C Output from Public domain Ratfor, version 1.0 subroutine rqfnb(n,p,a,y,rhs,d,u,beta,eps,wn,wp,nit,info) integer n,p,info,nit(3) double precision a(p,n),y(n),rhs(p),d(n),u(n),wn(n,9),wp(p,p+3) double precision one,beta,eps parameter( one = 1.0d0) call lpfnb(n,p,a,y,rhs,d,u,beta,eps,wn(1,1),wn(1,2), wp(1,1),wn(1, *3),wn(1,4),wn(1,5),wn(1,6), wp(1,2),wn(1,7),wn(1,8),wn(1,9),wp(1,3 *),wp(1,4),nit,info) return end subroutine lpfnb(n,p,a,c,b,d,u,beta,eps,x,s,y,z,w, dx,ds,dy,dz,dw, *dr,rhs,ada,nit,info) integer n,p,pp,i,info,nit(3),maxit double precision a(p,n),c(n),b(p) double precision zero,one,mone,big,ddot,dmax1,dmin1,dxdz,dsdw double precision deltap,deltad,beta,eps,mu,gap,g double precision x(n),u(n),s(n),y(p),z(n),w(n),d(n),rhs(p),ada(p,p *) double precision dx(n),ds(n),dy(p),dz(n),dw(n),dr(n) parameter( zero = 0.0d0) parameter( one = 1.0d0) parameter( mone = -1.0d0) parameter( big = 1.0d+20) parameter( maxit = 500) nit(1)=0 nit(2)=0 nit(3)=n pp=p*p call dgemv('N',p,n,one,a,p,c,1,zero,y,1) do23000 i=1,n d(i)=one 23000 continue 23001 continue call stepy(n,p,a,d,y,ada,info) if(info .ne. 0)then return endif call dcopy(n,c,1,s,1) call dgemv('T',p,n,mone,a,p,y,1,one,s,1) do23004 i=1,n if(dabs(s(i)).lt.eps)then z(i)=dmax1(s(i), zero) + eps w(i)=dmax1(-s(i),zero) + eps else z(i)=dmax1(s(i), zero) w(i)=dmax1(-s(i),zero) endif s(i)=u(i)-x(i) 23004 continue 23005 continue gap = ddot(n,z,1,x,1)+ddot(n,w,1,s,1) 23008 if(gap .gt. eps .and. nit(1).lt.maxit)then nit(1)=nit(1)+1 do23010 i = 1,n d(i) = one/(z(i)/x(i) + w(i)/s(i)) ds(i)=z(i)-w(i) dz(i)=d(i)*ds(i) 23010 continue 23011 continue call dcopy(p,b,1,dy,1) call dgemv('N',p,n,mone,a,p,x,1,one,dy,1) call dgemv('N',p,n,one,a,p,dz,1,one,dy,1) call dcopy(p,dy,1,rhs,1) call stepy(n,p,a,d,dy,ada,info) if(info .ne. 0)then return endif call dgemv('T',p,n,one,a,p,dy,1,mone,ds,1) deltap=big deltad=big do23014 i=1,n dx(i)=d(i)*ds(i) ds(i)=-dx(i) dz(i)=-z(i)*(dx(i)/x(i) + one) dw(i)=-w(i)*(ds(i)/s(i) + one) if(dx(i).lt.0)then deltap=dmin1(deltap,-x(i)/dx(i)) endif if(ds(i).lt.0)then deltap=dmin1(deltap,-s(i)/ds(i)) endif if(dz(i).lt.0)then deltad=dmin1(deltad,-z(i)/dz(i)) endif if(dw(i).lt.0)then deltad=dmin1(deltad,-w(i)/dw(i)) endif 23014 continue 23015 continue deltap=dmin1(beta*deltap,one) deltad=dmin1(beta*deltad,one) if(min(deltap,deltad) .lt. one)then nit(2)=nit(2)+1 mu = ddot(n,x,1,z,1)+ddot(n,s,1,w,1) g = mu + deltap*ddot(n,dx,1,z,1)+ deltad*ddot(n,dz,1,x,1) + deltap **deltad*ddot(n,dz,1,dx,1)+ deltap*ddot(n,ds,1,w,1)+ deltad*ddot(n, *dw,1,s,1) + deltap*deltad*ddot(n,ds,1,dw,1) mu = mu * ((g/mu)**3) /dfloat(2*n) do23026 i=1,n dr(i)=d(i)*(mu*(1/s(i)-1/x(i))+ dx(i)*dz(i)/x(i)-ds(i)*dw(i)/s(i)) 23026 continue 23027 continue call dswap(p,rhs,1,dy,1) call dgemv('N',p,n,one,a,p,dr,1,one,dy,1) call dpotrs('U',p,1,ada,p,dy,p,info) call dgemv('T',p,n,one,a,p,dy,1,zero,u,1) deltap=big deltad=big do23028 i=1,n dxdz = dx(i)*dz(i) dsdw = ds(i)*dw(i) dx(i)= d(i)*(u(i)-z(i)+w(i))-dr(i) ds(i)= -dx(i) dz(i)= -z(i)+(mu - z(i)*dx(i) - dxdz)/x(i) dw(i)= -w(i)+(mu - w(i)*ds(i) - dsdw)/s(i) if(dx(i).lt.0)then deltap=dmin1(deltap,-x(i)/dx(i)) endif if(ds(i).lt.0)then deltap=dmin1(deltap,-s(i)/ds(i)) endif if(dz(i).lt.0)then deltad=dmin1(deltad,-z(i)/dz(i)) endif if(dw(i).lt.0)then deltad=dmin1(deltad,-w(i)/dw(i)) endif 23028 continue 23029 continue deltap=dmin1(beta*deltap,one) deltad=dmin1(beta*deltad,one) endif call daxpy(n,deltap,dx,1,x,1) call daxpy(n,deltap,ds,1,s,1) call daxpy(p,deltad,dy,1,y,1) call daxpy(n,deltad,dz,1,z,1) call daxpy(n,deltad,dw,1,w,1) gap = ddot(n,z,1,x,1)+ddot(n,w,1,s,1) goto 23008 endif 23009 continue call daxpy(n,mone,w,1,z,1) call dswap(n,z,1,x,1) return end subroutine stepy(n,p,a,d,b,ada,info) integer n,p,pp,i,info double precision a(p,n),b(p),d(n),ada(p,p),zero parameter( zero = 0.0d0) pp=p*p do23038 j=1,p do23040 k=1,p ada(j,k)=zero 23040 continue 23041 continue 23038 continue 23039 continue do23042 i=1,n call dsyr('U',p,d(i),a(1,i),1,ada,p) 23042 continue 23043 continue call dposv('U',p,1,ada,p,b,p,info) return end