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fdjac1.c
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fdjac1.c
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/* fdjac1.f -- translated by f2c (version 20020621).
You must link the resulting object file with the libraries:
-lf2c -lm (in that order)
*/
#include "cminpack.h"
#include <math.h>
#include "cminpackP.h"
__cminpack_attr__
int __cminpack_func__(fdjac1)(__cminpack_decl_fcn_nn__ void *p, int n, real *x, const real *
fvec, real *fjac, int ldfjac, int ml,
int mu, real epsfcn, real *wa1, real *wa2)
{
/* System generated locals */
int fjac_dim1, fjac_offset;
/* Local variables */
real h;
int i, j, k;
real eps, temp;
int msum;
real epsmch;
int iflag = 0;
/* ********** */
/* subroutine fdjac1 */
/* this subroutine computes a forward-difference approximation */
/* to the n by n jacobian matrix associated with a specified */
/* problem of n functions in n variables. if the jacobian has */
/* a banded form, then function evaluations are saved by only */
/* approximating the nonzero terms. */
/* the subroutine statement is */
/* subroutine fdjac1(fcn,n,x,fvec,fjac,ldfjac,iflag,ml,mu,epsfcn, */
/* wa1,wa2) */
/* where */
/* fcn is the name of the user-supplied subroutine which */
/* calculates the functions. fcn must be declared */
/* in an external statement in the user calling */
/* program, and should be written as follows. */
/* subroutine fcn(n,x,fvec,iflag) */
/* integer n,iflag */
/* double precision x(n),fvec(n) */
/* ---------- */
/* calculate the functions at x and */
/* return this vector in fvec. */
/* ---------- */
/* return */
/* end */
/* the value of iflag should not be changed by fcn unless */
/* the user wants to terminate execution of fdjac1. */
/* in this case set iflag to a negative integer. */
/* n is a positive integer input variable set to the number */
/* of functions and variables. */
/* x is an input array of length n. */
/* fvec is an input array of length n which must contain the */
/* functions evaluated at x. */
/* fjac is an output n by n array which contains the */
/* approximation to the jacobian matrix evaluated at x. */
/* ldfjac is a positive integer input variable not less than n */
/* which specifies the leading dimension of the array fjac. */
/* iflag is an integer variable which can be used to terminate */
/* the execution of fdjac1. see description of fcn. */
/* ml is a nonnegative integer input variable which specifies */
/* the number of subdiagonals within the band of the */
/* jacobian matrix. if the jacobian is not banded, set */
/* ml to at least n - 1. */
/* epsfcn is an input variable used in determining a suitable */
/* step length for the forward-difference approximation. this */
/* approximation assumes that the relative errors in the */
/* functions are of the order of epsfcn. if epsfcn is less */
/* than the machine precision, it is assumed that the relative */
/* errors in the functions are of the order of the machine */
/* precision. */
/* mu is a nonnegative integer input variable which specifies */
/* the number of superdiagonals within the band of the */
/* jacobian matrix. if the jacobian is not banded, set */
/* mu to at least n - 1. */
/* wa1 and wa2 are work arrays of length n. if ml + mu + 1 is at */
/* least n, then the jacobian is considered dense, and wa2 is */
/* not referenced. */
/* subprograms called */
/* minpack-supplied ... dpmpar */
/* fortran-supplied ... dabs,dmax1,dsqrt */
/* argonne national laboratory. minpack project. march 1980. */
/* burton s. garbow, kenneth e. hillstrom, jorge j. more */
/* ********** */
/* Parameter adjustments */
--wa2;
--wa1;
--fvec;
--x;
fjac_dim1 = ldfjac;
fjac_offset = 1 + fjac_dim1 * 1;
fjac -= fjac_offset;
/* Function Body */
/* epsmch is the machine precision. */
epsmch = __cminpack_func__(dpmpar)(1);
eps = sqrt((max(epsfcn,epsmch)));
msum = ml + mu + 1;
if (msum >= n) {
/* computation of dense approximate jacobian. */
for (j = 1; j <= n; ++j) {
temp = x[j];
h = eps * fabs(temp);
if (h == 0.) {
h = eps;
}
x[j] = temp + h;
/* the last parameter of fcn_nn() is set to 2 to tell calls
made to compute the function from calls made to compute
the Jacobian (see fcn() in tlmfdrv.c) */
iflag = fcn_nn(p, n, &x[1], &wa1[1], 2);
if (iflag < 0) {
return iflag;
}
x[j] = temp;
for (i = 1; i <= n; ++i) {
fjac[i + j * fjac_dim1] = (wa1[i] - fvec[i]) / h;
}
}
return 0;
}
/* computation of banded approximate jacobian. */
for (k = 1; k <= msum; ++k) {
for (j = k; msum < 0 ? j >= n : j <= n; j += msum) {
wa2[j] = x[j];
h = eps * fabs(wa2[j]);
if (h == 0.) {
h = eps;
}
x[j] = wa2[j] + h;
}
iflag = fcn_nn(p, n, &x[1], &wa1[1], 1);
if (iflag < 0) {
return iflag;
}
for (j = k; msum < 0 ? j >= n : j <= n; j += msum) {
x[j] = wa2[j];
h = eps * fabs(wa2[j]);
if (h == 0.) {
h = eps;
}
for (i = 1; i <= n; ++i) {
fjac[i + j * fjac_dim1] = 0.;
if (i >= j - mu && i <= j + ml) {
fjac[i + j * fjac_dim1] = (wa1[i] - fvec[i]) / h;
}
}
}
}
return 0;
/* last card of subroutine fdjac1. */
} /* fdjac1_ */