====== corrections to PORT ======
The PORT3 subroutine library has two parts, one with publicly
available code (freely available from netlib), the other proprietary
(available for a fee: contact AT&T Technology Licensing, (800) 462-8146;
10 Independence Blvd, Warren, NJ 07060-0911.) This file describes
changes to both parts. Descriptions of corrections to the proprietary
part are flagged with ($$); the corrected proprietary routines are
available "from portfix".
For AT&T people (accessing netlib from a machine known to Network
Action Central as an AT&T machine "inside the firewall"), all of
PORT3 is available from netlib.
====== errata ======
N2F (and N2G): the last word in the ``Purpose'' section should be ``N2G''
rather than ``N2F''.
MNSX and SMNSX ($$): Usage sections should show these as functions
rather than subroutines. See the SMNSX example.
N2FB (and N2GB): Note 3 should mention ``NSFB or NSGB''
rather than ``PSNBN, PSNLB, SNLLB, or SNLBN''.
POST ($$): LPLMI calling sequence is WRONG - should be LPLMI(NV,V,X,NX,XI).
*********** (The above errors have been corrected in Port documenttion source.)
From nls Wed Dec 12 10:06 EST 1984
l2sff calls gq1 (not gqm11) which calls ... which calls "gamma", disagrees with
cross-reference index of port 3. should check them all.
From dmg Wed Apr 3 8:50 EST 1985
The examples for MFTCR (label MFTG) and MFTRC (label MFTF) have
two statements misplaced in the loops that conjugate the output
from MFTRC: the statement "N2MK = N-1" should be one line
higher (just before the outer DO statement) and the statement
"N2MK = N2MK - 2" should be one lower (just after the
CONTINUE closing the inner DO statement). This has no effect
on the output of the examples (unless you turn subscript
checking on), but it does make them confusing.
====== Bug fixes ======
From dmg Thu Apr 4 06:25 EST 1985
Adjust FFT routines ($$) MFTCC, MFTCR, and MFTRC to work correctly when
N is the product of an odd number of primes. (Source tapes distributed
after March of 1985 should have these bugs fixed.)
From dmg Sun Apr 7 14:24 EST 1985
The scratch storage (from the Port stack) required by MFTCR ($$)
and MFTRC is (N+2)*NNS rather than N*NNS.
From dmg Tue Sep 24 08:00 EST 1985
Corrections to Port 3 source:
A9RNT[CDILR] (in p3src.frame) and APRNT[CDILR] (in Utilities):
delete the line "MCOL = MIN0(MCOL, 160)" and later (in the one line
where MCOL is used) change "MCOL" to "MIN0(MCOL,160)". [This stops
these routines from possibly modifying the input-only parameter MCOL.]
BPLD, CBPLD, DBPLD (in p3src.lin): insert "CALL ERROFF"
at label 70 (just before the call on SETERR originally labeled 70).
[In the unlikely event that SETERR has been called with the message
"SINGULAR MATRIX", this eliminates the Port error of calling
SETERR while an error is outstanding.]
CBANM and CBPNM (in p3src.lin ($$)): omit the declaration of CABS.
QP2NT and DQP2NT (in p3src.linopt ($$)): change "WRITE(6" to
"WRITE(PU" (twice).
LGEA (in p3tests): change "IWRITE = 6" to "IWRITE = I1MACH(2)"
(on line 7).
PRSA (in p3tests): change "WRITE(6" to "WRITE(IWRITE"
(11 times).
M66FT, MFTCC, MFTCR, MFTRC, DM66FT, DMFTCC, DMFTCR, DMFTRC
(in p3src.fft ($$)): change "INTEGER IFX(1)" to the following 5 lines:
C/6S
INTEGER IFX(1)
C/7S
C INTEGER IFX(*)
C/
[This prevents a compile-time diagnostic of subscript out of range
on some Fortran 77 compilers when these routines reference IFX(2)
or IFX(3).]
[IRD]1MACH (in p3src.frame): constants for Sequent Balance
8000 and AT&T 7300 (UNIX PC) added.
From dmg Tue Sep 24 19:32 EST 1985
SVAD (in p3tests) should declare UNI to be REAL rather than
DOUBLE PRECISION and should reference DBLE(UNI(0)) rather than just
UNI(0).
From dmg Wed Sep 25 13:22 EST 1985
DT1UED, DT1UEV, DT2UEV, DT3UEV, DVDSS1 (in p3src.app2 ($$))
should reference DBLE(FLOAT(...)) rather than DFLOAT(...)
