share/minpack/lisp/hybrj.lisp

   1 ;;; Compiled by f2cl version:
   2 ;;; ("f2cl1.l,v 1.215 2009/04/07 22:05:21 rtoy Exp $"
   3 ;;;  "f2cl2.l,v 1.37 2008/02/22 22:19:33 rtoy Exp $"
   4 ;;;  "f2cl3.l,v 1.6 2008/02/22 22:19:33 rtoy Exp $"
   5 ;;;  "f2cl4.l,v 1.7 2008/02/22 22:19:34 rtoy Exp $"
   6 ;;;  "f2cl5.l,v 1.200 2009/01/19 02:38:17 rtoy Exp $"
   7 ;;;  "f2cl6.l,v 1.48 2008/08/24 00:56:27 rtoy Exp $"
   8 ;;;  "macros.l,v 1.112 2009/01/08 12:57:19 rtoy Exp $")
   9
  10 ;;; Using Lisp CMU Common Lisp 19f (19F)
  11 ;;;
  12 ;;; Options: ((:prune-labels nil) (:auto-save t) (:relaxed-array-decls nil)
  13 ;;;           (:coerce-assigns :as-needed) (:array-type ':array)
  14 ;;;           (:array-slicing t) (:declare-common nil)
  15 ;;;           (:float-format double-float))
  16
  17 (in-package :minpack)
  18
  19
  20 (let ((one 1.0) (p1 0.1) (p5 0.5) (p001 0.001) (p0001 1.0e-4) (zero 0.0))
  21   (declare (type (double-float) one p1 p5 p001 p0001 zero))
  22   (defun hybrj
  23          (fcn n x fvec fjac ldfjac xtol maxfev diag mode factor nprint info
  24           nfev njev r lr qtf wa1 wa2 wa3 wa4)
  25     (declare (type (double-float) factor xtol)
  26              (type (array double-float (*)) wa4 wa3 wa2 wa1 qtf r diag fjac
  27                                             fvec x)
  28              (type (f2cl-lib:integer4) lr njev nfev info nprint mode maxfev
  29                                        ldfjac n))
  30     (f2cl-lib:with-multi-array-data
  31         ((x double-float x-%data% x-%offset%)
  32          (fvec double-float fvec-%data% fvec-%offset%)
  33          (fjac double-float fjac-%data% fjac-%offset%)
  34          (diag double-float diag-%data% diag-%offset%)
  35          (r double-float r-%data% r-%offset%)
  36          (qtf double-float qtf-%data% qtf-%offset%)
  37          (wa1 double-float wa1-%data% wa1-%offset%)
  38          (wa2 double-float wa2-%data% wa2-%offset%)
  39          (wa3 double-float wa3-%data% wa3-%offset%)
  40          (wa4 double-float wa4-%data% wa4-%offset%))
  41       (prog ((actred 0.0) (delta 0.0) (epsmch 0.0) (fnorm 0.0) (fnorm1 0.0)
  42              (pnorm 0.0) (prered 0.0) (ratio 0.0) (sum 0.0) (temp 0.0)
  43              (xnorm 0.0) (jeval nil) (sing nil)
  44              (iwa (make-array 1 :element-type 'f2cl-lib:integer4)) (i 0)
  45              (iflag 0) (iter 0) (j 0) (jm1 0) (l 0) (ncfail 0) (ncsuc 0)
  46              (nslow1 0) (nslow2 0))
  47         (declare (type (f2cl-lib:integer4) nslow2 nslow1 ncsuc ncfail l jm1 j
  48                                            iter iflag i)
  49                  (type (array f2cl-lib:integer4 (1)) iwa)
  50                  (type f2cl-lib:logical sing jeval)
  51                  (type (double-float) xnorm temp sum ratio prered pnorm fnorm1
  52                                       fnorm epsmch delta actred))
  53         '"     **********"
  54         '""
  55         '"     subroutine hybrj"
  56         '""
  57         '"     the purpose of hybrj is to find a zero of a system of"
  58         '"     n nonlinear functions in n variables by a modification"
  59         '"     of the powell hybrid method. the user must provide a"
  60         '"     subroutine which calculates the functions and the jacobian."
