SUBROUTINE N2F(N, P, X, CALCR, IV, LIV, LV, V, 1 UIPARM, URPARM, UFPARM) C C *** MINIMIZE A NONLINEAR SUM OF SQUARES USING RESIDUAL VALUES ONLY.. C *** THIS AMOUNTS TO N2G WITHOUT THE SUBROUTINE PARAMETER CALCJ. C C *** PARAMETERS *** C INTEGER N, P, LIV, LV C/6 C INTEGER IV(LIV), UIPARM(1) C REAL X(P), V(LV), URPARM(1) C/7 INTEGER IV(LIV), UIPARM(*) REAL X(P), V(LV), URPARM(*) C/ EXTERNAL CALCR, UFPARM C C----------------------------- DISCUSSION ---------------------------- C C THIS AMOUNTS TO SUBROUTINE NL2SNO (REF. 1) MODIFIED TO CALL C RN2G. C THE PARAMETERS FOR N2F ARE THE SAME AS THOSE FOR N2G C (WHICH SEE), EXCEPT THAT CALCJ IS OMITTED. INSTEAD OF CALLING C CALCJ TO OBTAIN THE JACOBIAN MATRIX OF R AT X, N2F COMPUTES C AN APPROXIMATION TO IT BY FINITE (FORWARD) DIFFERENCES -- SEE C V(DLTFDJ) BELOW. N2F USES FUNCTION VALUES ONLY WHEN COMPUT- C THE COVARIANCE MATRIX (RATHER THAN THE FUNCTIONS AND GRADIENTS C THAT N2G MAY USE). TO DO SO, N2F SETS IV(COVREQ) TO MINUS C ITS ABSOLUTE VALUE. THUS V(DELTA0) IS NEVER REFERENCED AND ONLY C V(DLTFDC) MATTERS -- SEE NL2SOL FOR A DESCRIPTION OF V(DLTFDC). C THE NUMBER OF EXTRA CALLS ON CALCR USED IN COMPUTING THE JACO- C BIAN APPROXIMATION ARE NOT INCLUDED IN THE FUNCTION EVALUATION C COUNT IV(NFCALL), BUT ARE RECORDED IN IV(NGCALL) INSTEAD. C C V(DLTFDJ)... V(43) HELPS CHOOSE THE STEP SIZE USED WHEN COMPUTING THE C FINITE-DIFFERENCE JACOBIAN MATRIX. FOR DIFFERENCES IN- C VOLVING X(I), THE STEP SIZE FIRST TRIED IS C V(DLTFDJ) * MAX(ABS(X(I)), 1/D(I)), C WHERE D IS THE CURRENT SCALE VECTOR (SEE REF. 1). (IF C THIS STEP IS TOO BIG, I.E., IF CALCR SETS NF TO 0, THEN C SMALLER STEPS ARE TRIED UNTIL THE STEP SIZE IS SHRUNK BE- C LOW 1000 * MACHEP, WHERE MACHEP IS THE UNIT ROUNDOFF. C DEFAULT = MACHEP**0.5. C C *** REFERENCE *** C C 1. DENNIS, J.E., GAY, D.M., AND WELSCH, R.E. (1981), AN ADAPTIVE C NONLINEAR LEAST-SQUARES ALGORITHM, ACM TRANS. MATH. C SOFTWARE, VOL. 7, NO. 3. C C *** GENERAL *** C C CODED BY DAVID M. GAY. C C+++++++++++++++++++++++++++ DECLARATIONS +++++++++++++++++++++++++++ C C *** EXTERNAL SUBROUTINES *** C EXTERNAL IVSET, RN2G, N2RDP, V7SCP C C IVSET.... PROVIDES DEFAULT IV AND V INPUT COMPONENTS. C RN2G... CARRIES OUT OPTIMIZATION ITERATIONS. C N2RDP... PRINTS REGRESSION DIAGNOSTICS. C V7SCP... SETS ALL COMPONENTS OF A VECTOR TO A SCALAR. C C *** LOCAL VARIABLES *** C INTEGER D1, DK, DR1, I, IV1, J1K, K, N1, N2, NF, NG, RD1, R1, RN