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lmder1.c
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lmder1.c
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#include "cminpack.h"
#include "cminpackP.h"
__cminpack_attr__
int __cminpack_func__(lmder1)(__cminpack_decl_fcnder_mn__ void *p, int m, int n, real *x,
real *fvec, real *fjac, int ldfjac, real tol,
int *ipvt, real *wa, int lwa)
{
/* Initialized data */
const real factor = 100.;
/* Local variables */
int mode, nfev, njev;
real ftol, gtol, xtol;
int maxfev, nprint;
int info;
/* ********** */
/* subroutine lmder1 */
/* the purpose of lmder1 is to minimize the sum of the squares of */
/* m nonlinear functions in n variables by a modification of the */
/* levenberg-marquardt algorithm. this is done by using the more */
/* general least-squares solver lmder. the user must provide a */
/* subroutine which calculates the functions and the jacobian. */
/* the subroutine statement is */
/* subroutine lmder1(fcn,m,n,x,fvec,fjac,ldfjac,tol,info, */
/* ipvt,wa,lwa) */
/* where */
/* fcn is the name of the user-supplied subroutine which */
/* calculates the functions and the jacobian. 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,fjac,ldfjac,iflag) */
/* integer m,n,ldfjac,iflag */
/* double precision x(n),fvec(m),fjac(ldfjac,n) */
/* ---------- */
/* if iflag = 1 calculate the functions at x and */
/* return this vector in fvec. do not alter fjac. */
/* if iflag = 2 calculate the jacobian at x and */
/* return this matrix in fjac. do not alter fvec. */
/* ---------- */
/* return */
/* end */
/* the value of iflag should not be changed by fcn unless */
/* the user wants to terminate execution of lmder1. */
/* 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 array of length n. on input x must contain */
/* an initial estimate of the solution vector. on output x */
/* contains the final estimate of the solution vector. */
/* fvec is an output array of length m which contains */
/* the functions evaluated at the output x. */
/* fjac is an output m by n array. the upper n by n submatrix */
/* of fjac contains an upper triangular matrix r with */
/* diagonal elements of nonincreasing magnitude such that */
/* t t t */
/* p *(jac *jac)*p = r *r, */
/* where p is a permutation matrix and jac is the final */
/* calculated jacobian. column j of p is column ipvt(j) */
/* (see below) of the identity matrix. the lower trapezoidal */
/* part of fjac contains information generated during */
/* the computation of r. */
/* ldfjac is a positive integer input variable not less than m */
/* which specifies the leading dimension of the array fjac. */
/* tol is a nonnegative input variable. termination occurs */
/* when the algorithm estimates either that the relative */
/* error in the sum of squares is at most tol or that */
/* the relative error between x and the solution is at */
/* most tol. */
/* info is an integer output variable. if the user has */
/* terminated execution, info is set to the (negative) */
/* value of iflag. see description of fcn. otherwise, */
/* info is set as follows. */
/* info = 0 improper input parameters. */
/* info = 1 algorithm estimates that the relative error */
/* in the sum of squares is at most tol. */
/* info = 2 algorithm estimates that the relative error */
/* between x and the solution is at most tol. */
/* info = 3 conditions for info = 1 and info = 2 both hold. */
/* info = 4 fvec is orthogonal to the columns of the */
/* jacobian to machine precision. */
/* info = 5 number of calls to fcn with iflag = 1 has */
/* reached 100*(n+1). */
/* info = 6 tol is too small. no further reduction in */
/* the sum of squares is possible. */
/* info = 7 tol is too small. no further improvement in */
/* the approximate solution x is possible. */
/* ipvt is an integer output array of length n. ipvt */
/* defines a permutation matrix p such that jac*p = q*r, */
/* where jac is the final calculated jacobian, q is */
/* orthogonal (not stored), and r is upper triangular */
/* with diagonal elements of nonincreasing magnitude. */
/* column j of p is column ipvt(j) of the identity matrix. */
/* wa is a work array of length lwa. */
/* lwa is a positive integer input variable not less than 5*n+m. */
/* subprograms called */
/* user-supplied ...... fcn */
/* minpack-supplied ... lmder */
/* argonne national laboratory. minpack project. march 1980. */
/* burton s. garbow, kenneth e. hillstrom, jorge j. more */
/* ********** */
/* check the input parameters for errors. */
if (n <= 0 || m < n || ldfjac < m || tol < 0. || lwa < n * 5 + m) {
return 0;
}
/* call lmder. */
maxfev = (n + 1) * 100;
ftol = tol;
xtol = tol;
gtol = 0.;
mode = 1;
nprint = 0;
info = __cminpack_func__(lmder)(__cminpack_param_fcnder_mn__ p, m, n, x, fvec, fjac, ldfjac,
ftol, xtol, gtol, maxfev, wa, mode, factor, nprint,
&nfev, &njev, ipvt, &wa[n], &wa[(n << 1)], &
wa[n * 3], &wa[(n << 2)], &wa[n * 5]);
if (info == 8) {
info = 4;
}
return info;
/* last card of subroutine lmder1. */
} /* lmder1_ */