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hessupd.F
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Mon, Jul 7, 12:48

hessupd.F
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subroutine hessupd( nn, mupd, dd, jmin, jmax, xdiff, lphprint )
c ==================================================================
c SUBROUTINE hessupd
c ==================================================================
c
c o controls update of descent vector using available
c approximation of Hessian Matrix based on gradients of
c previous iterations
c
c o Reference: J.C. Gilbert & C. Lemarechal
c Some numerical experiments with variable-storage
c quasi-Newton algorithms
c Mathematical Programming 45 (1989), pp. 407-435
c
c o started: ??? not reproducible
c
c o changed: Patrick Heimbach, MIT/EAPS
c 24-Feb-2000:
c - changed some variable names to be consistent
c with routine lsoptv, lsline;
c
c o Version: 2.1.0, 02-Mar-2000: Patrick Heimbach, MIT/EAPS
c
c ==================================================================
c SUBROUTINE hessupd
c ==================================================================
implicit none
#include "blas1.h"
c------------------------------------
c declare arguments
c------------------------------------
integer nn, mupd, jmin, jmax
double precision dd(nn), alpha(100), xdiff(nn)
logical lphprint
c------------------------------------
c declare local variables
c------------------------------------
external DDOT
double precision DDOT
integer jfin, i, j, jp
double precision r
c------------------------------------
c initialization
c------------------------------------
jfin = jmax
if (lphprint)
& print *, 'pathei-lsopt: in hessupd; ',
& 'jmin, jmax, mupd:', jmin, jmax, mupd
if (jfin.lt.jmin) jfin = jmax+mupd
c------------------------------------
c compute right hand side
c------------------------------------
do j = jfin,jmin,-1
if (lphprint)
& print *, 'pathei-lsopt: in hessupd; loop ',
& 'j,jfin,jmin = ', j,jfin,jmin
jp = j
if (jp.gt.mupd) jp = jp-mupd
call dostore( nn, xdiff, .false., 2*jp+3 )
r = DDOT( nn, dd, 1, xdiff,1 )
call dostore( nn, xdiff, .false., 2*jp+2 )
alpha(jp) = r
do i = 1, nn
dd(i) = dd(i) - r*xdiff(i)
end do
end do
c------------------------------------
c multiply precondition matrix
c------------------------------------
if (mupd .ne. 0) then
call dostore( nn, xdiff, .false., 3 )
do i = 1, nn
dd(i) = dd(i)*xdiff(i)
end do
end if
c------------------------------------
c compute left hand side
c------------------------------------
do j = jmin,jfin
jp = j
if (jp .gt. mupd) jp = jp-mupd
call dostore( nn, xdiff, .false., 2*jp+2 )
r = alpha(jp) - DDOT( nn, dd,1 , xdiff, 1 )
call dostore( nn, xdiff, .false., 2*jp+3 )
do i = 1, nn
dd(i) = dd(i) + r*xdiff(i)
end do
end do
return
end

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