  61         '""
  62         '"     the subroutine statement is"
  63         '""
  64         '"       subroutine hybrj(fcn,n,x,fvec,fjac,ldfjac,xtol,maxfev,diag,"
  65         '"                        mode,factor,nprint,info,nfev,njev,r,lr,qtf,"
  66         '"                        wa1,wa2,wa3,wa4)"
  67         '""
  68         '"     where"
  69         '""
  70         '"       fcn is the name of the user-supplied subroutine which"
  71         '"         calculates the functions and the jacobian. fcn must"
  72         '"         be declared in an external statement in the user"
  73         '"         calling program, and should be written as follows."
  74         '""
  75         '"         subroutine fcn(n,x,fvec,fjac,ldfjac,iflag)"
  76         '"         integer n,ldfjac,iflag"
  77         '"         double precision x(n),fvec(n),fjac(ldfjac,n)"
  78         '"         ----------"
  79         '"         if iflag = 1 calculate the functions at x and"
  80         '"         return this vector in fvec. do not alter fjac."
  81         '"         if iflag = 2 calculate the jacobian at x and"
  82         '"         return this matrix in fjac. do not alter fvec."
  83         '"         ---------"
  84         '"         return"
  85         '"         end"
  86         '""
  87         '"         the value of iflag should not be changed by fcn unless"
  88         '"         the user wants to terminate execution of hybrj."
  89         '"         in this case set iflag to a negative integer."
  90         '""
  91         '"       n is a positive integer input variable set to the number"
  92         '"         of functions and variables."
  93         '""
  94         '"       x is an array of length n. on input x must contain"
  95         '"         an initial estimate of the solution vector. on output x"
  96         '"         contains the final estimate of the solution vector."
  97         '""
  98         '"       fvec is an output array of length n which contains"
  99         '"         the functions evaluated at the output x."
 100         '""
 101         '"       fjac is an output n by n array which contains the"
 102         '"         orthogonal matrix q produced by the qr factorization"
 103         '"         of the final approximate jacobian."
 104         '""
 105         '"       ldfjac is a positive integer input variable not less than n"
 106         '"         which specifies the leading dimension of the array fjac."
 107         '""
 108         '"       xtol is a nonnegative input variable. termination"
 109         '"         occurs when the relative error between two consecutive"
 110         '"         iterates is at most xtol."
 111         '""
 112         '"       maxfev is a positive integer input variable. termination"
 113         '"         occurs when the number of calls to fcn with iflag = 1"
 114         '"         has reached maxfev."
 115         '""
 116         '"       diag is an array of length n. if mode = 1 (see"
 117         '"         below), diag is internally set. if mode = 2, diag"
 118         '"         must contain positive entries that serve as"
 119         '"         multiplicative scale factors for the variables."
 120         '""
 121         '"       mode is an integer input variable. if mode = 1, the"
 122         '"         variables will be scaled internally. if mode = 2,"
 123         '"         the scaling is specified by the input diag. other"
 124         '"         values of mode are equivalent to mode = 1."
 125         '""
 126         '"       factor is a positive input variable used in determining the"
 127         '"         initial step bound. this bound is set to the product of"
 128         '"         factor and the euclidean norm of diag*x if nonzero, or else"
 129         '"         to factor itself. in most cases factor should lie in the"
 130         '"         interval (.1,100.). 100. is a generally recommended value."
 131         '""
 132         '"       nprint is an integer input variable that enables controlled"
 133         '"         printing of iterates if it is positive. in this case,"
 134         '"         fcn is called with iflag = 0 at the beginning of the first"
 135         '"         iteration and every nprint iterations thereafter and"
 136         '"         immediately prior to return, with x and fvec available"
 137         '"         for printing. fvec and fjac should not be altered."
 138         '"         if nprint is not positive, no special calls of fcn"
 139         '"         with iflag = 0 are made."
 140         '""
 141         '"       info is an integer output variable. if the user has"
 142         '"         terminated execution, info is set to the (negative)"
 143         '"         value of iflag. see description of fcn. otherwise,"
 144         '"         info is set as follows."
