2
SUBROUTINE DPJAC (NEQ, Y, YH, NYH, EWT, FTEM, SAVF, WM, IWM, DF,
4
C***BEGIN PROLOGUE DPJAC
6
C***PURPOSE Subsidiary to DDEBDF
8
C***TYPE DOUBLE PRECISION (PJAC-S, DPJAC-D)
9
C***AUTHOR Watts, H. A., (SNLA)
12
C DPJAC sets up the iteration matrix (involving the Jacobian) for the
13
C integration package DDEBDF.
16
C***ROUTINES CALLED DGBFA, DGEFA, DVNRMS
17
C***COMMON BLOCKS DDEBD1
18
C***REVISION HISTORY (YYMMDD)
20
C 890531 Changed all specific intrinsics to generic. (WRB)
21
C 890911 Removed unnecessary intrinsics. (WRB)
22
C 891214 Prologue converted to Version 4.0 format. (BAB)
23
C 900328 Added TYPE section. (WRB)
24
C 910722 Updated AUTHOR section. (ALS)
25
C 920422 Changed DIMENSION statement. (WRB)
26
C***END PROLOGUE DPJAC
28
INTEGER I, I1, I2, IER, II, IOWND, IOWNS, IPAR, IWM, J, J1,
29
1 JJ, JSTART, KFLAG, L, LENP, MAXORD, MBA, MBAND,
30
2 MEB1, MEBAND, METH, MITER, ML, ML3, MU, N, NEQ,
31
3 NFE, NJE, NQ, NQU, NST, NYH
32
DOUBLE PRECISION CON, DI, DVNRMS, EL0, EWT,
33
1 FAC, FTEM, H, HL0, HMIN, HMXI, HU, R, R0, ROWND, ROWNS,
34
2 RPAR, SAVF, SRUR, TN, UROUND, WM, Y, YH, YI, YJ, YJJ
36
DIMENSION Y(*),YH(NYH,*),EWT(*),FTEM(*),SAVF(*),WM(*),IWM(*),
38
COMMON /DDEBD1/ ROWND,ROWNS(210),EL0,H,HMIN,HMXI,HU,TN,UROUND,
39
1 IOWND(14),IOWNS(6),IER,JSTART,KFLAG,L,METH,MITER,
40
2 MAXORD,N,NQ,NST,NFE,NJE,NQU
41
C ------------------------------------------------------------------
42
C DPJAC IS CALLED BY DSTOD TO COMPUTE AND PROCESS THE MATRIX
43
C P = I - H*EL(1)*J , WHERE J IS AN APPROXIMATION TO THE JACOBIAN.
44
C HERE J IS COMPUTED BY THE USER-SUPPLIED ROUTINE DJAC IF
45
C MITER = 1 OR 4, OR BY FINITE DIFFERENCING IF MITER = 2, 3, OR 5.
46
C IF MITER = 3, A DIAGONAL APPROXIMATION TO J IS USED.
47
C J IS STORED IN WM AND REPLACED BY P. IF MITER .NE. 3, P IS THEN
48
C SUBJECTED TO LU DECOMPOSITION IN PREPARATION FOR LATER SOLUTION
49
C OF LINEAR SYSTEMS WITH P AS COEFFICIENT MATRIX. THIS IS DONE
50
C BY DGEFA IF MITER = 1 OR 2, AND BY DGBFA IF MITER = 4 OR 5.
52
C IN ADDITION TO VARIABLES DESCRIBED PREVIOUSLY, COMMUNICATION
53
C WITH DPJAC USES THE FOLLOWING..
54
C Y = ARRAY CONTAINING PREDICTED VALUES ON ENTRY.
55
C FTEM = WORK ARRAY OF LENGTH N (ACOR IN DSTOD ).
56
C SAVF = ARRAY CONTAINING DF EVALUATED AT PREDICTED Y.
57
C WM = DOUBLE PRECISION WORK SPACE FOR MATRICES. ON OUTPUT IT
59
C INVERSE DIAGONAL MATRIX IF MITER = 3 AND THE LU
60
C DECOMPOSITION OF P IF MITER IS 1, 2 , 4, OR 5.
61
C STORAGE OF MATRIX ELEMENTS STARTS AT WM(3).
62
C WM ALSO CONTAINS THE FOLLOWING MATRIX-RELATED DATA..
