ADAS Subroutine lmdif1_all
subroutine lmdif1(fcn,m,n,x,fvec,tol,info,iwa,wa,lwa) C----------------------------------------------------------------------- c subroutine lmdif1 c c PURPOSE: minimize the sum of the squares of m nonlinear c functions in n variables by a modification of the c levenberg-marquardt algorithm. c c this is done by using the more general least-squares solver c lmdif. the user must provide a subroutine which calculates c the functions. the jacobian is then calculated by a c forward-difference approximation. c c the subroutine statement is c c subroutine lmdif1(fcn,m,n,x,fvec,tol,info,iwa,wa,lwa) 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(m,n,x,fvec,iflag) c integer m,n,iflag c double precision x(n),fvec(m) c ---------- c calculate the functions at x and c return this vector in fvec. c ---------- c return c end c c the value of iflag should not be changed by fcn unless c the user wants to terminate execution of lmdif1. c in this case set iflag to a negative integer. c c m is a positive integer input variable set to the number c of functions. c c n is a positive integer input variable set to the number c of variables. n must not exceed m. c c x is an array of length n. on input x must contain c an initial estimate of the solution vector. on output x c contains the final estimate of the solution vector. c c fvec is an output array of length m which contains c the functions evaluated at the output x. c c tol is a nonnegative input variable. termination occurs c when the algorithm estimates either that the relative c error in the sum of squares is at most tol or that c the relative error between x and the solution is at c most tol. c c info is an integer output variable. if the user has c terminated execution, info is set to the (negative) c value of iflag. see description of fcn. otherwise, c info is set as follows. c c info = 0 improper input parameters. c c info = 1 algorithm estimates that the relative error c in the sum of squares is at most tol. c c info = 2 algorithm estimates that the relative error c between x and the solution is at most tol. c c info = 3 conditions for info = 1 and info = 2 both hold. c c info = 4 fvec is orthogonal to the columns of the c jacobian to machine precision. c c info = 5 number of calls to fcn has reached or c exceeded 200*(n+1). c c info = 6 tol is too small. no further reduction in c the sum of squares is possible. c c info = 7 tol is too small. no further improvement in c the approximate solution x is possible. c c iwa is an integer work array of length n. c c wa is a work array of length lwa. c c lwa is a positive integer input variable not less than c m*n+5*n+m. c c subprograms called c c user-supplied ...... fcn c c minpack-supplied ... lmdif c c argonne national laboratory. minpack project. march 1980. c burton s. garbow, kenneth e. hillstrom, jorge j. more c C PUT INTO ADAS BY: C WILLIAM OSBORN, TESSELLA SUPPORT SERVICES PLC. C C DATE: 25TH APRIL 1996 C C VERSION: 1.1 DATE: 25-04-96 C MODIFIED: WILLIAM OSBORN C - FOUND AT WWW.NETLIB.ORG/MINPACK/ . C REPLACES NAG ROUTINE E04FDF . C C VERSION: 1.2 DATE: 21-05-96 C MODIFIED: WILLIAM OSBORN C - CHANGED TOLERANCE CALCULATION IN ORDER TO USE SMALLER C VALUES C C VERSION: 1.3 DATE: 22-09-99 C MODIFIED: RICHARD MARTIN C - RENAMED FROM lmdif1_all.f to lmdif1_all.for C C VERSION: 1.4 DATE: 16-05-07 C MODIFIED: Allan Whiteford C - Updated comments as part of subroutine documentation C procedure. C C------------------------------------------------------------------- DOUBLE PRECISION FVEC(M), TOL, WA(LWA), X(N) INTEGER INFO, IWA(N), LWA, M INTEGER N DOUBLE PRECISION X(N) INTEGER N DOUBLE PRECISION EPSFCN, FJAC(LDFJAC,N), FVEC(M) DOUBLE PRECISION WA(M), X(N) INTEGER IFLAG, LDFJAC, M, N DOUBLE PRECISION DIAG(N), EPSFCN, FACTOR DOUBLE PRECISION FJAC(LDFJAC,N), FTOL, FVEC(M) DOUBLE PRECISION GTOL, QTF(N), WA1(N), WA2(N) DOUBLE PRECISION WA3(N), WA4(M), X(N), XTOL INTEGER INFO, IPVT(N), LDFJAC, M INTEGER MAXFEV, MODE, N, NFEV INTEGER NPRINT DOUBLE PRECISION DELTA, DIAG(N), PAR, QTB(N) DOUBLE PRECISION R(LDR,N), SDIAG(N), WA1(N), WA2(N) DOUBLE PRECISION X(N) INTEGER IPVT(N), LDR, N DOUBLE PRECISION A(LDA,N), ACNORM(N), RDIAG(N), WA(N) INTEGER IPVT(LIPVT), LDA, LIPVT, M INTEGER N LOGICAL PIVOT DOUBLE PRECISION DIAG(N), QTB(N), R(LDR,N) DOUBLE PRECISION SDIAG(N), WA(N), X(N) INTEGER IPVT(N), LDR, N