C Output from Public domain Ratfor, version 1.0 subroutine rqfn(n,p,a,y,rhs,d,u,beta,eps,wn,wp,aa,nit,info) integer n,p,info,nit(3) double precision a(p,n),y(n),rhs(p),d(n),u(n),wn(n,10),wp(p,p+3),a *a(p,p) double precision one,beta,eps parameter( one = 1.0d0) call fna(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),wn(1,10 *),wp(1,3), wp(1,4),aa,nit,info) return end subroutine fna(n,p,a,c,b,d,u,beta,eps,x,s,y,z,w, dx,ds,dy,dz,dw,ds *dw,dxdz,rhs,ada,aa,nit,info) integer n,p,pp,i,info,nit(3) double precision a(p,n),c(n),b(p) double precision zero,one,mone,big,ddot,dmax1,dmin1,dasum double precision deltap,deltad,beta,eps,cx,by,uw,uz,mu,mua,acomp,r *dg,g double precision x(n),u(n),s(n),y(p),z(n),w(n),d(n),rhs(p),ada(p,p *) double precision aa(p,p),dx(n),ds(n),dy(p),dz(n),dw(n),dxdz(n),dsd *w(n) parameter( zero = 0.0d0) parameter( half = 0.5d0) parameter( one = 1.0d0) parameter( mone = -1.0d0) parameter( big = 1.0d+20) 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) call stepy(n,p,a,d,y,aa,info) if(info .ne. 0)then return endif do23002 i=1,p do23004 j=1,p ada(i,j)=zero 23004 continue 23005 continue ada(i,i)=one 23002 continue 23003 continue call dtrtrs('U','T','N',p,p,aa,p,ada,p,info) call dcopy(pp,ada,1,aa,1) call dcopy(n,c,1,s,1) call dgemv('T',p,n,mone,a,p,y,1,one,s,1) do23006 i=1,n d(i)=one 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) 23006 continue 23007 continue cx = ddot(n,c,1,x,1) by = ddot(p,b,1,y,1) uw = dasum(n,w,1) uz = dasum(n,z,1) rdg = (cx - by + uw) 23010 if(rdg .gt. eps)then nit(1)=nit(1)+1 do23012 i =1,n d(i) = one/(z(i)/x(i) + w(i)/s(i)) ds(i)=z(i)-w(i) dx(i)=d(i)*ds(i) 23012 continue 23013 continue call dgemv('N',p,n,one,a,p,dx,1,zero,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 do23016 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)*(dx(i)/s(i) - one) dxdz(i)=dx(i)*dz(i) dsdw(i)=ds(i)*dw(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 23016 continue 23017 continue deltap=dmin1(beta*deltap,one) deltad=dmin1(beta*deltad,one) if(deltap*deltad.lt.one)then nit(2)=nit(2)+1 acomp=ddot(n,x,1,z,1)+ddot(n,s,1,w,1) g=acomp+deltap*ddot(n,dx,1,z,1)+ deltad*ddot(n,dz,1,x,1)+ deltap*d *eltad*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=acomp/dfloat(2*n) mua=g/dfloat(2*n) mu=mu*(mua/mu)**3 do23028 i=1,n dz(i)=d(i)*(mu*(1/s(i)-1/x(i))+ dx(i)*dz(i)/x(i)-ds(i)*dw(i)/s(i)) 23028 continue 23029 continue call dswap(p,rhs,1,dy,1) call dgemv('N',p,n,one,a,p,dz,1,one,dy,1) call dpotrs('U',p,1,ada,p,dy,p,info) call daxpy(p,mone,dy,1,rhs,1) call dgemv('T',p,n,one,a,p,rhs,1,zero,dw,1) deltap=big deltad=big do23030 i=1,n dx(i)=dx(i)-dz(i)-d(i)*dw(i) ds(i)=-dx(i) dz(i)=mu/x(i) - z(i)*dx(i)/x(i) - z(i) - dxdz(i)/x(i) dw(i)=mu/s(i) - w(i)*ds(i)/s(i) - w(i) - dsdw(i)/s(i) if(dx(i).lt.0)then deltap=dmin1(deltap,-x(i)/dx(i)) else 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 23030 continue 23031 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) cx=ddot(n,c,1,x,1) by=ddot(p,b,1,y,1) uw = dasum(n,w,1) uz = dasum(n,z,1) rdg=(cx-by+uw) goto 23010 endif 23011 continue call daxpy(n,mone,w,1,z,1) call dswap(n,z,1,x,1) return end