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CALL XERRWV (MSG, 30, 51, 1, 1, K, 0, 0, ZERO, ZERO)
IFLAG = -1
RETURN
90 MSG = 'SVINDY-- T (=R1) illegal '
CALL XERRWV (MSG, 30, 52, 1, 0, 0, 0, 1, T, ZERO)
MSG=' T not in interval TCUR - HU (= R1) to TCUR (=R2) '
CALL XERRWV (MSG, 60, 52, 1, 0, 0, 0, 2, TP, TN)
IFLAG = -2
RETURN
END SUBROUTINE SVINDY
c
C#######################################################################
C
CDECK SVSTEP
C
C ###########################################################
SUBROUTINE SVSTEP (Y, YH, LDYH, YH1, EWT, SAVF, VSAV, ACOR,
1 WM, IWM, F, JAC, PSOL, VNLS, RPAR, IPAR, KMI, KINDEX)
C ###########################################################
C
EXTERNAL F, JAC, PSOL, VNLS
REAL Y, YH, YH1, EWT, SAVF, VSAV, ACOR, WM, RPAR
INTEGER LDYH, IWM, IPAR
DIMENSION Y(*), YH(LDYH,*), YH1(*), EWT(*), SAVF(*), VSAV(*),
1 ACOR(*), WM(*), IWM(*), RPAR(*), IPAR(*)
INTEGER KMI, KINDEX
C-----------------------------------------------------------------------
C Call sequence input -- Y, YH, LDYH, YH1, EWT, SAVF, VSAV,
C ACOR, WM, IWM, F, JAC, PSOL, VNLS, RPAR, IPAR
C Call sequence output -- YH, ACOR, WM, IWM
C COMMON block variables accessed..
C /SVOD01/ ACNRM, EL(13), H, HMIN, HMXI, HNEW, HSCAL, RC, TAU(13),
C TQ(5), TN, JCUR, JSTART, KFLAG, KUTH,
C L, LMAX, MAXORD, MITER, N, NEWQ, NQ, NQWAIT
C /SVOD02/ HU, NCFN, NETF, NFE, NQU, NST
C
C Subroutines called by SVSTEP.. F, SAXPY, CH_SCOPY, SSCAL,
C SVJUST, VNLS, SVSET
C Function routines called by SVSTEP.. SVNORM
C-----------------------------------------------------------------------
C SVSTEP performs one step of the integration of an initial value
C problem for a system of ordinary differential equations.
C SVSTEP calls subroutine VNLS for the solution of the nonlinear system
C arising in the time step. Thus it is independent of the problem
C Jacobian structure and the type of nonlinear system solution method.
C SVSTEP returns a completion flag KFLAG (in COMMON).
C A return with KFLAG = -1 or -2 means either ABS(H) = HMIN or 10
C consecutive failures occurred. On a return with KFLAG negative,
C the values of TN and the YH array are as of the beginning of the last
C step, and H is the last step size attempted.
C
C Communication with SVSTEP is done with the following variables..
C
C Y = An array of length N used for the dependent variable vector.
C YH = An LDYH by LMAX array containing the dependent variables
C and their approximate scaled derivatives, where
C LMAX = MAXORD + 1. YH(i,j+1) contains the approximate
C j-th derivative of y(i), scaled by H**j/factorial(j)
C (j = 0,1,...,NQ). On entry for the first step, the first
C two columns of YH must be set from the initial values.
C LDYH = A constant integer .ge. N, the first dimension of YH.
C N is the number of ODEs in the system.
C YH1 = A one-dimensional array occupying the same space as YH.
C EWT = An array of length N containing multiplicative weights
C for local error measurements. Local errors in y(i) are
C compared to 1.0/EWT(i) in various error tests.
C SAVF = An array of working storage, of length N.
C also used for input of YH(*,MAXORD+2) when JSTART = -1
C and MAXORD .lt. the current order NQ.
C VSAV = A work array of length N passed to subroutine VNLS.
C ACOR = A work array of length N, used for the accumulated
C corrections. On a successful return, ACOR(i) contains
C the estimated one-step local error in y(i).
C WM,IWM = Real and integer work arrays associated with matrix
C operations in VNLS.
C F = Dummy name for the user supplied subroutine for f.
C JAC = Dummy name for the user supplied Jacobian subroutine.
C PSOL = Dummy name for the subroutine passed to VNLS, for
C possible use there.
C VNLS = Dummy name for the nonlinear system solving subroutine,
C whose real name is dependent on the method used.
C RPAR, IPAR = Dummy names for user's real and integer work arrays.
C-----------------------------------------------------------------------
C
C Type declarations for labeled COMMON block SVOD01 --------------------
C
REAL ACNRM, CCMXJ, CONP, CRATE, DRC, EL,
1 ETA, ETAMAX, H, HMIN, HMXI, HNEW, HSCAL, PRL1,
2 RC, RL1, TAU, TQ, TN, UROUND
INTEGER ICF, INIT, IPUP, JCUR, JSTART, JSV, KFLAG, KUTH,
1 L, LMAX, LYH, LEWT, LACOR, LSAVF, LWM, LIWM,
2 LOCJS, MAXORD, METH, MITER, MSBJ, MXHNIL, MXSTEP,
3 N, NEWH, NEWQ, NHNIL, NQ, NQNYH, NQWAIT, NSLJ,
4 NSLP, NYH
C
C Type declarations for labeled COMMON block SVOD02 --------------------
C
REAL HU
INTEGER NCFN, NETF, NFE, NJE, NLU, NNI, NQU, NST
C
C Type declarations for local variables --------------------------------
C
REAL ADDON, BIAS1,BIAS2,BIAS3, CNQUOT, DDN, DSM, DUP,
1 ETACF, ETAMIN, ETAMX1, ETAMX2, ETAMX3, ETAMXF,
2 ETAQ, ETAQM1, ETAQP1, FLOTL, ONE, ONEPSM,
3 R, THRESH, TOLD, ZERO
INTEGER I, I1, I2, IBACK, J, JB, KFC, KFH, MXNCF, NCF, NFLAG
C
C Type declaration for function subroutines called ---------------------
C
REAL SVNORM
C-----------------------------------------------------------------------
C The following Fortran-77 declaration is to cause the values of the
C listed (local) variables to be saved between calls to this integrator.
