*DECK CHKDER
SUBROUTINE CHKDER (M, N, X, FVEC, FJAC, LDFJAC, XP, FVECP, MODE,
+ ERR)
C***BEGIN PROLOGUE CHKDER
C***PURPOSE Check the gradients of M nonlinear functions in N
C variables, evaluated at a point X, for consistency
C with the functions themselves.
C***LIBRARY SLATEC
C***CATEGORY F3, G4C
C***TYPE SINGLE PRECISION (CHKDER-S, DCKDER-D)
C***KEYWORDS GRADIENTS, JACOBIAN, MINPACK, NONLINEAR
C***AUTHOR Hiebert, K. L. (SNLA)
C***DESCRIPTION
C
C This subroutine is a companion routine to SNLS1,SNLS1E,SNSQ,and
C SNSQE which may be used to check the calculation of the Jacobian.
C
C SUBROUTINE CHKDER
C
C This subroutine checks the gradients of M nonlinear functions
C in N variables, evaluated at a point X, for consistency with
C the functions themselves. The user must call CKDER twice,
C first with MODE = 1 and then with MODE = 2.
C
C MODE = 1. On input, X must contain the point of evaluation.
C On output, XP is set to a neighboring point.
C
C MODE = 2. On input, FVEC must contain the functions and the
C rows of FJAC must contain the gradients
C of the respective functions each evaluated
C at X, and FVECP must contain the functions
C evaluated at XP.
C On output, ERR contains measures of correctness of
C the respective gradients.
C
C The subroutine does not perform reliably if cancellation or
C rounding errors cause a severe loss of significance in the
C evaluation of a function. Therefore, none of the components
C of X should be unusually small (in particular, zero) or any
C other value which may cause loss of significance.
C
C The SUBROUTINE statement is
C
C SUBROUTINE CHKDER(M,N,X,FVEC,FJAC,LDFJAC,XP,FVECP,MODE,ERR)
C
C where
C
C M is a positive integer input variable set to the number
C of functions.
C
C N is a positive integer input variable set to the number
C of variables.
C
C X is an input array of length N.
C
C FVEC is an array of length M. On input when MODE = 2,
C FVEC must contain the functions evaluated at X.
C
C FJAC is an M by N array. On input when MODE = 2,
C the rows of FJAC must contain the gradients of
C the respective functions evaluated at X.
C
C LDFJAC is a positive integer input parameter not less than M
C which specifies the leading dimension of the array FJAC.
C
C XP is an array of length N. On output when MODE = 1,
C XP is set to a neighboring point of X.
C
C FVECP is an array of length M. On input when MODE = 2,
C FVECP must contain the functions evaluated at XP.
C
C MODE is an integer input variable set to 1 on the first call
C and 2 on the second. Other values of MODE are equivalent
C to MODE = 1.
C
C ERR is an array of length M. On output when MODE = 2,
C ERR contains measures of correctness of the respective
C gradients. If there is no severe loss of significance,
C then if ERR(I) is 1.0 the I-th gradient is correct,
C while if ERR(I) is 0.0 the I-th gradient is incorrect.
C For values of ERR between 0.0 and 1.0, the categorization
C is less certain. In general, a value of ERR(I) greater
C than 0.5 indicates that the I-th gradient is probably
C correct, while a value of ERR(I) less than 0.5 indicates
C that the I-th gradient is probably incorrect.
C
C***REFERENCES M. J. D. Powell, A hybrid method for nonlinear equa-
C tions. In Numerical Methods for Nonlinear Algebraic
C Equations, P. Rabinowitz, Editor. Gordon and Breach,
C 1988.
C***ROUTINES CALLED R1MACH
C***REVISION HISTORY (YYMMDD)
C 800301 DATE WRITTEN
C 890531 Changed all specific intrinsics to generic. (WRB)
C 890831 Modified array declarations. (WRB)
C 890831 REVISION DATE from Version 3.2
C 891214 Prologue converted to Version 4.0 format. (BAB)
C 900326 Removed duplicate information from DESCRIPTION section.
C (WRB)
C 920501 Reformatted the REFERENCES section. (WRB)
C***END PROLOGUE CHKDER
INTEGER M,N,LDFJAC,MODE
REAL X(*),FVEC(*),FJAC(LDFJAC,*),XP(*),FVECP(*),ERR(*)
INTEGER I,J
REAL EPS,EPSF,EPSLOG,EPSMCH,FACTOR,ONE,TEMP,ZERO
REAL R1MACH
SAVE FACTOR, ONE, ZERO
C
DATA FACTOR,ONE,ZERO /1.0E2,1.0E0,0.0E0/
C***FIRST EXECUTABLE STATEMENT CHKDER
EPSMCH = R1MACH(4)
C
EPS = SQRT(EPSMCH)
C
IF (MODE .EQ. 2) GO TO 20
C
C MODE = 1.
C
DO 10 J = 1, N
TEMP = EPS*ABS(X(J))
IF (TEMP .EQ. ZERO) TEMP = EPS
XP(J) = X(J) + TEMP
10 CONTINUE
GO TO 70
20 CONTINUE
C
C MODE = 2.
C
EPSF = FACTOR*EPSMCH
EPSLOG = LOG10(EPS)
DO 30 I = 1, M
ERR(I) = ZERO
30 CONTINUE
DO 50 J = 1, N
TEMP = ABS(X(J))
IF (TEMP .EQ. ZERO) TEMP = ONE
DO 40 I = 1, M
ERR(I) = ERR(I) + TEMP*FJAC(I,J)
40 CONTINUE
50 CONTINUE
DO 60 I = 1, M
TEMP = ONE
IF (FVEC(I) .NE. ZERO .AND. FVECP(I) .NE. ZERO
1 .AND. ABS(FVECP(I)-FVEC(I)) .GE. EPSF*ABS(FVEC(I)))
2 TEMP = EPS*ABS((FVECP(I)-FVEC(I))/EPS-ERR(I))
3 /(ABS(FVEC(I)) + ABS(FVECP(I)))
ERR(I) = ONE
IF (TEMP .GT. EPSMCH .AND. TEMP .LT. EPS)
1 ERR(I) = (LOG10(TEMP) - EPSLOG)/EPSLOG
IF (TEMP .GE. EPS) ERR(I) = ZERO
60 CONTINUE
70 CONTINUE
C
RETURN
C
C LAST CARD OF SUBROUTINE CHKDER.
C
END