63
C WM(1) = SQRT(UROUND), USED IN NUMERICAL JACOBIAN
64
C INCREMENTS. WM(2) = H*EL0, SAVED FOR LATER USE IF MITER =
66
C IWM = INTEGER WORK SPACE CONTAINING PIVOT INFORMATION, STARTING
67
C AT IWM(21), IF MITER IS 1, 2, 4, OR 5. IWM ALSO CONTAINS
68
C THE BAND PARAMETERS ML = IWM(1) AND MU = IWM(2) IF MITER
70
C EL0 = EL(1) (INPUT).
71
C IER = OUTPUT ERROR FLAG, = 0 IF NO TROUBLE, .NE. 0 IF
72
C P MATRIX FOUND TO BE SINGULAR.
73
C THIS ROUTINE ALSO USES THE COMMON VARIABLES EL0, H, TN, UROUND,
74
C MITER, N, NFE, AND NJE.
75
C-----------------------------------------------------------------------
76
C BEGIN BLOCK PERMITTING ...EXITS TO 240
77
C BEGIN BLOCK PERMITTING ...EXITS TO 220
78
C BEGIN BLOCK PERMITTING ...EXITS TO 130
79
C BEGIN BLOCK PERMITTING ...EXITS TO 70
80
C***FIRST EXECUTABLE STATEMENT DPJAC
83
GO TO (10,40,90,140,170), MITER
84
C IF MITER = 1, CALL DJAC AND MULTIPLY BY SCALAR.
85
C -----------------------
91
CALL DJAC(TN,Y,WM(3),N,RPAR,IPAR)
98
C IF MITER = 2, MAKE N CALLS TO DF TO APPROXIMATE J.
99
C --------------------
101
FAC = DVNRMS(N,SAVF,EWT)
102
R0 = 1000.0D0*ABS(H)*UROUND*N*FAC
103
IF (R0 .EQ. 0.0D0) R0 = 1.0D0
108
R = MAX(SRUR*ABS(YJ),R0*EWT(J))
111
CALL DF(TN,Y,FTEM,RPAR,IPAR)
113
WM(I+J1) = (FTEM(I) - SAVF(I))*FAC
120
C ADD IDENTITY MATRIX.
121
C -------------------------------------------------
124
WM(J) = WM(J) + 1.0D0
127
C DO LU DECOMPOSITION ON P.
128
C --------------------------------------------
129
CALL DGEFA(WM(3),N,N,IWM(21),IER)
132
C IF MITER = 3, CONSTRUCT A DIAGONAL APPROXIMATION TO J AND
139
Y(I) = Y(I) + R*(H*SAVF(I) - YH(I,2))
141
CALL DF(TN,Y,WM(3),RPAR,IPAR)
144
R0 = H*SAVF(I) - YH(I,2)
145
DI = 0.1D0*R0 - H*(WM(I+2) - SAVF(I))
147
IF (ABS(R0) .LT. UROUND*EWT(I)) GO TO 110
149
IF (ABS(DI) .EQ. 0.0D0) GO TO 130
150
WM(I+2) = 0.1D0*R0/DI
159
C IF MITER = 4, CALL DJAC AND MULTIPLY BY SCALAR.
160
C -----------------------
171
CALL DJAC(TN,Y,WM(ML3),MEBAND,RPAR,IPAR)
174
WM(I+2) = WM(I+2)*CON
178
C IF MITER = 5, MAKE MBAND CALLS TO DF TO APPROXIMATE J.
188
FAC = DVNRMS(N,SAVF,EWT)
189
R0 = 1000.0D0*ABS(H)*UROUND*N*FAC
190
IF (R0 .EQ. 0.0D0) R0 = 1.0D0
192
DO 180 I = J, N, MBAND
194
R = MAX(SRUR*ABS(YI),R0*EWT(I))
197
CALL DF(TN,Y,FTEM,RPAR,IPAR)
198
DO 200 JJ = J, N, MBAND
201
R = MAX(SRUR*ABS(YJJ),R0*EWT(JJ))
205
II = JJ*MEB1 - ML + 2
207
WM(II+I) = (FTEM(I) - SAVF(I))*FAC
213
C ADD IDENTITY MATRIX.
214
C -------------------------------------------------
217
WM(II) = WM(II) + 1.0D0
220
C DO LU DECOMPOSITION OF P.
221
C --------------------------------------------
222
CALL DGBFA(WM(3),MEBAND,N,ML,MU,IWM(21),IER)
225
C ----------------------- END OF SUBROUTINE DPJAC
226
C -----------------------