316 lines
11 KiB
FortranFixed
316 lines
11 KiB
FortranFixed
subroutine cpfixedpoint(funcnleq1,x0min,x0ori,xp,
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& x0max,fequ,nunknowns,TOLF,stpmax,iwhichsolver)
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implicit none
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include 'cpnslasystem.h'
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!-------- Inputs ---------------------------------------
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! nunknowns: The number of unknowns to be solved
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! x0ori(1:nunknowns): initial guess for the unknowns
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! x0min(1:nunknowns): lower bound of the solution
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! x0max(1:nunknowns): upper bound of the solution
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! stpmax: the maximum length of the steps allowed to prevent search into
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! undefined region.
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! TOLF: Error tolerance
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! funcnleq1: the subroutine name for the nonlinear system
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integer nunknowns
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double precision x0min(1:nunknowns),x0ori(1:nunknowns),
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& x0max(1:nunknowns),TOLF,stpmax
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! --------- Outputs -------------------------------------
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! fequ(1:nunknowns): function values at the last step of iteration
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! xp(1:nunknowns): final solutions or solutions not worse than x0ori
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! iwhichsolver: =1,2,3,4 successful
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! =-9999 failed, best solution returned
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integer iwhichsolver
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double precision fequ(1:nunknowns),xp(1:nunknowns)
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! ---------Local variables --------------------------------
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integer i,j,k,maxiter,notfound,ncount,ierr,
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& ismallest,iGuCall
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double precision swap,x1,x2,f1,f2,fsqsumold,
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& fsqsumnew,xpold(nunknowns),fequold(nunknowns),
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& gfuncsum(nunknowns),deltax(nunknowns),
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& xpder(nunknowns),fjacob(nunknowns,nunknowns),
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& fjacobcopy(nunknowns,nunknowns),fsqsum
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logical check
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parameter(maxiter=200,notfound=-9999,iGuCall=49)
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integer iselect(300*maxiter)
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logical resetran2
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common /cpran2reset/resetran2
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save /cpran2reset/
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external funcnleq1
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!-----------------------------------------------------------
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resetran2=.true.
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do i=1,nunknowns
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xp(i)=x0ori(i)
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enddo
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iwhichsolver=notfound
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numeval=0
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!--------------------------------------------------------------
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!Plain fixed-point method. Fixed-point method 1
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do i=1,maxiter
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call funcnleq1(nunknowns,xp,fequ,fsqsum)
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call cpbookkeeping(nunknowns,xp,fequ,iGuCall,k)
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if(dabs(fequ(k)).lt.TOLF)then
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iwhichsolver=1
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return
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endif
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do j=1,nunknowns
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xp(j)=xp(j)-fequ(j)
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if(xp(j).lt.x0min(j).or.xp(j).gt.x0max(j))then
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call reinitialization(x0min(j),x0ori(j),
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& x0max(j),xp(j),50000)
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endif
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enddo
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enddo
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!_____________________________________________________________________
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!try fixed-point method 2
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do j=1,nunknowns
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call reinitialization(x0min(j),x0ori(j),
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& x0max(j),xp(j),10000)
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enddo
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call funcnleq1(nunknowns,xp,fequ,fsqsum)
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call cpbookkeeping(nunknowns,xp,fequ,iGuCall,k)
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do i=1,nunknowns
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xp(i)=xp(i)-fequ(i)
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if(xp(i).lt.x0min(i).or.xp(i).gt.x0max(i))then
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call reinitialization(x0min(i),x0ori(i),
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& x0max(i),xp(i),2000)
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endif
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enddo
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do i=1,maxiter
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call funcnleq1(nunknowns,xp,fequ,fsqsum)
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call cpbookkeeping(nunknowns,xp,fequ,iGuCall,k)
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if(dabs(fequ(k)).lt.TOLF)then
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iwhichsolver=2
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return
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endif
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do j=1,nunknowns
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ierr=0
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x1=xevaluated(numeval-1,j)
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f1=x1-fevaluated(numeval-1,j)
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x2=xevaluated(numeval,j)
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f2=x2-fevaluated(numeval,j)
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if(dabs(f2-f1-x2+x1).gt.1.0d-20)then
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ierr=1
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xp(j)=(x1*(f2-f1)-f1*(x2-x1))/
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& (f2-f1-x2+x1)
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if(xp(j).le.x0min(j).or.xp(j)
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& .ge.x0max(j))then
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ierr=0
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endif
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endif
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if(ierr.le.0.and.numeval.ge.3)then
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! haven't found a usable new point yet, first try the opposite sign point
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ncount=0
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do k=1,numeval-2
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if((fevaluated(k,j)*fevaluated(numeval,j))
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& .lt.0.0d0)then
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ncount=ncount+1
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iselect(ncount)=k
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endif
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enddo
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if(ncount.gt.0)then
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! there are points at different sides of the zero.
