以上代码不调用IMSL算法库,实现UNLSF一样功能的函数
时间: 2024-03-01 20:53:43 浏览: 78
以下是一个不调用IMSL算法库,实现UNLSF算法功能的Fortran函数:
```fortran
SUBROUTINE UNLSF(fcn, m, n, x0, fvec, fjac, tol, diag, qtf, info, errmsg)
IMPLICIT NONE
INTEGER, INTENT(IN) :: m, n
REAL, DIMENSION(n), INTENT(INOUT) :: x0, diag, qtf
REAL, DIMENSION(m), INTENT(OUT) :: fvec
REAL, DIMENSION(m,n), INTENT(INOUT) :: fjac
REAL, INTENT(IN) :: tol
INTEGER, INTENT(OUT) :: info
CHARACTER(LEN=*), INTENT(OUT) :: errmsg
EXTERNAL :: fcn
INTEGER :: maxiter, i, j, lmpar, iter, mode
REAL :: fnorm, gnorm, pnorm, ratio, lambda, factor
REAL :: epsmch, epsfcn, sqrt_eps, sum, temp
REAL, DIMENSION(n) :: wa1, wa2, wa3
REAL, DIMENSION(m) :: wa4
REAL, DIMENSION(n,n) :: wa5
REAL, DIMENSION(m,n+1) :: wa6
REAL, DIMENSION(n+1) :: wa7
epsmch = EPSILON(1.0)
epsfcn = SQRT(epsmch)
sqrt_eps = SQRT(epsmch)
info = 0
iter = 0
CALL fcn(m, n, x0, fvec, fjac)
fnorm = DNRM2(m, fvec, 1)
gnorm = 0.0
DO j = 1, n
wa2(j) = 0.0
DO i = 1, m
wa2(j) = wa2(j) + fjac(i,j) * fvec(i)
END DO
gnorm = MAX(gnorm, ABS(wa2(j) / diag(j)))
END DO
IF (gnorm <= tol) THEN
info = 1
RETURN
END IF
DO j = 1, n
wa3(j) = x0(j)
END DO
maxiter = MIN(50, MAX(1, n))
lambda = 0.001
mode = 1
DO WHILE (iter < maxiter)
iter = iter + 1
CALL FDJAC2(fcn, m, n, x0, fvec, fjac, epsfcn, wa4, mode)
DO j = 1, n
wa2(j) = -fvec(j)
DO i = 1, m
wa2(j) = wa2(j) + fjac(i,j) * fvec(i)
END DO
wa1(j) = wa2(j) / sqrt_eps
wa2(j) = diag(j) / sqrt_eps * wa2(j)
END DO
factor = 1.0
DO WHILE (.TRUE.)
CALL LMDIF1(n, x0, wa1, wa2, fjac, lmpar, wa1, wa2, wa4, wa5, wa6, wa7)
DO j = 1, n
wa3(j) = x0(j) - wa3(j)
wa2(j) = wa1(j) * wa3(j)
END DO
pnorm = DNRM2(n, wa2, 1)
IF (lmpar = 0) THEN
ratio = 0.0
ELSE
ratio = ABS((fnorm - DNRM2(m, wa4, 1)) / lmpar)
END IF
IF (ratio < 0.1) THEN
factor = 0.1
ELSE IF (ratio < 0.7) THEN
factor = MAX(factor, 0.1 / (1.0 - ratio))
ELSE IF (ratio < 0.9) THEN
factor = MAX(factor, 0.5 / (1.0 - ratio))
ELSE IF (ratio < 1.0) THEN
factor = MAX(factor, 0.9 / (1.0 - ratio))
ELSE
factor = 10.0
END IF
IF (lmpar = 0 .OR. ratio >= 0.9999) THEN
CALL DAXPY(n, -1.0, wa3, 1, x0, 1)
CALL COPY(n, x0, 1, wa3, 1)
CALL fcn(m, n, x0, fvec, fjac)
fnorm = DNRM2(m, fvec, 1)
IF (fnorm < tol) THEN
info = 1
RETURN
END IF
lambda = lambda * MAX(0.1, factor)
gnorm = 0.0
DO j = 1, n
wa2(j) = 0.0
DO i = 1, m
wa2(j) = wa2(j) + fjac(i,j) * fvec(i)
END DO
gnorm = MAX(gnorm, ABS(wa2(j) / diag(j)))
END DO
IF (gnorm < tol) THEN
info = 1
RETURN
END IF
mode = 2
iter = 0
ELSE
lambda = lambda * factor
END IF
IF (lambda > 1.0E+10) THEN
errmsg = "UNLSF failed to converge: too many iterations"
RETURN
END IF
END DO
END DO
errmsg = "UNLSF failed to converge: too many iterations"
RETURN
END SUBROUTINE UNLSF
```
这个函数使用了FDJAC2和LMDIF1等子程序来计算Jacobian矩阵和求解线性方程组,从而实现了UNLSF算法的功能。该代码中使用了一些数值计算的技巧,例如缩放因子、步长因子等,以提高算法的稳定性和求解效率。
阅读全文