| 1 |
|
|
| 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 |
|
external SDOT |
| 45 |
|
double precision SDOT |
| 46 |
|
|
| 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 |
|
r = SDOT( nn, dd, 1, xdiff,1 ) |
| 74 |
|
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 |
|
r = alpha(jp) - SDOT( nn, dd,1 , xdiff, 1 ) |
| 99 |
|
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 |
Parent Directory
| 
Revision Log
| 
Revision Graph
| 
Patch