formt.f File Reference

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Functions/Subroutines
subroutine	formt (m, wt, sy, ss, col, theta, info)
	Forms the upper half of the pos. def. and symm. T. More...

Function/Subroutine Documentation

formt()

subroutine formt	(	integer	m,
		double precision, dimension(m, m)	wt,
		double precision, dimension(m, m)	sy,
		double precision, dimension(m, m)	ss,
		integer	col,
		double precision	theta,
		integer	info
	)

This subroutine forms the upper half of the pos. def. and symm. T = theta*SS + L*D^(-1)*L', stores T in the upper triangle of the array wt, and performs the Cholesky factorization of T to produce J*J', with J' stored in the upper triangle of wt.

Parameters

m	history size of approximated Hessian
wt	part of L-BFGS matrix
sy	part of L-BFGS matrix
ss	part of L-BFGS matrix
col	On entry col is the actual number of variable metric corrections stored so far. On exit col is unchanged.
theta	On entry theta is the scaling factor specifying B_0 = theta I. On exit theta is unchanged.
info	error/success indicator

Definition at line 21 of file formt.f.

Referenced by mainlb().

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