412 lines
13 KiB
FortranFixed
412 lines
13 KiB
FortranFixed
subroutine funkmin_generic(ndim,beta,fvalue)
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implicit none
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include 'forgenericregres.h'
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integer ndim
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double precision beta(ndim),fvalue
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!(in) ndim: the dimension of the parameter vector
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!(in) beta: the parameters
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!(out) fvalue: the value of the cost function at beta
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!-----------------------------------------------------
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integer i,j,k,idowhat,nparams,ibreak
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double precision dydxp(nyvars,(nxvars+ndim)),params(ndim)
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ibreak=39
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!
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! check to see if parameters are out of bounds
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if(betamin(1).lt.betamax(1))then
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do i=1,ndim
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if(beta(i).lt.betamin(i).or.
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& beta(i).gt.betamax(i))then
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! parameter out of bound
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fvalue=1.0d+100
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return
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endif
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enddo
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endif
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fvalue=0.0d0
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if(iregrestype.eq.0)then
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idowhat=0
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do i=1,nobs
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if(i.le.ibreak)then
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nparams=ndim-1
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do j=1,nparams
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params(j)=beta(j)
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enddo
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else
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nparams=ndim-1
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do j=1,nparams
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params(j)=beta(j)
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enddo
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params(nparams)=beta(ndim)
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endif
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call surffunc(nyvars,shorty(i:i,1:nyvars),nxvars,
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& xvars(i:i,1:nxvars),nparams,params,
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& dydxp(1:nyvars,1:(nxvars+nparams)),idowhat)
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do j=1,nyvars
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fvalue=fvalue+weity(i,j)*
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& (shorty(i,j)-yobs(i,j))**2
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enddo
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enddo
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endif
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return
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if(iregrestype.eq.1)then
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!orthogonal distance regression
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do i=1,nobs
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call shortestdist(nyvars,nxvars,yobs(i:i,1:nyvars),
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& xvars(i:i,1:nxvars),xmin(i:i,1:nxvars),
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& xmax(i:i,1:nxvars),ndim,beta,iknowder,
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& shorty(i:i,1:nyvars),shortx(i:i,1:nxvars))
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do j=1,nyvars
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fvalue=fvalue+weity(i,j)*
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& (shorty(i,j)-yobs(i,j))**2
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enddo
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do j=1,nxvars
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fvalue=fvalue+weitx(i,j)*
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& (shortx(i,j)-xvars(i,j))**2
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enddo
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enddo
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endif
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if(iregrestype.eq.2)then
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nparams=ndim-nobs
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idowhat=nparams
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do i=1,nobs
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do j=1,nxvars
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idowhat=idowhat+1
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shortx(i,j)=beta(idowhat)
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enddo
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enddo
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idowhat=0
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do i=1,nobs
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call surffunc(nyvars,shorty(i:i,1:nyvars),nxvars,
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& shortx(i:i,1:nxvars),nparams,beta,
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& dydxp(1:nyvars,1:(nxvars+ndim)),idowhat)
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do j=1,nyvars
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fvalue=fvalue+weity(i,j)*
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& (shorty(i,j)-yobs(i,j))**2
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enddo
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do j=1,nxvars
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fvalue=fvalue+weitx(i,j)*
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& (shortx(i,j)-xvars(i,j))**2
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enddo
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enddo
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endif
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if(iregrestype.eq.-1)then
