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Science Forum Index » Math - Numerical Analysis Forum » About IMSL fortran library and global variables
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 Posted: Wed Mar 21, 2007 2:06 pm |
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Guest
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I want to ask a question on how I can find IMSL's source code. The
reason is caused by my following finding.
I tried IMSL's BCLSF example listed on the manual. Everything goes
fine and I got the same answer as manual described. But, I want to
know how the objective function is called. I declared a global
variable iter = 0 before calling BCLSF. Under ROSBCK subroutine, I
used the global variable iter, and made iter = iter + 1. In this
sense, once ROSBCK is called through BCLSF, the iter is accumulated.
The number of function evaluation should be the final value of iter.
However, the case is not what I expected. I printed iter after BCLSF
in the main program. I got the result iter =52, number of function
evaluations is 20, number of iterations is 15. I am confused with
these results. |
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| DTB |
| Posted: Thu Mar 22, 2007 8:23 am |
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Guest
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I printed iter after BCLSF
Quote: in the main program. I got the result iter =52, number of function
evaluations is 20, number of iterations is 15. I am confused with
these results.
This version of the code uses divided differences to compute the
Jacobian matrix. Since there are n=2 variables in the problem, each
iteration will require at least n function evaluations. This figure
does not come close to what the evaluaton code computes. There are
likely details of the finite differencing that account for the
additional evaluations.
DTB |
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