! C05ZAF Example Program Text ! Mark 23 Release. NAG Copyright 2011. 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) ! .. Implicit None Statement .. IMPLICIT NONE ! .. 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 Functions .. 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) ! .. Implicit None Statement .. IMPLICIT NONE ! .. 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 Functions .. 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 Functions .. 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