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https://git.planet-casio.com/Lephenixnoir/OpenLibm.git
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259 lines
6.8 KiB
FortranFixed
259 lines
6.8 KiB
FortranFixed
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*DECK DDAINI
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SUBROUTINE DDAINI (X, Y, YPRIME, NEQ, RES, JAC, H, WT, IDID, RPAR,
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* IPAR, PHI, DELTA, E, WM, IWM, HMIN, UROUND, NONNEG, NTEMP)
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C***BEGIN PROLOGUE DDAINI
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C***SUBSIDIARY
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C***PURPOSE Initialization routine for DDASSL.
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C***LIBRARY SLATEC (DASSL)
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C***TYPE DOUBLE PRECISION (SDAINI-S, DDAINI-D)
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C***AUTHOR Petzold, Linda R., (LLNL)
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C***DESCRIPTION
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C-----------------------------------------------------------------
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C DDAINI TAKES ONE STEP OF SIZE H OR SMALLER
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C WITH THE BACKWARD EULER METHOD, TO
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C FIND YPRIME. X AND Y ARE UPDATED TO BE CONSISTENT WITH THE
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C NEW STEP. A MODIFIED DAMPED NEWTON ITERATION IS USED TO
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C SOLVE THE CORRECTOR ITERATION.
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C
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C THE INITIAL GUESS FOR YPRIME IS USED IN THE
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C PREDICTION, AND IN FORMING THE ITERATION
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C MATRIX, BUT IS NOT INVOLVED IN THE
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C ERROR TEST. THIS MAY HAVE TROUBLE
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C CONVERGING IF THE INITIAL GUESS IS NO
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C GOOD, OR IF G(X,Y,YPRIME) DEPENDS
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C NONLINEARLY ON YPRIME.
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C
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C THE PARAMETERS REPRESENT:
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C X -- INDEPENDENT VARIABLE
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C Y -- SOLUTION VECTOR AT X
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C YPRIME -- DERIVATIVE OF SOLUTION VECTOR
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C NEQ -- NUMBER OF EQUATIONS
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C H -- STEPSIZE. IMDER MAY USE A STEPSIZE
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C SMALLER THAN H.
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C WT -- VECTOR OF WEIGHTS FOR ERROR
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C CRITERION
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C IDID -- COMPLETION CODE WITH THE FOLLOWING MEANINGS
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C IDID= 1 -- YPRIME WAS FOUND SUCCESSFULLY
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C IDID=-12 -- DDAINI FAILED TO FIND YPRIME
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C RPAR,IPAR -- REAL AND INTEGER PARAMETER ARRAYS
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C THAT ARE NOT ALTERED BY DDAINI
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C PHI -- WORK SPACE FOR DDAINI
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C DELTA,E -- WORK SPACE FOR DDAINI
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C WM,IWM -- REAL AND INTEGER ARRAYS STORING
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C MATRIX INFORMATION
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C
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C-----------------------------------------------------------------
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C***ROUTINES CALLED DDAJAC, DDANRM, DDASLV
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C***REVISION HISTORY (YYMMDD)
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C 830315 DATE WRITTEN
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C 901009 Finished conversion to SLATEC 4.0 format (F.N.Fritsch)
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C 901019 Merged changes made by C. Ulrich with SLATEC 4.0 format.
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C 901026 Added explicit declarations for all variables and minor
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C cosmetic changes to prologue. (FNF)
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C 901030 Minor corrections to declarations. (FNF)
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C***END PROLOGUE DDAINI
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C
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INTEGER NEQ, IDID, IPAR(*), IWM(*), NONNEG, NTEMP
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DOUBLE PRECISION
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* X, Y(*), YPRIME(*), H, WT(*), RPAR(*), PHI(NEQ,*), DELTA(*),
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* E(*), WM(*), HMIN, UROUND
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EXTERNAL RES, JAC
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C
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EXTERNAL DDAJAC, DDANRM, DDASLV
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DOUBLE PRECISION DDANRM
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C
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INTEGER I, IER, IRES, JCALC, LNJE, LNRE, M, MAXIT, MJAC, NCF,
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* NEF, NSF
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DOUBLE PRECISION
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* CJ, DAMP, DELNRM, ERR, OLDNRM, R, RATE, S, XOLD, YNORM
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LOGICAL CONVGD
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C
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PARAMETER (LNRE=12)
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PARAMETER (LNJE=13)
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C
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DATA MAXIT/10/,MJAC/5/
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DATA DAMP/0.75D0/
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C
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C
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C---------------------------------------------------
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C BLOCK 1.
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C INITIALIZATIONS.
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C---------------------------------------------------
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C
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C***FIRST EXECUTABLE STATEMENT DDAINI
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IDID=1
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NEF=0
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NCF=0
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NSF=0
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XOLD=X
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YNORM=DDANRM(NEQ,Y,WT,RPAR,IPAR)
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C
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C SAVE Y AND YPRIME IN PHI
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DO 100 I=1,NEQ
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PHI(I,1)=Y(I)
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100 PHI(I,2)=YPRIME(I)
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C
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C
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C----------------------------------------------------
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C BLOCK 2.
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C DO ONE BACKWARD EULER STEP.
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C----------------------------------------------------
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C
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C SET UP FOR START OF CORRECTOR ITERATION
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200 CJ=1.0D0/H
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X=X+H
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C
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C PREDICT SOLUTION AND DERIVATIVE
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DO 250 I=1,NEQ
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250 Y(I)=Y(I)+H*YPRIME(I)
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C
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JCALC=-1
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M=0
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CONVGD=.TRUE.