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!implicit orthogonal distance regression
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idowhat=0
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do i=1,nobs
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call surffunc(nyvars,shorty(i:i,1:nyvars),nxvars,
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& xvars(i:i,1:nxvars),ndim,beta,
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& dydxp(1:nyvars,1:(nxvars+ndim)),idowhat)
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do j=1,nyvars
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fvalue=fvalue+weity(i,j)*
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& shorty(i,j)**2
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enddo
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enddo
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endif
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return
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end subroutine funkmin_generic
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!$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$
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double precision function f1dim_generic(x)
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implicit none
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double precision x
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CU USES funkmin_generic
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INTEGER j
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!((((((((((((((((((((((((((((((((((((((((((((((((((((
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integer NMAX,ncom
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parameter(NMAX=1000)
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double precision pcom(NMAX),xicom(NMAX)
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COMMON /f1com/ pcom,xicom,ncom
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save /f1com/
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!))))))))))))))))))))))))))))))))))))))))))))))))))))
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double precision xt(NMAX)
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!-----------------------------------------------------
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do 11 j=1,ncom
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xt(j)=pcom(j)+x*xicom(j)
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11 continue
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call funkmin_generic(ncom,xt,f1dim_generic)
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return
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END
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!&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&
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SUBROUTINE FCN_generic(N,M,NP,NQ,
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+ LDN,LDM,LDNP,
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+ BETA,XPLUSD,
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+ IFIXB,IFIXX,LDIFX,
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+ IDEVAL,F,FJACB,FJACD,
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+ ISTOP)
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implicit none
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include 'forgenericregres.h'
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C SUBROUTINE ARGUMENTS
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C ==> N NUMBER OF OBSERVATIONS
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C ==> M NUMBER OF COLUMNS IN EXPLANATORY VARIABLE
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C ==> NP NUMBER OF PARAMETERS
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C ==> NQ NUMBER OF RESPONSES PER OBSERVATION
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C ==> LDN LEADING DIMENSION DECLARATOR EQUAL OR EXCEEDING N
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C ==> LDM LEADING DIMENSION DECLARATOR EQUAL OR EXCEEDING M
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C ==> LDNP LEADING DIMENSION DECLARATOR EQUAL OR EXCEEDING NP
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C ==> BETA CURRENT VALUES OF PARAMETERS
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C ==> XPLUSD CURRENT VALUE OF EXPLANATORY VARIABLE, I.E., X + DELTA
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C ==> IFIXB INDICATORS FOR "FIXING" PARAMETERS (BETA)
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C ==> IFIXX INDICATORS FOR "FIXING" EXPLANATORY VARIABLE (X)
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C ==> LDIFX LEADING DIMENSION OF ARRAY IFIXX
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C ==> IDEVAL INDICATOR FOR SELECTING COMPUTATION TO BE PERFORMED
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C <== F PREDICTED FUNCTION VALUES
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C <== FJACB JACOBIAN WITH RESPECT TO BETA
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C <== FJACD JACOBIAN WITH RESPECT TO ERRORS DELTA
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C <== ISTOP STOPPING CONDITION, WHERE
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C 0 MEANS CURRENT BETA AND X+DELTA WERE
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C ACCEPTABLE AND VALUES WERE COMPUTED SUCCESSFULLY
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C 1 MEANS CURRENT BETA AND X+DELTA ARE
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C NOT ACCEPTABLE; ODRPACK SHOULD SELECT VALUES
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C CLOSER TO MOST RECENTLY USED VALUES IF POSSIBLE
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C -1 MEANS CURRENT BETA AND X+DELTA ARE
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C NOT ACCEPTABLE; ODRPACK SHOULD STOP
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C INPUT ARGUMENTS, NOT TO BE CHANGED BY THIS ROUTINE:
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INTEGER I,IDEVAL,ISTOP,L,LDIFX,LDM,LDN,LDNP,M,N,NP,NQ
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DOUBLE PRECISION BETA(NP),XPLUSD(LDN,M)
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INTEGER IFIXB(NP),IFIXX(LDIFX,M)
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C OUTPUT ARGUMENTS:
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DOUBLE PRECISION F(LDN,NQ),FJACB(LDN,LDNP,NQ),FJACD(LDN,LDM,NQ)
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double precision ymod(NQ),dydxp(NQ,(M+NP)),params(NP)
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integer k,idowhat,nparams,ibreak
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!-----------------------------------------------------
