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

404 lines
9.4 KiB
FortranFixed

SUBROUTINE powellann(p,xi,n,np,ftol,fret,pmin,pmax,
& funkmin,f1dim,ITMAX)
! fret must be given on entry
implicit none
INTEGER iter,n,np,NMAX,ITMAX
double precision fret,ftol,p(np),xi(np,np),TINY,
& pmin(np),pmax(np)
PARAMETER (NMAX=50,TINY=1.0d-25)
CU USES funkmin,annlinmin
INTEGER i,ibig,j
double precision del,fp,fptt,t,pt(NMAX),
& ptt(NMAX),xit(NMAX)
external funkmin,f1dim
do 11 j=1,n
pt(j)=p(j)
11 continue
iter=0
1 iter=iter+1
fp=fret
ibig=0
del=0.0d0
do 13 i=1,n
do 12 j=1,n
xit(j)=xi(j,i)
12 continue
fptt=fret
call annlinmin(p,pmin,pmax,xit,n,f1dim,fret)
if(fptt-fret.gt.del)then
del=fptt-fret
ibig=i
endif
13 continue
if(2.0d0*(fp-fret).le.ftol*(dabs(fp)+dabs(fret))+TINY)return
if(iter.eq.ITMAX)then
write(*,*)'powell exceeding maximum iterations'
return
endif
do 14 j=1,n
ptt(j)=2.0d0*p(j)-pt(j)
xit(j)=p(j)-pt(j)
pt(j)=p(j)
14 continue
call funkmin(n,ptt,fptt)
if(fptt.ge.fp)goto 1
t=2.0d0*(fp-2.0d0*fret+fptt)*(fp-fret-del)**2-
& del*(fp-fptt)**2
if(t.ge.0.0d0)goto 1
call annlinmin(p,pmin,pmax,xit,n,f1dim,fret)
do 15 j=1,n
xi(j,ibig)=xi(j,n)
xi(j,n)=xit(j)
15 continue
goto 1
END
C (C) Copr. 1986-92 Numerical Recipes Software v%1jw#<0(9p#3.
SUBROUTINE annlinmin(p,pmin,pmax,xi,n,f1dim,fret)
implicit none
INTEGER n,NMAX
double precision fret,p(n),xi(n),ftol,pmin(n),pmax(n)
PARAMETER (NMAX=1000,ftol=1.0d-6)
CU USES brent,f1dim,mnbrak
INTEGER j,ncom,k,ierr
double precision ax,bx,fa,fb,fx,xmin,xx,pcom(NMAX),
& xicom(NMAX),xxmin,xxmax,term,w(2),bph(2),
& paramnormsk,paramnormsb,ynorm,q(2),bend,terma,
& termb,termc,delta,reducer,root,f1dim,postannfunc
parameter(reducer=0.25d0)
COMMON /f1com/ pcom,xicom,ncom
integer maxm1dsamp,m1dsamp
parameter(maxm1dsamp=1000)
common /intannlinmin/m1dsamp
double precision y1dsamp(maxm1dsamp),params1d(maxm1dsamp)
common /dbleannlinmin/y1dsamp,params1d
EXTERNAL f1dim
ncom=n
delta=0.5d0
do j=1,n
pcom(j)=p(j)
xicom(j)=xi(j)
enddo
xxmax=1.0d+100
xxmin=-1.0d+100
do j=1,n
if(xicom(j).gt.1.0d-100)then
! if(xicom(j).gt.0.0d0)then
xx=(pmax(j)-pcom(j))/xicom(j)
ax=(pmin(j)-pcom(j))/xicom(j)
else
if(xicom(j).lt.(-1.0d-100))then
! if(xicom(j).lt.0.0d0)then
ax=(pmax(j)-pcom(j))/xicom(j)
xx=(pmin(j)-pcom(j))/xicom(j)
else
xx=1.0d+100
ax=-1.0d+100
endif
endif
if(xxmax.gt.xx)then
xxmax=xx
endif
if(xxmin.lt.ax)then
xxmin=ax
endif
enddo
ax=0.0d0
if(dabs(xxmax).gt.dabs(xxmin))then
