/[MITgcm]/MITgcm/lsopt/hessupd.F
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Contents of /MITgcm/lsopt/hessupd.F

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Revision 1.2 - (show annotations) (download)
Fri Nov 15 04:03:24 2002 UTC (20 years 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
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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