 145         '""
 146         '"         info = 0   improper input parameters."
 147         '""
 148         '"         info = 1   relative error between two consecutive iterates"
 149         '"                    is at most xtol."
 150         '""
 151         '"         info = 2   number of calls to fcn with iflag = 1 has"
 152         '"                    reached maxfev."
 153         '""
 154         '"         info = 3   xtol is too small. no further improvement in"
 155         '"                    the approximate solution x is possible."
 156         '""
 157         '"         info = 4   iteration is not making good progress, as"
 158         '"                    measured by the improvement from the last"
 159         '"                    five jacobian evaluations."
 160         '""
 161         '"         info = 5   iteration is not making good progress, as"
 162         '"                    measured by the improvement from the last"
 163         '"                    ten iterations."
 164         '""
 165         '"       nfev is an integer output variable set to the number of"
 166         '"         calls to fcn with iflag = 1."
 167         '""
 168         '"       njev is an integer output variable set to the number of"
 169         '"         calls to fcn with iflag = 2."
 170         '""
 171         '"       r is an output array of length lr which contains the"
 172         '"         upper triangular matrix produced by the qr factorization"
 173         '"         of the final approximate jacobian, stored rowwise."
 174         '""
 175         '"       lr is a positive integer input variable not less than"
 176         '"         (n*(n+1))/2."
 177         '""
 178         '"       qtf is an output array of length n which contains"
 179         '"         the vector (q transpose)*fvec."
 180         '""
 181         '"       wa1, wa2, wa3, and wa4 are work arrays of length n."
 182         '""
 183         '"     subprograms called"
 184         '""
 185         '"       user-supplied ...... fcn"
 186         '""
 187         '"       minpack-supplied ... dogleg,dpmpar,enorm,"
 188         '"                            qform,qrfac,r1mpyq,r1updt"
 189         '""
 190         '"       fortran-supplied ... dabs,dmax1,dmin1,mod"
 191         '""
 192         '"     argonne national laboratory. minpack project. march 1980."
 193         '"     burton s. garbow, kenneth e. hillstrom, jorge j. more"
 194         '""
 195         '"     **********"
 196         '""
 197         '"     epsmch is the machine precision."
 198         '""
 199         (setf epsmch (dpmpar 1))
 200         '""
 201         (setf info 0)
 202         (setf iflag 0)
 203         (setf nfev 0)
 204         (setf njev 0)
 205         '""
 206         '"     check the input parameters for errors."
 207         '""
 208         (if
 209          (or (<= n 0)
 210              (< ldfjac n)
 211              (< xtol zero)
 212              (<= maxfev 0)
 213              (<= factor zero)
 214              (< lr (the f2cl-lib:integer4 (truncate (* n (+ n 1)) 2))))
 215          (go label300))
 216         (if (/= mode 2) (go label20))
 217         (f2cl-lib:fdo (j 1 (f2cl-lib:int-add j 1))
 218                       ((> j n) nil)
 219           (tagbody
 220             (if (<= (f2cl-lib:fref diag-%data% (j) ((1 n)) diag-%offset%) zero)
 221                 (go label300))
 222            label10))
 223        label20
 224         '""
 225         '"     evaluate the function at the starting point"
 226         '"     and calculate its norm."
 227         '""
 228         (setf iflag 1)
 229         (multiple-value-bind (var-0 var-1 var-2 var-3 var-4 var-5)
 230             (funcall fcn n x fvec fjac ldfjac iflag)
 231           (declare (ignore var-1 var-2 var-3))
 232           (when var-0
 233             (setf n var-0))
 234           (when var-4
 235             (setf ldfjac var-4))
 236           (when var-5
 237             (setf iflag var-5)))
 238         (setf nfev 1)
 239         (if (< iflag 0) (go label300))
 240         (setf fnorm (enorm n fvec))
 241         '""
 242         '"     initialize iteration counter and monitors."
 243         '""
 244         (setf iter 1)
 245         (setf ncsuc 0)
 246         (setf ncfail 0)
 247         (setf nslow1 0)
 248         (setf nslow2 0)
 249         '""
 250         '"     beginning of the outer loop."