(or should declare DFLOAT to be DOUBLE PRECISION). The same applies
to LYAD, VDAD, VDBD, and VDED in p3tests.
From dmg Wed Oct 16 15:25 EST 1985
Linear programming modules changed by Linda Kaufman ($$):
A4PPG A4PPS C4NST C4ONS D4CLM DA4PPG DA4PPS DC4NST DC4ONS DD4CLM
DG4ETC DL4P2 DL4PH1 G4ETC L4P2 L4PH1
From dmg Wed Oct 16 15:28 EST 1985
LRAD and LRPA in p3tests have four FORMAT statements each with
extra commas in them (before and after a / ).
From ehg Fri Oct 25 18:04 EDT 1985
In VDSS1 and DVDSS1 ($$), the assignment to L1 should
involve FLOAT(N-1) rather than FLOAT(N).
From dmg Fri Feb 14 10:57 EST 1986
In Z1ONE ($$), the lines
IF (JCALL .GT. 1 .AND. G2 .GT. 0.0E0) DXTRY = AMIN1(DXTRY, G2)
JUSED = 0
should be changed to
C *** G2 IS NOT DEFINED WHEN JCALL .LE. 1 ***
IF (JCALL .LE. 1) GO TO 61
IF (G2 .GT. 0.0E0) DXTRY = AMIN1(DXTRY, G2)
61 JUSED = 0
Similarly, in DZ1ONE, the lines
IF (JCALL .GT. 1 .AND. G2 .GT. 0.0D0) DXTRY = DMIN1(DXTRY, G2)
JUSED = 0
should be changed to
C *** G2 IS NOT DEFINED WHEN JCALL .LE. 1 ***
IF (JCALL .LE. 1) GO TO 61
IF (G2 .GT. 0.0D0) DXTRY = DMIN1(DXTRY, G2)
61 JUSED = 0
From dmg Tue Apr 15 23:30 EST 1986
Linda Kaufman has changed LINPA, LINPR, DLINPA, DLINPR,
and many of the modules they call ($$).
From dmg Fri Jun 6 17:00 EST 1986
In RQUAD ($$), the line
IF (KWARN .GT. 0) GO TO 200
should be added before line 40, i.e., just before
EPS = EPSA + EPSR * ABS(ANS)
In DRQUAD ($$), lines 41-43 should be changed from
EPS = EPSA + EPSR * DABS(ANS)
EPS = EPSA + EPSR * DMAX1(0.5D0*DABS(ANS), DABS(ANS)-ERREST)
IF (KWARN .GT. 0) GO TO 200
to
IF (KWARN .GT. 0) GO TO 200
EPS = EPSA + EPSR * DABS(ANS)
IF (ERREST .LE. EPS) RETURN
EPS = EPSA + EPSR * DMAX1(0.5D0*DABS(ANS), DABS(ANS)-ERREST)
That is, "IF (KWARN..." should go up two lines, and
"IF (ERREST .LE. EPS) RETURN" should be added after the first
assignment ot EPS.
From dmg Thu Aug 7 14:54 EDT 1986
The documentation for NSF1 ($$) should list X as an output (rather than
input) variable and should define f(x) as
1/2 sum from i=1 to n ( sum from j=1 to L A sub i,j (x) c sub j y(x) sub i ) sup 2
(i.e., there should be a left paren between the sumation signs rather
than before A).
From dmg Tue Sep 30 12:45 EDT 1986
In subroutines V7DFL and DV7DFL, the statement
V(DELTA0) = SQTEPS
should be moved from line 58 to line 86, i.e., to follow
V(DINIT) = 0.D+0
(This only matters if you provide [D]MN[FG] with an initial
Hessian approximation.)
From dmg Thu Feb 12 14:38 EST 1987
DM[135]FT DMFT[CR]I: COMMON /M55FT/ changed to /DM55FT/
From dmg Thu Feb 26 11:02 EST 1987
[D]MFTC[RC], [D]MFTRC ($$): size of DSTAK made consistent with
the rest of Port.
From dmg Fri Feb 27 23:32 EST 1987
[D]LTSQ ($$): calls on [D]G1SVD and [D]C2LSQ should pass DSTAK(IV)
or RSTAK(IV) rather than A. [bug fix by lck]
From dmg Fri Feb 27 23:38 EST 1987
Sundry Optimization Chapter modules adjusted so they only
declare EXTERNAL routines actually used, and so EXTERNAL
statements come after rather than before relevant type statements.