C-----------------------------------------------------------------------
SAVE ADDON, BIAS1, BIAS2, BIAS3,
1 ETACF, ETAMIN, ETAMX1, ETAMX2, ETAMX3, ETAMXF,
2 KFC, KFH, MXNCF, ONEPSM, THRESH, ONE, ZERO
C-----------------------------------------------------------------------
COMMON /SVOD01/ ACNRM, CCMXJ, CONP, CRATE, DRC, EL(13),
1 ETA, ETAMAX, H, HMIN, HMXI, HNEW, HSCAL, PRL1,
2 RC, RL1, TAU(13), TQ(5), TN, UROUND,
3 ICF, INIT, IPUP, JCUR, JSTART, JSV, KFLAG, KUTH,
4 L, LMAX, LYH, LEWT, LACOR, LSAVF, LWM, LIWM,
5 LOCJS, MAXORD, METH, MITER, MSBJ, MXHNIL, MXSTEP,
6 N, NEWH, NEWQ, NHNIL, NQ, NQNYH, NQWAIT, NSLJ,
7 NSLP, NYH
COMMON /SVOD02/ HU, NCFN, NETF, NFE, NJE, NLU, NNI, NQU, NST
C
DATA KFC/-3/, KFH/-7/, MXNCF/10/
DATA ADDON /1.0E-6/, BIAS1 /6.0E0/, BIAS2 /6.0E0/,
1 BIAS3 /10.0E0/, ETACF /0.25E0/, ETAMIN /0.1E0/,
2 ETAMXF /0.2E0/, ETAMX1 /1.0E4/, ETAMX2 /10.0E0/,
3 ETAMX3 /10.0E0/, ONEPSM /1.00001E0/, THRESH /1.5E0/
DATA ONE/1.0E0/, ZERO/0.0E0/
C
KFLAG = 0
TOLD = TN
NCF = 0
JCUR = 0
NFLAG = 0
IF (JSTART .GT. 0) GO TO 20
IF (JSTART .EQ. -1) GO TO 100
C-----------------------------------------------------------------------
C On the first call, the order is set to 1, and other variables are
C initialized. ETAMAX is the maximum ratio by which H can be increased
C in a single step. It is normally 1.5, but is larger during the
C first 10 steps to compensate for the small initial H. If a failure
C occurs (in corrector convergence or error test), ETAMAX is set to 1
C for the next increase.
C-----------------------------------------------------------------------
LMAX = MAXORD + 1
NQ = 1
L = 2
NQNYH = NQ*LDYH
TAU(1) = H
PRL1 = ONE
RC = ZERO
ETAMAX = ETAMX1
NQWAIT = 2
HSCAL = H
GO TO 200
C-----------------------------------------------------------------------
C Take preliminary actions on a normal continuation step (JSTART.GT.0).
C If the driver changed H, then ETA must be reset and NEWH set to 1.
C If a change of order was dictated on the previous step, then
C it is done here and appropriate adjustments in the history are made.
C On an order decrease, the history array is adjusted by SVJUST.
C On an order increase, the history array is augmented by a column.
C On a change of step size H, the history array YH is rescaled.
C-----------------------------------------------------------------------
20 CONTINUE
IF (KUTH .EQ. 1) THEN
ETA = MIN(ETA,H/HSCAL)
NEWH = 1
ENDIF
50 IF (NEWH .EQ. 0) GO TO 200
IF (NEWQ .EQ. NQ) GO TO 150
IF (NEWQ .LT. NQ) THEN
CALL SVJUST (YH, LDYH, -1)
NQ = NEWQ
L = NQ + 1
NQWAIT = L
GO TO 150
ENDIF
IF (NEWQ .GT. NQ) THEN
CALL SVJUST (YH, LDYH, 1)
NQ = NEWQ
L = NQ + 1
NQWAIT = L
GO TO 150
ENDIF
C-----------------------------------------------------------------------
C The following block handles preliminaries needed when JSTART = -1.
C If N was reduced, zero out part of YH to avoid undefined references.
C If MAXORD was reduced to a value less than the tentative order NEWQ,
C then NQ is set to MAXORD, and a new H ratio ETA is chosen.
C Otherwise, we take the same preliminary actions as for JSTART .gt. 0.
C In any case, NQWAIT is reset to L = NQ + 1 to prevent further
C changes in order for that many steps.
C The new H ratio ETA is limited by the input H if KUTH = 1,
C by HMIN if KUTH = 0, and by HMXI in any case.
C Finally, the history array YH is rescaled.
