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fdjac2.c

/* fdjac2.f -- translated by f2c (version 20030306) */

#include "gretl_f2c.h"
#include "minpack.h"

static integer c__1 = 1;

int fdjac2_(S_fp fcn, integer *m, integer *n, doublereal *x, 
          doublereal *fvec, doublereal *fjac, integer *ldfjac, integer *iflag, 
          doublereal *epsfcn, doublereal *wa, void *p)
{
    /* Initialized data */
    static doublereal zero = 0.;

    /* System generated locals */
    integer fjac_dim1, fjac_offset;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    static doublereal h;
    static integer i, j;
    static doublereal eps, temp, epsmch;
    extern doublereal dpmpar_(integer *);

/*     ********** */

/*     subroutine fdjac2 */

/*     this subroutine computes a forward-difference approximation */
/*     to the m by n jacobian matrix associated with a specified */
/*     problem of m functions in n variables. */

/*     the subroutine statement is */

/*       subroutine fdjac2(fcn,m,n,x,fvec,fjac,ldfjac,iflag,epsfcn,wa) */

/*     where */

/*       fcn is the name of the user-supplied subroutine which */
/*         calculates the functions. fcn must be declared */
/*         in an external statement in the user calling */
/*         program, and should be written as follows. */

/*         subroutine fcn(m,n,x,fvec,iflag) */
/*         integer m,n,iflag */
/*         double precision x(n),fvec(m) */
/*         ---------- */
/*         calculate the functions at x and */
/*         return this vector in fvec. */
/*         ---------- */
/*         return */
/*         end */

/*         the value of iflag should not be changed by fcn unless */
/*         the user wants to terminate execution of fdjac2. */
/*         in this case set iflag to a negative integer. */

/*       m is a positive integer input variable set to the number */
/*         of functions. */

/*       n is a positive integer input variable set to the number */
/*         of variables. n must not exceed m. */

/*       x is an input array of length n. */

/*       fvec is an input array of length m which must contain the */
/*         functions evaluated at x. */

/*       fjac is an output m by n array which contains the */
/*         approximation to the jacobian matrix evaluated at x. */

/*       ldfjac is a positive integer input variable not less than m */
/*         which specifies the leading dimension of the array fjac. */

/*       iflag is an integer variable which can be used to terminate */
/*         the execution of fdjac2. see description of fcn. */

/*       epsfcn is an input variable used in determining a suitable */
/*         step length for the forward-difference approximation. this */
/*         approximation assumes that the relative errors in the */
/*         functions are of the order of epsfcn. if epsfcn is less */
/*         than the machine precision, it is assumed that the relative */
/*         errors in the functions are of the order of the machine */
/*         precision. */

/*       wa is a work array of length m. */

/*       p is a general-purpose pointer available in fcn. */

/*     subprograms called */

/*       user-supplied ...... fcn */

/*       minpack-supplied ... dpmpar */

/*       fortran-supplied ... dabs,dmax1,dsqrt */

/*     argonne national laboratory. minpack project. march 1980. */
/*     burton s. garbow, kenneth e. hillstrom, jorge j. more */

/*     ********** */
    /* Parameter adjustments */
    --wa;
    --fvec;
    --x;
    fjac_dim1 = *ldfjac;
    fjac_offset = 1 + fjac_dim1;
    fjac -= fjac_offset;

    /* epsmch is the machine precision */
    epsmch = dpmpar_(&c__1);
    eps = sqrt((max(*epsfcn,epsmch)));

    for (j = 1; j <= *n; ++j) {
      temp = x[j];
      h = eps * abs(temp);
      if (h == zero) {
          h = eps;
      }
      x[j] = temp + h;
      (*fcn)(m, n, &x[1], &wa[1], iflag, p);
      if (*iflag < 0) {
          goto L30;
      }
      x[j] = temp;
      for (i = 1; i <= *m; ++i) {
          fjac[i + j * fjac_dim1] = (wa[i] - fvec[i]) / h;
      }
    }
L30:
    return 0;
}


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