From dmg Fri Apr 17 7:18:00 EDT 1987
[D]SVDLS ($$): last two calls on [D]G1SVD should pass .TRUE. rather
than MATV. [bug fix by lck]
From dmg Thu May 28 17:13 EDT 1987
[D]HQR2 replaced by versions adapted from EISPACK II
(to fix a bug in DHQR2).
From dmg Tue Aug 11 11:04 EDT 1987
EXTERNAL statements shifted in *NSX routines of Optimization Chapter ($$).
From dmg Tue Aug 18 12:52:30 EDT 1987
[ D]G7QTS: massaged to prevent loop when lower and upper Gerschgorin
bounds are exact.
From dmg Tue Sep 29 09:10:05 EDT 1987
Typos in NS[FG][B ] documentation: change IINC to INCC everywhere, and
change "For the example discussed in B"
to "For B in the example discussed" .
From dmg Wed Sep 30 16:00:00 EDT 1987
DP6MDC ($$) should declare SAVE rather than PSAVE . [fix from nls and lck]
From dmg Sun Oct 8 18:00:00 EST 1987
MNSX and SMNSX ($$): RSTAK should be dimensioned 1000 (rather
than 500 -- for consistency with the rest of Port).
From dmg Fri Jan 29 22:00:00 EST 1988
I1MACH, R1MACH, D1MACH: constants for CDC machines corrected.
From dmg Fri Sep 23 09:44:00 EDT 1988
[RD]1MACH: sanity check (stuff involving SC) added.
From dmg Tue Nov 29 07:25:00 EST 1988
[ D]A4PPG ($$): bug fixes from Linda Kaufman
From dmg Mon Dec 19 18:26:00 EST 1988
[ D]S[37]GRD: more robust scaling: changed
"H = TWO*(AFXETA*AGI/(AAI**2))**(ONE/THREE)" into
"H = TWO * (AFXETA*AGI)**(ONE/THREE) * AAI**(-TWO/THREE)"
From dmg Wed Mar 15 06:15 EST 1989
[ D]G4ETC and [ D]L4PH1 ($$): bug fixes from Linda Kaufman
(affecting [ D]IQP with bounds = [RD]1MACH(2) ).
From dmg Mon Jul 24 23:55 EDT 1989
[ D]NSF: second call on CALCA (just after 160 CONTINUE) should
pass IV(NFGCAL) rather than NF.
From dmg Fri Aug 4 10:47:00 EDT 1989
[ D]POSTW: K should appear in a DATA stmt:
DATA K/0/
and, for Fortran 77, should appear in a SAVE statement.
From dmg Sat Jan 13 18:58:00 EST 1990
DSPMLE ($$): lines 104-107: the SETERR call omitted IERR as the
penultimate parameter: the continuation line should be
1 IERR, 2)
From dmg Wed Jan 17 15:18:00 EST 1990
C5APP ($$): should call MOVEBR rather than MOVEBD.
N5ERR ($$): the Fortran 77 version should declare MESSG to be
CHARACTER*1 MESSG(NMESSG)
ASYM, DASYM, DSYM, SYM ($$): the SETERR call omitted the
string-length argument, 16 (arg 2).
From dmg Sat Jan 20 17:12:14 EST 1990
DNSF1 ($$): should declare DFMIN to be DOUBLE PRECISION.
From dmg Tue Feb 13 09:53:00 EST 1990
[ D]G7LIT and [ D]G7ITB: should set IV(RESTOR) properly when declining
to evaluate the objective function during "internal doubling". This
sometime affects the separable nonlinear least-squares routines.
From dmg Sun Apr 1 17:05:04 EDT 1990
[ D]RN2G[B ]: adjusted to ask just once rather than twice for the
initial residual in the unusual case where the residual and Jacobian
matrix are provided in "hunks" (i.e., ND < N).
From dmg Tue Apr 3 19:18:08 EDT 1990
[ D]NSF and [ D]N2GB: comments about minimum values of LIV and LV corrected.
From dmg Sun Apr 15 00:12:50 EDT 1990
Minor modifications in [ D]G7ITB, [ D]G7LIT, [ D]RNSG -- should be
invisible to current PORT uses of these routines.