 251         '""
 252        label30
 253         (setf jeval f2cl-lib:%true%)
 254         '""
 255         '"        calculate the jacobian matrix."
 256         '""
 257         (setf iflag 2)
 258         (multiple-value-bind (var-0 var-1 var-2 var-3 var-4 var-5)
 259             (funcall fcn n x fvec fjac ldfjac iflag)
 260           (declare (ignore var-1 var-2 var-3))
 261           (when var-0
 262             (setf n var-0))
 263           (when var-4
 264             (setf ldfjac var-4))
 265           (when var-5
 266             (setf iflag var-5)))
 267         (setf njev (f2cl-lib:int-add njev 1))
 268         (if (< iflag 0) (go label300))
 269         '""
 270         '"        compute the qr factorization of the jacobian."
 271         '""
 272         (qrfac n n fjac ldfjac f2cl-lib:%false% iwa 1 wa1 wa2 wa3)
 273         '""
 274         '"        on the first iteration and if mode is 1, scale according"
 275         '"        to the norms of the columns of the initial jacobian."
 276         '""
 277         (if (/= iter 1) (go label70))
 278         (if (= mode 2) (go label50))
 279         (f2cl-lib:fdo (j 1 (f2cl-lib:int-add j 1))
 280                       ((> j n) nil)
 281           (tagbody
 282             (setf (f2cl-lib:fref diag-%data% (j) ((1 n)) diag-%offset%)
 283                     (f2cl-lib:fref wa2-%data% (j) ((1 n)) wa2-%offset%))
 284             (if (= (f2cl-lib:fref wa2-%data% (j) ((1 n)) wa2-%offset%) zero)
 285                 (setf (f2cl-lib:fref diag-%data% (j) ((1 n)) diag-%offset%)
 286                         one))
 287            label40))
 288        label50
 289         '""
 290         '"        on the first iteration, calculate the norm of the scaled x"
 291         '"        and initialize the step bound delta."
 292         '""
 293         (f2cl-lib:fdo (j 1 (f2cl-lib:int-add j 1))
 294                       ((> j n) nil)
 295           (tagbody
 296             (setf (f2cl-lib:fref wa3-%data% (j) ((1 n)) wa3-%offset%)
 297                     (* (f2cl-lib:fref diag-%data% (j) ((1 n)) diag-%offset%)
 298                        (f2cl-lib:fref x-%data% (j) ((1 n)) x-%offset%)))
 299            label60))
 300         (setf xnorm (enorm n wa3))
 301         (setf delta (* factor xnorm))
 302         (if (= delta zero) (setf delta factor))
 303        label70
 304         '""
 305         '"        form (q transpose)*fvec and store in qtf."
 306         '""
 307         (f2cl-lib:fdo (i 1 (f2cl-lib:int-add i 1))
 308                       ((> i n) nil)
 309           (tagbody
 310             (setf (f2cl-lib:fref qtf-%data% (i) ((1 n)) qtf-%offset%)
 311                     (f2cl-lib:fref fvec-%data% (i) ((1 n)) fvec-%offset%))
 312            label80))
 313         (f2cl-lib:fdo (j 1 (f2cl-lib:int-add j 1))
 314                       ((> j n) nil)
 315           (tagbody
 316             (if
 317              (=
 318               (f2cl-lib:fref fjac-%data%
 319                              (j j)
 320                              ((1 ldfjac) (1 n))
 321                              fjac-%offset%)
 322               zero)
 323              (go label110))
 324             (setf sum zero)
 325             (f2cl-lib:fdo (i j (f2cl-lib:int-add i 1))
 326                           ((> i n) nil)
 327               (tagbody
 328                 (setf sum
 329                         (+ sum
 330                            (*
 331                             (f2cl-lib:fref fjac-%data%
 332                                            (i j)
 333                                            ((1 ldfjac) (1 n))
 334                                            fjac-%offset%)
 335                             (f2cl-lib:fref qtf-%data%
 336                                            (i)
 337                                            ((1 n))
 338                                            qtf-%offset%))))
 339                label90))
 340             (setf temp
 341                     (/ (- sum)
 342                        (f2cl-lib:fref fjac-%data%
 343                                       (j j)
 344                                       ((1 ldfjac) (1 n))
 345                                       fjac-%offset%)))
 346             (f2cl-lib:fdo (i j (f2cl-lib:int-add i 1))
 347                           ((> i n) nil)
 348               (tagbody
 349                 (setf (f2cl-lib:fref qtf-%data% (i) ((1 n)) qtf-%offset%)
 350                         (+ (f2cl-lib:fref qtf-%data% (i) ((1 n)) qtf-%offset%)
 351                            (*
 352                             (f2cl-lib:fref fjac-%data%
 353                                            (i j)
 354                                            ((1 ldfjac) (1 n))
 355                                            fjac-%offset%)
 356                             temp)))
 357                label100))
 358            label110
 359            label120))
 360         '""
 361         '"        copy the triangular factor of the qr factorization into r."
