/[MITgcm]/MITgcm/lsopt/hessupd.F
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Revision 1.3 - (hide annotations) (download)
Fri Dec 6 01:42:25 2002 UTC (21 years, 4 months ago) by heimbach
Branch: MAIN
CVS Tags: checkpoint51k_post, checkpoint47e_post, checkpoint47c_post, checkpoint50c_post, checkpoint48e_post, checkpoint50c_pre, checkpoint51o_pre, checkpoint51l_post, checkpoint48i_post, checkpoint50d_pre, checkpoint51, checkpoint50, checkpoint52, checkpoint50d_post, checkpoint50b_pre, checkpoint51f_post, checkpoint48b_post, checkpoint51d_post, checkpoint48c_pre, checkpoint47d_pre, checkpoint51t_post, checkpoint51n_post, checkpoint51s_post, checkpoint48d_pre, checkpoint51j_post, checkpoint47i_post, checkpoint51n_pre, checkpoint47d_post, checkpoint48d_post, checkpoint48f_post, checkpoint51l_pre, checkpoint48h_post, checkpoint51q_post, checkpoint51b_pre, checkpoint47g_post, checkpoint51h_pre, checkpoint48a_post, checkpoint50f_post, checkpoint50a_post, checkpoint50f_pre, checkpoint47j_post, branch-exfmods-tag, branchpoint-genmake2, checkpoint51r_post, checkpoint48c_post, checkpoint51i_post, checkpoint51b_post, checkpoint51c_post, checkpoint50g_post, checkpoint52a_pre, checkpoint50h_post, checkpoint50e_pre, checkpoint50i_post, checkpoint51i_pre, checkpoint47f_post, checkpoint50e_post, checkpoint51e_post, checkpoint48, checkpoint49, checkpoint51o_post, checkpoint51f_pre, checkpoint48g_post, checkpoint47h_post, checkpoint52a_post, checkpoint51g_post, ecco_c52_e35, checkpoint50b_post, checkpoint51m_post, checkpoint51a_post, checkpoint51p_post, checkpoint51u_post
Branch point for: branch-exfmods-curt, branch-genmake2, branch-nonh, tg2-branch, checkpoint51n_branch
Changes since 1.2: +4 -4 lines 
o lsopt:
  changed BLAS calls from single prec. (SDOT, SNRM2,SSCAL)
  to double prec. (DDOT, DNRM2, DSCAL)
  for compatibility with IBM SP3/SP4
o optim:
  bringing optim_readdata/optim_writedata formats up-to-date
  with latest ctrl_pack/ctrl_unpack formats.
NB: need to be merged in release1 and ecco-branch
1 heimbach 1.2
2     subroutine hessupd( nn, mupd, dd, jmin, jmax, xdiff, lphprint )
3    
4     c ==================================================================
5     c SUBROUTINE hessupd
6     c ==================================================================
7     c
8     c o controls update of descent vector using available
9     c approximation of Hessian Matrix based on gradients of
10     c previous iterations
11     c
12     c o Reference: J.C. Gilbert & C. Lemarechal
13     c Some numerical experiments with variable-storage
14     c quasi-Newton algorithms
15     c Mathematical Programming 45 (1989), pp. 407-435
16     c
17     c o started: ??? not reproducible
18     c
19     c o changed: Patrick Heimbach, MIT/EAPS
20     c 24-Feb-2000:
21     c - changed some variable names to be consistent
22     c with routine lsoptv, lsline;
23     c
24     c o Version: 2.1.0, 02-Mar-2000: Patrick Heimbach, MIT/EAPS
25     c
26     c ==================================================================
27     c SUBROUTINE hessupd
28     c ==================================================================
29    
30     implicit none
31    
32     #include <blas1.h>
33    
34     c------------------------------------
35     c declare arguments
36     c------------------------------------
37     integer nn, mupd, jmin, jmax
38     double precision dd(nn), alpha(100), xdiff(nn)
39     logical lphprint
40    
41     c------------------------------------
42     c declare local variables
43     c------------------------------------
44 heimbach 1.3 external DDOT
45     double precision DDOT
46 heimbach 1.2
47     integer jfin, i, j, jp
48     double precision r
49    
50     c------------------------------------
51     c initialization
52     c------------------------------------
53     jfin = jmax
54    
55     if (lphprint)
56     & print *, 'pathei-lsopt: in hessupd; ',
57     & 'jmin, jmax, mupd:', jmin, jmax, mupd
58    
59     if (jfin.lt.jmin) jfin = jmax+mupd
60    
61     c------------------------------------
62     c compute right hand side
63     c------------------------------------
64     do j = jfin,jmin,-1
65    
66     if (lphprint)
67     & print *, 'pathei-lsopt: in hessupd; loop ',
68     & 'j,jfin,jmin = ', j,jfin,jmin
69    
70     jp = j
71     if (jp.gt.mupd) jp = jp-mupd
72     call dostore( nn, xdiff, .false., 2*jp+3 )
73 heimbach 1.3 r = DDOT( nn, dd, 1, xdiff,1 )
74 heimbach 1.2 call dostore( nn, xdiff, .false., 2*jp+2 )
75     alpha(jp) = r
76     do i = 1, nn
77     dd(i) = dd(i) - r*xdiff(i)
78     end do
79     end do
80    
81     c------------------------------------
82     c multiply precondition matrix
83     c------------------------------------
84     if (mupd .ne. 0) then
85     call dostore( nn, xdiff, .false., 3 )
86     do i = 1, nn
87     dd(i) = dd(i)*xdiff(i)
88     end do
89     end if
90    
91     c------------------------------------
92     c compute left hand side
93     c------------------------------------
94     do j = jmin,jfin
95     jp = j
96     if (jp .gt. mupd) jp = jp-mupd
97     call dostore( nn, xdiff, .false., 2*jp+2 )
98 heimbach 1.3 r = alpha(jp) - DDOT( nn, dd,1 , xdiff, 1 )
99 heimbach 1.2 call dostore( nn, xdiff, .false., 2*jp+3 )
100     do i = 1, nn
101     dd(i) = dd(i) + r*xdiff(i)
102     end do
103     end do
104    
105     return
106    
107     end
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