https://github.com/cran/gss
Tip revision: 793b7a5b408399c4d261bf5d0be56fc8311ac0a5 authored by Chong Gu on 12 January 2011, 00:00:00 UTC
version 1.1-7
version 1.1-7
Tip revision: 793b7a5
ddeev.f
C Output from Public domain Ratfor, version 1.0
subroutine ddeev (vmu, nobs, q, ldqr, ldqc, n, nq, u, ldu, uaux, t
*, x, theta, nlaht, score, varht, hes, ldh, gra, hwk1, hwk2, gwk1,
*gwk2, kwk, ldk, work1, work2, work3, info)
character*1 vmu
integer nobs, ldqr, ldqc, n, nq, ldu, ldh, ldk, info
double precision q(ldqr,ldqc,*), u(ldu,*), uaux(*), t(2,*), x(*),
*theta(*), nlaht, score, varht, hes(ldh,*), gra(*), hwk1(nq,*), hwk
*2(nq,*), gwk1(*), gwk2(*), kwk(ldk,ldk,*), work1(*), work2(*), wor
*k3(*)
double precision trc, det, dum, ddot
integer i, j, m
info = 0
call dset (nq, 0.d0, gra, 1)
call dset (nq*nq, 0.d0, hes, 1)
if( vmu .ne. 'v' .and. vmu .ne. 'm' .and. vmu .ne. 'u' )then
info = -3
return
endif
if( nobs .lt. n .or. ldqr .lt. n .or. ldqc .lt. n .or. nq .le. 0 .
*or. ldu .lt. n-1 .or. ldh .lt. nq .or. ldk .lt. n )then
info = -1
return
endif
i=2
23004 if(.not.(i.le.nq))goto 23006
if( theta(i) .le. -25.d0 )then
goto 23005
endif
j=1
23009 if(.not.(j.le.n))goto 23011
call dcopy (n-j+1, q(j,j,i), 1, kwk(j,j,i), 1)
call dscal (n-j+1, 10.d0 ** theta(i), kwk(j,j,i), 1)
23010 j=j+1
goto 23009
23011 continue
call dqrslm (u, ldu, n-1, n-2, uaux, kwk(2,2,i), n, 0, info, work1
*)
call dqrsl (u, ldu, n-1, n-2, uaux, kwk(2,1,i), dum, kwk(2,1,i), d
*um, dum, dum, 01000, info)
23005 i=i+1
goto 23004
23006 continue
call dcopy (n, t(2,1), 2, kwk(1,1,1), n+1)
call dcopy (n-1, t(1,2), 2, kwk(2,1,1), n+1)
j=1
23012 if(.not.(j.lt.n-1))goto 23014
call dset (n-j-1, 0.d0, kwk(j+2,j,1), 1)
23013 j=j+1
goto 23012
23014 continue
i=2
23015 if(.not.(i.le.nq))goto 23017
if( theta(i) .le. -25.d0 )then
goto 23016
endif
j=1
23020 if(.not.(j.le.n))goto 23022
call daxpy (n-j+1, -1.d0, kwk(j,j,i), 1, kwk(j,j,1), 1)
23021 j=j+1
goto 23020
23022 continue
23016 i=i+1
goto 23015
23017 continue
i=1
23023 if(.not.(i.le.nq))goto 23025
if( theta(i) .le. -25.d0 )then
goto 23024
endif
j=1
23028 if(.not.(j.lt.n))goto 23030
call dcopy (n-j, kwk(j+1,j,i), 1, kwk(j,j+1,i), n)
23029 j=j+1
goto 23028
23030 continue
23024 i=i+1
goto 23023
23025 continue
call dset (n, 10.d0 ** nlaht, work1, 1)
call daxpy (n, 1.d0, work1, 1, t(2,1), 2)
call dpbfa (t, 2, n, 1, info)
if( info .ne. 0 )then
info = -2
return
endif
i=1
23033 if(.not.(i.le.nq))goto 23035
if( theta(i) .le. -25.d0 )then
goto 23034
endif
j=1
23038 if(.not.(j.le.n))goto 23040
call dpbsl (t, 2, n, 1, kwk(1,j,i))
23039 j=j+1
goto 23038
23040 continue
23034 i=i+1
goto 23033
23035 continue
call dcopy (n, x, 1, work1, 1)
call dpbsl (t, 2, n, 1, work1)
if( vmu .ne. 'm' )then
call dcopy (n, work1, 1, work2, 1)
