bmv.f File Reference

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Functions/Subroutines
subroutine	bmv (m, sy, wt, col, v, p, info)
	This subroutine computes the product of the 2m x 2m middle matrix in the compact L-BFGS formula of B and a 2m vector v. More...

Function/Subroutine Documentation

bmv()

subroutine bmv	(	integer	m,
		double precision, dimension(m, m)	sy,
		double precision, dimension(m, m)	wt,
		integer	col,
		double precision, dimension(2*col)	v,
		double precision, dimension(2*col)	p,
		integer	info
	)

This subroutine computes the product of the 2m x 2m middle matrix in the compact L-BFGS formula of B and a 2m vector v; it returns the product in p.

Parameters

m	On entry m is the maximum number of variable metric corrections used to define the limited memory matrix. On exit m is unchanged.
sy	On entry sy specifies the matrix S'Y. On exit sy is unchanged.
wt	On entry wt specifies the upper triangular matrix J' which is the Cholesky factor of (thetaS'S+LD^(-1)L'). On exit wt is unchanged.
col	On entry col specifies the number of s-vectors (or y-vectors) stored in the compact L-BFGS formula. On exit col is unchanged.
v	On entry v specifies vector v. On exit v is unchanged.
p	On entry p is unspecified. On exit p is the product Mv.
info	On entry info is unspecified. On exit info = 0 for normal return, nonzero for abnormal return when the system to be solved by dtrsl is singular.

Definition at line 35 of file bmv.f.

Referenced by cauchy(), and cmprlb().

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