Revision 2b3a85a87089d85cfbcc67cac5d6778f94719b8d authored by Roger Koenker on 15 July 2019, 13:00:03 UTC, committed by cran-robot on 15 July 2019, 13:00:03 UTC
1 parent 5071707
powell.f
``````C Output from Public domain Ratfor, version 1.0
subroutine powell(n,p,p2,a,b,c,x,tau,h,f,u,s,g,d,xh,maxit,nflag)
integer n,p,p2
double precision x(p),a(n,p),b(n),c(n)
double precision f(n),u(p,p),s(n),g(p2),d(p),xh(p)
double precision zero, one, mone, step, tau,pow
integer h(p),hin,hout,k,it,inset,maxit,nflag
parameter(zero = 0.0d0, one = 1.d0, mone = -1.d0)
it = 0
23000 continue
it = it + 1
if(it .gt. 1)then
call pivot(n,p,h,hin,hout,a,u,d,xh,nflag)
endif
if(nflag .gt. 0)then
nflag = nflag + 2
return
endif
do23007 i = 1,p
xh(i) = b(h(i))
23007 continue
23008 continue
call dgemv('N',p,p,one,u,p,xh,1,zero,x,1)
call dgemv('N',n,p,one,a,n,x,1,zero,f,1)
do23009 i = 1,n
if(inset(p,i,h) .gt. 0 .or. f(i) .gt. c(i))then
s(i) = zero
else
if(b(i) .lt. f(i))then
s(i) = one - tau
else
s(i) = - tau
endif
endif
23009 continue
23010 continue
call dgemv('T',n,p,one,a,n,s,1,zero,xh,1)
call dgemv('T',p,p,one,u,p,xh,1,zero,g,1)
do23015 i = 1,p
if(f(h(i)) .lt. c(h(i)))then
if(b(h(i)) .lt. c(h(i)))then
g(i + p) = - g(i) + one - tau
else
g(i + p) = - g(i) - tau
endif
else
g(i + p) = - g(i) + tau
endif
g(i) = g(i) + one - tau
23015 continue
23016 continue
k = idmin(p2,g,1)
if(g(k) .ge. 0 .or. it .gt. maxit)then
goto 23002
endif
call dscal(p,zero,d,1)
if(k .le. p)then
call daxpy(p,one,u(1,k),1,d,1)
else
k = k - p
call daxpy(p,mone,u(1,k),1,d,1)
endif
call dgemv('N',n,p,one,a,n,d,1,zero,s,1)
do23025 i = 1,n
call dcopy(p,x,1,xh,1)
step = (b(i) - f(i))/s(i)
call daxpy(p,step,d,1,xh,1)
s(i) = pow(n,p,xh,a,b,c,tau)
23025 continue
23026 continue
hin = idmin(n,s,1)
if(inset(p,hin,h) .gt. 0)then
nflag = 2
goto 23002
endif
hout = h(k)
23001 goto 23000
23002 continue
if(it .gt. maxit)then
nflag = 1
endif
return
end
subroutine pivot(n,p,h,hin,hout,a,b,u,v,eflag)
integer n,p,h(p),hin,hout,inset,k,eflag
double precision a(n,p),b(p,p),u(p),v(p)
double precision zero,one
parameter(zero = 0.d0, one = 1.d0)
eflag = 0
k = inset(p,hout,h)
if(k .eq. 0)then
eflag = 1
return
endif
if(inset(p,hin,h) .gt. 0)then
eflag = 2
return
endif
if(hin .lt. 1 .or. hin .gt. n)then
eflag = 3
return
endif
call dcopy(p,a(hin,1),n,v,1)
call dgemv('T',p,p,one,b,p,v,1,zero,u,1)
call dcopy(p,b(1,k),1,v,1)
do23037 j = 1,p
do23039 i = 1,p
if(j .eq. k)then
b(i,j) = b(i,j)/u(k)
else
b(i,j) = b(i,j) - (u(j)/u(k)) * v(i)
endif
23039 continue
23040 continue
23037 continue
23038 continue
h(k) = hin
return
end
integer function inset(p,k,h)
integer p,k,h(p)
do23043 inset = 1,p
if(h(inset) .eq. k)then
return
endif
23043 continue
23044 continue
inset = 0
return
end
double precision function pow(n,p,x,a,b,c,tau)
integer n,p
double precision x(p),a(n,p),b(n),c(n)
double precision tau,u,zero,rho,fit,ddot
parameter(zero= 0.d0)
pow = zero
do23047 i = 1,n
fit = ddot(p,a(i,1),n,x,1)
u = b(i) - min(fit,c(i))
pow = pow + rho(u, tau)
23047 continue
23048 continue
return
end
double precision function rho(u,tau)
double precision u,tau,one
parameter(one = 1.d0)
if(u .lt. 0)then
rho = u * (tau - one)
else
rho = u * tau
endif
return
end
``````

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