 362         '""
 363         (setf sing f2cl-lib:%false%)
 364         (f2cl-lib:fdo (j 1 (f2cl-lib:int-add j 1))
 365                       ((> j n) nil)
 366           (tagbody
 367             (setf l j)
 368             (setf jm1 (f2cl-lib:int-sub j 1))
 369             (if (< jm1 1) (go label140))
 370             (f2cl-lib:fdo (i 1 (f2cl-lib:int-add i 1))
 371                           ((> i jm1) nil)
 372               (tagbody
 373                 (setf (f2cl-lib:fref r-%data% (l) ((1 lr)) r-%offset%)
 374                         (f2cl-lib:fref fjac-%data%
 375                                        (i j)
 376                                        ((1 ldfjac) (1 n))
 377                                        fjac-%offset%))
 378                 (setf l (f2cl-lib:int-sub (f2cl-lib:int-add l n) i))
 379                label130))
 380            label140
 381             (setf (f2cl-lib:fref r-%data% (l) ((1 lr)) r-%offset%)
 382                     (f2cl-lib:fref wa1-%data% (j) ((1 n)) wa1-%offset%))
 383             (if (= (f2cl-lib:fref wa1-%data% (j) ((1 n)) wa1-%offset%) zero)
 384                 (setf sing f2cl-lib:%true%))
 385            label150))
 386         '""
 387         '"        accumulate the orthogonal factor in fjac."
 388         '""
 389         (qform n n fjac ldfjac wa1)
 390         '""
 391         '"        rescale if necessary."
 392         '""
 393         (if (= mode 2) (go label170))
 394         (f2cl-lib:fdo (j 1 (f2cl-lib:int-add j 1))
 395                       ((> j n) nil)
 396           (tagbody
 397             (setf (f2cl-lib:fref diag-%data% (j) ((1 n)) diag-%offset%)
 398                     (f2cl-lib:dmax1
 399                      (f2cl-lib:fref diag-%data% (j) ((1 n)) diag-%offset%)
 400                      (f2cl-lib:fref wa2-%data% (j) ((1 n)) wa2-%offset%)))
 401            label160))
 402        label170
 403         '""
 404         '"        beginning of the inner loop."
 405         '""
 406        label180
 407         '""
 408         '"           if requested, call fcn to enable printing of iterates."
 409         '""
 410         (if (<= nprint 0) (go label190))
 411         (setf iflag 0)
 412         (if (= (mod (f2cl-lib:int-sub iter 1) nprint) 0)
 413             (multiple-value-bind (var-0 var-1 var-2 var-3 var-4 var-5)
 414                 (funcall fcn n x fvec fjac ldfjac iflag)
 415               (declare (ignore var-1 var-2 var-3))
 416               (when var-0
 417                 (setf n var-0))
 418               (when var-4
 419                 (setf ldfjac var-4))
 420               (when var-5
 421                 (setf iflag var-5))))
 422         (if (< iflag 0) (go label300))
 423        label190
 424         '""
 425         '"           determine the direction p."
 426         '""
 427         (dogleg n r lr diag qtf delta wa1 wa2 wa3)
 428         '""
 429         '"           store the direction p and x + p. calculate the norm of p."