C-----------------------------------------------------------------------
100 CONTINUE
LMAX = MAXORD + 1
IF (N .EQ. LDYH) GO TO 120
I1 = 1 + (NEWQ + 1)*LDYH
I2 = (MAXORD + 1)*LDYH
IF (I1 .GT. I2) GO TO 120
DO 110 I = I1, I2
110 YH1(I) = ZERO
120 IF (NEWQ .LE. MAXORD) GO TO 140
FLOTL = REAL(LMAX)
IF (MAXORD .LT. NQ-1) THEN
DDN = SVNORM (N, SAVF, EWT)/TQ(1)
ETA = ONE/((BIAS1*DDN)**(ONE/FLOTL) + ADDON)
ENDIF
IF (MAXORD .EQ. NQ .AND. NEWQ .EQ. NQ+1) ETA = ETAQ
IF (MAXORD .EQ. NQ-1 .AND. NEWQ .EQ. NQ+1) THEN
ETA = ETAQM1
CALL SVJUST (YH, LDYH, -1)
ENDIF
IF (MAXORD .EQ. NQ-1 .AND. NEWQ .EQ. NQ) THEN
DDN = SVNORM (N, SAVF, EWT)/TQ(1)
ETA = ONE/((BIAS1*DDN)**(ONE/FLOTL) + ADDON)
CALL SVJUST (YH, LDYH, -1)
ENDIF
ETA = MIN(ETA,ONE)
NQ = MAXORD
L = LMAX
140 IF (KUTH .EQ. 1) ETA = MIN(ETA,ABS(H/HSCAL))
IF (KUTH .EQ. 0) ETA = MAX(ETA,HMIN/ABS(HSCAL))
ETA = ETA/MAX(ONE,ABS(HSCAL)*HMXI*ETA)
NEWH = 1
NQWAIT = L
IF (NEWQ .LE. MAXORD) GO TO 50
C Rescale the history array for a change in H by a factor of ETA. ------
150 R = ONE
DO 180 J = 2, L
R = R*ETA
CALL SSCAL (N, R, YH(1,J), 1 )
180 CONTINUE
H = HSCAL*ETA
HSCAL = H
RC = RC*ETA
NQNYH = NQ*LDYH
C-----------------------------------------------------------------------
C This section computes the predicted values by effectively
C multiplying the YH array by the Pascal triangle matrix.
C SVSET is called to calculate all integration coefficients.
C RC is the ratio of new to old values of the coefficient H/EL(2)=h/l1.
C-----------------------------------------------------------------------
200 TN = TN + H
I1 = NQNYH + 1
DO 220 JB = 1, NQ
I1 = I1 - LDYH
DO 210 I = I1, NQNYH
210 YH1(I) = YH1(I) + YH1(I+LDYH)
220 CONTINUE
CALL SVSET
RL1 = ONE/EL(2)
RC = RC*(RL1/PRL1)
PRL1 = RL1
C
C Call the nonlinear system solver. ------------------------------------
C
CALL VNLS (Y, YH, LDYH, VSAV, SAVF, EWT, ACOR, IWM, WM,
1 F, JAC, PSOL, NFLAG, RPAR, IPAR, KMI, KINDEX)
C
IF (NFLAG .EQ. 0) GO TO 450
C-----------------------------------------------------------------------
C The VNLS routine failed to achieve convergence (NFLAG .NE. 0).
C The YH array is retracted to its values before prediction.
C The step size H is reduced and the step is retried, if possible.
C Otherwise, an error exit is taken.
C-----------------------------------------------------------------------
NCF = NCF + 1
NCFN = NCFN + 1
ETAMAX = ONE
TN = TOLD
I1 = NQNYH + 1
DO 430 JB = 1, NQ
I1 = I1 - LDYH
DO 420 I = I1, NQNYH
420 YH1(I) = YH1(I) - YH1(I+LDYH)
430 CONTINUE
IF (NFLAG .LT. -1) GO TO 680
IF (ABS(H) .LE. HMIN*ONEPSM) GO TO 670
IF (NCF .EQ. MXNCF) GO TO 670
ETA = ETACF
ETA = MAX(ETA,HMIN/ABS(H))
NFLAG = -1
GO TO 150
C-----------------------------------------------------------------------
C The corrector has converged (NFLAG = 0). The local error test is
C made and control passes to statement 500 if it fails.
C-----------------------------------------------------------------------
450 CONTINUE
DSM = ACNRM/TQ(2)
IF (DSM .GT. ONE) GO TO 500
C-----------------------------------------------------------------------
C After a successful step, update the YH and TAU arrays and decrement
C NQWAIT. If NQWAIT is then 1 and NQ .lt. MAXORD, then ACOR is saved
C for use in a possible order increase on the next step.
C If ETAMAX = 1 (a failure occurred this step), keep NQWAIT .ge. 2.
C-----------------------------------------------------------------------
KFLAG = 0
NST = NST + 1
HU = H
NQU = NQ
DO 470 IBACK = 1, NQ
I = L - IBACK
470 TAU(I+1) = TAU(I)
TAU(1) = H
DO 480 J = 1, L
CALL SAXPY (N, EL(J), ACOR, 1, YH(1,J), 1 )
480 CONTINUE
NQWAIT = NQWAIT - 1
IF ((L .EQ. LMAX) .OR. (NQWAIT .NE. 1)) GO TO 490
CALL CH_SCOPY (N, ACOR, 1, YH(1,LMAX), 1 )
CONP = TQ(5)
490 IF (ETAMAX .NE. ONE) GO TO 560
IF (NQWAIT .LT. 2) NQWAIT = 2
NEWQ = NQ
NEWH = 0
ETA = ONE
HNEW = H
GO TO 690
C-----------------------------------------------------------------------
C The error test failed. KFLAG keeps track of multiple failures.
C Restore TN and the YH array to their previous values, and prepare
C to try the step again. Compute the optimum step size for the
C same order. After repeated failures, H is forced to decrease
C more rapidly.
