153 lines
5.6 KiB
FortranFixed
153 lines
5.6 KiB
FortranFixed
!&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&
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subroutine cpodr_leastsquare(nparams,FCN,params,
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& npoints,xobs,yobs,iderivative,INFO)
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implicit none
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!if derivatives are provided, set iderivative to 1, otherwise set it to 0
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C ODRPACK ARGUMENT DEFINITIONS
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C ==> FCN NAME OF THE USER SUPPLIED FUNCTION SUBROUTINE
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C ==> N NUMBER OF OBSERVATIONS
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C ==> M COLUMNS OF DATA IN THE 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 <==> BETA FUNCTION PARAMETERS
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C ==> Y RESPONSE VARIABLE
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C ==> LDY LEADING DIMENSION OF ARRAY Y
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C ==> X EXPLANATORY VARIABLE
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C ==> LDX LEADING DIMENSION OF ARRAY X
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C ==> WE "EPSILON" WEIGHTS
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C ==> LDWE LEADING DIMENSION OF ARRAY WE
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C ==> LD2WE SECOND DIMENSION OF ARRAY WE
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C ==> WD "DELTA" WEIGHTS
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C ==> LDWD LEADING DIMENSION OF ARRAY WD
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C ==> LD2WD SECOND DIMENSION OF ARRAY WD
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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 ==> JOB TASK TO BE PERFORMED
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C ==> NDIGIT GOOD DIGITS IN SUBROUTINE FUNCTION RESULTS
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C ==> TAUFAC TRUST REGION INITIALIZATION FACTOR
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C ==> SSTOL SUM OF SQUARES CONVERGENCE CRITERION
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C ==> PARTOL PARAMETER CONVERGENCE CRITERION
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C ==> MAXIT MAXIMUM NUMBER OF ITERATIONS
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C ==> IPRINT PRINT CONTROL
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C ==> LUNERR LOGICAL UNIT FOR ERROR REPORTS
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C ==> LUNRPT LOGICAL UNIT FOR COMPUTATION REPORTS
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C ==> STPB STEP SIZES FOR FINITE DIFFERENCE DERIVATIVES WRT BETA
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C ==> STPD STEP SIZES FOR FINITE DIFFERENCE DERIVATIVES WRT DELTA
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C ==> LDSTPD LEADING DIMENSION OF ARRAY STPD
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C ==> SCLB SCALE VALUES FOR PARAMETERS BETA
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C ==> SCLD SCALE VALUES FOR ERRORS DELTA IN EXPLANATORY VARIABLE
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C ==> LDSCLD LEADING DIMENSION OF ARRAY SCLD
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C <==> WORK DOUBLE PRECISION WORK VECTOR
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C ==> LWORK DIMENSION OF VECTOR WORK
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C <== IWORK INTEGER WORK VECTOR
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C ==> LIWORK DIMENSION OF VECTOR IWORK
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C <== INFO STOPPING CONDITION
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C PARAMETERS SPECIFYING MAXIMUM PROBLEM SIZES HANDLED BY THIS DRIVER
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C MAXN MAXIMUM NUMBER OF OBSERVATIONS
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C MAXM MAXIMUM NUMBER OF COLUMNS IN EXPLANATORY VARIABLE
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C MAXNP MAXIMUM NUMBER OF FUNCTION PARAMETERS
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C MAXNQ MAXIMUM NUMBER OF RESPONSES PER OBSERVATION
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C PARAMETER DECLARATIONS AND SPECIFICATIONS
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INTEGER LDIFX,LDSCLD,LDSTPD,LDWD,LDWE,LDX,LDY,LD2WD,LD2WE,
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+ LIWORK,LWORK,MAXM,MAXN,MAXNP,MAXNQ
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PARAMETER (MAXM=25,MAXN=10000,MAXNP=30,MAXNQ=1,
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+ LDY=MAXN,LDX=MAXN,
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+ LDWE=1,LD2WE=1,LDWD=1,LD2WD=1,
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+ LDIFX=MAXN,LDSTPD=1,LDSCLD=1,
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+ LWORK=18 + 11*MAXNP + MAXNP**2 + MAXM + MAXM**2 +
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+ 4*MAXN*MAXNQ + 6*MAXN*MAXM + 2*MAXN*MAXNQ*MAXNP +
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+ 2*MAXN*MAXNQ*MAXM + MAXNQ**2 +
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+ 5*MAXNQ + MAXNQ*(MAXNP+MAXM) + LDWE*LD2WE*MAXNQ,
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+ LIWORK=20+MAXNP+MAXNQ*(MAXNP+MAXM))
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C VARIABLE DECLARATIONS
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INTEGER I,INFO,IPRINT,J,JOB,L,LUNERR,LUNRPT,M,MAXIT,N,
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+ NDIGIT,NP,NQ
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INTEGER IFIXB(MAXNP),IFIXX(LDIFX,MAXM),IWORK(LIWORK)
