* E04USF Example Program Text * Mark 20 Release. NAG Copyright 2001. * .. Parameters .. INTEGER NIN, NOUT PARAMETER (NIN=5,NOUT=6) INTEGER MMAX, NMAX, NCLMAX, NCNMAX PARAMETER (MMAX=50,NMAX=10,NCLMAX=10,NCNMAX=10) INTEGER LDA, LDCJ, LDFJ, LDR PARAMETER (LDA=NCLMAX,LDCJ=NCNMAX,LDFJ=MMAX,LDR=NMAX) INTEGER LIWORK, LWORK PARAMETER (LIWORK=100,LWORK=1000) * .. Local Scalars .. DOUBLE PRECISION OBJF INTEGER I, IFAIL, ITER, J, M, N, NCLIN, NCNLN * .. Local Arrays .. DOUBLE PRECISION A(LDA,NMAX), BL(NMAX+NCLMAX+NCNMAX), + BU(NMAX+NCLMAX+NCNMAX), C(NCNMAX), + CJAC(LDCJ,NMAX), CLAMDA(NMAX+NCLMAX+NCNMAX), + F(MMAX), FJAC(LDFJ,NMAX), R(LDR,NMAX), USER(1), + WORK(LWORK), X(NMAX), Y(MMAX) INTEGER ISTATE(NMAX+NCLMAX+NCNMAX), IUSER(1), + IWORK(LIWORK) * .. External Subroutines .. EXTERNAL CONFUN, E04USF, OBJFUN * .. Executable Statements .. WRITE (NOUT,*) 'E04USF Example Program Results' * Skip heading in data file READ (NIN,*) READ (NIN,*) M, N READ (NIN,*) NCLIN, NCNLN IF (M.LE.MMAX .AND. N.LE.NMAX .AND. NCLIN.LE.NCLMAX .AND. + NCNLN.LE.NCNMAX) THEN * * Read A, Y, BL, BU and X from data file * IF (NCLIN.GT.0) READ (NIN,*) ((A(I,J),J=1,N),I=1,NCLIN) READ (NIN,*) (Y(I),I=1,M) READ (NIN,*) (BL(I),I=1,N+NCLIN+NCNLN) READ (NIN,*) (BU(I),I=1,N+NCLIN+NCNLN) READ (NIN,*) (X(I),I=1,N) * * Solve the problem * IFAIL = -1 * CALL E04USF(M,N,NCLIN,NCNLN,LDA,LDCJ,LDFJ,LDR,A,BL,BU,Y,CONFUN, + OBJFUN,ITER,ISTATE,C,CJAC,F,FJAC,CLAMDA,OBJF,R,X, + IWORK,LIWORK,WORK,LWORK,IUSER,USER,IFAIL) * END IF STOP END SUBROUTINE OBJFUN(MODE,M,N,LDFJ,NEEDFI,X,F,FJAC,NSTATE,IUSER,USER) * Evaluates the vector f(x) and its first derivatives. * .. Parameters .. DOUBLE PRECISION PT49, ONE, EIGHT PARAMETER (PT49=0.49D0,ONE=1.0D0,EIGHT=8.0D0) * .. Scalar Arguments .. INTEGER LDFJ, M, MODE, N, NEEDFI, NSTATE * .. Array Arguments .. DOUBLE PRECISION F(*), FJAC(LDFJ,*), USER(*), X(N) INTEGER IUSER(*) * .. Local Scalars .. DOUBLE PRECISION AI, TEMP, X1, X2 INTEGER I LOGICAL MODE02, MODE12 * .. Local Arrays .. DOUBLE PRECISION A(44) * .. Intrinsic Functions .. INTRINSIC EXP * .. Data statements .. DATA A/8.0D0, 8.0D0, 10.0D0, 10.0D0, 10.0D0, 10.0D0, + 12.0D0, 12.0D0, 12.0D0, 12.0D0, 14.0D0, 14.0D0, + 14.0D0, 16.0D0, 16.0D0, 16.0D0, 18.0D0, 18.0D0, + 20.0D0, 20.0D0, 20.0D0, 22.0D0, 22.0D0, 22.0D0, + 24.0D0, 24.0D0, 24.0D0, 26.0D0, 26.0D0, 26.0D0, + 28.0D0, 28.0D0, 30.0D0, 30.0D0, 30.0D0, 32.0D0, + 32.0D0, 34.0D0, 36.0D0, 36.0D0, 38.0D0, 38.0D0, + 40.0D0, 42.0D0/ * .. Executable Statements .. X1 = X(1) X2 = X(2) MODE02 = MODE .EQ. 0 .OR. MODE .EQ. 2 MODE12 = MODE .EQ. 1 .OR. MODE .EQ. 2 DO 20 I = 1, M IF (NEEDFI.EQ.I) THEN F(I) = X1 + (PT49-X1)*EXP(-X2*(A(I)-EIGHT)) RETURN ELSE AI = A(I) TEMP = EXP(-X2*(AI-EIGHT)) IF (MODE02) F(I) = X1 + (PT49-X1)*TEMP IF (MODE12) THEN FJAC(I,1) = ONE - TEMP FJAC(I,2) = -(PT49-X1)*(AI-EIGHT)*TEMP END IF END IF 20 CONTINUE * RETURN END * SUBROUTINE CONFUN(MODE,NCNLN,N,LDCJ,NEEDC,X,C,CJAC,NSTATE,IUSER, + USER) * Evaluates the vector c(x) and its first derivatives. * .. Parameters .. DOUBLE PRECISION ZERO, PT09, PT49 PARAMETER (ZERO=0.0D0,PT09=0.09D0,PT49=0.49D0) * .. Scalar Arguments .. INTEGER LDCJ, MODE, N, NCNLN, NSTATE * .. Array Arguments .. DOUBLE PRECISION C(*), CJAC(LDCJ,*), USER(*), X(N) INTEGER IUSER(*), NEEDC(*) * .. Local Scalars .. INTEGER I, J * .. Executable Statements .. IF (NSTATE.EQ.1) THEN * First call to CONFUN. Set all Jacobian elements to zero. * Note that this will only work when 'Derivative Level = 3' * (the default; see Section 11.2). DO 40 J = 1, N DO 20 I = 1, NCNLN CJAC(I,J) = ZERO 20 CONTINUE 40 CONTINUE END IF * IF (NEEDC(1).GT.0) THEN IF (MODE.EQ.0 .OR. MODE.EQ.2) C(1) = -PT09 - X(1)*X(2) + + PT49*X(2) IF (MODE.EQ.1 .OR. MODE.EQ.2) THEN CJAC(1,1) = -X(2) CJAC(1,2) = -X(1) + PT49 END IF END IF * RETURN END