C-----------------------------------------------------------------------
500 KFLAG = KFLAG - 1
NETF = NETF + 1
NFLAG = -2
TN = TOLD
I1 = NQNYH + 1
DO 520 JB = 1, NQ
I1 = I1 - LDYH
DO 510 I = I1, NQNYH
510 YH1(I) = YH1(I) - YH1(I+LDYH)
520 CONTINUE
IF (ABS(H) .LE. HMIN*ONEPSM) GO TO 660
ETAMAX = ONE
IF (KFLAG .LE. KFC) GO TO 530
C Compute ratio of new H to current H at the current order. ------------
FLOTL = REAL(L)
ETA = ONE/((BIAS2*DSM)**(ONE/FLOTL) + ADDON)
ETA = MAX(ETA,HMIN/ABS(H),ETAMIN)
IF ((KFLAG .LE. -2) .AND. (ETA .GT. ETAMXF)) ETA = ETAMXF
GO TO 150
C-----------------------------------------------------------------------
C Control reaches this section if 3 or more consecutive failures
C have occurred. It is assumed that the elements of the YH array
C have accumulated errors of the wrong order. The order is reduced
C by one, if possible. Then H is reduced by a factor of 0.1 and
C the step is retried. After a total of 7 consecutive failures,
C an exit is taken with KFLAG = -1.
C-----------------------------------------------------------------------
530 IF (KFLAG .EQ. KFH) GO TO 660
IF (NQ .EQ. 1) GO TO 540
ETA = MAX(ETAMIN,HMIN/ABS(H))
CALL SVJUST (YH, LDYH, -1)
L = NQ
NQ = NQ - 1
NQWAIT = L
GO TO 150
540 ETA = MAX(ETAMIN,HMIN/ABS(H))
H = H*ETA
HSCAL = H
TAU(1) = H
C
C*UPG*MNH
C
CALL F (N, TN, Y, SAVF, RPAR, IPAR, KMI, KINDEX)
C
C*UPG*MNH
C
NFE = NFE + 1
DO 550 I = 1, N
550 YH(I,2) = H*SAVF(I)
NQWAIT = 10
GO TO 200
C-----------------------------------------------------------------------
C If NQWAIT = 0, an increase or decrease in order by one is considered.
C Factors ETAQ, ETAQM1, ETAQP1 are computed by which H could
C be multiplied at order q, q-1, or q+1, respectively.
C The largest of these is determined, and the new order and
C step size set accordingly.
C A change of H or NQ is made only if H increases by at least a
C factor of THRESH. If an order change is considered and rejected,
C then NQWAIT is set to 2 (reconsider it after 2 steps).
C-----------------------------------------------------------------------
C Compute ratio of new H to current H at the current order. ------------
560 FLOTL = REAL(L)
ETAQ = ONE/((BIAS2*DSM)**(ONE/FLOTL) + ADDON)
IF (NQWAIT .NE. 0) GO TO 600
NQWAIT = 2
ETAQM1 = ZERO
IF (NQ .EQ. 1) GO TO 570
C Compute ratio of new H to current H at the current order less one. ---
DDN = SVNORM (N, YH(1,L), EWT)/TQ(1)
ETAQM1 = ONE/((BIAS1*DDN)**(ONE/(FLOTL - ONE)) + ADDON)
570 ETAQP1 = ZERO
IF (L .EQ. LMAX) GO TO 580
C Compute ratio of new H to current H at current order plus one. -------
CNQUOT = (TQ(5)/CONP)*(H/TAU(2))**L
DO 575 I = 1, N
575 SAVF(I) = ACOR(I) - CNQUOT*YH(I,LMAX)
DUP = SVNORM (N, SAVF, EWT)/TQ(3)
ETAQP1 = ONE/((BIAS3*DUP)**(ONE/(FLOTL + ONE)) + ADDON)
580 IF (ETAQ .GE. ETAQP1) GO TO 590
IF (ETAQP1 .GT. ETAQM1) GO TO 620
GO TO 610
590 IF (ETAQ .LT. ETAQM1) GO TO 610
600 ETA = ETAQ
NEWQ = NQ
GO TO 630
610 ETA = ETAQM1
NEWQ = NQ - 1
GO TO 630
620 ETA = ETAQP1
NEWQ = NQ + 1
CALL CH_SCOPY (N, ACOR, 1, YH(1,LMAX), 1)
C Test tentative new H against THRESH, ETAMAX, and HMXI, then exit. ----
630 IF (ETA .LT. THRESH .OR. ETAMAX .EQ. ONE) GO TO 640
ETA = MIN(ETA,ETAMAX)
ETA = ETA/MAX(ONE,ABS(H)*HMXI*ETA)
NEWH = 1
HNEW = H*ETA
GO TO 690
640 NEWQ = NQ
NEWH = 0
ETA = ONE
HNEW = H
GO TO 690
C-----------------------------------------------------------------------
C All returns are made through this section.
C On a successful return, ETAMAX is reset and ACOR is scaled.
C-----------------------------------------------------------------------
660 KFLAG = -1
GO TO 720
670 KFLAG = -2
GO TO 720
680 IF (NFLAG .EQ. -2) KFLAG = -3
IF (NFLAG .EQ. -3) KFLAG = -4
GO TO 720
690 ETAMAX = ETAMX3
IF (NST .LE. 10) ETAMAX = ETAMX2
700 R = ONE/TQ(2)
CALL SSCAL (N, R, ACOR, 1)
720 JSTART = 1
RETURN
END SUBROUTINE SVSTEP
C#######################################################################
C
CDECK SVSET
C ################
SUBROUTINE SVSET
C ################
C-----------------------------------------------------------------------
C Call sequence communication.. None
C COMMON block variables accessed..
