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fdjac2.c

/* fdjac2.f -- translated by f2c and slightly cleaned up */

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

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 */
    doublereal zero = 0.0;
    integer one = 1;

    /* 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_(&one);
    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) {
          return 0;
      }
      x[j] = temp;
      for (i = 1; i <= *m; ++i) {
          fjac[i + j * fjac_dim1] = (wa[i] - fvec[i]) / h;
      }
    }

    return 0;
}


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