/[MITgcm]/MITgcm/lsopt/hessupd.F
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Revision 1.4 - (show annotations) (download)
Wed Nov 19 19:07:02 2003 UTC (19 years 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
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 DDOT
45 double precision DDOT
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 = DDOT( 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) - DDOT( 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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