! C05RCF Example Program Text ! Mark 23 Release. NAG Copyright 2011. MODULE c05rcfe_mod ! C05RCF Example Program Module: ! Parameters and User-defined Routines ! .. Use Statements .. USE nag_library, ONLY : nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. REAL (KIND=nag_wp), PARAMETER :: factor = 100.0_nag_wp INTEGER, PARAMETER :: maxfev = 1000, mode = 2, n = 9, & nout = 6, nprint = 0 CONTAINS SUBROUTINE fcn(n,x,fvec,fjac,iuser,ruser,iflag) ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. REAL (KIND=nag_wp), PARAMETER :: coeff(5) = (/ -1.0_nag_wp, & 3.0_nag_wp, -2.0_nag_wp, & -2.0_nag_wp, -1.0_nag_wp/) ! .. Scalar Arguments .. INTEGER, INTENT (INOUT) :: iflag INTEGER, INTENT (IN) :: n ! .. Array Arguments .. REAL (KIND=nag_wp), INTENT (INOUT) :: fjac(n,n), fvec(n), ruser(*) REAL (KIND=nag_wp), INTENT (IN) :: x(n) INTEGER, INTENT (INOUT) :: iuser(*) ! .. Local Scalars .. INTEGER :: k ! .. Executable Statements .. IF (iflag==0) THEN ! Insert print statements here when NPRINT is positive. CONTINUE ELSE IF (iflag/=2) THEN fvec(1:n) = (coeff(2)+coeff(3)*x(1:n))*x(1:n) - coeff(5) fvec(2:n) = fvec(2:n) + coeff(1)*x(1:(n-1)) fvec(1:(n-1)) = fvec(1:(n-1)) + coeff(4)*x(2:n) ELSE fjac(1:n,1:n) = 0.0_nag_wp fjac(1,1) = coeff(2) + 2.0_nag_wp*coeff(3)*x(1) fjac(1,2) = coeff(4) DO k = 2, n - 1 fjac(k,k-1) = coeff(1) fjac(k,k) = coeff(2) + 2.0_nag_wp*coeff(3)*x(k) fjac(k,k+1) = coeff(4) END DO fjac(n,n-1) = coeff(1) fjac(n,n) = coeff(2) + 2.0_nag_wp*coeff(3)*x(n) END IF RETURN END SUBROUTINE fcn END MODULE c05rcfe_mod PROGRAM c05rcfe ! C05RCF Example Main Program ! .. Use Statements .. USE nag_library, ONLY : c05rcf, dnrm2, nag_wp, x02ajf USE c05rcfe_mod, ONLY : factor, fcn, maxfev, mode, n, nout, nprint ! .. Implicit None Statement .. IMPLICIT NONE ! .. Local Scalars .. REAL (KIND=nag_wp) :: fnorm, xtol INTEGER :: ifail, j, nfev, njev ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: diag(:), fjac(:,:), fvec(:), & qtf(:), r(:), x(:) REAL (KIND=nag_wp) :: ruser(1) INTEGER :: iuser(1) ! .. Intrinsic Functions .. INTRINSIC sqrt ! .. Executable Statements .. WRITE (nout,*) 'C05RCF Example Program Results' ALLOCATE (diag(n),fjac(n,n),fvec(n),qtf(n),r(n*(n+1)/2),x(n)) ! The following starting values provide a rough solution. x(1:n) = -1.0_nag_wp xtol = sqrt(x02ajf()) diag(1:n) = 1.0_nag_wp ifail = -1 CALL c05rcf(fcn,n,x,fvec,fjac,xtol,maxfev,mode,diag,factor,nprint,nfev, & njev,r,qtf,iuser,ruser,ifail) SELECT CASE (ifail) CASE (0) ! The NAG name equivalent of dnrm2 is f06ejf fnorm = dnrm2(n,fvec,1) WRITE (nout,*) WRITE (nout,99999) 'Final 2-norm of the residuals =', fnorm WRITE (nout,*) WRITE (nout,*) 'Final approximate solution' WRITE (nout,*) WRITE (nout,99998) (x(j),j=1,n) CASE (2:5) WRITE (nout,*) WRITE (nout,*) 'Approximate solution:' WRITE (nout,*) WRITE (nout,99998) (x(j),j=1,n) END SELECT 99999 FORMAT (1X,A,E12.4) 99998 FORMAT (1X,3F12.4) END PROGRAM c05rcfe