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ismallest=1
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do k=2,ncount
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if(dabs(xevaluated(iselect(k),j)-x2).lt.
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& dabs(xevaluated(iselect(ismallest),j)-x2))then
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ismallest=k
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endif
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enddo
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ierr=1
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x1=xevaluated(iselect(ismallest),j)
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f1=x1-fevaluated(iselect(ismallest),j)
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xp(j)=(x1*(f2-f1)-f1*(x2-x1))/
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& (f2-f1-x2+x1)
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else
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! all at the same sides of the zero.
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do k=1,numeval-2
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x1=xevaluated(k,j)
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f1=x1-fevaluated(k,j)
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if(dabs(f2-f1-x2+x1).gt.1.0d-10)then
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xp(j)=(x1*(f2-f1)-f1*(x2-x1))/
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& (f2-f1-x2+x1)
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if(xp(j).gt.x0min(j).and.xp(j).lt.x0max(j))then
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ierr=1
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endif
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endif
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if(ierr.eq.1)goto 10
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enddo
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10 continue
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endif
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endif
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if(ierr.eq.0)then
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call reinitialization(x0min(j),
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& xevaluated(numeval,j),x0max(j),xp(j),1000)
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endif
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enddo
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ierr=0
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do k=1,nunknowns
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if(xp(k).ne.xevaluated(numeval,k))ierr=1
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enddo
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if(ierr.eq.0)then
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do k=1,nunknowns
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call reinitialization(x0min(k),
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& xevaluated(numeval,k),x0max(k),xp(k),25000)
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enddo
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endif
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enddo
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!__________________________________________________________________
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!Try fixed-point method 3
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do i=1,nunknowns
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xp(i)=x0ori(i)+1.0d-6
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if(xp(i).lt.x0min(i).or.xp(i).gt.x0max(i))then
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call reinitialization(x0min(i),x0ori(i),
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& x0max(i),xp(i),250910)
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endif
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enddo
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do j=1,maxiter
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call funcnleq1(nunknowns,xp,fequ,fsqsum)
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call cpbookkeeping(nunknowns,xp,fequ,iGuCall,k)
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if(dabs(fequ(k)).lt.TOLF)then
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iwhichsolver=3
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return
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endif
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do i=1,nunknowns
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xp(i)=xp(i)-fequ(i)
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if(xp(i).lt.x0min(i).or.xp(i).gt.x0max(i))then
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call reinitialization(x0min(i),x0ori(i),
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& x0max(i),xp(i),25500)
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endif
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enddo
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call funcnleq1(nunknowns,xp,fequ,fsqsum)
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call cpbookkeeping(nunknowns,xp,fequ,iGuCall,k)
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if(dabs(fequ(k)).lt.TOLF)then
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iwhichsolver=3
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return
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endif
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do i=1,nunknowns
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if(fevaluated(numeval,i).eq.
