view libcruft/odepack/sprepj.f @ 14685:4460c4fb20e6 stable rc-3-6-2-2

3.6.2-rc2 release candidate * configure.ac (AC_INIT): Version is now 3.6.2-rc2.
author John W. Eaton <jwe@octave.org>
date Thu, 24 May 2012 15:35:50 -0400
parents 96ba591be50f
children
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      SUBROUTINE SPREPJ (NEQ, Y, YH, NYH, EWT, FTEM, SAVF, WM, IWM,
     1   F, JAC)
C***BEGIN PROLOGUE  SPREPJ
C***SUBSIDIARY
C***PURPOSE  Compute and process Newton iteration matrix.
C***TYPE      SINGLE PRECISION (SPREPJ-S, DPREPJ-D)
C***AUTHOR  Hindmarsh, Alan C., (LLNL)
C***DESCRIPTION
C
C  SPREPJ is called by SSTODE to compute and process the matrix
C  P = I - h*el(1)*J , where J is an approximation to the Jacobian.
C  Here J is computed by the user-supplied routine JAC if
C  MITER = 1 or 4, or by finite differencing if MITER = 2, 3, or 5.
C  If MITER = 3, a diagonal approximation to J is used.
C  J is stored in WM and replaced by P.  If MITER .ne. 3, P is then
C  subjected to LU decomposition in preparation for later solution
C  of linear systems with P as coefficient matrix.  This is done
C  by SGETRF if MITER = 1 or 2, and by SGBTRF if MITER = 4 or 5.
C
C  In addition to variables described in SSTODE and SLSODE prologues,
C  communication with SPREPJ uses the following:
C  Y     = array containing predicted values on entry.
C  FTEM  = work array of length N (ACOR in SSTODE).
C  SAVF  = array containing f evaluated at predicted y.
C  WM    = real work space for matrices.  On output it contains the
C          inverse diagonal matrix if MITER = 3 and the LU decomposition
C          of P if MITER is 1, 2 , 4, or 5.
C          Storage of matrix elements starts at WM(3).
C          WM also contains the following matrix-related data:
C          WM(1) = SQRT(UROUND), used in numerical Jacobian increments.
C          WM(2) = H*EL0, saved for later use if MITER = 3.
C  IWM   = integer work space containing pivot information, starting at
C          IWM(21), if MITER is 1, 2, 4, or 5.  IWM also contains band
C          parameters ML = IWM(1) and MU = IWM(2) if MITER is 4 or 5.
C  EL0   = EL(1) (input).
C  IERPJ = output error flag,  = 0 if no trouble, .gt. 0 if
C          P matrix found to be singular.
C  JCUR  = output flag = 1 to indicate that the Jacobian matrix
C          (or approximation) is now current.
C  This routine also uses the COMMON variables EL0, H, TN, UROUND,
C  MITER, N, NFE, and NJE.
C
C***SEE ALSO  SLSODE
C***ROUTINES CALLED  SGBTRF, SGETRF, SVNORM
C***COMMON BLOCKS    SLS001
C***REVISION HISTORY  (YYMMDD)
C   791129  DATE WRITTEN
C   890501  Modified prologue to SLATEC/LDOC format.  (FNF)
C   890504  Minor cosmetic changes.  (FNF)
C   930809  Renamed to allow single/double precision versions. (ACH)
C   010412  Reduced size of Common block /SLS001/. (ACH)
C   031105  Restored 'own' variables to Common block /SLS001/, to
C           enable interrupt/restart feature. (ACH)
C***END PROLOGUE  SPREPJ
C**End
      EXTERNAL F, JAC
      INTEGER NEQ, NYH, IWM
      REAL Y, YH, EWT, FTEM, SAVF, WM
      DIMENSION NEQ(*), Y(*), YH(NYH,*), EWT(*), FTEM(*), SAVF(*),
     1   WM(*), IWM(*)
      INTEGER IOWND, IOWNS,
     1   ICF, IERPJ, IERSL, JCUR, JSTART, KFLAG, L,
     2   LYH, LEWT, LACOR, LSAVF, LWM, LIWM, METH, MITER,
     3   MAXORD, MAXCOR, MSBP, MXNCF, N, NQ, NST, NFE, NJE, NQU
      REAL ROWNS,
     1   CCMAX, EL0, H, HMIN, HMXI, HU, RC, TN, UROUND
      COMMON /SLS001/ ROWNS(209),
     1   CCMAX, EL0, H, HMIN, HMXI, HU, RC, TN, UROUND,
     2   IOWND(6), IOWNS(6),
     3   ICF, IERPJ, IERSL, JCUR, JSTART, KFLAG, L,
     4   LYH, LEWT, LACOR, LSAVF, LWM, LIWM, METH, MITER,
     5   MAXORD, MAXCOR, MSBP, MXNCF, N, NQ, NST, NFE, NJE, NQU