REAL H, H0, HLIM, NEGPT5, ONE, XK, ZERO C C *** IV AND V COMPONENTS *** C INTEGER COVREQ, D, DINIT, DLTFDJ, J, MODE, NEXTV, NFCALL, NFGCAL, 1 NGCALL, NGCOV, R, REGD, REGD0, TOOBIG, VNEED C/6 C DATA COVREQ/15/, D/27/, DINIT/38/, DLTFDJ/43/, J/70/, MODE/35/, C 1 NEXTV/47/, NFCALL/6/, NFGCAL/7/, NGCALL/30/, NGCOV/53/, C 2 R/61/, REGD/67/, REGD0/82/, TOOBIG/2/, VNEED/4/ C/7 PARAMETER (COVREQ=15, D=27, DINIT=38, DLTFDJ=43, J=70, MODE=35, 1 NEXTV=47, NFCALL=6, NFGCAL=7, NGCALL=30, NGCOV=53, 2 R=61, REGD=67, REGD0=82, TOOBIG=2, VNEED=4) C/ DATA HLIM/0.1E+0/, NEGPT5/-0.5E+0/, ONE/1.E+0/, ZERO/0.E+0/ C C--------------------------------- BODY ------------------------------ C IF (IV(1) .EQ. 0) CALL IVSET(1, IV, LIV, LV, V) IV(COVREQ) = -IABS(IV(COVREQ)) IV1 = IV(1) IF (IV1 .EQ. 14) GO TO 10 IF (IV1 .GT. 2 .AND. IV1 .LT. 12) GO TO 10 IF (IV1 .EQ. 12) IV(1) = 13 IF (IV(1) .EQ. 13) IV(VNEED) = IV(VNEED) + P + N*(P+2) CALL RN2G(X, V, IV, LIV, LV, N, N, N1, N2, P, V, V, V, X) IF (IV(1) .NE. 14) GO TO 999 C C *** STORAGE ALLOCATION *** C IV(D) = IV(NEXTV) IV(R) = IV(D) + P IV(REGD0) = IV(R) + N IV(J) = IV(REGD0) + N IV(NEXTV) = IV(J) + N*P IF (IV1 .EQ. 13) GO TO 999 C 10 D1 = IV(D) DR1 = IV(J) R1 = IV(R) RN = R1 + N - 1 RD1 = IV(REGD0) C 20 CALL RN2G(V(D1), V(DR1), IV, LIV, LV, N, N, N1, N2, P, V(R1), 1 V(RD1), V, X) IF (IV(1)-2) 30, 50, 100 C C *** NEW FUNCTION VALUE (R VALUE) NEEDED *** C 30 NF = IV(NFCALL) CALL CALCR(N, P, X, NF, V(R1), UIPARM, URPARM, UFPARM) IF (NF .GT. 0) GO TO 40 IV(TOOBIG) = 1 GO TO 20 40 IF (IV(1) .GT. 0) GO TO 20 C C *** COMPUTE FINITE-DIFFERENCE APPROXIMATION TO DR = GRAD. OF R *** C C *** INITIALIZE D IF NECESSARY *** C 50 IF (IV(MODE) .LT. 0 .AND. V(DINIT) .EQ. ZERO) 1 CALL V7SCP(P, V(D1), ONE) C J1K = DR1 DK = D1 NG = IV(NGCALL) - 1 IF (IV(1) .EQ. (-1)) IV(NGCOV) = IV(NGCOV) - 1 DO 90 K = 1, P XK = X(K) H = V(DLTFDJ) * AMAX1( ABS(XK), ONE/V(DK)) H0 = H DK = DK + 1 60 X(K) = XK + H NF = IV(NFGCAL) CALL CALCR (N, P, X, NF, V(J1K), UIPARM, URPARM, UFPARM) NG = NG + 1 IF (NF .GT. 0) GO TO 70 H = NEGPT5 * H IF ( ABS(H/H0) .GE. HLIM) GO TO 60 IV(TOOBIG) = 1 IV(NGCALL) = NG GO TO 20 70 X(K) = XK IV(NGCALL) = NG DO 80 I = R1, RN V(J1K) = (V(J1K) - V(I)) / H J1K = J1K + 1 80 CONTINUE 90 CONTINUE GO TO 20 C 100 IF (IV(REGD) .GT. 0) IV(REGD) = RD1 CALL N2RDP(IV, LIV, LV, N, V(RD1), V) C 999 RETURN C C *** LAST LINE OF N2F FOLLOWS *** END .