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& fevaluated(numeval-1,i))then
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x1=(xevaluated(numeval,i)+
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& xevaluated(numeval-1,i))/2.0d0
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call reinitialization(x0min(i),x1,
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& x0max(i),xp(i),35678)
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else
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xp(i)=(xevaluated(numeval,i)*fevaluated(numeval-1,i)
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& -xevaluated(numeval-1,i)*fevaluated(numeval,i))/
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& (fevaluated(numeval-1,i)-fevaluated(numeval,i))
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if(xp(i).lt.x0min(i).or.xp(i).gt.x0max(i))then
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call reinitialization(x0min(i),x0ori(i),
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& x0max(i),xp(i),45678)
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endif
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endif
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enddo
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enddo
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!------------------------------------------------------------
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!Try fixed-point method 4
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!11 call funcnleq1(nunknowns,xp,fequ,fsqsumold)
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! call cpbookkeeping(nunknowns,xp,fequ,iGuCall,i)
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fsqsumold=0.0d0
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do i=1,nunknowns
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xpold(i)=xevaluated(1,i)
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fequold(i)=fevaluated(1,i)
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fsqsumold=fsqsumold+fequold(i)*fequold(i)
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enddo
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fsqsumold=0.5d0*fsqsumold
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do k=1,maxiter
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do j=1,nunknowns
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do i=1,nunknowns
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xpder(i)=xpold(i)
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enddo
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if(dabs(fequold(j)).lt.1.0d-10)then
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xpder(j)=xpold(j)+1.0d-5
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else
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xpder(j)=xpold(j)-fequold(j)
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endif
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if(xpder(j).lt.x0min(j).or.xpder(j).
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& gt.x0max(j))then
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call reinitialization(x0min(j),xpold(j),
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& x0max(j),xpder(j),89000)
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endif
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call funcnleq1(nunknowns,xpder,fequ,fsqsumnew)
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call cpbookkeeping(nunknowns,xpder,fequ,iGuCall,i)
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if(dabs(fequ(i)).lt.TOLF)then
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iwhichsolver=4
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return
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endif
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do i=1,nunknowns
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fjacob(i,j)=(fequ(i)-fequold(i))/
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& (xpder(j)-xpold(j))
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fjacobcopy(i,j)=fjacob(i,j)
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enddo
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gfuncsum(j)=(fsqsumnew-fsqsumold)/
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& (xpder(j)-xpold(j))
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enddo
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call cpxmprove(nunknowns,nunknowns,
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& fjacob,fequold,deltax,ierr)
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!if ierr = 0, matrix is singular. ierr = 1, everything is ok.
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if(ierr.eq.0)then
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call adsor(fjacobcopy,nunknowns,nunknowns,
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& fequold,deltax,ierr)
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if(ierr.ne.1)ierr=0
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endif
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if(ierr.ne.0)then
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do i=1,nunknowns
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deltax(i)=-deltax(i)
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enddo
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call cplnsrch(nunknowns,xpold,fsqsumold,
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& gfuncsum,deltax,xp,fsqsumnew,stpmax,
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& check,funcnleq1,fequ)
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if(check.eq..true..or.check.eq..TRUE.)then
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do i=1,nunknowns
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call reinitialization(x0min(i),xpold(i),
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& x0max(i),xp(i),6678)
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enddo
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endif
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do i=1,nunknowns
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if(xp(i).lt.x0min(i).or.xp(i).gt.x0max(i))then
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call reinitialization(x0min(i),x0ori(i),
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& x0max(i),xp(i),678)
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endif
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enddo
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else
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do i=1,nunknowns
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call reinitialization(x0min(i),x0ori(i),
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& x0max(i),xp(i),75678)
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enddo
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endif
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call funcnleq1(nunknowns,xp,fequ,fsqsumold)
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call cpbookkeeping(nunknowns,xp,fequ,iGuCall,i)
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if(dabs(fequ(i)).lt.TOLF)then
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iwhichsolver=4
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return
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endif
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do i=1,nunknowns
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xpold(i)=xp(i)
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fequold(i)=fequ(i)
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enddo
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enddo
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!_____________________________________________________________
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!If all four methods failed, choose the best xp
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do i=1,numeval
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do k=i+1,numeval
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if(flargest(k).lt.flargest(i))then
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swap=flargest(k)
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flargest(k)=flargest(i)
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flargest(i)=swap
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do ncount=1,nunknowns
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swap=xevaluated(k,ncount)
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xevaluated(k,ncount)=xevaluated(i,ncount)
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xevaluated(i,ncount)=swap
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swap=fevaluated(k,ncount)
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fevaluated(k,ncount)=fevaluated(i,ncount)
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fevaluated(i,ncount)=swap
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enddo
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endif
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enddo
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enddo
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! Best solution found so far
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do i=1,nunknowns
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xp(i)=xevaluated(1,i)
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fequ(i)=fevaluated(1,i)
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enddo
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return
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end subroutine cpfixedpoint
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