 430         '""
 431         (f2cl-lib:fdo (j 1 (f2cl-lib:int-add j 1))
 432                       ((> j n) nil)
 433           (tagbody
 434             (setf (f2cl-lib:fref wa1-%data% (j) ((1 n)) wa1-%offset%)
 435                     (- (f2cl-lib:fref wa1-%data% (j) ((1 n)) wa1-%offset%)))
 436             (setf (f2cl-lib:fref wa2-%data% (j) ((1 n)) wa2-%offset%)
 437                     (+ (f2cl-lib:fref x-%data% (j) ((1 n)) x-%offset%)
 438                        (f2cl-lib:fref wa1-%data% (j) ((1 n)) wa1-%offset%)))
 439             (setf (f2cl-lib:fref wa3-%data% (j) ((1 n)) wa3-%offset%)
 440                     (* (f2cl-lib:fref diag-%data% (j) ((1 n)) diag-%offset%)
 441                        (f2cl-lib:fref wa1-%data% (j) ((1 n)) wa1-%offset%)))
 442            label200))
 443         (setf pnorm (enorm n wa3))
 444         '""
 445         '"           on the first iteration, adjust the initial step bound."
 446         '""
 447         (if (= iter 1) (setf delta (f2cl-lib:dmin1 delta pnorm)))
 448         '""
 449         '"           evaluate the function at x + p and calculate its norm."
 450         '""
 451         (setf iflag 1)
 452         (multiple-value-bind (var-0 var-1 var-2 var-3 var-4 var-5)
 453             (funcall fcn n wa2 wa4 fjac ldfjac iflag)
 454           (declare (ignore var-1 var-2 var-3))
 455           (when var-0
 456             (setf n var-0))
 457           (when var-4
 458             (setf ldfjac var-4))
 459           (when var-5
 460             (setf iflag var-5)))
 461         (setf nfev (f2cl-lib:int-add nfev 1))
 462         (if (< iflag 0) (go label300))
 463         (setf fnorm1 (enorm n wa4))
 464         '""
 465         '"           compute the scaled actual reduction."
 466         '""
 467         (setf actred (- one))
 468         (if (< fnorm1 fnorm) (setf actred (- one (expt (/ fnorm1 fnorm) 2))))
 469         '""
 470         '"           compute the scaled predicted reduction."
 471         '""
 472         (setf l 1)
 473         (f2cl-lib:fdo (i 1 (f2cl-lib:int-add i 1))
 474                       ((> i n) nil)
 475           (tagbody
 476             (setf sum zero)
 477             (f2cl-lib:fdo (j i (f2cl-lib:int-add j 1))
 478                           ((> j n) nil)
 479               (tagbody
 480                 (setf sum
 481                         (+ sum
 482                            (* (f2cl-lib:fref r-%data% (l) ((1 lr)) r-%offset%)
 483                               (f2cl-lib:fref wa1-%data%
 484                                              (j)
 485                                              ((1 n))
 486                                              wa1-%offset%))))
 487                 (setf l (f2cl-lib:int-add l 1))
 488                label210))
 489             (setf (f2cl-lib:fref wa3-%data% (i) ((1 n)) wa3-%offset%)
 490                     (+ (f2cl-lib:fref qtf-%data% (i) ((1 n)) qtf-%offset%)
 491                        sum))
 492            label220))
 493         (setf temp (enorm n wa3))
 494         (setf prered zero)
 495         (if (< temp fnorm) (setf prered (- one (expt (/ temp fnorm) 2))))
 496         '""
 497         '"           compute the ratio of the actual to the predicted"
 498         '"           reduction."
 499         '""
 500         (setf ratio zero)
 501         (if (> prered zero) (setf ratio (/ actred prered)))
 502         '""
 503         '"           update the step bound."
 504         '""
 505         (if (>= ratio p1) (go label230))
 506         (setf ncsuc 0)
 507         (setf ncfail (f2cl-lib:int-add ncfail 1))
 508         (setf delta (* p5 delta))
 509         (go label240)
 510        label230
 511         (setf ncfail 0)
 512         (setf ncsuc (f2cl-lib:int-add ncsuc 1))
 513         (if (or (>= ratio p5) (> ncsuc 1))
 514             (setf delta (f2cl-lib:dmax1 delta (/ pnorm p5))))
 515         (if (<= (f2cl-lib:dabs (- ratio one)) p1) (setf delta (/ pnorm p5)))
 516        label240
 517         '""
 518         '"           test for successful iteration."
