! C05ZAF Example Program Text ! Mark 24 Release. NAG Copyright 2012. Module c05zafe_mod ! C05ZAF Example Program Module: ! Parameters and User-defined Routines ! .. Use Statements .. Use nag_library, Only: nag_wp ! .. Implicit None Statement .. Implicit None ! .. Parameters .. Integer, Parameter :: m = 15, n = 3, nout = 6 Integer, Parameter :: ldfjac = m Contains Subroutine get_fvec(m,n,x,fvec) ! .. Scalar Arguments .. Integer, Intent (In) :: m, n ! .. Array Arguments .. Real (Kind=nag_wp), Intent (Out) :: fvec(m) Real (Kind=nag_wp), Intent (In) :: x(n) ! .. Local Scalars .. Real (Kind=nag_wp) :: u, v, w Integer :: i ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: y(:) ! .. Intrinsic Procedures .. Intrinsic :: min, real ! .. Executable Statements .. Allocate (y(m)) y(1:m) = real((/14,18,22,25,29,32,35,39,47,58,73,96,134,210,439/), & kind=nag_wp) y(1:m) = y(1:m)*0.01_nag_wp Do i = 1, m u = real(i,kind=nag_wp) v = real(m+1-i,kind=nag_wp) w = min(u,v) fvec(i) = y(i) - (x(1)+u/(v*x(2)+w*x(3))) End Do Return End Subroutine get_fvec Subroutine get_fjac(m,n,x,fjac,ldfjac) ! .. Scalar Arguments .. Integer, Intent (In) :: ldfjac, m, n ! .. Array Arguments .. Real (Kind=nag_wp), Intent (Inout) :: fjac(ldfjac,n) Real (Kind=nag_wp), Intent (In) :: x(n) ! .. Local Scalars .. Real (Kind=nag_wp) :: denom, u, v, w Integer :: i ! .. Intrinsic Procedures .. Intrinsic :: min, real ! .. Executable Statements .. Do i = 1, m u = real(i,kind=nag_wp) v = real(m+1-i,kind=nag_wp) w = min(u,v) denom = (v*x(2)+w*x(3))**(-2) fjac(i,1:n) = (/-1.0_nag_wp,u*v*denom,u*w*denom/) End Do Return End Subroutine get_fjac End Module c05zafe_mod Program c05zafe ! C05ZAF Example Main Program ! .. Use Statements .. Use nag_library, Only: c05zaf, nag_wp Use c05zafe_mod, Only: get_fjac, get_fvec, ldfjac, m, n, nout ! .. Implicit None Statement .. Implicit None ! .. Local Scalars .. Integer :: i, mode ! .. Local Arrays .. Real (Kind=nag_wp), Allocatable :: err(:), fjac(:,:), fvec(:), & fvecp(:), x(:), xp(:) ! .. Intrinsic Procedures .. Intrinsic :: any ! .. Executable Statements .. Write (nout,*) 'C05ZAF Example Program Results' Allocate (err(m),fjac(ldfjac,n),fvec(m),fvecp(m),x(n),xp(n)) ! Point at which to check gradients: x(1:n) = (/0.92_nag_wp,0.13_nag_wp,0.54_nag_wp/) mode = 1 Call c05zaf(m,n,x,fvec,fjac,ldfjac,xp,fvecp,mode,err) Call get_fvec(m,n,x,fvec) Call get_fvec(m,n,xp,fvecp) Call get_fjac(m,n,x,fjac,ldfjac) mode = 2 Call c05zaf(m,n,x,fvec,fjac,ldfjac,xp,fvecp,mode,err) Write (nout,*) Write (nout,99999) 'At point ', (x(i),i=1,n), ',' If (any(err(1:m)<=0.5E0_nag_wp)) Then Do i = 1, m If (err(i)<=0.5E0_nag_wp) Then Write (nout,99998) 'suspicious gradient number ', i, & ' with error measure ', err(i) End If End Do Else Write (nout,99997) 'gradients appear correct' End If 99999 Format (1X,A,3F12.4,A) 99998 Format (1X,A,I5,A,F12.4) 99997 Format (1X,A) End Program c05zafe