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ibreak=39
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if(betamin(1).lt.betamax(1))then
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do I=1,NP
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if(BETA(I).lt.betamin(I).or.BETA(I).gt.betamax(I))then
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ISTOP = 1
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RETURN
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endif
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enddo
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endif
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ISTOP=0
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IF (MOD(IDEVAL,10).GE.1) THEN
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idowhat=0
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DO 100 I = 1,N
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if(I.le.ibreak)then
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nparams=NP-1
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do k=1,nparams
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params(k)=BETA(k)
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enddo
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else
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nparams=NP-1
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do k=1,nparams
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params(k)=BETA(k)
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enddo
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params(nparams)=BETA(NP)
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endif
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call surffunc(NQ,ymod,M,XPLUSD(I:I,1:M),
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&nparams,params,dydxp(1:NQ,1:(M+nparams)),idowhat)
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DO 110 L = 1,NQ
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F(I,L)=ymod(L)
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110 CONTINUE
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100 CONTINUE
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END IF
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C COMPUTE DERIVATIVES WITH RESPECT TO BETA
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IF (MOD(IDEVAL/10,10).GE.1) THEN
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idowhat=2
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DO 200 I = 1,N
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if(I.le.ibreak)then
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nparams=NP-1
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do k=1,nparams
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params(k)=BETA(k)
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enddo
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else
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nparams=NP-1
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do k=1,nparams
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params(k)=BETA(k)
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enddo
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params(nparams)=BETA(NP)
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endif
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call surffunc(NQ,ymod,M,XPLUSD(I:I,1:M),
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&nparams,params,dydxp(1:NQ,1:(M+nparams)),idowhat)
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DO 210 L = 1,NQ
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do k=1,nparams
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FJACB(I,k,L)=dydxp(L,k)
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enddo
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if(I.le.ibreak)then
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FJACB(I,NP,L)=0.0d0
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else
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FJACB(I,NP,L)=dydxp(L,nparams)
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FJACB(I,nparams,L)=0.0d0
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endif
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210 CONTINUE
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200 CONTINUE
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ENDIF
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c compute derivatives with respect to delta
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IF (MOD(IDEVAL/100,10).GE.1) THEN
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idowhat=1
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DO 300 I = 1,N
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if(I.le.ibreak)then
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nparams=NP-1
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do k=1,nparams
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params(k)=BETA(k)
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enddo
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else
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nparams=NP-1
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do k=1,nparams
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params(k)=BETA(k)
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enddo
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params(nparams)=BETA(NP)
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endif
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call surffunc(NQ,ymod,M,XPLUSD(I:I,1:M),
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&nparams,params,dydxp(1:NQ,1:(M+nparams)),idowhat)
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DO 310 L = 1,NQ
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do k=1,M
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FJACD(I,k,L)=dydxp(L,k)
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enddo
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310 CONTINUE
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300 CONTINUE
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ENDIF
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RETURN
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END
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!$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$
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subroutine distcenter(nx,x,fequ,fvalue,idowhat)
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implicit none
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include 'leastdistance.h'
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!idowhat=1, evaluating the system of equations and calculating the sum of squares.
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!idowhat=2, calculating the distance.