C /SVOD01/ -- EL(13), H, TAU(13), TQ(5), L(= NQ + 1),
C METH, NQ, NQWAIT
C
C Subroutines called by SVSET.. None
C Function routines called by SVSET.. None
C-----------------------------------------------------------------------
C SVSET is called by SVSTEP and sets coefficients for use there.
C
C For each order NQ, the coefficients in EL are calculated by use of
C the generating polynomial lambda(x), with coefficients EL(i).
C lambda(x) = EL(1) + EL(2)*x + ... + EL(NQ+1)*(x**NQ).
C For the backward differentiation formulas,
C NQ-1
C lambda(x) = (1 + x/xi*(NQ)) * product (1 + x/xi(i) ) .
C i = 1
C For the Adams formulas,
C NQ-1
C (d/dx) lambda(x) = c * product (1 + x/xi(i) ) ,
C i = 1
C lambda(-1) = 0, lambda(0) = 1,
C where c is a normalization constant.
C In both cases, xi(i) is defined by
C H*xi(i) = t sub n - t sub (n-i)
C = H + TAU(1) + TAU(2) + ... TAU(i-1).
C
C
C In addition to variables described previously, communication
C with SVSET uses the following..
C TAU = A vector of length 13 containing the past NQ values
C of H.
C EL = A vector of length 13 in which vset stores the
C coefficients for the corrector formula.
C TQ = A vector of length 5 in which vset stores constants
C used for the convergence test, the error test, and the
C selection of H at a new order.
C METH = The basic method indicator.
C NQ = The current order.
C L = NQ + 1, the length of the vector stored in EL, and
C the number of columns of the YH array being used.
C NQWAIT = A counter controlling the frequency of order changes.
C An order change is about to be considered if NQWAIT = 1.
C-----------------------------------------------------------------------
C
C Type declarations for labeled COMMON block SVOD01 --------------------
C
REAL ACNRM, CCMXJ, CONP, CRATE, DRC, EL,
1 ETA, ETAMAX, H, HMIN, HMXI, HNEW, HSCAL, PRL1,
2 RC, RL1, TAU, TQ, TN, UROUND
INTEGER ICF, INIT, IPUP, JCUR, JSTART, JSV, KFLAG, KUTH,
1 L, LMAX, LYH, LEWT, LACOR, LSAVF, LWM, LIWM,
2 LOCJS, MAXORD, METH, MITER, MSBJ, MXHNIL, MXSTEP,
3 N, NEWH, NEWQ, NHNIL, NQ, NQNYH, NQWAIT, NSLJ,
4 NSLP, NYH
C
C Type declarations for local variables --------------------------------
C
REAL AHATN0, ALPH0, CNQM1, CORTES, CSUM, ELP, EM,
1 EM0, FLOTI, FLOTL, FLOTNQ, HSUM, ONE, RXI, RXIS, S, SIX,
2 T1, T2, T3, T4, T5, T6, TWO, XI, ZERO
INTEGER I, IBACK, J, JP1, NQM1, NQM2
C
DIMENSION EM(13)
C-----------------------------------------------------------------------
C The following Fortran-77 declaration is to cause the values of the
C listed (local) variables to be saved between calls to this integrator.
C-----------------------------------------------------------------------
SAVE CORTES, ONE, SIX, TWO, ZERO
C
COMMON /SVOD01/ ACNRM, CCMXJ, CONP, CRATE, DRC, EL(13),
1 ETA, ETAMAX, H, HMIN, HMXI, HNEW, HSCAL, PRL1,
2 RC, RL1, TAU(13), TQ(5), TN, UROUND,
3 ICF, INIT, IPUP, JCUR, JSTART, JSV, KFLAG, KUTH,
4 L, LMAX, LYH, LEWT, LACOR, LSAVF, LWM, LIWM,
5 LOCJS, MAXORD, METH, MITER, MSBJ, MXHNIL, MXSTEP,
6 N, NEWH, NEWQ, NHNIL, NQ, NQNYH, NQWAIT, NSLJ,
7 NSLP, NYH
C
DATA CORTES /0.1E0/
DATA ONE /1.0E0/, SIX /6.0E0/, TWO /2.0E0/, ZERO /0.0E0/
C
FLOTL = REAL(L)
NQM1 = NQ - 1
NQM2 = NQ - 2
GO TO (100, 200), METH
C
C Set coefficients for Adams methods. ----------------------------------
100 IF (NQ .NE. 1) GO TO 110
EL(1) = ONE
EL(2) = ONE
TQ(1) = ONE
TQ(2) = TWO
TQ(3) = SIX*TQ(2)
TQ(5) = ONE
GO TO 300
110 HSUM = H
EM(1) = ONE
FLOTNQ = FLOTL - ONE
DO 115 I = 2, L
115 EM(I) = ZERO
DO 150 J = 1, NQM1
IF ((J .NE. NQM1) .OR. (NQWAIT .NE. 1)) GO TO 130
S = ONE
CSUM = ZERO
DO 120 I = 1, NQM1
CSUM = CSUM + S*EM(I)/REAL(I+1)
120 S = -S
TQ(1) = EM(NQM1)/(FLOTNQ*CSUM)
130 RXI = H/HSUM
DO 140 IBACK = 1, J
I = (J + 2) - IBACK
140 EM(I) = EM(I) + EM(I-1)*RXI
HSUM = HSUM + TAU(J)
150 CONTINUE
C Compute integral from -1 to 0 of polynomial and of x times it. -------
