****************************************************************************** * broyden banded function * more, garbow, and hillstrom, acm toms vol. 7 no. 1 (march 1981) 17-41 ****************************************************************************** subroutine getfun( x, n, f, m, ftf, fj, lfj, g, mode) implicit double precision (a-h,o-z) integer n, m, lfj, mode double precision x(n), f(m), ftf, fj(lfj,n), g(n) integer nprob, nprobs, nstart, nstrts common /PROBLM/ nprob, nprobs, nstart, nstrts integer nout common /IOUNIT/ nout logical lf, lj integer na, nb, nc, nd, nt, nh integer i, j, j1, j2 double precision xi, xj, t double precision ddot intrinsic max, min integer ilbw, iubw common /PARAM1/ ilbw, iubw save /PARAM1/ double precision zero, one, two, three, five, ffteen parameter (zero = 0.d0, one = 1.d0, two = 2.d0) parameter (three = 3.d0, five = 5.d0, ffteen = 15.d0) *======================================================================= if (mode .eq. 0) goto 20 if (mode .eq. -1) goto 10 if (mode .eq. -2) goto 30 na = mode / 1000 nt = mode - na*1000 nb = nt / 100 nh = nt - nb*100 nc = nh / 10 nd = nh - nc*10 lf = (na .ne. 0) .or. (nb .ne. 0) .or. (nd .ne. 0) lj = (nc .ne. 0) .or. (nd .ne. 0) if (lf .and. lj) goto 300 if (lf) goto 100 if (lj) goto 200 *----------------------------------------------------------------------- 10 continue nprobs = 1 nstrts = 1 n = 10 m = n ilbw = 5 iubw = 1 if (nout .gt. 0) write( nout, 9999) n, m return *----------------------------------------------------------------------- 20 continue call dcopy( n, (-one), 0, x, 1) return *----------------------------------------------------------------------- 30 continue ftf = zero return *----------------------------------------------------------------------- 100 continue do 110 i = 1, n xi = x(i) f(i) = xi*(two + five*xi*xi) + one j1 = max( 1, i-ilbw) j2 = min( n, i+iubw) do 110 j = j1, j2 xj = x(j) if (j .ne. i) f(i) = f(i) - xj*(one + xj) 110 continue if (nb .ne. 0) ftf = ddot( m, f, 1, f, 1) return 200 continue do 210 j = 1, n call dcopy( m, zero, 0, fj( 1, j), 1) 210 continue do 220 i = 1, n xi = x(i) fj(i,i) = two + ffteen*xi*xi j1 = max( 1, i-ilbw) j2 = min( n, i+iubw) do 220 j = j1, j2 if (j .ne. i) fj(i,j) = -(one + two*x(j)) 220 continue return 300 continue do 310 j = 1, n call dcopy( m, zero, 0, fj( 1, j), 1) 310 continue do 320 i = 1, n xi = x(i) t = five*xi*xi f(i) = xi*(two + t) + one fj(i,i) = two + three*t j1 = max( 1, i-ilbw) j2 = min( n, i+iubw) do 320 j = j1, j2 xj = x(j) if (j .ne. i) fj(i,j) = -(one + two*xj) if (j .ne. i) f(i) = f(i) - xj*(one + xj) 320 continue if (nb .ne. 0) ftf = ddot( m, f, 1, f, 1) if (nd .eq. 0) return do 330 j = 1, n g(j) = ddot( m, fj( 1, j), 1, f, 1) 330 continue return 9999 format(/'1',70('=')//, *' broyden banded function (more et al.)'//, *' number of variables =', i4,' (variable)'/, *' number of functions =', i4,' ( = n )'//, * ' ',70('=')/) end ************************************************************************ ************************************************************************ subroutine dfjdxk ( k, x, n, dfj, ldfj, m, nonzro) implicit double precision (a-h,o-z) integer k, n, ldfj, m, nonzro(n) double precision x(n), dfj(ldfj,n) integer i, j, j1, j2 intrinsic max, min integer ilbw, iubw common /PARAM1/ ilbw, iubw save /PARAM1/ double precision zero, two, thirty parameter (zero = 0.d0, two = 2.d0, thirty = 30.d0) *======================================================================= do 100 j = 1, n nonzro(j) = 0 call dcopy( m, zero, 0, dfj( 1, j), 1) 100 continue nonzro(k) = 1 dfj(k,k) = thirty*x(k) j1 = max( 1, k-iubw) j2 = min( n, k+ilbw) do 200 i = j1, j2 if (k .ne. i) dfj(i,k) = -two 200 continue return end ************************************************************************ ************************************************************************ subroutine dfkdij( k, x, n, hess, lhess, linear) implicit double precision (a-h,o-z) logical linear integer k, n, lhess double precision x(n), hess(lhess,n) integer j, j1, j2 intrinsic max, min integer ilbw, iubw common /PARAM1/ ilbw, iubw save /PARAM1/ double precision zero, two, thirty parameter (zero = 0.d0, two = 2.d0, thirty = 30.d0) *======================================================================= do 100 j = 1, n call dcopy( n, zero, 0, hess( 1, j), 1) 100 continue linear = .false. hess(k,k) = thirty*x(k) j1 = max( 1, k-ilbw) j2 = min( n, k+iubw) do 200 j = j1, j2 if (j .ne. k) hess(j,j) = -two 200 continue return end