call dscal (n, 2.d0, work2, 1)
else
call dcopy (n, x, 1, work2, 1)
endif
i=1
23043 if(.not.(i.le.nq))goto 23045
if( theta(i) .le. -25.d0 )then
goto 23044
endif
call dgemv ('t', n, n, 1.d0, kwk(1,1,i), n, work2, 1, 0.d0, work3,
* 1)
gwk1(i) = - ddot (n, work1, 1, work3, 1)
23044 i=i+1
goto 23043
23045 continue
i=1
23048 if(.not.(i.le.nq))goto 23050
gwk2(i) = 0.d0
if( theta(i) .le. -25.d0 )then
goto 23049
endif
j=1
23053 if(.not.(j.le.n))goto 23055
if( vmu .ne. 'm' )then
call dcopy (n, kwk(1,j,i), 1, work1, 1)
call dpbsl (t, 2, n, 1, work1)
gwk2(i) = gwk2(i) - work1(j)
else
gwk2(i) = gwk2(i) - kwk(j,j,i)
endif
23054 j=j+1
goto 23053
23055 continue
23049 i=i+1
goto 23048
23050 continue
if( vmu .ne. 'm' )then
call dcopy (n, x, 1, work1, 1)
call dpbsl (t, 2, n, 1, work1)
i=1
23060 if(.not.(i.le.nq))goto 23062
if( theta(i) .le. -25.d0 )then
goto 23061
endif
call dgemv ('n', n, n, 1.d0, kwk(1,1,i), n, work1, 1, 0.d0, work2,
* 1)
j=1
23065 if(.not.(j.le.i))goto 23067
if( theta(j) .le. -25.d0 )then
goto 23066
endif
call dgemv ('n', n, n, 1.d0, kwk(1,1,j), n, work1, 1, 0.d0, work3,
* 1)
hwk1(i,j) = 2.d0 * ddot (n, work2, 1, work3, 1)
call dgemv ('t', n, n, 1.d0, kwk(1,1,j), n, work1, 1, 0.d0, work3,
* 1)
hwk1(i,j) = hwk1(i,j) + 2.d0 * ddot (n, work2, 1, work3, 1)
23066 j=j+1
goto 23065
23067 continue
call dgemv ('t', n, n, 1.d0, kwk(1,1,i), n, work1, 1, 0.d0, work2,
* 1)
j=1
23070 if(.not.(j.le.i))goto 23072
if( theta(j) .le. -25.d0 )then
goto 23071
endif
call dgemv ('n', n, n, 1.d0, kwk(1,1,j), n, work1, 1, 0.d0, work3,
* 1)
hwk1(i,j) = hwk1(i,j) + 2.d0 * ddot (n, work2, 1, work3, 1)
23071 j=j+1
goto 23070
23072 continue
23061 i=i+1
goto 23060
23062 continue
else
call dcopy (n, x, 1, work1, 1)
call dpbsl (t, 2, n, 1, work1)
i=1
23075 if(.not.(i.le.nq))goto 23077
if( theta(i) .le. -25.d0 )then
goto 23076
endif
call dgemv ('n', n, n, 1.d0, kwk(1,1,i), n, work1, 1, 0.d0, work2,
* 1)
j=1
23080 if(.not.(j.le.i))goto 23082
if( theta(j) .le. -25.d0 )then
goto 23081
endif
call dgemv ('t', n, n, 1.d0, kwk(1,1,j), n, x, 1, 0.d0, work3, 1)
hwk1(i,j) = 2.d0 * ddot (n, work2, 1, work3, 1)
23081 j=j+1
goto 23080
23082 continue
23076 i=i+1
goto 23075
23077 continue
endif
i=1
23085 if(.not.(i.le.nq))goto 23087
if( theta(i) .le. -25.d0 )then
goto 23086
endif
hwk1(i,i) = hwk1(i,i) + gwk1(i)
23086 i=i+1
goto 23085
23087 continue
i=1
23090 if(.not.(i.le.nq))goto 23092
if( theta(i) .le. -25.d0 )then
goto 23091
endif
m=1
23095 if(.not.(m.le.i))goto 23097
hwk2(i,m) = 0.d0
if( theta(m) .le. -25.d0 )then
goto 23096
endif
j=1
23100 if(.not.(j.le.n))goto 23102
if( vmu .ne. 'm' )then
call dcopy (n, kwk(1,j,m), 1, work1, 1)
call dpbsl (t, 2, n, 1, work1)
hwk2(i,m) = hwk2(i,m) + 2.d0 * ddot (n, kwk(j,1,i), n, work1, 1)
else