S = ONE
EM0 = ZERO
CSUM = ZERO
DO 160 I = 1, NQ
FLOTI = REAL(I)
EM0 = EM0 + S*EM(I)/FLOTI
CSUM = CSUM + S*EM(I)/(FLOTI+ONE)
160 S = -S
C In EL, form coefficients of normalized integrated polynomial. --------
S = ONE/EM0
EL(1) = ONE
DO 170 I = 1, NQ
170 EL(I+1) = S*EM(I)/REAL(I)
XI = HSUM/H
TQ(2) = XI*EM0/CSUM
TQ(5) = XI/EL(L)
IF (NQWAIT .NE. 1) GO TO 300
C For higher order control constant, multiply polynomial by 1+x/xi(q). -
RXI = ONE/XI
DO 180 IBACK = 1, NQ
I = (L + 1) - IBACK
180 EM(I) = EM(I) + EM(I-1)*RXI
C Compute integral of polynomial. --------------------------------------
S = ONE
CSUM = ZERO
DO 190 I = 1, L
CSUM = CSUM + S*EM(I)/REAL(I+1)
190 S = -S
TQ(3) = FLOTL*EM0/CSUM
GO TO 300
C
C Set coefficients for BDF methods. ------------------------------------
200 DO 210 I = 3, L
210 EL(I) = ZERO
EL(1) = ONE
EL(2) = ONE
ALPH0 = -ONE
AHATN0 = -ONE
HSUM = H
RXI = ONE
RXIS = ONE
IF (NQ .EQ. 1) GO TO 240
DO 230 J = 1, NQM2
C In EL, construct coefficients of (1+x/xi(1))*...*(1+x/xi(j+1)). ------
HSUM = HSUM + TAU(J)
RXI = H/HSUM
JP1 = J + 1
ALPH0 = ALPH0 - ONE/REAL(JP1)
DO 220 IBACK = 1, JP1
I = (J + 3) - IBACK
220 EL(I) = EL(I) + EL(I-1)*RXI
230 CONTINUE
ALPH0 = ALPH0 - ONE/REAL(NQ)
RXIS = -EL(2) - ALPH0
HSUM = HSUM + TAU(NQM1)
RXI = H/HSUM
AHATN0 = -EL(2) - RXI
DO 235 IBACK = 1, NQ
I = (NQ + 2) - IBACK
235 EL(I) = EL(I) + EL(I-1)*RXIS
240 T1 = ONE - AHATN0 + ALPH0
T2 = ONE + REAL(NQ)*T1
TQ(2) = ABS(ALPH0*T2/T1)
TQ(5) = ABS(T2/(EL(L)*RXI/RXIS))
IF (NQWAIT .NE. 1) GO TO 300
CNQM1 = RXIS/EL(L)
T3 = ALPH0 + ONE/REAL(NQ)
T4 = AHATN0 + RXI
ELP = T3/(ONE - T4 + T3)
TQ(1) = ABS(ELP/CNQM1)
HSUM = HSUM + TAU(NQ)
RXI = H/HSUM
T5 = ALPH0 - ONE/REAL(NQ+1)
T6 = AHATN0 - RXI
ELP = T2/(ONE - T6 + T5)
TQ(3) = ABS(ELP*RXI*(FLOTL + ONE)*T5)
300 TQ(4) = CORTES*TQ(2)
RETURN
END
C#######################################################################
C
CDECK SVJUST
C ##################################
SUBROUTINE SVJUST (YH, LDYH, IORD)
C ##################################
REAL YH
INTEGER LDYH, IORD
DIMENSION YH(LDYH,*)
C-----------------------------------------------------------------------
C Call sequence input -- YH, LDYH, IORD
C Call sequence output -- YH
C COMMON block input -- NQ, METH, LMAX, HSCAL, TAU(13), N
C COMMON block variables accessed..
C /SVOD01/ -- HSCAL, TAU(13), LMAX, METH, N, NQ,
C
C Subroutines called by SVJUST.. SAXPY
C Function routines called by SVJUST.. None
C-----------------------------------------------------------------------
C This subroutine adjusts the YH array on reduction of order,
C and also when the order is increased for the stiff option (METH = 2).
C Communication with SVJUST uses the following..
C IORD = An integer flag used when METH = 2 to indicate an order
C increase (IORD = +1) or an order decrease (IORD = -1).
C HSCAL = Step size H used in scaling of Nordsieck array YH.
C (If IORD = +1, SVJUST assumes that HSCAL = TAU(1).)
C See References 1 and 2 for details.
C-----------------------------------------------------------------------
C
C Type declarations for labeled COMMON block SVOD01 --------------------
C
REAL ACNRM, CCMXJ, CONP, CRATE, DRC, EL,
1 ETA, ETAMAX, H, HMIN, HMXI, HNEW, HSCAL, PRL1,
2 RC, RL1, TAU, TQ, TN, UROUND
INTEGER ICF, INIT, IPUP, JCUR, JSTART, JSV, KFLAG, KUTH,
1 L, LMAX, LYH, LEWT, LACOR, LSAVF, LWM, LIWM,
2 LOCJS, MAXORD, METH, MITER, MSBJ, MXHNIL, MXSTEP,
3 N, NEWH, NEWQ, NHNIL, NQ, NQNYH, NQWAIT, NSLJ,
4 NSLP, NYH
C
C Type declarations for local variables --------------------------------
C
REAL ALPH0, ALPH1, HSUM, ONE, PROD, T1, XI,XIOLD, ZERO
INTEGER I, IBACK, J, JP1, LP1, NQM1, NQM2, NQP1
C-----------------------------------------------------------------------
C The following Fortran-77 declaration is to cause the values of the
C listed (local) variables to be saved between calls to this integrator.
