! C05PBA Example Program Text ! Mark 23 Release. NAG Copyright 2011. MODULE c05pbae_mod ! C05PBA Example Program Module: ! Parameters and User-defined Routines ! .. Use Statements .. USE nag_library, ONLY : nag_wp ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: n = 9, nout = 6 INTEGER, PARAMETER :: ldfjac = n CONTAINS SUBROUTINE fcn(n,x,fvec,fjac,ldfjac,iflag,iuser,ruser) ! .. Implicit None Statement .. IMPLICIT NONE ! .. Scalar Arguments .. INTEGER, INTENT (INOUT) :: iflag INTEGER, INTENT (IN) :: ldfjac, n ! .. Array Arguments .. REAL (KIND=nag_wp), INTENT (INOUT) :: fjac(ldfjac,n), fvec(n), & ruser(*) REAL (KIND=nag_wp), INTENT (IN) :: x(n) INTEGER, INTENT (INOUT) :: iuser(*) ! .. Local Scalars .. INTEGER :: k ! .. Executable Statements .. IF (iflag/=2) THEN fvec(1:n) = (ruser(2)+ruser(3)*x(1:n))*x(1:n) - ruser(5) fvec(2:n) = fvec(2:n) + ruser(1)*x(1:(n-1)) fvec(1:(n-1)) = fvec(1:(n-1)) + ruser(4)*x(2:n) ELSE fjac(1:n,1:n) = 0.0_nag_wp fjac(1,1) = ruser(2) + 2.0_nag_wp*ruser(3)*x(1) fjac(1,2) = ruser(4) DO k = 2, n - 1 fjac(k,k-1) = ruser(1) fjac(k,k) = ruser(2) + 2.0_nag_wp*ruser(3)*x(k) fjac(k,k+1) = ruser(4) END DO fjac(n,n-1) = ruser(1) fjac(n,n) = ruser(2) + 2.0_nag_wp*ruser(3)*x(n) END IF RETURN END SUBROUTINE fcn END MODULE c05pbae_mod PROGRAM c05pbae ! C05PBA Example Main Program ! .. Use Statements .. USE nag_library, ONLY : c05pba, dnrm2, nag_wp, x02ajf USE c05pbae_mod, ONLY : fcn, ldfjac, n, nout ! .. Implicit None Statement .. IMPLICIT NONE ! .. Local Scalars .. REAL (KIND=nag_wp) :: fnorm, tol INTEGER :: ifail, j, lwa ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: fjac(:,:), fvec(:), x(:) REAL (KIND=nag_wp) :: ruser(5), wa(1) INTEGER :: iuser(1) ! .. Intrinsic Functions .. INTRINSIC sqrt ! .. Executable Statements .. WRITE (nout,*) 'C05PBA Example Program Results' ALLOCATE (fjac(ldfjac,n),fvec(n),x(n)) ! The following starting values provide a rough solution. x(1:n) = -1.0_nag_wp ! Store the coefficients describing the system ruser(1:5) = (/ -1.0_nag_wp, 3.0_nag_wp, -2.0_nag_wp, -2.0_nag_wp, & -1.0_nag_wp/) tol = sqrt(x02ajf()) ifail = -1 CALL c05pba(fcn,n,x,fvec,fjac,ldfjac,tol,wa,lwa,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:) 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 c05pbae