/[MITgcm]/MITgcm/lsopt/hessupd.F
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Revision 1.2 - (hide annotations) (download)
Fri Nov 15 04:03:24 2002 UTC (20 years, 2 months ago) by heimbach
Branch: MAIN
CVS Tags: checkpoint47a_post, checkpoint47b_post, checkpoint47
Changes since 1.1: +107 -0 lines
o Incorporating QNVS line search routines into MITgcm
  (this is separate code, not compiled with MITgcm,
  and therefore not under pkg)
  - lsopt/
  - optim/

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     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

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