C-----------------------------------------------------------------------
SAVE ONE, ZERO
C
COMMON /SVOD01/ ACNRM, CCMXJ, CONP, CRATE, DRC, EL(13),
1 ETA, ETAMAX, H, HMIN, HMXI, HNEW, HSCAL, PRL1,
2 RC, RL1, TAU(13), TQ(5), TN, UROUND,
3 ICF, INIT, IPUP, JCUR, JSTART, JSV, KFLAG, KUTH,
4 L, LMAX, LYH, LEWT, LACOR, LSAVF, LWM, LIWM,
5 LOCJS, MAXORD, METH, MITER, MSBJ, MXHNIL, MXSTEP,
6 N, NEWH, NEWQ, NHNIL, NQ, NQNYH, NQWAIT, NSLJ,
7 NSLP, NYH
C
DATA ONE /1.0E0/, ZERO /0.0E0/
C
IF ((NQ .EQ. 2) .AND. (IORD .NE. 1)) RETURN
NQM1 = NQ - 1
NQM2 = NQ - 2
GO TO (100, 200), METH
C-----------------------------------------------------------------------
C Nonstiff option...
C Check to see if the order is being increased or decreased.
C-----------------------------------------------------------------------
100 CONTINUE
IF (IORD .EQ. 1) GO TO 180
C Order decrease. ------------------------------------------------------
DO 110 J = 1, LMAX
110 EL(J) = ZERO
EL(2) = ONE
HSUM = ZERO
DO 130 J = 1, NQM2
C Construct coefficients of x*(x+xi(1))*...*(x+xi(j)). -----------------
HSUM = HSUM + TAU(J)
XI = HSUM/HSCAL
JP1 = J + 1
DO 120 IBACK = 1, JP1
I = (J + 3) - IBACK
120 EL(I) = EL(I)*XI + EL(I-1)
130 CONTINUE
C Construct coefficients of integrated polynomial. ---------------------
DO 140 J = 2, NQM1
140 EL(J+1) = REAL(NQ)*EL(J)/REAL(J)
C Subtract correction terms from YH array. -----------------------------
DO 170 J = 3, NQ
DO 160 I = 1, N
160 YH(I,J) = YH(I,J) - YH(I,L)*EL(J)
170 CONTINUE
RETURN
C Order increase. ------------------------------------------------------
C Zero out next column in YH array. ------------------------------------
180 CONTINUE
LP1 = L + 1
DO 190 I = 1, N
190 YH(I,LP1) = ZERO
RETURN
C-----------------------------------------------------------------------
C Stiff option...
C Check to see if the order is being increased or decreased.
C-----------------------------------------------------------------------
200 CONTINUE
IF (IORD .EQ. 1) GO TO 300
C Order decrease. ------------------------------------------------------
DO 210 J = 1, LMAX
210 EL(J) = ZERO
EL(3) = ONE
HSUM = ZERO
DO 230 J = 1,NQM2
C Construct coefficients of x*x*(x+xi(1))*...*(x+xi(j)). ---------------
HSUM = HSUM + TAU(J)
XI = HSUM/HSCAL
JP1 = J + 1
DO 220 IBACK = 1, JP1
I = (J + 4) - IBACK
220 EL(I) = EL(I)*XI + EL(I-1)
230 CONTINUE
C Subtract correction terms from YH array. -----------------------------
DO 250 J = 3,NQ
DO 240 I = 1, N
240 YH(I,J) = YH(I,J) - YH(I,L)*EL(J)
250 CONTINUE
RETURN
C Order increase. ------------------------------------------------------
300 DO 310 J = 1, LMAX
310 EL(J) = ZERO
EL(3) = ONE
ALPH0 = -ONE
ALPH1 = ONE
PROD = ONE
XIOLD = ONE
HSUM = HSCAL
IF (NQ .EQ. 1) GO TO 340
DO 330 J = 1, NQM1
C Construct coefficients of x*x*(x+xi(1))*...*(x+xi(j)). ---------------
JP1 = J + 1
HSUM = HSUM + TAU(JP1)
XI = HSUM/HSCAL
PROD = PROD*XI
ALPH0 = ALPH0 - ONE/REAL(JP1)
ALPH1 = ALPH1 + ONE/XI
DO 320 IBACK = 1, JP1
I = (J + 4) - IBACK
320 EL(I) = EL(I)*XIOLD + EL(I-1)
XIOLD = XI
330 CONTINUE
340 CONTINUE
T1 = (-ALPH0 - ALPH1)/PROD
C Load column L + 1 in YH array. ---------------------------------------
LP1 = L + 1
DO 350 I = 1, N
350 YH(I,LP1) = T1*YH(I,LMAX)
C Add correction terms to YH array. ------------------------------------
NQP1 = NQ + 1
DO 370 J = 3, NQP1
CALL SAXPY (N, EL(J), YH(1,LP1), 1, YH(1,J), 1 )
370 CONTINUE
RETURN
END SUBROUTINE SVJUST
C
C#######################################################################
C
CDECK SVNLSD
C ###############################################################
SUBROUTINE SVNLSD (Y, YH, LDYH, VSAV, SAVF, EWT, ACOR, IWM, WM,
1 F, JAC, PDUM, NFLAG, RPAR, IPAR, KMI, KINDEX)
C ###############################################################
EXTERNAL F, JAC, PDUM
REAL Y, YH, VSAV, SAVF, EWT, ACOR, WM, RPAR
INTEGER LDYH, IWM, NFLAG, IPAR
DIMENSION Y(*), YH(LDYH,*), VSAV(*), SAVF(*), EWT(*), ACOR(*),
1 IWM(*), WM(*), RPAR(*), IPAR(*)
INTEGER KMI,KINDEX
C-----------------------------------------------------------------------
C Call sequence input -- Y, YH, LDYH, SAVF, EWT, ACOR, IWM, WM,
C F, JAC, NFLAG, RPAR, IPAR
C Call sequence output -- YH, ACOR, WM, IWM, NFLAG
C COMMON block variables accessed..
