matupd.f File Reference

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Functions/Subroutines
subroutine	matupd (n, m, ws, wy, sy, ss, d, r, itail, iupdat, col, head, theta, rr, dr, stp, dtd)
	This subroutine updates matrices WS and WY, and forms the middle matrix in B. More...

Function/Subroutine Documentation

matupd()

subroutine matupd	(	integer	n,
		integer	m,
		double precision, dimension(n, m)	ws,
		double precision, dimension(n, m)	wy,
		double precision, dimension(m, m)	sy,
		double precision, dimension(m, m)	ss,
		double precision, dimension(n)	d,
		double precision, dimension(n)	r,
		integer	itail,
		integer	iupdat,
		integer	col,
		integer	head,
		double precision	theta,
		double precision	rr,
		double precision	dr,
		double precision	stp,
		double precision	dtd
	)

This subroutine updates matrices WS and WY, and forms the middle matrix in B.

Parameters

n	On entry n is the number of variables. On exit n is unchanged.
m	On entry m is the maximum number of variable metric corrections allowed in the limited memory matrix. On exit m is unchanged.
ws	On entry this stores S, a set of s-vectors, that defines the limited memory BFGS matrix. On exit this array is unchanged.
wy	On entry this stores Y, a set of y-vectors, that defines the limited memory BFGS matrix. On exit this array is unchanged.
sy	On entry this stores S'Y, that defines the limited memory BFGS matrix. On exit this array is unchanged.
ss	On entry this stores S'S, that defines the limited memory BFGS matrix. On exit this array is unchanged.
d	TODO
r	TODO
itail	TODO
iupdat	TODO
col	On entry col is the actual number of variable metric corrections stored so far. On exit col is unchanged.
head	On entry head is the location of the first s-vector (or y-vector) in S (or Y). On exit col is unchanged.
theta	On entry theta is the scaling factor specifying B_0 = theta I. On exit theta is unchanged.
rr	TODO
dr	TODO
stp	TODO
dtd	TODO

Definition at line 49 of file matupd.f.

Referenced by mainlb().

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