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DOUBLE PRECISION PARTOL,SSTOL,TAUFAC
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DOUBLE PRECISION BETA(MAXNP),SCLB(MAXNP),SCLD(LDSCLD,MAXM),
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+ STPB(MAXNP),STPD(LDSTPD,MAXM),
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+ WD(LDWD,LD2WD,MAXM),WE(LDWE,LD2WE,MAXNQ),
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+ WORK(LWORK),X(LDX,MAXM),Y(LDY,MAXNQ)
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c
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integer npoints,i1,i2,i3,i4,i5,nparams,iderivative
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double precision yobs(npoints),xobs(npoints),
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& params(nparams)
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EXTERNAL FCN
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c
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C SPECIFY DEFAULT VALUES FOR DODRC ARGUMENTS
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WE(1,1,1) = -1.0D0
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WD(1,1,1) = -1.0D0
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IFIXB(1) = -1
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! IFIXX(1,1) = -1
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if(iderivative.eq.0)then
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!no derivatives provided, using central finite difference
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JOB=13
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else
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JOB=43
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endif
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NDIGIT = -1
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TAUFAC = -1.0D0
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SSTOL = -1.0D0
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PARTOL = -1.0D0
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MAXIT = -1
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! IPRINT = -1
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IPRINT=0
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LUNERR = -1
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LUNRPT = -1
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STPB(1) = -1.0D0
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STPD(1,1) = -1.0D0
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SCLB(1) = -1.0D0
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SCLD(1,1) = -1.0D0
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MAXIT = 200000
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C SET UP ODRPACK REPORT FILES
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LUNERR = 107
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LUNRPT = 108
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c
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N=npoints
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NP=nparams
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M=1
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NQ=1
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do I=1,NP
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BETA(I)=params(I)
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enddo
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do I=1,N
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X(I,1)=xobs(I)
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Y(I,1)=yobs(I)
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enddo
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NQ=1
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C READ PROBLEM DATA, AND SET NONDEFAULT VALUE FOR ARGUMENT IFIXX
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DO 10 I=1,N
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DO 15 J=1, M
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IFIXX(I,J) = 1
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15 CONTINUE
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10 CONTINUE
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60 CALL DODRC(FCN,
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+ N,M,NP,NQ,
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+ BETA,
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+ Y,LDY,X,LDX,
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+ WE,LDWE,LD2WE,WD,LDWD,LD2WD,
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+ IFIXB,IFIXX,LDIFX,
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+ JOB,NDIGIT,TAUFAC,
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+ SSTOL,PARTOL,MAXIT,
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+ IPRINT,LUNERR,LUNRPT,
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+ STPB,STPD,LDSTPD,
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+ SCLB,SCLD,LDSCLD,
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+ WORK,LWORK,IWORK,LIWORK,
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+ INFO)
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i1=mod(INFO,10)
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i2=(mod(INFO,100)-i1)/10
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i3=(mod(INFO,1000)-mod(INFO,100))/100
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i4=(mod(INFO,10000)-mod(INFO,1000))/1000
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i5=(INFO-mod(INFO,10000))/10000
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do I=1,NP
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params(I)=BETA(I)
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enddo
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return
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END
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