Initial commit

2016-02-03 18:52:05 +00:00
commit d40505e161
507 changed files with 91383 additions and 0 deletions
@@ -0,0 +1,110 @@
+      FUNCTION dbrent(ax,bx,cx,f,df,tol,xmin)
+      INTEGER ITMAX
+      REAL dbrent,ax,bx,cx,tol,xmin,df,f,ZEPS
+      EXTERNAL df,f
+      PARAMETER (ITMAX=100,ZEPS=1.0e-10)
+      INTEGER iter
+      REAL a,b,d,d1,d2,du,dv,dw,dx,e,fu,fv,fw,fx,olde,tol1,tol2,u,u1,u2,
+     *v,w,x,xm
+      LOGICAL ok1,ok2
+      a=min(ax,cx)
+      b=max(ax,cx)
+      v=bx
+      w=v
+      x=v
+      e=0.
+      fx=f(x)
+      fv=fx
+      fw=fx
+      dx=df(x)
+      dv=dx
+      dw=dx
+      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
+          d1=2.*(b-a)
+          d2=d1
+          if(dw.ne.dx) d1=(w-x)*dx/(dx-dw)
+          if(dv.ne.dx) d2=(v-x)*dx/(dx-dv)
+          u1=x+d1
+          u2=x+d2
+          ok1=((a-u1)*(u1-b).gt.0.).and.(dx*d1.le.0.)
+          ok2=((a-u2)*(u2-b).gt.0.).and.(dx*d2.le.0.)
+          olde=e
+          e=d
+          if(.not.(ok1.or.ok2))then
+            goto 1
+          else if (ok1.and.ok2)then
+            if(abs(d1).lt.abs(d2))then
+              d=d1
+            else
+              d=d2
+            endif
+          else if (ok1)then
+            d=d1
+          else
+            d=d2
+          endif
+          if(abs(d).gt.abs(0.5*olde))goto 1
+          u=x+d
+          if(u-a.lt.tol2 .or. b-u.lt.tol2) d=sign(tol1,xm-x)
+          goto 2
+        endif
+1       if(dx.ge.0.) then
+          e=a-x
+        else
+          e=b-x
+        endif
+        d=0.5*e
+2       if(abs(d).ge.tol1) then
+          u=x+d
+          fu=f(u)
+        else
+          u=x+sign(tol1,d)
+          fu=f(u)
+          if(fu.gt.fx)goto 3
+        endif
+        du=df(u)
+        if(fu.le.fx) then
+          if(u.ge.x) then
+            a=x
+          else
+            b=x
+          endif
+          v=w
+          fv=fw
+          dv=dw
+          w=x
+          fw=fx
+          dw=dx
+          x=u
+          fx=fu
+          dx=du
+        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
+            dv=dw
+            w=u
+            fw=fu
+            dw=du
+          else if(fu.le.fv .or. v.eq.x .or. v.eq.w) then
+            v=u
+            fv=fu
+            dv=du
+          endif
+        endif
+11    continue
+      pause 'dbrent exceeded maximum iterations'
+3     xmin=x
+      dbrent=fx
+      return
+      END