From dmg Mon May 14 09:57:36 EDT 1990
[ D]RMN[GH][B ] changed to set IV(RESTOR) properly when declining
to evaluate the objective function during "internal doubling". This
only matters if you're calling one of these routines directly and
you rely on IV(RESTOR).
From dmg Wed May 16 00:14:43 EDT 1990
[ D]RMNH[B ] changed to set the initial radius as the nonlinear
least squares solvers do, to V(LMAX0)/(1 + V(PHMXFC)) (rather than
just to V(LMAX0)), so that the first step tried is guaranteed to have
2-norm at most V(LMAX0).
From dmg Tue Aug 14 01:12:47 EDT 1990
[ D]G7ITB changed to return IV(1) = 82 (as per the Usage Summary)
when some lower bound exceeds the corresponding upper bound.
From dmg Fri Sep 28 11:37:51 EDT 1990
Comments on lengths of IV and LIV corrected in [ D][ R][MN[FGH]B.
(The numbers in the Port manual are correct.)
From dmg Tue Oct 16 12:35:13 EDT 1990
[ D]N2LRD and [ D]N2RDP: scale of regression diagnostic vector changed:
it is now scaled (in [ D]N2LRD) by 1/sqrt(f*) when f* is nonzero,
where f* is the "optimal" objective value; the printing in [ D]N2RDP
reflects this change. This change makes the regression diagnostic
vector independent of "response scale", i.e., of the scale of the
residual vector.
From dmg Fri Jan 18 00:07:12 EST 1991
[ D]G7QTS: insert
IF (UK .LT. LK) UK = LK
just before
IF (ALPHAK .LT. LK) GO TO 210
to prevent a rare loop due to roundoff errors.
From dmg Mon Apr 15 14:38:42 EDT 1991
[ D]A4PPS ($$) updated to fix a stack-overwrite bug in [ D]LINP[AR]
that sometimes manifested itself when a variable had identical
simple lower and upper bounds. (Thanks to lck for the fix.)
From dmg Mon May 6 17:01:59 EDT 1991
[ D]4CLM, [ D]L4P2, [ D]L4PH1 ($$) modified to correct a bug in
[ D]LINP[AR]. Possible symptom: continuing to iterate at
an optimal solution. (Thanks to lck for the fix.)
From dmg Fri May 10 13:18:46 EDT 1991
Further tweak by lck to [ D]L4P2 ($$).
From dmg Sat 22 Jun 16:55:34 EDT 1991
Trivial change to declarations in [ d]s7dmp.f:
change "X(*), Y(N), Z(*)" to "X(*), Y(*), Z(N)".
From dmg Wed 26 Jun 18:59:26 EDT 1991
Tweak (from ehg) to D1MACH: in response to a SUN Fortran compiler
bug, integer arrays involved in EQUIVALENCE and DATA are now
dimensioned (2) rather than (4), and comments point out the machines
where (2) must be changed to (4).
From dmg Sat Jul 6 09:47:17 EDT 1991
[ D]A7SST: use correct tolerance [V(SCTOL)] both places the singular-
convergence test is made: change V(RFCTOL) to V(SCTOL) in the line
290 IF (-V(NREDUC) .LE. V(RFCTOL) * DABS(V(F0))) IV(IRC) = 11
From dmg Thu Sep 12 09:56:31 EDT 1991
parck.f: change D11.3 to E11.3 in the FORMAT labelled 130.
From dmg Sat Jan 18 00:24:24 EST 1992
Correct comments in [ d]rn2gb.f:
< C LIV...... LENGTH OF IV... LIV MUST BE AT LEAST P + 80.
< C LV....... LENGTH OF V... LV MUST BE AT LEAST 105 + P*(2*P+16).
---
> C LIV...... LENGTH OF IV... LIV MUST BE AT LEAST 4*P + 82.
> C LV....... LENGTH OF V... LV MUST BE AT LEAST 105 + P*(2*P+20).
From dmg Sat Mar 21 00:42:45 EST 1992
Comments in D1MACH about IEEE constants tweaked.
From dmg Tue May 19 22:57:44 EDT 1992
Commented C source appended just before the END lines of [IRD]1MACH.
From dmg Tue Jul 28 08:52:38 EDT 1992
DRPOLY and D[12345789]RPLY ($$) changed to do all calculations in
double precision (to circumvent exponent range limitations on
machines, such as IEEE arithmetic machines, in which single
precision has a smaller exponent range than double).
