+++ /dev/null
-*
-* $Id$
-*
-* $Log$
-* Revision 1.1.1.1 1996/04/01 15:02:20 mclareni
-* Mathlib gen
-*
-*
-#include "gen/pilot.h"
- SUBROUTINE DFUNFT(SUB,K,M,N,NX,NC,X,Y,SY,A,AL,AU,MODE,EPS,MAXIT,
- + IPRT,MFR,IAFR,PHI,DPHI,COV,STD,W,NERROR)
-
-#include "gen/imp64.inc"
-
- DIMENSION X(*),Y(*),SY(*)
- DIMENSION A(*),AL(*),AU(*),DPHI(*),IAFR(*)
- DIMENSION COV(NC,*),STD(*)
- DIMENSION W(*)
-
- EXTERNAL SUB
-
-***********************************************************************
-* LEAMAX, VERSION: 15.03.1993
-***********************************************************************
-*
-* DFUNFT IS THE STEERING ROUTINE FOR NONLINEAR LEAST-SQUARES FITTING.
-*
-* SUBROUTINE CALLED: D501L1
-*
-*
-* THE CONSTANTS, VARIABLES AND ARRAYS HAVE THE FOLLOWING MEANING.
-*
-* SUB NAME OF USER-SUPPLIED SUBROUTINE SUBPROGRAM, DECLARED
-* EXTERNAL IN THE CALLING PROGRAM. THIS SUBPROGRAM MUST PROVIDE
-* THE VALUES OF THE FUNCTION AND, IF MODE=1, THE VALUES OF THE
-* DERIVATIVES (SEE EXAMPLE) .
-* K (INTEGER) DIMENSION OF A SINGLE DATA POINT (OBSERVATION) X .
-* M (INTEGER) NUMBER OF DATA POINTS (OBSERVATIONS) .
-* N (INTEGER) NUMBER OF UNKNOWN PARAMETERS A.
-* NX (INTEGER) DECLARED FIRST DIMENSION OF ARRAY X IN THE
-* CALLING PROGRAM, WITH NX .GE. K .
-* NC (INTEGER) DECLARED FIRST DIMENSION OF ARRAY COV IN THE
-* CALLING PROGRAM, WITH NC .GE. N .
-* X (DOUBLE PRECISION) TWO-DIMENSIONAL ARRAY OF DIMENSION (NX,M).
-* ON ENTRY, X MUST CONTAIN THE DATA SET (X(I)) (THE I-TH
-* COLUMN OF X BELONGS TO THE DATA POINT X(I), I=1,...,M).
-* Y (DOUBLE PRECISION) ONE-DIMENSIONAL ARRAY OF LENGTH M ,
-* CONTAINS THE DATA SET (Y(I)) ON ENTRY.
-* SY (DOUBLE PRECISION) ONE-DIMENSIONAL ARRAY OF LENGTH M ,
-* CONTAINS THE WEIGTHS (SIGMA(I)) OF THE DATA POINTS ON ENTRY.
-* A (DOUBLE PRECISION) ONE-DIMENSIONAL ARRAY OF LENGTH N .
-* ON ENTRY, A MUST CONTAIN THE STARTING VALUES OF THE UNKNOWN
-* PARAMETERS FOR THE LEVENBERG-MARQUARDT ALGORITHM.
-* ON EXIT, A CONTAINS AN APPROXIMATION OF THE MINIMUM POINT.
-* AL (DOUBLE PRECISION) ONE-DIMENSIONAL ARRAY OF LENGTH N .
-* ON ENTRY, AL MUST CONTAIN THE LOWER BOUNDS OF A .
-* AU (DOUBLE PRECISION) ONE-DIMENSIONAL ARRAY OF LENGTH N .
-* ON ENTRY, AU MUST CONTAIN THE UPPER BOUNDS OF A .
-* MODE (INTEGER)
-* = 0: THE DERIVATIVE IS COMPUTED NUMERICALLY.
-* = 1: THE DERIVATIVE HAS TO BE EVALUATED IN SUBPROGRAM SUB .
-* EPS (DOUBLE PRECISION) USER-SUPPLIED TOLERANCE USED TO CONTROL
-* THE TERMINATION CRITERION. EPS SHOULD BE CHOSEN ACCORDING
-* TO THE ACCURACY REQUIRED BY THE UNDERLYING PROBLEM AND TO
-* THE MACHINE ACCURACY ALSO (RECOMMENDED VALUE ON ENTRY:
-* 1D-6 ... 1D-12 ).
-* MAXIT (INTEGER) MAXIMUM PERMITTED NUMBER OF ITERATIONS.
-* IPRT (INTEGER) PRINTING CONTROL. G
-* = 0 : NO PRINTING OF INTERMEDIATE RESULTS
-* = +/- L : PRINTING OF INTERMEDIATE RESULTS AT EVERY ABS(L)-TH
-* ITERATION; IF IPRT < 0, PRINTING OF ALL INPUT
-* PARAMETERS OF DSUMSQ IN ADDITION.