 519         '""
 520         (if (< ratio p0001) (go label260))
 521         '""
 522         '"           successful iteration. update x, fvec, and their norms."
 523         '""
 524         (f2cl-lib:fdo (j 1 (f2cl-lib:int-add j 1))
 525                       ((> j n) nil)
 526           (tagbody
 527             (setf (f2cl-lib:fref x-%data% (j) ((1 n)) x-%offset%)
 528                     (f2cl-lib:fref wa2-%data% (j) ((1 n)) wa2-%offset%))
 529             (setf (f2cl-lib:fref wa2-%data% (j) ((1 n)) wa2-%offset%)
 530                     (* (f2cl-lib:fref diag-%data% (j) ((1 n)) diag-%offset%)
 531                        (f2cl-lib:fref x-%data% (j) ((1 n)) x-%offset%)))
 532             (setf (f2cl-lib:fref fvec-%data% (j) ((1 n)) fvec-%offset%)
 533                     (f2cl-lib:fref wa4-%data% (j) ((1 n)) wa4-%offset%))
 534            label250))
 535         (setf xnorm (enorm n wa2))
 536         (setf fnorm fnorm1)
 537         (setf iter (f2cl-lib:int-add iter 1))
 538        label260
 539         '""
 540         '"           determine the progress of the iteration."
 541         '""
 542         (setf nslow1 (f2cl-lib:int-add nslow1 1))
 543         (if (>= actred p001) (setf nslow1 0))
 544         (if jeval (setf nslow2 (f2cl-lib:int-add nslow2 1)))
 545         (if (>= actred p1) (setf nslow2 0))
 546         '""
 547         '"           test for convergence."
 548         '""
 549         (if (or (<= delta (* xtol xnorm)) (= fnorm zero)) (setf info 1))
 550         (if (/= info 0) (go label300))
 551         '""
 552         '"           tests for termination and stringent tolerances."
 553         '""
 554         (if (>= nfev maxfev) (setf info 2))
 555         (if (<= (* p1 (f2cl-lib:dmax1 (* p1 delta) pnorm)) (* epsmch xnorm))
 556             (setf info 3))
 557         (if (= nslow2 5) (setf info 4))
 558         (if (= nslow1 10) (setf info 5))
 559         (if (/= info 0) (go label300))
 560         '""
 561         '"           criterion for recalculating jacobian."
 562         '""
 563         (if (= ncfail 2) (go label290))
 564         '""
 565         '"           calculate the rank one modification to the jacobian"
 566         '"           and update qtf if necessary."
 567         '""
 568         (f2cl-lib:fdo (j 1 (f2cl-lib:int-add j 1))
 569                       ((> j n) nil)
 570           (tagbody
 571             (setf sum zero)
 572             (f2cl-lib:fdo (i 1 (f2cl-lib:int-add i 1))
 573                           ((> i n) nil)
 574               (tagbody
 575                 (setf sum
 576                         (+ sum
 577                            (*
 578                             (f2cl-lib:fref fjac-%data%
 579                                            (i j)
 580                                            ((1 ldfjac) (1 n))
 581                                            fjac-%offset%)
 582                             (f2cl-lib:fref wa4-%data%
 583                                            (i)
 584                                            ((1 n))
 585                                            wa4-%offset%))))
 586                label270))
 587             (setf (f2cl-lib:fref wa2-%data% (j) ((1 n)) wa2-%offset%)
 588                     (/
 589                      (- sum
 590                         (f2cl-lib:fref wa3-%data% (j) ((1 n)) wa3-%offset%))
 591                      pnorm))
 592             (setf (f2cl-lib:fref wa1-%data% (j) ((1 n)) wa1-%offset%)
 593                     (* (f2cl-lib:fref diag-%data% (j) ((1 n)) diag-%offset%)
 594                        (/
 595                         (*
 596                          (f2cl-lib:fref diag-%data% (j) ((1 n)) diag-%offset%)
 597                          (f2cl-lib:fref wa1-%data% (j) ((1 n)) wa1-%offset%))
 598                         pnorm)))
 599             (if (>= ratio p0001)
 600                 (setf (f2cl-lib:fref qtf-%data% (j) ((1 n)) qtf-%offset%) sum))
 601            label280))
 602         '""
 603         '"           compute the qr factorization of the updated jacobian."