      INTEGER I, I1, I2, IER, II, J, J1, JJ, LENP,
     1   MBA, MBAND, MEB1, MEBAND, ML, ML3, MU, NP1
      REAL CON, DI, FAC, HL0, R, R0, SRUR, YI, YJ, YJJ,
     1   SVNORM
C
C***FIRST EXECUTABLE STATEMENT  SPREPJ
      NJE = NJE + 1
      IERPJ = 0
      JCUR = 1
      HL0 = H*EL0
      GO TO (100, 200, 300, 400, 500), MITER
C If MITER = 1, call JAC and multiply by scalar. -----------------------
 100  LENP = N*N
      DO 110 I = 1,LENP
 110    WM(I+2) = 0.0E0
      CALL JAC (NEQ, TN, Y, 0, 0, WM(3), N)
      CON = -HL0
      DO 120 I = 1,LENP
 120    WM(I+2) = WM(I+2)*CON
      GO TO 240
C If MITER = 2, make N calls to F to approximate J. --------------------
 200  FAC = SVNORM (N, SAVF, EWT)
      R0 = 1000.0E0*ABS(H)*UROUND*N*FAC
      IF (R0 .EQ. 0.0E0) R0 = 1.0E0
      SRUR = WM(1)
      J1 = 2
      DO 230 J = 1,N
        YJ = Y(J)
        R = MAX(SRUR*ABS(YJ),R0/EWT(J))
        Y(J) = Y(J) + R
        FAC = -HL0/R
        CALL F (NEQ, TN, Y, FTEM)
        DO 220 I = 1,N
 220      WM(I+J1) = (FTEM(I) - SAVF(I))*FAC
        Y(J) = YJ
        J1 = J1 + N
 230    CONTINUE
      NFE = NFE + N
C Add identity matrix. -------------------------------------------------
 240  J = 3
      NP1 = N + 1
      DO 250 I = 1,N
        WM(J) = WM(J) + 1.0E0
 250    J = J + NP1
C Do LU decomposition on P. --------------------------------------------
      CALL SGETRF (N, N, WM(3), N, IWM(21), IER)
      IF (IER .NE. 0) IERPJ = 1
      RETURN
C If MITER = 3, construct a diagonal approximation to J and P. ---------
 300  WM(2) = HL0
      R = EL0*0.1E0
      DO 310 I = 1,N
 310    Y(I) = Y(I) + R*(H*SAVF(I) - YH(I,2))
      CALL F (NEQ, TN, Y, WM(3))
      NFE = NFE + 1
      DO 320 I = 1,N
        R0 = H*SAVF(I) - YH(I,2)
        DI = 0.1E0*R0 - H*(WM(I+2) - SAVF(I))
        WM(I+2) = 1.0E0
        IF (ABS(R0) .LT. UROUND/EWT(I)) GO TO 320
        IF (ABS(DI) .EQ. 0.0E0) GO TO 330
        WM(I+2) = 0.1E0*R0/DI
 320    CONTINUE
      RETURN
 330  IERPJ = 1
      RETURN
C If MITER = 4, call JAC and multiply by scalar. -----------------------
 400  ML = IWM(1)
      MU = IWM(2)
      ML3 = ML + 3
      MBAND = ML + MU + 1
      MEBAND = MBAND + ML
      LENP = MEBAND*N
      DO 410 I = 1,LENP
 410    WM(I+2) = 0.0E0
      CALL JAC (NEQ, TN, Y, ML, MU, WM(ML3), MEBAND)
      CON = -HL0
      DO 420 I = 1,LENP
 420    WM(I+2) = WM(I+2)*CON
      GO TO 570
C If MITER = 5, make MBAND calls to F to approximate J. ----------------
 500  ML = IWM(1)
      MU = IWM(2)
      MBAND = ML + MU + 1
      MBA = MIN(MBAND,N)
      MEBAND = MBAND + ML
      MEB1 = MEBAND - 1
      SRUR = WM(1)
      FAC = SVNORM (N, SAVF, EWT)
      R0 = 1000.0E0*ABS(H)*UROUND*N*FAC
      IF (R0 .EQ. 0.0E0) R0 = 1.0E0
      DO 560 J = 1,MBA
        DO 530 I = J,N,MBAND
          YI = Y(I)
          R = MAX(SRUR*ABS(YI),R0/EWT(I))
 530      Y(I) = Y(I) + R
        CALL F (NEQ, TN, Y, FTEM)
        DO 550 JJ = J,N,MBAND
          Y(JJ) = YH(JJ,1)
          YJJ = Y(JJ)
          R = MAX(SRUR*ABS(YJJ),R0/EWT(JJ))
          FAC = -HL0/R
          I1 = MAX(JJ-MU,1)
          I2 = MIN(JJ+ML,N)
          II = JJ*MEB1 - ML + 2
          DO 540 I = I1,I2
 540        WM(II+I) = (FTEM(I) - SAVF(I))*FAC
 550      CONTINUE
 560    CONTINUE
      NFE = NFE + MBA
C Add identity matrix. -------------------------------------------------
 570  II = MBAND + 2
      DO 580 I = 1,N
        WM(II) = WM(II) + 1.0E0
 580    II = II + MEBAND
C Do LU decomposition of P. --------------------------------------------
      CALL SGBTRF ( N, N, ML, MU, WM(3), MEBAND, IWM(21), IER)
      IF (IER .NE. 0) IERPJ = 1
      RETURN
C----------------------- END OF SUBROUTINE SPREPJ ----------------------
      END