This directory contains MINPACK-2 software for the solution of systems of nonlinear equations, nonlinear least squares problems, and minimization problems.
The initial software development work concentrated on the software for the solution of medium-scale problems on vector and shared-memory architectures. A Levenberg-Marquardt method for nonlinear least squares and a trust region Newton method for minimization problems are currently available. The BLAS and LAPACK routines have been used wherever possible to enhance performance on a variety of architectures. Current work centers on software for large-scale problems. A variable-storage variable metric method and a trust region Newton method are currently available. Future work will focus on software for distributed memory architectures.
The codes use a reverse communication interface for flexibility and ease of use. The codes are accompanied by auxiliary subroutines. For example, subroutines for computing the covariance matrix in least squares problems, for estimating the noise in the function, for estimating the difference parameter, and for estimating sparse Jacobian and Hessian matrices.
Software will be added to this directory as it becomes available. The MINPACK-2 test problem collection is available in single and double precision; all other software is in double precision. Single precision versions of the software can be generated easily, but are only available on request.
The README file in each subdirectory contains additional information on the status of the software.
Please report any comments and errors to:
Jorge J. More'
Mathematics and Computer Science Division
Argonne National Laboratory
9700 South Cass Avenue
Argonne, IL 60439
email: [email protected]
Last modification: September 1, 1997
This directory has the files for the line search subroutine.
dcsrch.f
dcstep.f
csrch.tar.gz
This directory has the files for the limited memory variable metric method.
dvmlm.f
dlmmv.f
vmlm.tar.gz
This directory contains the MINPACK-2 test problem collection.
dficfj.f dficjs.f dficsp.f --- flow in a channel
dsfdfj.f dsfdjs.f dsfdsp.f --- swirling flow between disks
dierfj.f dierjs.f diersp.f --- incompressible elastic rods
dsfifj.f dsfijs.f dsfisp.f --- solid fule ignition
dfdcfj.f dfdcjs.f dfdcsp.f --- flow in a driven cavity
dhhdfj.f --- human heart dipole
dcpffj.f --- combustion of propane: full formulation
dcprfj.f --- combustion of propane: reduced formulation
diacfj.f --- Isomerization of alpha-pinene: collocation
diadfj.f --- Isomerization of alpha-pinene: direct
diaofj.f --- Isomerization of alpha-pinene: constraints
diarfj.f --- Isomerization of alpha-pinene: residuals
dctsfj.f --- Coating thickness standardization
dedffj.f --- Exponential data fitting
dgdffj.f --- Gaussian data fitting
datrfj.f --- Analysis of thermistor resistance
daerfj.f --- Analysis on an enzyme reaction
dchqfj.f --- Chebychev quadrature
deptfg.f depths.f deptsp.f --- elastic-plastic torsion
dpjbfg.f dpjbhs.f dpjbsp.f --- pressure distribution in a journal bearing
dpjbds.f
dmsafg.f dmsahs.f dmsasp.f --- minimal surfaces
dmsabc.f
dodcfg.f dodchs.f dodcsp.f --- optimal design with composites
dodcps.f
dljcfg.f --- Lennard-Jones clusters
dgl1fg.f dgl1hs.f dgl1sp.f --- 1-d Ginzburg-Landau
dsscfg.f dsschs.f dsscsp.f --- steady-state combustion
dgl2fg.f dgl2hs.f dgl2sp.f --- 2-d Ginzburg-Landau
dgl2co.f
This directory contains the sockets files for the MINPACK-2 test problem collection.
fic.m --- flow in a channel
sfd.m --- swirling flow between disks
ier.m --- incompressible elastic rods
sfi.m --- solid fule ignition
fdc.m --- flow in a driven cavity
ept.m --- elastic-plastic torsion
pjb.m --- pressure distribution in a journal bearing
msa.m --- minimal surfaces
odc.m --- optimal design with composites
gl1.m --- inhomogeneous superconductors: 1-d Ginzburg-Landau
ssc.m --- steady-state combustion
gl2.m --- inhomogeneous superconductors: 2-d Ginzburg-Landau
This directory contains utilty programs needed by MINPACK-2.
dnrm2.f --- computes the l2 norm
dpmeps.f --- determines the machine precision
dtimer.f --- computes the current time
surn01.f --- computes a (single precision) uniform random number in (0,1)
This directory contains the LAPACK files needed by MINPACK-2.
dgeqrf.f dgeqr2.f --- Computes the QR factorization
dpotf2.f dpotrf.f --- Computes the Cholesky factorization
dormqr.f dorm2r.f --- Aplies the matrix Q
dorg2r.f dorgqr.f --- Generates the matrix Q
dlarf.f dlarfb.f
dlarfg.f dlarft.f --- Applies a reflector
dlamc1.f dlamc2.f
dlamc3.f dlamc4.f
dlamc5.f --- Computes machine constants
ilaenv.f --- Returns problem-dependent parametrs
dlapy2.f --- Computation of sqrt(x**2+y**2)
lsame.f --- Compares strings
xerbla.f --- xerbla.f
This directory contains the blas files needed by MINPACK-2.
Level 1: dasum.f daxpy.f dcopy.f ddot.f dscal.f dswap.f idamax.f
Level 2: dger.f dtrsv.f xerbla.f
Level 3: dgemm.f dsyrk.f dtrsm.f
This directory contains the 1992 version of the MINPACK-2 test problem collection.
This directory has the More', Garbow, Hillstrom MINPACK-1 test problems.
vecfcn.f --- nonlinear equations problems
vecjac.f --- nonlinear equations Jacobain matrices
ssqfcn.f --- nonlinear least squares problems
ssqjac.f --- nonlinear least squares Jacobian matrices
objfcn.f --- unconstrained minimization problems
grdfcn.f --- unconstrained minimization gradients
hesfcn.f --- unconstrained minimization Hessians
lhesfcn.f --- unconstrained minimization Hessians (compressed form)
neq.data --- nonlinear equations sample data
ssq.data --- nonlinear least squares sample data
um.data --- unconstrained minimization sample data