xx=0.25d0*xxmax
else
xx=0.25d0*xxmin
endif
m1dsamp=0
call mnbrak(ax,xx,bx,fa,fx,fb,xxmin,xxmax,ierr,f1dim)
if(ierr.ne.0)then
! bracketing failed
fret=fx
do j=1,n
xi(j)=xx*xi(j)
p(j)=p(j)+xi(j)
enddo
return
endif
if(ax.gt.xx)then
xxmax=ax
xxmin=bx
else
xxmax=bx
xxmin=ax
endif
write(*,*)m1dsamp
if(m1dsamp.lt.6)then
term=xx+(xxmax-xx)*(delta+1.0d0)/2.0d0
fret=f1dim(term)
if(fret.lt.fx)then
xxmin=xx
xx=term
fx=fret
else
xxmax=term
endif
term=xx+(xxmax-xx)*(1.0d0-delta)/2.0d0
fret=f1dim(term)
if(fret.lt.fx)then
xxmin=xx
xx=term
fx=fret
else
xxmax=term
endif
term=xx-(xx-xxmin)*(1.0d0+delta)/2.0d0
fret=f1dim(term)
if(fret.lt.fx)then
xxmax=xx
xx=term
fx=fret
else
xxmin=term
endif
term=xx-(xx-xxmin)*(1.0d0-delta)/2.0d0
fret=f1dim(term)
if(fret.lt.fx)then
xxmax=xx
xx=term
fx=fret
else
xxmin=term
endif
endif
w(1)=0.75334d0
w(2)=0.13425d0
bph(1)=0.01d0
bph(2)=-0.07d0
q(1)=1.2d0
q(2)=-2.0d0
100 call annfitting1d(m1dsamp,params1d,y1dsamp,paramnormsk,
& paramnormsb,ynorm,w,bph,q,bend)
term=q(1)*w(1)
fret=q(2)*w(2)
terma=term*w(2)*w(2)+fret*w(1)*w(1)
termb=2.0d0*(term*w(2)*bph(2)+fret*w(1)*bph(1))
termc=term*(1.0d0+bph(2)*bph(2))+
& fret*(1.0d0+bph(1)*bph(1))
if(terma.eq.0.0d0)then
if(termb.eq.0.0d0)goto 200
root=-termc/termb
goto 110
endif
fret=termb*termb-4.0d0*terma*termc
if(fret.lt.0.0d0)goto 200
term=-0.5d0*(termb+dsign(1.0d0,termb)*dsqrt(fret))
root=termc/term
root=(root-paramnormsb)/paramnormsk
if(root.lt.xxmax.and.root.gt.xxmin)then
if(dabs(root-xx).lt.ftol)goto 1000
fret=f1dim(root)
if(fret.lt.fx)then
if(root.lt.xx)then
xxmax=xx
else
xxmin=xx
endif
xx=root
fx=fret
goto 100
else
if(root.lt.xx)then
xxmin=root
else
xxmax=root
endif
endif
endif
root=term/terma
110 root=(root-paramnormsb)/paramnormsk
if(root.lt.xxmax.and.root.gt.xxmin)then
if(dabs(root-xx).lt.ftol)goto 1000
fret=f1dim(root)
if(fret.lt.fx)then
if(root.lt.xx)then
xxmax=xx
else
xxmin=xx
endif
xx=root
fx=fret
goto 100
else
if(root.lt.xx)then
xxmin=root
else
xxmax=root
endif
endif
endif
200 term=xx+delta*(xxmax-xx)
write(*,*)'ann failed'
fret=f1dim(term)
if(fret.lt.fx)then
xxmin=xx
fx=fret
xx=term
goto 100
endif
xxmax=term
term=xx-delta*(xx-xxmin)
fret=f1dim(term)
if(fret.lt.fx)then
xxmax=xx
fx=fret
xx=term
goto 100
endif
xxmin=term
delta=delta*reducer
if(delta.gt.ftol)goto 200
1000 fret=fx
do j=1,n
xi(j)=xx*xi(j)
p(j)=p(j)+xi(j)
enddo
return
END
C (C) Copr. 1986-92 Numerical Recipes Software v%1jw#<0(9p#3.
