****************************************************************************
* osborne 1 function
* more, garbow, and hillstrom, acm toms vol. 7 no. 1 (march 1981) 17-41
****************************************************************************
subroutine getfun( x, n, f, m, ftf, fj, lfj, g, mode)
implicit double precision (a-h,o-z)
integer n, m, lfj, mode
double precision x(n), f(m), ftf, fj(lfj,n), g(n)
integer nprob, nprobs, nstart, nstrts
common /PROBLM/ nprob, nprobs, nstart, nstrts
integer nout
common /IOUNIT/ nout
logical lf, lj
integer na, nb, nc, nd, nt, nh
integer i, im1, j
double precision x1, x2, x3, x4, x5
double precision e4, e5, t2, t3, ti
double precision ddot
intrinsic dble, exp
double precision y
common /PARAM1/ y(33)
save /PARAM1/
double precision zero, one, ten
parameter (zero = 0.d0, one = 1.d0, ten = 10.d0)
*=======================================================================
if (mode .eq. 0) goto 20
if (mode .eq. -1) goto 10
if (mode .eq. -2) goto 30
x1 = x(1)
x2 = x(2)
x3 = x(3)
x4 = x(4)
x5 = x(5)
na = mode / 1000
nh = mode - na*1000
nb = nh / 100
nt = nh - nb*100
nc = nt / 10
nd = nt - nc*10
lf = (na .ne. 0) .or. (nb .ne. 0) .or. (nd .ne. 0)
lj = (nc .ne. 0) .or. (nd .ne. 0)
if (lf .and. lj) goto 300
if (lf) goto 100
if (lj) goto 200
*-----------------------------------------------------------------------
10 continue
nprobs = 1
nstrts = 1
n = 5
m = 33
y( 1) = 0.844d0
y( 2) = 0.908d0
y( 3) = 0.932d0
y( 4) = 0.936d0
y( 5) = 0.925d0
y( 6) = 0.908d0
y( 7) = 0.881d0
y( 8) = 0.850d0
y( 9) = 0.818d0
y(10) = 0.784d0
y(11) = 0.751d0
y(12) = 0.718d0
y(13) = 0.685d0
y(14) = 0.658d0
y(15) = 0.628d0
y(16) = 0.603d0
y(17) = 0.580d0
y(18) = 0.558d0
y(19) = 0.538d0
y(20) = 0.522d0
y(21) = 0.506d0
y(22) = 0.490d0
y(23) = 0.478d0
y(24) = 0.467d0
y(25) = 0.457d0
y(26) = 0.448d0
y(27) = 0.438d0
y(28) = 0.431d0
y(29) = 0.424d0
y(30) = 0.420d0
y(31) = 0.414d0
y(32) = 0.411d0
y(33) = 0.406d0
if (nout .gt. 0) write( nout, 9999) n, m
return
*-----------------------------------------------------------------------
20 continue
x(1) = 0.5d0
x(2) = 1.5d0
x(3) = -1.0d0
x(4) = 0.01d0
x(5) = 0.02d0
return
*-----------------------------------------------------------------------
30 continue
x(1) = 0.3754d0
x(2) = 1.9358d0
x(3) = -1.4647d0
x(4) = 0.01287d0
x(5) = 0.02212d0
ftf = 5.46489d-5
return
*-----------------------------------------------------------------------
100 continue
im1 = 0
do 110 i = 1, m
ti = dble(im1)*ten
e4 = exp(-ti*x4)
e5 = exp(-ti*x5)
f(i) = (x1 + x2*e4 + x3*e5) - y(i)
im1 = i
110 continue
if (nb .ne. 0) ftf = ddot( m, f, 1, f, 1)
return
200 continue
im1 = 0
do 210 i = 1, m
ti = dble(im1)*ten
e4 = exp(-ti*x4)
e5 = exp(-ti*x5)
fj( i, 1) = one
fj( i, 2) = e4
fj( i, 3) = e5
fj( i, 4) = -ti*x2*e4
fj( i, 5) = -ti*x3*e5
im1 = i
210 continue
return
300 continue
im1 = 0
do 310 i = 1, m
ti = dble(im1)*ten
e4 = exp(-ti*x4)
e5 = exp(-ti*x5)
t2 = x2*e4
t3 = x3*e5
f(i) = (x1 + t2 + t3) - y(i)
fj( i, 1) = one
fj( i, 2) = e4
fj( i, 3) = e5
fj( i, 4) = -ti*t2
fj( i, 5) = -ti*t3
im1 = i
310 continue
if (nb .ne. 0) ftf = ddot( m, f, 1, f, 1)
if (nd .eq. 0) return
do 400 j = 1, n
g(j) = ddot( m, fj( 1, j), 1, f, 1)
400 continue
return
9999 format(/'1',70('=')//,
*' osborne 1 function (more et al.) - exponential fitting'//,
*' number of variables =', i4, ' ( 5)'/,
*' number of functions =', i4, ' (33)'//,
* ' ',70('=')/)
end
************************************************************************
************************************************************************
subroutine dfjdxk( k, x, n, dfj, ldfj, m, nonzro)
implicit double precision (a-h,o-z)
integer k, n, ldfj, m, nonzro(n)
double precision x(n), dfj(ldfj,n)
integer i, im1, j
double precision x2, x3, x4, x5, ti
intrinsic dble, exp
double precision zero, ten
parameter (zero = 0.d0, ten = 10.d0)
*=======================================================================
do 100 j = 1, n
nonzro(j) = 0
call dcopy( m, zero, 0, dfj( 1, j), 1)
100 continue
goto ( 210, 220, 230, 240, 250 ), k
210 continue
return
220 continue
x4 = x(4)
nonzro(4) = 1
im1 = 0
do 225 i = 1, m
ti = dble(im1)*ten
dfj(i,4) = -ti*exp(-ti*x4)
im1 = i
225 continue
return
230 continue
x5 = x(5)
nonzro(5) = 1
im1 = 0
do 235 i = 1, m
ti = dble(im1)*ten
dfj(i,5) = -ti*exp(-ti*x5)
im1 = i
235 continue
return
240 continue
x2 = x(2)
x4 = x(4)
nonzro(2) = 1
nonzro(4) = 1
im1 = 0
do 245 i = 1, m
ti = dble(im1)*ten
t4 = ti*exp(-ti*x4)
dfj(i,2) = -t4
dfj(i,4) = ti*x2*t4
im1 = i
245 continue
return
250 continue
x3 = x(3)
x5 = x(5)
nonzro(3) = 1
nonzro(5) = 1
im1 = 0
do 255 i = 1, m
ti = dble(im1)*ten
t5 = ti*exp(-ti*x5)
dfj(i,3) = -t5
dfj(i,5) = ti*x3*t5
im1 = i
255 continue
return
end
************************************************************************
************************************************************************
subroutine dfkdij( k, x, n, lhess, hess, linear)
implicit double precision (a-h,o-z)
logical linear
integer k, n, lhess
double precision x(n), hess(lhess,n)
integer j
double precision tk, t4, t5
intrinsic dble, exp
double precision zero, ten
parameter (zero = 0.d0, ten = 10.d0)
*=======================================================================
do 100 j = 1, n
call dcopy( n, zero, 0, hess( 1, j), 1)
100 continue
linear = .false.
tk = ten*dble(k-1)
t4 = tk*exp(-tk*x(4))
t5 = tk*exp(-tk*x(5))
hess(2,4) = -t4
hess(4,2) = hess(2,4)
hess(3,5) = -t5
hess(5,3) = hess(3,5)
hess(4,4) = tk*x(2)*t4
hess(5,5) = tk*x(3)*t5
return
end
.