-* MFR (INTEGER) ON EXIT, MFR CONTAINS THE NUMBER OF FREE VARIABLES
-* AT THE SOLUTION POINT.
-* IAFR (INTEGER) ONE-DIMENSIONAL ARRAY OF LENGTH 2 * N , USED AS
-* WORKING SPACE. ON EXIT, THE FIRST MFR ELEMENTS OF IAFR
-* CONTAIN THE INDICES OF THE FREE VARIABLES AT THE SOLUTION
-* POINT.
-* PHI (DOUBLE PRECISION) ON EXIT, PHI CONTAINS THE VALUE OF THE
-* OBJECTIVE FUNCTION AT THE MINIMUM POINT.
-* DPHI (DOUBLE PRECISION) ONE-DIMENSIONAL ARRAY OF LENGTH N .
-* ON EXIT, DPHI CONTAINS THE DERIVATIVES OF THE OBJECTIVE
-* FUNCTION WITH RESPECT TO A (THE GRADIENT) AT THE LAST
-* ITERATION POINT.
-* COV (DOUBLE PRECISION) TWO-DIMENSIONAL ARRAY OF DIMENSION (NC,N).
-* ON EXIT, COV CONTAINS AN APPROXIMATION TO THE COVARIANCE
-* MATRIX.
-* STD (DOUBLE PRECISION) ONE-DIMENSIONAL ARRAY OF LENGTH N .
-* ON EXIT, STD CONTAINS APPROXIMATIONS TO THE STANDARD
-* DEVIATIONS OF THE MODEL PARAMETER ESTIMATORS.
-* W (DOUBLE PRECISION) ONE-DIMENSIONAL ARRAY OF LENGTH
-* 9*N+4*M+2*M*N+3*N*N , USED AS WORKING SPACE.
-* NERROR (INTEGER) ERROR INDICATOR. ON EXIT:
-* = 0: NO ERROR OR WARNING DETECTED.
-* = 1: AT LEAST ONE OF THE CONSTANTS K, M, N, NX, NC, MAXIT IS
-* ILLEGAL OR AT LEAST FOR ONE J THE RELATION
-* AL(J) .LE. AU(J) IS NOT TRUE.
-* = 2: THE MAXIMUM NUMBER MAXIT OF ITERATIONS HAS BEEN
-* REACHED.
-* = 3: THE OBJECTIVE FUNCTION PHI OR ITS DERIVATIVE IS NOT
-* DEFINED FOR THE CURRENT VALUES OF THE UNKNOWN
-* PARAMETER VECTOR A.
-* = 4: THE ROUTINES DGEQPF , DORMQR , DTRTRS OF THE LINEAR
-* ALGEBRA PACKAGE LAPACK (F001) WERE UNABLE TO SOLVE
-* THE LINEAR LEAST SQUARES PROBLEMS
-* OR THE ROUTINE DSINV (F012) WAS UNABLE TO COMPUTE THE
-* COVARIANCE MATRIX .
-*
-*************************************************************************
-*
-* THE FOLLOWING SUBROUTINE IS A SIMPLE EXAMPLE FOR SUB.
-*
-* SUBROUTINE SUB (K,X,N,A,F,DF,MODE,NERROR)
-* IMPLICIT DOUBLE PRECISION (A-H,O-Z)
-* DIMENSION A(*),X(*),DF(*)
-*
-* NERROR=0
-* T=X(2)*A(2)+X(3)*A(3)
-* IF (T .EQ. 0) THEN
-* NERROR=1
-* RETURN
-* ENDIF
-*
-* F=A(1)+X(1)/T
-*
-* IF(MODE .EQ. 0) RETURN
-* DF(1)=1
-* DF(2)=-X(1)*X(2)/T**2
-* DF(3)=-X(1)*X(3)/T**2
-* RETURN
-* END
-*
-*************************************************************************
-
- M1=1
- M2=M1+N
- M3=M2+N
- M4=M3+N
- M5=M4+N
- M6=M5+2*M
- M7=M6+3*N
- M8=M7+N
- M9=M8+M+N
- MA=M9+(N+M)*N
- MB=MA+N*N
- MC=MB+N*N
- MD=MC+M
-
- CALL D501L1('DFUNFT',SUB,K,M,X,NX,Y,SY,MODE,EPS,MAXIT,
- 1 IPRT,N,A,AL,AU,PHI,DPHI,IAFR,MFR,COV,NC,STD,
- 2 W(M1),W(M2),W(M3),W(M4),W(M5),W(M6),W(M7),W(M8),
- 3 W(M9),W(MA),W(MB),W(MC),W(MD),IAFR(N+1),NERROR)
-
- RETURN
-
- END
-
-
-
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