/[MITgcm]/MITgcm/lsopt/hessupd.F
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Revision 1.4 - (hide annotations) (download)
Wed Nov 19 19:07:02 2003 UTC (20 years, 5 months ago) by heimbach
Branch: MAIN
CVS Tags: checkpoint62v, checkpoint57m_post, checkpoint52l_pre, checkpoint62u, hrcube4, hrcube5, checkpoint57g_pre, checkpoint62t, checkpoint57s_post, checkpoint58b_post, checkpoint57b_post, checkpoint52d_pre, checkpoint57g_post, checkpoint56b_post, checkpoint57y_post, checkpoint52j_pre, checkpoint65z, checkpoint65x, checkpoint65y, checkpoint54d_post, checkpoint65r, checkpoint65s, checkpoint65p, checkpoint65q, checkpoint65v, checkpoint65w, checkpoint65t, checkpoint65u, checkpoint65j, checkpoint65k, checkpoint65h, checkpoint65i, checkpoint65n, checkpoint54e_post, checkpoint65l, checkpoint65m, checkpoint65b, checkpoint65c, checkpoint65a, checkpoint65f, checkpoint65g, checkpoint65d, checkpoint65e, checkpoint62c, checkpoint57r_post, checkpoint57d_post, checkpoint57i_post, checkpoint52k_post, checkpoint59, checkpoint58, checkpoint55, checkpoint54, checkpoint57, checkpoint56, checkpoint53, checkpoint58f_post, checkpoint52f_post, checkpoint57n_post, checkpoint58d_post, checkpoint62s, checkpoint58a_post, checkpoint62r, checkpoint62q, checkpoint62p, checkpoint57z_post, checkpoint54f_post, checkpoint62a, checkpoint62g, checkpoint62f, checkpoint62e, checkpoint62d, checkpoint62k, checkpoint62j, checkpoint62i, checkpoint62h, checkpoint62o, checkpoint62n, checkpoint62m, checkpoint62l, checkpoint62w, checkpoint62z, checkpoint62y, checkpoint62x, checkpoint58y_post, checkpoint58t_post, checkpoint55i_post, checkpoint58m_post, checkpoint57l_post, checkpoint52i_pre, hrcube_1, hrcube_2, hrcube_3, checkpoint57t_post, checkpoint55c_post, checkpoint63g, checkpoint52e_pre, checkpoint57v_post, checkpoint57f_post, checkpoint52e_post, checkpoint53d_post, checkpoint64, checkpoint65, checkpoint60, checkpoint61, checkpoint62, checkpoint63, checkpoint57a_post, checkpoint57h_pre, checkpoint66g, checkpoint66f, checkpoint66e, checkpoint66d, checkpoint66c, checkpoint66b, checkpoint66a, checkpoint66o, checkpoint66n, checkpoint66m, checkpoint66l, checkpoint66k, checkpoint66j, checkpoint66i, checkpoint66h, checkpoint52b_pre, checkpoint54b_post, checkpoint58w_post, checkpoint57h_post, checkpoint52m_post, checkpoint57y_pre, checkpoint55g_post, checkpoint52b_post, checkpoint52c_post, checkpoint58o_post, checkpoint57c_post, checkpoint58p_post, checkpoint58q_post, checkpoint52f_pre, checkpoint55d_post, checkpoint58e_post, checkpoint54a_pre, checkpoint63p, checkpoint63q, checkpoint63r, checkpoint63s, checkpoint63l, checkpoint63m, checkpoint63n, checkpoint63o, checkpoint63h, checkpoint63i, checkpoint63j, checkpoint63k, checkpoint63d, checkpoint63e, checkpoint63f, checkpoint53c_post, checkpoint63a, checkpoint63b, checkpoint63c, checkpoint55d_pre, checkpoint57c_pre, checkpoint58r_post, checkpoint55j_post, checkpoint54a_post, checkpoint55h_post, checkpoint58n_post, checkpoint57e_post, checkpoint55b_post, checkpoint53a_post, checkpoint65o, checkpoint59q, checkpoint59p, checkpoint59r, checkpoint59e, checkpoint59d, checkpoint59g, checkpoint59f, checkpoint59a, checkpoint55f_post, checkpoint59c, checkpoint59b, checkpoint59m, checkpoint59l, checkpoint59o, checkpoint59n, checkpoint59i, checkpoint59h, checkpoint59k, checkpoint52d_post, checkpoint53g_post, checkpoint57p_post, checkpint57u_post, checkpoint57q_post, eckpoint57e_pre, checkpoint58k_post, checkpoint62b, checkpoint58v_post, checkpoint52i_post, checkpoint52h_pre, checkpoint56a_post, checkpoint64y, checkpoint64x, checkpoint58l_post, checkpoint64z, checkpoint53f_post, checkpoint64q, checkpoint64p, checkpoint64s, checkpoint64r, checkpoint64u, checkpoint64t, checkpoint64w, checkpoint64v, checkpoint64i, checkpoint64h, checkpoint64k, checkpoint64j, checkpoint64m, checkpoint64l, checkpoint64o, checkpoint64n, checkpoint64a, checkpoint64c, checkpoint64b, checkpoint64e, checkpoint64d, checkpoint64g, checkpoint64f, checkpoint57h_done, checkpoint52j_post, checkpoint57j_post, checkpoint57f_pre, checkpoint61f, checkpoint58g_post, branch-netcdf, checkpoint52l_post, checkpoint58x_post, checkpoint61n, checkpoint52n_post, checkpoint53b_pre, checkpoint59j, checkpoint58h_post, checkpoint56c_post, checkpoint58j_post, checkpoint57a_pre, checkpoint55a_post, checkpoint57o_post, checkpoint61q, checkpoint57k_post, checkpoint53b_post, checkpoint57w_post, checkpoint61e, checkpoint58i_post, checkpoint57x_post, checkpoint58c_post, checkpoint58u_post, checkpoint53d_pre, checkpoint58s_post, checkpoint55e_post, checkpoint61g, checkpoint61d, checkpoint54c_post, checkpoint61b, checkpoint61c, checkpoint61a, checkpoint61o, checkpoint61l, checkpoint61m, checkpoint61j, checkpoint61k, checkpoint61h, checkpoint61i, checkpoint61v, checkpoint61w, checkpoint61t, checkpoint61u, checkpoint61r, checkpoint61s, checkpoint61p, checkpoint61z, checkpoint61x, checkpoint61y, HEAD
Branch point for: netcdf-sm0
Changes since 1.3: +1 -1 lines
Bringing up-to-date with latest ctrl and IRIX64

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 heimbach 1.4 #include "blas1.h"
33 heimbach 1.2
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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