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integer nx,idowhat
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double precision x(nx),fequ(nx),fvalue
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!----------------------------------------------------------
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integer i,j,ider
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double precision y(my),dydxp(my,(nx+nparams)),
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& xcopy(nx),sum,yplush(my),yminush(my),h
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parameter(h=1.0d-7)
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!==============End of Variable Declaration==================
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j=0
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call surffunc(my,y,nx,x,nparams,params,
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& dydxp(1:my,1:(nx+nparams)),j)
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if(idowhat.eq.1)then
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if(iknowder.eq.1)then
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call surffunc(my,y,nx,x,nparams,params,
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& dydxp(1:my,1:(nx+nparams)),iknowder)
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endif
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if(iknowder.eq.0)then
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do i=1,nx
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xcopy(i)=x(i)
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enddo
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do i=1,nx
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xcopy(i)=x(i)+h
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call surffunc(my,yplush,nx,xcopy,nparams,params,
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& dydxp(1:my,1:(nx+nparams)),iknowder)
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xcopy(i)=x(i)-h
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call surffunc(my,yminush,nx,xcopy,nparams,params,
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& dydxp(1:my,1:(nx+nparams)),iknowder)
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do j=1,my
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dydxp(j,i)=(yplush(j)-yminush(j))/(2.0d0*h)
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enddo
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xcopy(i)=x(i)
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enddo
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endif
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do i=1,nx
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sum=0.0d0
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do j=1,my
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sum=sum+(y(j)-targety(j))*dydxp(j,i)
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enddo
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fequ(i)=x(i)-(targetx(i)-sum)
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enddo
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fvalue=0.0d0
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do i=1,nx
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fvalue=fvalue+fequ(i)*fequ(i)
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enddo
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endif
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if(idowhat.eq.2)then
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fvalue=0.0d0
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do i=1,my
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fvalue=fvalue+(y(i)-targety(i))**2
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enddo
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do i=1,nx
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fvalue=fvalue+(x(i)-targetx(i))**2
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enddo
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endif
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return
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end subroutine distcenter
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!$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$
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subroutine distcentersys(nunknowns,x,fequ,fsqsum)
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implicit none
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integer nunknowns,idowhat
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double precision x(nunknowns),
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& fequ(nunknowns),fsqsum
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parameter(idowhat=1)
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call distcenter(nunknowns,x,fequ,fsqsum,idowhat)
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return
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end subroutine distcentersys
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!-----------------------------------------------------------
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subroutine fsqsum_distcenter(nunknowns,x,fsqsum)
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implicit none
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integer nunknowns,idowhat
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double precision x(nunknowns),fsqsum,
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& fequ(nunknowns)
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parameter(idowhat=1)
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call distcenter(nunknowns,x,fequ,fsqsum,idowhat)
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return
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end
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!-----------------------------------------------------------
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double precision function f1dimsqsum_distcenter(x)
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implicit none
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double precision x
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INTEGER j,idowhat
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!((((((((((((((((((((((((((((((((((((((((((((((((((((
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integer NMAX,ncom
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parameter(NMAX=1000)
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double precision pcom(NMAX),xicom(NMAX)
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COMMON /cpf1com/ pcom,xicom,ncom
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save /cpf1com/
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!))))))))))))))))))))))))))))))))))))))))))))))))))))
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double precision xt(NMAX),fequ(NMAX)
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parameter(idowhat=1)
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do 11 j=1,ncom
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xt(j)=pcom(j)+x*xicom(j)
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11 continue
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call distcenter(ncom,xt,fequ,
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& f1dimsqsum_distcenter,idowhat)
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return
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END
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!------------------------------------------------------------
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subroutine s2_distcenter(nunknowns,x,s2)
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implicit none
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integer nunknowns,idowhat
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double precision x(nunknowns),s2,fequ(nunknowns)
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parameter(idowhat=2)
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call distcenter(nunknowns,x,fequ,s2,idowhat)
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return
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end
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!-----------------------------------------------------------
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double precision function f1dims2_distcenter(x)
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implicit none
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double precision x
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INTEGER j,idowhat
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!((((((((((((((((((((((((((((((((((((((((((((((((((((
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integer NMAX,ncom
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parameter(NMAX=1000)
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double precision pcom(NMAX),xicom(NMAX)
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COMMON /cpf1com/ pcom,xicom,ncom
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save /cpf1com/
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!))))))))))))))))))))))))))))))))))))))))))))))))))))
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double precision xt(NMAX),fequ(NMAX)
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parameter(idowhat=2)
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do 11 j=1,ncom
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xt(j)=pcom(j)+x*xicom(j)
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11 continue
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call distcenter(ncom,xt,fequ,
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& f1dims2_distcenter,idowhat)
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return
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END
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!$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$
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