2[j] = x[j] + wa1[j];
- wa3[j] = diag[j] * wa1[j];
- }
- pnorm = __cminpack_enorm__(n, wa3);
-
-/* on the first iteration, adjust the initial step bound. */
-
- if (iter == 1) {
- delta = min(delta,pnorm);
- }
-
-/* evaluate the function at x + p and calculate its norm. */
-
- iflag = fcnder_mn(p, m, n, wa2, wa4, fjac, ldfjac, 1);
- ++(*nfev);
- if (iflag < 0) {
- goto TERMINATE;
- }
- fnorm1 = __cminpack_enorm__(m, wa4);
-
-/* compute the scaled actual reduction. */
-
- actred = -1.;
- if (p1 * fnorm1 < fnorm) {
- /* Computing 2nd power */
- d1 = fnorm1 / fnorm;
- actred = 1. - d1 * d1;
- }
-
-/* compute the scaled predicted reduction and */
-/* the scaled directional derivative. */
-
- for (j = 0; j < n; ++j) {
- wa3[j] = 0.;
- l = ipvt[j]-1;
- temp = wa1[l];
- for (i = 0; i <= j; ++i) {
- wa3[i] += fjac[i + j * ldfjac] * temp;
- }
- }
- temp1 = __cminpack_enorm__(n, wa3) / fnorm;
- temp2 = (sqrt(par) * pnorm) / fnorm;
- prered = temp1 * temp1 + temp2 * temp2 / p5;
- dirder = -(temp1 * temp1 + temp2 * temp2);
-
-/* compute the ratio of the actual to the predicted */
-/* reduction. */
-
- ratio = 0.;
- if (prered != 0.) {
- ratio = actred / prered;
- }
-
-/* update the step bound. */
-
- if (ratio <= p25) {
- if (actred >= 0.) {
- temp = p5;
- } else {
- temp = p5 * dirder / (dirder + p5 * actred);
- }
- if (p1 * fnorm1 >= fnorm || temp < p1) {
- temp = p1;
- }
- /* Computing MIN */
- d1 = pnorm / p1;
- delta = temp * min(delta,d1);
- par /= temp;
- } else {
- if (par == 0. || ratio >= p75) {
- delta = pnorm / p5;
- par = p5 * par;
- }
- }
-
-/* test for successful iteration. */
-
- if (ratio >= p0001) {
-
-/* successful iteration. update x, fvec, and their norms. */
-
- for (j = 0; j < n; ++j) {
- x[j] = wa2[j];
- wa2[j] = diag[j] * x[j];
- }
- for (i = 0; i < m; ++i) {
- fvec[i] = wa4[i];
- }
- xnorm = __cminpack_enorm__(n, wa2);
- fnorm = fnorm1;
- ++iter;
- }
-
-/* tests for convergence. */
-
- if (fabs(actred) <= ftol && prered <= ftol && p5 * ratio <= 1.) {
- info = 1;
- }
- if (delta <= xtol * xnorm) {
- info = 2;
- }
- if (fabs(actred) <= ftol && prered <= ftol && p5 * ratio <= 1. && info == 2) {
- info = 3;
- }
- if (info != 0) {
- goto TERMINATE;
- }
-
-/* tests for termination and stringent tolerances. */
-
- if (*nfev >= maxfev) {
- info = 5;
- }
- if (fabs(actred) <= epsmch && prered <= epsmch && p5 * ratio <= 1.) {
- info = 6;
- }
- if (delta <= epsmch * xnorm) {
- info = 7;
- }
- if (gnorm <= epsmch) {
- info = 8;
- }
- if (info != 0) {
- goto TERMINATE;
- }
-
-/* end of the inner loop. repeat if iteration unsuccessful. */
-
- } while (ratio < p0001);
-
-/* end of the outer loop. */
-
- }
-TERMINATE:
-
-/* termination, either normal or user imposed. */
-
- if (iflag < 0) {
- info = iflag;
- }
- if (nprint > 0) {
- fcnder_mn(p, m, n, x, fvec, fjac, ldfjac, 0);
- }
- return info;
-
-/* last card of subroutine lmder. */
-
-} /* lmder_ */
-