hwk2(i,m) = hwk2(i,m) + ddot (n, kwk(j,1,i), n, kwk(1,j,m), 1)
endif
23101 j=j+1
goto 23100
23102 continue
23096 m=m+1
goto 23095
23097 continue
23091 i=i+1
goto 23090
23092 continue
i=1
23105 if(.not.(i.le.nq))goto 23107
if( theta(i) .le. -25.d0 )then
goto 23106
endif
hwk2(i,i) = hwk2(i,i) + gwk2(i)
23106 i=i+1
goto 23105
23107 continue
if( vmu .eq. 'v' )then
trc = dfloat (nobs) * 10.d0 ** (-nlaht) * varht / score
i=1
23112 if(.not.(i.le.nq))goto 23114
if( theta(i) .le. -25.d0 )then
goto 23113
endif
gra(i) = gwk1(i) / trc / trc - 2.d0 * score * gwk2(i) / trc / dflo
*at(nobs)
23113 i=i+1
goto 23112
23114 continue
call dscal (nq, dfloat (nobs), gra, 1)
endif
if( vmu .eq. 'u' )then
dum = 10.d0 ** nlaht
i=1
23119 if(.not.(i.le.nq))goto 23121
if( theta(i) .le. -25.d0 )then
goto 23120
endif
gra(i) = dum * dum * gwk1(i) - 2.d0 * varht * dum * gwk2(i)
23120 i=i+1
goto 23119
23121 continue
call dscal (nq, 1.d0/dfloat (n), gra, 1)
endif
if( vmu .eq. 'm' )then
det = 10.d0 ** (-nlaht) * varht / score
i=1
23126 if(.not.(i.le.nq))goto 23128
if( theta(i) .le. -25.d0 )then
goto 23127
endif
gra(i) = gwk1(i) / det - dfloat (nobs) / dfloat (n) * score * gwk2
*(i)
23127 i=i+1
goto 23126
23128 continue
call dscal (nq, 1.d0 / dfloat (nobs), gra, 1)
endif
if( vmu .eq. 'v' )then
i=1
23133 if(.not.(i.le.nq))goto 23135
if( theta(i) .le. -25.d0 )then
goto 23134
endif
j=1
23138 if(.not.(j.le.i))goto 23140
if( theta(j) .le. -25.d0 )then
goto 23139
endif
hes(i,j) = hwk1(i,j) / trc / trc - 2.d0 * gwk1(i) * gwk2(j) / trc
*** 3 - 2.d0 * gwk1(j) * gwk2(i) / trc ** 3 - 2.d0 * score * hwk2(i
*,j) / trc / dfloat (nobs) + 6.d0 * score * gwk2(i) * gwk2(j) / trc
* / trc / dfloat (nobs)
23139 j=j+1
goto 23138
23140 continue
call dscal (i, dfloat (nobs), hes(i,1), ldh)
23134 i=i+1
goto 23133
23135 continue
endif
if( vmu .eq. 'u' )then
i=1
23145 if(.not.(i.le.nq))goto 23147
if( theta(i) .le. -25.d0 )then
goto 23146
endif
j=1
23150 if(.not.(j.le.i))goto 23152
if( theta(j) .le. -25.d0 )then
goto 23151
endif
hes(i,j) = dum * dum * hwk1(i,j) - 2.d0 * varht * dum * hwk2(i,j)
23151 j=j+1
goto 23150
23152 continue
call dscal (i, 1.d0/dfloat (n), hes(i,1), ldh)
23146 i=i+1
goto 23145
23147 continue
endif
if( vmu .eq. 'm' )then
i=1
23157 if(.not.(i.le.nq))goto 23159
if( theta(i) .le. -25.d0 )then
goto 23158
endif
j=1
23162 if(.not.(j.le.i))goto 23164
if( theta(j) .le. -25.d0 )then
goto 23163
endif
hes(i,j) = hwk1(i,j) / det - gwk1(i) * gwk2(j) / det / dfloat (n)
*- gwk1(j) * gwk2(i) / det / dfloat (n) - dfloat (nobs) / dfloat (n
*) * score * hwk2(i,j) + dfloat (nobs) / dfloat (n) ** 2 * score *
*gwk2(i) * gwk2(j)
23163 j=j+1
goto 23162
23164 continue
call dscal (i, 1.d0 / dfloat (nobs), hes(i,1), ldh)
23158 i=i+1
goto 23157
23159 continue
endif
return
end