**************************************************************************** * osborne 1 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, im1, j double precision x1, x2, x3, x4, x5 double precision e4, e5, t2, t3, ti double precision ddot intrinsic dble, exp double precision y common /PARAM1/ y(33) save /PARAM1/ double precision zero, one, ten parameter (zero = 0.d0, one = 1.d0, ten = 10.d0) *======================================================================= if (mode .eq. 0) goto 20 if (mode .eq. -1) goto 10 if (mode .eq. -2) goto 30 x1 = x(1) x2 = x(2) x3 = x(3) x4 = x(4) x5 = x(5) 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 = 5 m = 33 y( 1) = 0.844d0 y( 2) = 0.908d0 y( 3) = 0.932d0 y( 4) = 0.936d0 y( 5) = 0.925d0 y( 6) = 0.908d0 y( 7) = 0.881d0 y( 8) = 0.850d0 y( 9) = 0.818d0 y(10) = 0.784d0 y(11) = 0.751d0 y(12) = 0.718d0 y(13) = 0.685d0 y(14) = 0.658d0 y(15) = 0.628d0 y(16) = 0.603d0 y(17) = 0.580d0 y(18) = 0.558d0 y(19) = 0.538d0 y(20) = 0.522d0 y(21) = 0.506d0 y(22) = 0.490d0 y(23) = 0.478d0 y(24) = 0.467d0 y(25) = 0.457d0 y(26) = 0.448d0 y(27) = 0.438d0 y(28) = 0.431d0 y(29) = 0.424d0 y(30) = 0.420d0 y(31) = 0.414d0 y(32) = 0.411d0 y(33) = 0.406d0 if (nout .gt. 0) write( nout, 9999) n, m return *----------------------------------------------------------------------- 20 continue x(1) = 0.5d0 x(2) = 1.5d0 x(3) = -1.0d0 x(4) = 0.01d0 x(5) = 0.02d0 return *----------------------------------------------------------------------- 30 continue x(1) = 0.3754d0 x(2) = 1.9358d0 x(3) = -1.4647d0 x(4) = 0.01287d0 x(5) = 0.02212d0 ftf = 5.46489d-5 return *----------------------------------------------------------------------- 100 continue im1 = 0 do 110 i = 1, m ti = dble(im1)*ten e4 = exp(-ti*x4) e5 = exp(-ti*x5) f(i) = (x1 + x2*e4 + x3*e5) - y(i) im1 = i 110 continue if (nb .ne. 0) ftf = ddot( m, f, 1, f, 1) return 200 continue im1 = 0 do 210 i = 1, m ti = dble(im1)*ten e4 = exp(-ti*x4) e5 = exp(-ti*x5) fj( i, 1) = one fj( i, 2) = e4 fj( i, 3) = e5 fj( i, 4) = -ti*x2*e4 fj( i, 5) = -ti*x3*e5 im1 = i 210 continue return 300 continue im1 = 0 do 310 i = 1, m ti = dble(im1)*ten e4 = exp(-ti*x4) e5 = exp(-ti*x5) t2 = x2*e4 t3 = x3*e5 f(i) = (x1 + t2 + t3) - y(i) fj( i, 1) = one fj( i, 2) = e4 fj( i, 3) = e5 fj( i, 4) = -ti*t2 fj( i, 5) = -ti*t3 im1 = i 310 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('=')//, *' osborne 1 function (more et al.) - exponential fitting'//, *' number of variables =', i4, ' ( 5)'/, *' number of functions =', i4, ' (33)'//, * ' ',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, im1, j double precision x2, x3, x4, x5, ti intrinsic dble, exp double precision zero, ten parameter (zero = 0.d0, ten = 10.d0) *======================================================================= do 100 j = 1, n nonzro(j) = 0 call dcopy( m, zero, 0, dfj( 1, j), 1) 100 continue goto ( 210, 220, 230, 240, 250 ), k 210 continue return 220 continue x4 = x(4) nonzro(4) = 1 im1 = 0 do 225 i = 1, m ti = dble(im1)*ten dfj(i,4) = -ti*exp(-ti*x4) im1 = i 225 continue return 230 continue x5 = x(5) nonzro(5) = 1 im1 = 0 do 235 i = 1, m ti = dble(im1)*ten dfj(i,5) = -ti*exp(-ti*x5) im1 = i 235 continue return 240 continue x2 = x(2) x4 = x(4) nonzro(2) = 1 nonzro(4) = 1 im1 = 0 do 245 i = 1, m ti = dble(im1)*ten t4 = ti*exp(-ti*x4) dfj(i,2) = -t4 dfj(i,4) = ti*x2*t4 im1 = i 245 continue return 250 continue x3 = x(3) x5 = x(5) nonzro(3) = 1 nonzro(5) = 1 im1 = 0 do 255 i = 1, m ti = dble(im1)*ten t5 = ti*exp(-ti*x5) dfj(i,3) = -t5 dfj(i,5) = ti*x3*t5 im1 = i 255 continue 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 double precision tk, t4, t5 intrinsic dble, exp double precision zero, ten parameter (zero = 0.d0, ten = 10.d0) *======================================================================= do 100 j = 1, n call dcopy( n, zero, 0, hess( 1, j), 1) 100 continue linear = .false. tk = ten*dble(k-1) t4 = tk*exp(-tk*x(4)) t5 = tk*exp(-tk*x(5)) hess(2,4) = -t4 hess(4,2) = hess(2,4) hess(3,5) = -t5 hess(5,3) = hess(3,5) hess(4,4) = tk*x(2)*t4 hess(5,5) = tk*x(3)*t5 return end