From dmg Tue Mar 9 13:19:23 EST 1993
[ d]n2g[b ].f: move "NN = N2 - N1 + 1" down 3 lines, so it comes after
"IF (IV1 .GT. 2) GO TO 10". This only matters if your machine checks
for uninitialized integer variables.
From dmg Thu May 13 22:08:11 EDT 1993
[ d]a7ssT.f: add "V(F) = V(FLSTGD)" to block labelled 60 (to restore
function value when IV(TOOBIG) is nonzero). This matters if the next
function evaluation would exceed the function evaluation limit.
Fri Jun 10 13:09:15 EDT 1994
[ d]l4ph1.f: lines 86 and 87 ($$): change (I) to (II) throughout.
Wed Feb 15 11:38:13 EST 1995
[ d]n2g[b ].f: correct volume number in comment on NL2SOL paper.
Mon Jun 5 16:56:53 EDT 1995
[ d]l7mst.f: fix bug in rescaling fast-Givens transformations: the new
scale wasn't stored when no rotation was necessary (a rarely seen bug).
Sun Jun 18 00:22:57 EDT 1995
[ d]a7sst.f: zero IV(TOOBIG) when nonzero. Sometimes a longer step is
attempted before accepting a step that would give a decrease. If this
longer step caused IV(TOOBIG) to be nonzero, it might be left nonzero
during the gradient evaluation, leading to an incorrect message about
the gradient not being computable.
[ d]rmng.f: fix a wrong goto (used in singular-convergence test).
[ d]rmn[gh][b ].f: initialize V(F0) to the initial function value.
Fri Sep 15 11:24:08 EDT 1995
burm1.f: fix glitch in test for overly tight convergence tolerance:
70c70
< IDIG = IFLR(R1MACH(5)*FLOAT(I1MACH(11)))
---
> IDIG = IFLR(R1MACH(5)*FLOAT(I1MACH(14)))
(burm1.f is only in the AT&T-proprietary part of PORT.)
[ d]rnsg[b ].f: (not really a bug): adjust second call of [ D]RN2G[B ]
to pass a copy of NML for arg N2. This is the change to drnsg.f:
107c107
< 1 IPIV1, IER, IV1, J1, JLEN, K, LH, LI, LL1O2, MD, N1,
---
> 1 IPIV1, IER, IV1, J1, JLEN, K, LH, LI, LL1O2, MD, N1, N2,
210c210,211
< 30 CALL DRN2G(V(D1), V(DR1L), IV, LIV, LV, NML, N, N1, NML, P,
---
> 30 N2 = NML
> CALL DRN2G(V(D1), V(DR1L), IV, LIV, LV, NML, N, N1, N2, P,
[ d][ r]ns[fg].f: comment that estimated covariance matrices are
ordered (alf,c): nonlinear parameters first, then linear parameters.
Fri Mar 13 10:51:19 EST 1998
e9rint.f and seterr.f adjusted so (in the default Fortran 77 format)
they do not reference I1MACH(6), but simply know that each character
contains one character.
Thu Nov 18 12:38:30 EST 1999
[ d]l9stp.f: lines 98, 101: change IW(0) to IW(1). This only affects
the error number reported when [ d]l7pf gives a funny return.
Mon Oct 21 14:19:47 EDT 2002
[ d]a7ss5.f: accept a step that gives a small function reduction if,
after considering any alternate model, two further trial steps with
reduced radii did not produce a better step.
i7shft.f: for a forthcoming addition to the PORT library, allow
negative K to request a right-circular shift of X(-K), ..., X(N)
by one position.
Thu Nov 14 09:29:58 EST 2002
[ d]rn2gb.f: fix a bug in handling problems with N < P (a nonlinear
least-squares problem with bounds on the parameters being estimated
and fewer observations than parameters being estimated).
Thu Apr 29 21:53:03 MDT 2004
[ d]r7tvm.f: fix a performance bug that afflicted [ d]n2[fg]b on
square systems (as many residuals as optimization variables).
[ d]g7itb.f: fix a performance bug that afflicted [d]n2[fg]b
after a rejected trial step. The wrong model might have been chosen.
[ d]g7lit.f and [ d]g7itb.f: Restore the "step" vector after rejecting
a proposed alternate trial function evaluation because the preducted
function reduction is too small. This would affect the choice of model
(Gauss-Newton or augmented) for the next iteration.
The above bug fixes also affect the corresponding separable nonlinear
least-squares solvers [ d]ns[fg][b ].