SUBROUTINE mnbrak(ax,bx,cx,fa,fb,fc,xxmin,xxmax,
& ierr,func)
implicit none
double precision ax,bx,cx,fa,fb,fc,
& func,GOLD,GLIMIT,TINY
EXTERNAL func
PARAMETER(GOLD=1.618034d0,GLIMIT=100.0d0,TINY=1.0d-20)
double precision dum,fu,q,r,u,ulim,xxmin,xxmax
integer ierr
ierr=0
fa=func(ax)
fb=func(bx)
if(fb.gt.fa)then
dum=ax
ax=bx
bx=dum
dum=fb
fb=fa
fa=dum
endif
if(fa.eq.fb)then
cx=(bx+ax)/2.0d0
fc=func(cx)
if(fc.le.fa)return
endif
cx=bx+GOLD*(bx-ax)
if(cx.le.xxmin)then
cx=0.5d0*(dmin1(ax,bx)+xxmin)
endif
if(cx.ge.xxmax)then
cx=0.5d0*(dmax1(ax,bx)+xxmax)
endif
fc=func(cx)
1 if(fb.ge.fc)then
r=(bx-ax)*(fb-fc)
q=(bx-cx)*(fb-fa)
u=bx-((bx-cx)*q-(bx-ax)*r)/
& (2.0d0*dsign(dmax1(dabs(q-r),TINY),q-r))
ulim=bx+GLIMIT*(cx-bx)
if(ulim.ge.xxmax)then
ulim=xxmax-tiny
endif
if(ulim.le.xxmin)then
ulim=xxmin+tiny
endif
if((bx-u)*(u-cx).gt.0.0d0)then
fu=func(u)
if(fu.lt.fc)then
ax=bx
fa=fb
bx=u
fb=fu
return
elseif(fu.gt.fb)then
cx=u
fc=fu
return
endif
u=cx+GOLD*(cx-bx)
if(u.gt.xxmax)then
u=cx+0.5d0*(xxmax-cx)
endif
if(u.lt.xxmin)then
u=cx+0.5d0*(xxmin-cx)
endif
fu=func(u)
elseif((cx-u)*(u-ulim).gt.0.0d0)then
fu=func(u)
if(fu.lt.fc)then
bx=cx
cx=u
u=cx+GOLD*(cx-bx)
if(u.gt.xxmax)then
u=cx+0.5d0*(xxmax-cx)
endif
if(u.lt.xxmin)then
u=cx+0.5d0*(xxmin-cx)
endif
fb=fc
fc=fu
fu=func(u)
endif
else if((u-ulim)*(ulim-cx).ge.0.0d0)then
u=ulim
fu=func(u)
else
u=cx+GOLD*(cx-bx)
if(u.gt.xxmax)then
u=cx+0.5d0*(xxmax-cx)
endif
if(u.lt.xxmin)then
u=cx+0.5d0*(xxmin-cx)
endif
fu=func(u)
endif
ax=bx
bx=cx
cx=u
fa=fb
fb=fc
fc=fu
r=dmin1(dabs(ax-bx),dabs(ax-cx))
r=dmin1(r,dabs(bx-cx))
if(r.lt.tiny)then
! bracketing failed
ierr=1
return
endif
goto 1
endif
return
END
C (C) Copr. 1986-92 Numerical Recipes Software v%1jw#<0(9p#3.