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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