Initial commit

2016-02-03 18:52:05 +00:00
commit d40505e161
507 changed files with 91383 additions and 0 deletions
@@ -0,0 +1,83 @@
+      FUNCTION brent(ax,bx,cx,f,tol,xmin)
+      INTEGER ITMAX
+      REAL brent,ax,bx,cx,tol,xmin,f,CGOLD,ZEPS
+      EXTERNAL f
+      PARAMETER (ITMAX=100,CGOLD=.3819660,ZEPS=1.0e-10)
+      INTEGER iter
+      REAL a,b,d,e,etemp,fu,fv,fw,fx,p,q,r,tol1,tol2,u,v,w,x,xm
+      a=min(ax,cx)
+      b=max(ax,cx)
+      v=bx
+      w=v
+      x=v
+      e=0.
+      fx=f(x)
+      fv=fx
+      fw=fx
+      do 11 iter=1,ITMAX
+        xm=0.5*(a+b)
+        tol1=tol*abs(x)+ZEPS
+        tol2=2.*tol1
+        if(abs(x-xm).le.(tol2-.5*(b-a))) goto 3
+        if(abs(e).gt.tol1) then
+          r=(x-w)*(fx-fv)
+          q=(x-v)*(fx-fw)
+          p=(x-v)*q-(x-w)*r
+          q=2.*(q-r)
+          if(q.gt.0.) p=-p
+          q=abs(q)
+          etemp=e
+          e=d
+          if(abs(p).ge.abs(.5*q*etemp).or.p.le.q*(a-x).or.p.ge.q*(b-x)) 
+     *goto 1
+          d=p/q
+          u=x+d
+          if(u-a.lt.tol2 .or. b-u.lt.tol2) d=sign(tol1,xm-x)
+          goto 2
+        endif
+1       if(x.ge.xm) then
+          e=a-x
+        else
+          e=b-x
+        endif
+        d=CGOLD*e
+2       if(abs(d).ge.tol1) then
+          u=x+d
+        else
+          u=x+sign(tol1,d)
+        endif
+        fu=f(u)
+        if(fu.le.fx) then
+          if(u.ge.x) then
+            a=x
+          else
+            b=x
+          endif
+          v=w
+          fv=fw
+          w=x
+          fw=fx
+          x=u
+          fx=fu
+        else
+          if(u.lt.x) then
+            a=u
+          else
+            b=u
+          endif
+          if(fu.le.fw .or. w.eq.x) then
+            v=w
+            fv=fw
+            w=u
+            fw=fu
+          else if(fu.le.fv .or. v.eq.x .or. v.eq.w) then
+            v=u
+            fv=fu
+          endif
+        endif
+11    continue
+      pause 'brent exceed maximum iterations'
+3     xmin=x
+      brent=fx
+      return
+      END