OpenLibm/slatec/dfdjc1.f

*DECK DFDJC1
      SUBROUTINE DFDJC1 (FCN, N, X, FVEC, FJAC, LDFJAC, IFLAG, ML, MU,
     +   EPSFCN, WA1, WA2)
C***BEGIN PROLOGUE  DFDJC1
C***SUBSIDIARY
C***PURPOSE  Subsidiary to DNSQ and DNSQE
C***LIBRARY   SLATEC
C***TYPE      DOUBLE PRECISION (FDJAC1-S, DFDJC1-D)
C***AUTHOR  (UNKNOWN)
C***DESCRIPTION
C
C     This subroutine computes a forward-difference approximation
C     to the N by N Jacobian matrix associated with a specified
C     problem of N functions in N variables. If the Jacobian has
C     a banded form, then function evaluations are saved by only
C     approximating the nonzero terms.
C
C     The subroutine statement is
C
C       SUBROUTINE DFDJC1(FCN,N,X,FVEC,FJAC,LDFJAC,IFLAG,ML,MU,EPSFCN,
C                         WA1,WA2)
C
C     where
C
C       FCN is the name of the user-supplied subroutine which
C         calculates the functions. FCN must be declared
C         in an EXTERNAL statement in the user calling
C         program, and should be written as follows.
C
C         SUBROUTINE FCN(N,X,FVEC,IFLAG)
C         INTEGER N,IFLAG
C         DOUBLE PRECISION X(N),FVEC(N)
C         ----------
C         Calculate the functions at X and
C         return this vector in FVEC.
C         ----------
C         RETURN
C
C         The value of IFLAG should not be changed by FCN unless
C         the user wants to terminate execution of DFDJC1.
C         In this case set IFLAG to a negative integer.
C
C       N is a positive integer input variable set to the number
C         of functions and variables.
C
C       X is an input array of length N.
C
C       FVEC is an input array of length N which must contain the
C         functions evaluated at X.
C
C       FJAC is an output N by N array which contains the
C         approximation to the Jacobian matrix evaluated at X.
C
C       LDFJAC is a positive integer input variable not less than N
C         which specifies the leading dimension of the array FJAC.
C
C       IFLAG is an integer variable which can be used to terminate
C         the execution of DFDJC1. See description of FCN.
C
C       ML is a nonnegative integer input variable which specifies
C         the number of subdiagonals within the band of the
C         Jacobian matrix. If the Jacobian is not banded, set
C         ML to at least N - 1.
C
C       EPSFCN is an input variable used in determining a suitable
C         step length for the forward-difference approximation. This
C         approximation assumes that the relative errors in the
C         functions are of the order of EPSFCN. If EPSFCN is less
C         than the machine precision, it is assumed that the relative
C         errors in the functions are of the order of the machine
C         precision.
C
C       MU is a nonnegative integer input variable which specifies
C         the number of superdiagonals within the band of the
C         Jacobian matrix. If the Jacobian is not banded, set
C         MU to at least N - 1.
C
C       WA1 and WA2 are work arrays of length N. If ML + MU + 1 is at
C         least N, then the Jacobian is considered dense, and WA2 is
C         not referenced.
C
C***SEE ALSO  DNSQ, DNSQE
C***ROUTINES CALLED  D1MACH
C***REVISION HISTORY  (YYMMDD)
C   800301  DATE WRITTEN
C   890531  Changed all specific intrinsics to generic.  (WRB)
C   890831  Modified array declarations.  (WRB)
C   891214  Prologue converted to Version 4.0 format.  (BAB)
C   900326  Removed duplicate information from DESCRIPTION section.
C           (WRB)
C   900328  Added TYPE section.  (WRB)
C***END PROLOGUE  DFDJC1
      DOUBLE PRECISION D1MACH
      INTEGER I, IFLAG, J, K, LDFJAC, ML, MSUM, MU, N
      DOUBLE PRECISION EPS, EPSFCN, EPSMCH, FJAC(LDFJAC,*),
     1     FVEC(*), H, TEMP, WA1(*), WA2(*), X(*), ZERO
      SAVE ZERO
      DATA ZERO /0.0D0/
C
C     EPSMCH IS THE MACHINE PRECISION.
C
C***FIRST EXECUTABLE STATEMENT  DFDJC1
      EPSMCH = D1MACH(4)
C
      EPS = SQRT(MAX(EPSFCN,EPSMCH))
      MSUM = ML + MU + 1
      IF (MSUM .LT. N) GO TO 40
C
C        COMPUTATION OF DENSE APPROXIMATE JACOBIAN.
C
         DO 20 J = 1, N
            TEMP = X(J)
            H = EPS*ABS(TEMP)
            IF (H .EQ. ZERO) H = EPS
            X(J) = TEMP + H
            CALL FCN(N,X,WA1,IFLAG)
            IF (IFLAG .LT. 0) GO TO 30
            X(J) = TEMP
            DO 10 I = 1, N
               FJAC(I,J) = (WA1(I) - FVEC(I))/H
   10          CONTINUE
   20       CONTINUE
   30    CONTINUE
         GO TO 110
   40 CONTINUE
C
C        COMPUTATION OF BANDED APPROXIMATE JACOBIAN.
C
         DO 90 K = 1, MSUM
            DO 60 J = K, N, MSUM
               WA2(J) = X(J)
               H = EPS*ABS(WA2(J))
               IF (H .EQ. ZERO) H = EPS
               X(J) = WA2(J) + H
   60          CONTINUE
            CALL FCN(N,X,WA1,IFLAG)
            IF (IFLAG .LT. 0) GO TO 100
            DO 80 J = K, N, MSUM
               X(J) = WA2(J)
               H = EPS*ABS(WA2(J))
               IF (H .EQ. ZERO) H = EPS
               DO 70 I = 1, N
                  FJAC(I,J) = ZERO
                  IF (I .GE. J - MU .AND. I .LE. J + ML)
     1               FJAC(I,J) = (WA1(I) - FVEC(I))/H
   70             CONTINUE
   80          CONTINUE
   90       CONTINUE
  100    CONTINUE
  110 CONTINUE
      RETURN
C
C     LAST CARD OF SUBROUTINE DFDJC1.
C
      END