***************************************************************************** * discrete boundary value 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, ip1, im1, j double precision ri, si, ti, tj, t, xi, xip1, xim1 double precision ddot intrinsic dble double precision h common /PARAM1/ h save /PARAM1/ double precision zero, one, two, three parameter (zero = 0.d0, one = 1.d0, two = 2.d0) parameter (three = 3.d0) *======================================================================= if (mode .eq. 0) goto 20 if (mode .eq. -1) goto 10 if (mode .eq. -2) goto 30 na = mode / 1000 nh = mode - na*1000 nb = nh / 100 nt = nh - nb*100 nc = nt / 10 nd = nt - 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 n1 = n + 1 h = one / dble(n1) if (nout .gt. 0) write( nout, 9999) n, m return *----------------------------------------------------------------------- 20 continue do 21 j = 1, n tj = dble(j)*h x(j) = tj*(tj-one) 21 continue return *----------------------------------------------------------------------- 30 continue ftf = zero return *----------------------------------------------------------------------- 100 continue i = 1 xi = x(1) do 110 ip1 = 2, n1 if (i .ne. n) xip1 = x(ip1) t = two*xi + (h*h*(xi + dble(i)*h + one)**3)/two if (i .ne. 1) t = t - xim1 if (i .ne. n) t = t - xip1 f(i) = t im1 = i i = ip1 xim1 = xi xi = xip1 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 i = 1 do 220 ip1 = 2, n1 fj(i,i) = two + (three*h*h*(x(i) + dble(i)*h + one)**2)/two if (i .ne. 1) fj(i,im1) = -one if (i .ne. n) fj(i,ip1) = -one im1 = i i = ip1 220 continue return 300 continue do 310 j = 1, n call dcopy( m, zero, 0, fj( 1, j), 1) 310 continue i = 1 xi = x(1) do 320 ip1 = 2, n1 if (i .ne. n) xip1 = x(ip1) ti = dble(i)*h ri = (xi + ti + one) si = h*h*ri*ri/two t = two*xi + si*ri if (i .ne. 1) t = t - xim1 if (i .ne. n) t = t - xip1 f(i) = t fj(i,i) = two + three*si if (i .ne. 1) fj(i,im1) = -one if (i .ne. n) fj(i,ip1) = -one im1 = i i = ip1 xim1 = xi xi = xip1 320 continue if (nb .ne. 0) ftf = ddot( m, f, 1, f, 1) if (nd .eq. 0) return do 400 j = 1, n g(j) = ddot( m, fj( 1, j), 1, f, 1) 400 continue return 9999 format(/'1',70('=')//, *' discrete boundary value 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 j intrinsic dble double precision h common /PARAM1/ h save /PARAM1/ double precision zero, one, three parameter (zero = 0.d0, one = 1.d0) parameter (three = 3.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) = three*h*h*(x(k) + dble(k)*h + one) return end ************************************************************************ ************************************************************************ subroutine dfkdij( k, x, n, lhess, hess, linear) implicit double precision (a-h,o-z) logical linear integer k, n, lhess double precision x(n), hess(lhess,n) integer j intrinsic dble double precision h common /PARAM1/ h save /PARAM1/ double precision zero, one, three parameter (zero = 0.d0, one = 1.d0) parameter (three = 3.d0) *======================================================================= do 100 j = 1, n call dcopy( n, zero, 0, hess( 1, j), 1) 100 continue linear = .false. hess(k,k) = three*h*h*(x(k) + dble(k)*h + one) return end