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C
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C
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C CORRECTOR LOOP.
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300 IWM(LNRE)=IWM(LNRE)+1
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IRES=0
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C
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CALL RES(X,Y,YPRIME,DELTA,IRES,RPAR,IPAR)
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IF (IRES.LT.0) GO TO 430
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C
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C
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C EVALUATE THE ITERATION MATRIX
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IF (JCALC.NE.-1) GO TO 310
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IWM(LNJE)=IWM(LNJE)+1
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JCALC=0
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CALL DDAJAC(NEQ,X,Y,YPRIME,DELTA,CJ,H,
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* IER,WT,E,WM,IWM,RES,IRES,
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* UROUND,JAC,RPAR,IPAR,NTEMP)
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C
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S=1000000.D0
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IF (IRES.LT.0) GO TO 430
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IF (IER.NE.0) GO TO 430
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NSF=0
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C
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C
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C
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C MULTIPLY RESIDUAL BY DAMPING FACTOR
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310 CONTINUE
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DO 320 I=1,NEQ
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320 DELTA(I)=DELTA(I)*DAMP
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C
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C COMPUTE A NEW ITERATE (BACK SUBSTITUTION)
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C STORE THE CORRECTION IN DELTA
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C
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CALL DDASLV(NEQ,DELTA,WM,IWM)
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C
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C UPDATE Y AND YPRIME
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DO 330 I=1,NEQ
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Y(I)=Y(I)-DELTA(I)
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330 YPRIME(I)=YPRIME(I)-CJ*DELTA(I)
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C
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C TEST FOR CONVERGENCE OF THE ITERATION.
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C
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DELNRM=DDANRM(NEQ,DELTA,WT,RPAR,IPAR)
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IF (DELNRM.LE.100.D0*UROUND*YNORM)
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* GO TO 400
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C
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IF (M.GT.0) GO TO 340
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OLDNRM=DELNRM
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GO TO 350
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C
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340 RATE=(DELNRM/OLDNRM)**(1.0D0/M)
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IF (RATE.GT.0.90D0) GO TO 430
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S=RATE/(1.0D0-RATE)
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C
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350 IF (S*DELNRM .LE. 0.33D0) GO TO 400
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C
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C
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C THE CORRECTOR HAS NOT YET CONVERGED. UPDATE
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C M AND AND TEST WHETHER THE MAXIMUM
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C NUMBER OF ITERATIONS HAVE BEEN TRIED.
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C EVERY MJAC ITERATIONS, GET A NEW
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C ITERATION MATRIX.
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C
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M=M+1
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IF (M.GE.MAXIT) GO TO 430
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C
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IF ((M/MJAC)*MJAC.EQ.M) JCALC=-1
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GO TO 300
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C
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C
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C THE ITERATION HAS CONVERGED.
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C CHECK NONNEGATIVITY CONSTRAINTS
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400 IF (NONNEG.EQ.0) GO TO 450
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DO 410 I=1,NEQ
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410 DELTA(I)=MIN(Y(I),0.0D0)
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C
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DELNRM=DDANRM(NEQ,DELTA,WT,RPAR,IPAR)
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IF (DELNRM.GT.0.33D0) GO TO 430
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C
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DO 420 I=1,NEQ
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Y(I)=Y(I)-DELTA(I)
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420 YPRIME(I)=YPRIME(I)-CJ*DELTA(I)
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GO TO 450
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C
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C
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C EXITS FROM CORRECTOR LOOP.
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430 CONVGD=.FALSE.
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450 IF (.NOT.CONVGD) GO TO 600
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C
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C
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C
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C-----------------------------------------------------
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C BLOCK 3.
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C THE CORRECTOR ITERATION CONVERGED.
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C DO ERROR TEST.
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C-----------------------------------------------------
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C
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DO 510 I=1,NEQ
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510 E(I)=Y(I)-PHI(I,1)
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ERR=DDANRM(NEQ,E,WT,RPAR,IPAR)
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C
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IF (ERR.LE.1.0D0) RETURN
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C
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C
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C
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C--------------------------------------------------------
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C BLOCK 4.
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C THE BACKWARD EULER STEP FAILED. RESTORE X, Y
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C AND YPRIME TO THEIR ORIGINAL VALUES.
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C REDUCE STEPSIZE AND TRY AGAIN, IF
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C POSSIBLE.
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C---------------------------------------------------------
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C
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600 CONTINUE
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X = XOLD
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DO 610 I=1,NEQ
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Y(I)=PHI(I,1)
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610 YPRIME(I)=PHI(I,2)
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C
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IF (CONVGD) GO TO 640
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IF (IER.EQ.0) GO TO 620
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NSF=NSF+1
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H=H*0.25D0
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IF (NSF.LT.3.AND.ABS(H).GE.HMIN) GO TO 690
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IDID=-12
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RETURN
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620 IF (IRES.GT.-2) GO TO 630
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IDID=-12
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RETURN
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630 NCF=NCF+1
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H=H*0.25D0
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IF (NCF.LT.10.AND.ABS(H).GE.HMIN) GO TO 690
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IDID=-12
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RETURN
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C
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640 NEF=NEF+1
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R=0.90D0/(2.0D0*ERR+0.0001D0)
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R=MAX(0.1D0,MIN(0.5D0,R))
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H=H*R
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IF (ABS(H).GE.HMIN.AND.NEF.LT.10) GO TO 690
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IDID=-12
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RETURN
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690 GO TO 200
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C
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C-------------END OF SUBROUTINE DDAINI----------------------
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END
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