 604         '""
 605         (multiple-value-bind (var-0 var-1 var-2 var-3 var-4 var-5 var-6 var-7)
 606             (r1updt n n r lr wa1 wa2 wa3 sing)
 607           (declare (ignore var-0 var-1 var-2 var-3 var-4 var-5 var-6))
 608           (setf sing var-7))
 609         (r1mpyq n n fjac ldfjac wa2 wa3)
 610         (r1mpyq 1 n qtf 1 wa2 wa3)
 611         '""
 612         '"           end of the inner loop."
 613         '""
 614         (setf jeval f2cl-lib:%false%)
 615         (go label180)
 616        label290
 617         '""
 618         '"        end of the outer loop."
 619         '""
 620         (go label30)
 621        label300
 622         '""
 623         '"     termination, either normal or user imposed."
 624         '""
 625         (if (< iflag 0) (setf info iflag))
 626         (setf iflag 0)
 627         (if (> nprint 0)
 628             (multiple-value-bind (var-0 var-1 var-2 var-3 var-4 var-5)
 629                 (funcall fcn n x fvec fjac ldfjac iflag)
 630               (declare (ignore var-1 var-2 var-3))
 631               (when var-0
 632                 (setf n var-0))
 633               (when var-4
 634                 (setf ldfjac var-4))
 635               (when var-5
 636                 (setf iflag var-5))))
 637         (go end_label)
 638         '""
 639         '"     last card of subroutine hybrj."
 640         '""
 641        end_label
 642         (return
 643          (values nil
 644                  n
 645                  nil
 646                  nil
 647                  nil
 648                  ldfjac
 649                  nil
 650                  nil
 651                  nil
 652                  nil
 653                  nil
 654                  nil
 655                  info
 656                  nfev
 657                  njev
 658                  nil
 659                  nil
 660                  nil
 661                  nil
 662                  nil
 663                  nil
 664                  nil))))))
 665
 666 (in-package #:cl-user)
 667 #+#.(cl:if (cl:find-package '#:f2cl) '(and) '(or))
 668 (eval-when (:load-toplevel :compile-toplevel :execute)
 669   (setf (gethash 'fortran-to-lisp::hybrj fortran-to-lisp::*f2cl-function-info*)
 670           (fortran-to-lisp::make-f2cl-finfo
 671            :arg-types '(t (fortran-to-lisp::integer4) (array double-float (*))
 672                         (array double-float (*)) (array double-float (*))
 673                         (fortran-to-lisp::integer4) (double-float)
 674                         (fortran-to-lisp::integer4) (array double-float (*))
 675                         (fortran-to-lisp::integer4) (double-float)
 676                         (fortran-to-lisp::integer4) (fortran-to-lisp::integer4)
 677                         (fortran-to-lisp::integer4) (fortran-to-lisp::integer4)
 678                         (array double-float (*)) (fortran-to-lisp::integer4)
 679                         (array double-float (*)) (array double-float (*))
 680                         (array double-float (*)) (array double-float (*))
 681                         (array double-float (*)))
 682            :return-values '(nil fortran-to-lisp::n nil nil nil
 683                             fortran-to-lisp::ldfjac nil nil nil nil nil nil
 684                             fortran-to-lisp::info fortran-to-lisp::nfev
 685                             fortran-to-lisp::njev nil nil nil nil nil nil nil)
 686            :calls '(fortran-to-lisp::r1mpyq fortran-to-lisp::r1updt
 687                     fortran-to-lisp::dogleg fortran-to-lisp::qform
 688                     fortran-to-lisp::qrfac fortran-to-lisp::enorm
 689                     fortran-to-lisp::dpmpar))))
 690