Mercurial > octave-nkf
view libcruft/odessa/odessa_prepj.f @ 5103:e2ed74b9bfa0 after-gnuplot-split
[project @ 2004-12-28 02:43:01 by jwe]
author | jwe |
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date | Tue, 28 Dec 2004 02:43:01 +0000 |
parents | d53c33d93440 |
children |
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SUBROUTINE ODESSA_PREPJ (NEQ, Y, YH, NYH, WM, IWM, EWT, SAVF, 1 FTEM, PAR, F, JAC, JOPT) IMPLICIT DOUBLE PRECISION (A-H,O-Z) DIMENSION NEQ(*), Y(*), YH(NYH,*), WM(*), IWM(*), EWT(*), 1 SAVF(*), FTEM(*), PAR(*) EXTERNAL F, JAC PARAMETER (ZERO=0.0D0,ONE=1.0D0) COMMON /ODE001/ ROWND, ROWNS(173), 2 RDUM1(37), EL0, H, RDUM2(4), TN, UROUND, 3 IOWND(14), IOWNS(4), 4 IDUM1(3), IERPJ, IDUM2, JCUR, IDUM3(4), 5 MITER, IDUM4(4), N, IDUM5(2), NFE, NJE, IDUM6 C----------------------------------------------------------------------- C ODESSA_PREPJ IS CALLED BY ODESSA_STODE TO COMPUTE AND PROCESS THE MATRIX C P = I - H*EL(1)*J , WHERE J IS AN APPROXIMATION TO THE JACOBIAN. C IF ISOPT = 1, ODESSA_PREPJ IS ALSO CALLED BY ODESSA_SPRIME WITH JOPT = 1. 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 (JOPT = 0) IN PREPARATION FOR LATER C SOLUTION OF LINEAR SYSTEMS WITH P AS COEFFICIENT MATRIX. THIS IS C DONE BY DGETRF IF MITER = 1 OR 2, AND BY DGBTRF IF MITER = 4 OR 5. C C IN ADDITION TO VARIABLES DESCRIBED PREVIOUSLY, COMMUNICATION C WITH ODESSA_PREPJ USES THE FOLLOWING.. C Y = ARRAY CONTAINING PREDICTED VALUES ON ENTRY. C FTEM = WORK ARRAY OF LENGTH N (ACOR IN ODESSA_STODE). 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 JOPT = INPUT JACOBIAN OPTION, = 1 IF JAC IS DESIRED ONLY. C THIS ROUTINE ALSO USES THE COMMON VARIABLES EL0, H, TN, UROUND, C IERPJ, JCUR, MITER, N, NFE, AND NJE. C----------------------------------------------------------------------- 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) = ZERO CALL JAC (NEQ, TN, Y, PAR, 0, 0, WM(3), N) IF (JOPT .EQ. 1) RETURN 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 = ODESSA_VNORM (N, SAVF, EWT) R0 = 1000.0D0*DABS(H)*UROUND*DBLE(N)*FAC IF (R0 .EQ. ZERO) R0 = ONE SRUR = WM(1) J1 = 2 DO 230 J = 1,N YJ = Y(J) R = DMAX1(SRUR*DABS(YJ),R0/EWT(J)) Y(J) = Y(J) + R FAC = -HL0/R CALL F (NEQ, TN, Y, PAR, 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 IF (JOPT .EQ. 1) RETURN C ADD IDENTITY MATRIX. ------------------------------------------------- 240 J = 3 DO 250 I = 1,N WM(J) = WM(J) + ONE 250 J = J + (N + 1) C DO LU DECOMPOSITION ON P. -------------------------------------------- CALL DGETRF ( 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*0.1D0 DO 310 I = 1,N 310 Y(I) = Y(I) + R*(H*SAVF(I) - YH(I,2)) CALL F (NEQ, TN, Y, PAR, WM(3)) NFE = NFE + 1 DO 320 I = 1,N R0 = H*SAVF(I) - YH(I,2) DI = 0.1D0*R0 - H*(WM(I+2) - SAVF(I)) WM(I+2) = 1.0D0 IF (DABS(R0) .LT. UROUND/EWT(I)) GO TO 320 IF (DABS(DI) .EQ. ZERO) GO TO 330 WM(I+2) = 0.1D0*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) = ZERO CALL JAC (NEQ, TN, Y, PAR, ML, MU, WM(ML3), MEBAND) IF (JOPT .EQ. 1) RETURN 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 = MIN0(MBAND,N) MEBAND = MBAND + ML MEB1 = MEBAND - 1 SRUR = WM(1) FAC = ODESSA_VNORM (N, SAVF, EWT) R0 = 1000.0D0*DABS(H)*UROUND*DBLE(N)*FAC IF (R0 .EQ. ZERO) R0 = ONE DO 560 J = 1,MBA DO 530 I = J,N,MBAND YI = Y(I) R = DMAX1(SRUR*DABS(YI),R0/EWT(I)) 530 Y(I) = Y(I) + R CALL F (NEQ, TN, Y, PAR, FTEM) DO 550 JJ = J,N,MBAND Y(JJ) = YH(JJ,1) YJJ = Y(JJ) R = DMAX1(SRUR*DABS(YJJ),R0/EWT(JJ)) FAC = -HL0/R I1 = MAX0(JJ-MU,1) I2 = MIN0(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 IF (JOPT .EQ. 1) RETURN C ADD IDENTITY MATRIX. ------------------------------------------------- 570 II = MBAND + 2 DO 580 I = 1,N WM(II) = WM(II) + ONE 580 II = II + MEBAND C DO LU DECOMPOSITION OF P. -------------------------------------------- CALL DGBTRF ( N, N, ML, MU, WM(3), MEBAND, IWM(21), IER) IF (IER .NE. 0) IERPJ = 1 RETURN C---------------- END OF SUBROUTINE ODESSA_PREPJ ----------------------- END