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
spwy.r
# THIS IS A FAILED ATTEMPT TO MAKE THE BOOTSTRAP LOOP OF PWY IN FORTRAR
# Parzen, Wei and Ying's bootstrap with sparse fn fitting
# subroutine pwy(m,n,k,m5,n2,a,c,b,t,toler,ift,x,e,s, wa,wb)
# Calling sequence is just like that of srqfn.f except that
#
# a is now a (n+1) by p design matrix
# c is now a n+1 vector
# wu on input is the matrix of simulated gradient vectors
# on output is the p by k solution matrix
# y as in srqfn on input is the initial condition of dual
# k is the column dimension of y, this is only added argument
#
subroutine spwy(n,m,k,b1,wu,nnza,a,ja,ia,ao,jao,iao,nnzdmax,d,jd,id,
dsub,jdsub,nnzemax,e,je,ie,nsubmax,lindx,xlindx,
nnzlmax,lnz,xlnz,iw,iwmax,iwork,xsuper,tmpmax, tmpvec,
wwm,wwn,cachsz,level,x,s,u,c,y,b,small,ierr,maxit,time)
integer nnza,m,n,nnzdmax,nnzemax,iwmax,
nnzlmax,nsubmax,cachsz,level,tmpmax,ierr,maxit,time(7),
ja(nnza),jao(nnza),jdsub(nnzemax+1),jd(nnzdmax),
ia(n+1),iao(m+1),id(m+1),lindx(nsubmax),xlindx(m+1),
iw(m,5),xlnz(m+1),iwork(iwmax),xsuper(m+1),je(nnzemax),ie(m+1)
double precision small, a(nnza),ao(nnza),dsub(nnzemax+1),d(nnzdmax),
lnz(nnzlmax),c(n),y(m),wwm(m,3),tmpvec(tmpmax),
wwn(n,14),x(n),s(n),u(n),e(nnzemax),b(m),b1(m),wu(m,k)
do i=1,k{
call dcopy(m,wu(1,i),1,a(nnza - m),1)
call dcopy(m,b1,1,y,1)
call slpfn(n,m,nnza,a,ja,ia,ao,jao,iao,nnzdmax,d,jd,id,
dsub,jdsub,nsubmax,lindx,xlindx,nnzlmax,lnz,
xlnz,iw(1,1),iw(1,2),iwmax,iwork,iw(1,3),iw(1,4),
xsuper,iw(1,5),tmpmax,tmpvec,wwm(1,2),cachsz,
level,x,s,u,c,y,b,wwn(1,1),wwn(1,2),wwn(1,3),
wwn(1,4),nnzemax,e,je,ie,wwm(1,3),wwn(1,5),wwn(1,6),
wwn(1,7),wwn(1,8),wwn(1,9),wwn(1,10),wwn(1,11),
wwn(1,12),wwn(1,13),wwn(1,14),wwm(1,1),small,ierr,maxit, time)
call dcopy(m,y,1,wu(1,i),1)
}
return
end

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