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piscal/dataassim/math/optimization/amebsa.f
2016-02-03 18:52:05 +00:00

122 lines
3.1 KiB
FortranFixed

SUBROUTINE amebsa(p,y,mp,np,ndim,pb,yb,ftol,funk,iter,temptr)
INTEGER iter,mp,ndim,np,NMAX
double precision ftol,temptr,yb,p(mp,np),pb(np),y(mp),funk
PARAMETER (NMAX=200)
EXTERNAL funk
CU USES amotsa,funk,ran1
INTEGER i,idum,ihi,ilo,inhi,j,m,n
double precision rtol,sum,swap,tt,yhi,ylo,ynhi,ysave,yt,ytry,
&psum(NMAX),amotsa,ran1
COMMON /ambsa/ tt,idum
tt=-temptr
1 do 12 n=1,ndim
sum=0.0d0
do 11 m=1,ndim+1
sum=sum+p(m,n)
11 continue
psum(n)=sum
12 continue
2 ilo=1
inhi=1
ihi=2
ylo=y(1)+tt*dlog(ran1(idum))
ynhi=ylo
yhi=y(2)+tt*dlog(ran1(idum))
if (ylo.gt.yhi) then
ihi=1
inhi=2
ilo=2
ynhi=yhi
yhi=ylo
ylo=ynhi
endif
do 13 i=3,ndim+1
yt=y(i)+tt*dlog(ran1(idum))
if(yt.le.ylo) then
ilo=i
ylo=yt
endif
if(yt.gt.yhi) then
inhi=ihi
ynhi=yhi
ihi=i
yhi=yt
else if(yt.gt.ynhi) then
inhi=i
ynhi=yt
endif
13 continue
rtol=2.0d0*dabs(yhi-ylo)/(dabs(yhi)+dabs(ylo))
if(rtol.lt.ftol.or.iter.lt.0) then
swap=y(1)
y(1)=y(ilo)
y(ilo)=swap
do 14 n=1,ndim
swap=p(1,n)
p(1,n)=p(ilo,n)
p(ilo,n)=swap
14 continue
return
endif
iter=iter-2
ytry=amotsa(p,y,psum,mp,np,ndim,pb,yb,funk,ihi,yhi,-1.0d0)
if (ytry.le.ylo) then
ytry=amotsa(p,y,psum,mp,np,ndim,pb,yb,funk,ihi,yhi,2.0d0)
else if (ytry.ge.ynhi) then
ysave=yhi
ytry=amotsa(p,y,psum,mp,np,ndim,pb,yb,funk,ihi,yhi,0.5d0)
if (ytry.ge.ysave) then
do 16 i=1,ndim+1
if(i.ne.ilo)then
do 15 j=1,ndim
psum(j)=0.5d0*(p(i,j)+p(ilo,j))
p(i,j)=psum(j)
15 continue
y(i)=funk(psum)
endif
16 continue
iter=iter-ndim
goto 1
endif
else
iter=iter+1
endif
goto 2
END
double precision FUNCTION amotsa
&(p,y,psum,mp,np,ndim,pb,yb,funk,ihi,yhi,fac)
INTEGER ihi,mp,ndim,np,NMAX
double precision amotsa,fac,yb,yhi,p(mp,np),pb(np),psum(np),
&y(mp),funk
PARAMETER (NMAX=200)
EXTERNAL funk
CU USES funk,ran1
INTEGER idum,j
double precision fac1,fac2,tt,yflu,ytry,ptry(NMAX),ran1
COMMON /ambsa/ tt,idum
fac1=(1.-fac)/ndim
fac2=fac1-fac
do 11 j=1,ndim
ptry(j)=psum(j)*fac1-p(ihi,j)*fac2
11 continue
ytry=funk(ptry)
if (ytry.le.yb) then
do 12 j=1,ndim
pb(j)=ptry(j)
12 continue
yb=ytry
endif
yflu=ytry-tt*log(ran1(idum))
if (yflu.lt.yhi) then
y(ihi)=ytry
yhi=yflu
do 13 j=1,ndim
psum(j)=psum(j)-p(ihi,j)+ptry(j)
p(ihi,j)=ptry(j)
13 continue
endif
amotsa=yflu
return
END