! C05PCF Example Program Text ! Mark 23 Release. NAG Copyright 2011. MODULE c05pcfe_mod ! C05PCF 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 REAL (KIND=nag_wp), PARAMETER :: four = 4.0_nag_wp REAL (KIND=nag_wp), PARAMETER :: one = 1.0_nag_wp REAL (KIND=nag_wp), PARAMETER :: three = 3.0_nag_wp REAL (KIND=nag_wp), PARAMETER :: two = 2.0_nag_wp INTEGER, PARAMETER :: maxfev = 1000, mode = 2, n = 9, & nout = 6, nprint = 0 INTEGER, PARAMETER :: nr = n*(n+1)/2 INTEGER, PARAMETER :: ldfjac = n CONTAINS SUBROUTINE fcn(n,x,fvec,fjac,ldfjac,iflag) ! .. 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) REAL (KIND=nag_wp), INTENT (IN) :: x(n) ! .. 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) = (three-two*x(1:n))*x(1:n) + one fvec(2:n) = fvec(2:n) - x(1:(n-1)) fvec(1:(n-1)) = fvec(1:(n-1)) - two*x(2:n) ELSE fjac(1:n,1:n) = 0.0_nag_wp fjac(1,1) = three - four*x(1) fjac(1,2) = -two DO k = 2, n - 1 fjac(k,k) = three - four*x(k) fjac(k,k-1) = -one fjac(k,k+1) = -two END DO fjac(n,n-1) = -one fjac(n,n) = three - four*x(n) END IF END IF RETURN END SUBROUTINE fcn END MODULE c05pcfe_mod PROGRAM c05pcfe ! C05PCF Example Main Program ! .. Use Statements .. USE nag_library, ONLY : c05pcf, dnrm2, nag_wp, x02ajf USE c05pcfe_mod, ONLY : factor, fcn, ldfjac, maxfev, mode, n, nout, & nprint, nr, one ! .. Implicit None Statement .. IMPLICIT NONE ! .. Local Scalars .. REAL (KIND=nag_wp) :: fnorm, xtol INTEGER :: ifail, j, lr, nfev, njev ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: diag(:), fjac(:,:), fvec(:), & qtf(:), r(:), x(:) REAL (KIND=nag_wp) :: w(1,1) ! .. Intrinsic Functions .. INTRINSIC sqrt ! .. Executable Statements .. WRITE (nout,*) 'C05PCF Example Program Results' ALLOCATE (diag(n),fjac(ldfjac,n),fvec(n),qtf(n),r(nr),x(n)) ! The following starting values provide a rough solution. x(1:n) = -one xtol = sqrt(x02ajf()) diag(1:n) = one ifail = -1 CALL c05pcf(fcn,n,x,fvec,fjac,ldfjac,xtol,maxfev,diag,mode,factor, & nprint,nfev,njev,r,lr,qtf,w,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,99998) 'Number of function evaluations =', nfev WRITE (nout,*) WRITE (nout,99998) 'Number of Jacobian evaluations =', njev WRITE (nout,*) WRITE (nout,*) 'Final approximate solution' WRITE (nout,*) WRITE (nout,99997) (x(j),j=1,n) CASE (2:) WRITE (nout,*) WRITE (nout,*) 'Approximate solution:' WRITE (nout,*) WRITE (nout,99997) (x(j),j=1,n) END SELECT 99999 FORMAT (1X,A,E12.4) 99998 FORMAT (1X,A,I10) 99997 FORMAT (1X,3F12.4) END PROGRAM c05pcfe