C /SVOD01/ ACNRM, CRATE, DRC, H, RC, RL1, TQ(5), TN, ICF,
C JCUR, METH, MITER, N, NSLP
C /SVOD02/ HU, NCFN, NETF, NFE, NJE, NLU, NNI, NQU, NST
C
C Subroutines called by SVNLSD.. F, SAXPY, CH_SCOPY, SSCAL, SVJAC, SVSOL
C Function routines called by SVNLSD.. SVNORM
C-----------------------------------------------------------------------
C Subroutine SVNLSD is a nonlinear system solver, which uses functional
C iteration or a chord (modified Newton) method. For the chord method
C direct linear algebraic system solvers are used. Subroutine SVNLSD
C then handles the corrector phase of this integration package.
C
C Communication with SVNLSD is done with the following variables. (For
C more details, please see the comments in the driver subroutine.)
C
C Y = The dependent variable, a vector of length N, input.
C YH = The Nordsieck (Taylor) array, LDYH by LMAX, input
C and output. On input, it contains predicted values.
C LDYH = A constant .ge. N, the first dimension of YH, input.
C VSAV = Unused work array.
C SAVF = A work array of length N.
C EWT = An error weight vector of length N, input.
C ACOR = A work array of length N, used for the accumulated
C corrections to the predicted y vector.
C WM,IWM = Real and integer work arrays associated with matrix
C operations in chord iteration (MITER .ne. 0).
C F = Dummy name for user supplied routine for f.
C JAC = Dummy name for user supplied Jacobian routine.
C PDUM = Unused dummy subroutine name. Included for uniformity
C over collection of integrators.
C NFLAG = Input/output flag, with values and meanings as follows..
C INPUT
C 0 first call for this time step.
C -1 convergence failure in previous call to SVNLSD.
C -2 error test failure in SVSTEP.
C OUTPUT
C 0 successful completion of nonlinear solver.
C -1 convergence failure or singular matrix.
C -2 unrecoverable error in matrix preprocessing
C (cannot occur here).
C -3 unrecoverable error in solution (cannot occur
C here).
C RPAR, IPAR = Dummy names for user's real and integer work arrays.
C
C IPUP = Own variable flag with values and meanings as follows..
C 0, do not update the Newton matrix.
C MITER .ne. 0, update Newton matrix, because it is the
C initial step, order was changed, the error
C test failed, or an update is indicated by
C the scalar RC or step counter NST.
C
C For more details, see comments in driver subroutine.
C-----------------------------------------------------------------------
C Type declarations for labeled COMMON block SVOD01 --------------------
C
REAL ACNRM, CCMXJ, CONP, CRATE, DRC, EL,
1 ETA, ETAMAX, H, HMIN, HMXI, HNEW, HSCAL, PRL1,
2 RC, RL1, TAU, TQ, TN, UROUND
INTEGER ICF, INIT, IPUP, JCUR, JSTART, JSV, KFLAG, KUTH,
1 L, LMAX, LYH, LEWT, LACOR, LSAVF, LWM, LIWM,
2 LOCJS, MAXORD, METH, MITER, MSBJ, MXHNIL, MXSTEP,
3 N, NEWH, NEWQ, NHNIL, NQ, NQNYH, NQWAIT, NSLJ,
4 NSLP, NYH
C
C Type declarations for labeled COMMON block SVOD02 --------------------
C
REAL HU
INTEGER NCFN, NETF, NFE, NJE, NLU, NNI, NQU, NST
C
C Type declarations for local variables --------------------------------
C
REAL CCMAX, CRDOWN, CSCALE, DCON, DEL, DELP, ONE,
1 RDIV, TWO, ZERO
INTEGER I, IERPJ, IERSL, M, MAXCOR, MSBP
C
C Type declaration for function subroutines called ---------------------
C
REAL SVNORM
C-----------------------------------------------------------------------
C The following Fortran-77 declaration is to cause the values of the
C listed (local) variables to be saved between calls to this integrator.
C-----------------------------------------------------------------------
SAVE CCMAX, CRDOWN, MAXCOR, MSBP, RDIV, ONE, TWO, ZERO
C
COMMON /SVOD01/ ACNRM, CCMXJ, CONP, CRATE, DRC, EL(13),
1 ETA, ETAMAX, H, HMIN, HMXI, HNEW, HSCAL, PRL1,
2 RC, RL1, TAU(13), TQ(5), TN, UROUND,
3 ICF, INIT, IPUP, JCUR, JSTART, JSV, KFLAG, KUTH,
4 L, LMAX, LYH, LEWT, LACOR, LSAVF, LWM, LIWM,
5 LOCJS, MAXORD, METH, MITER, MSBJ, MXHNIL, MXSTEP,
6 N, NEWH, NEWQ, NHNIL, NQ, NQNYH, NQWAIT, NSLJ,
7 NSLP, NYH
COMMON /SVOD02/ HU, NCFN, NETF, NFE, NJE, NLU, NNI, NQU, NST
C
DATA CCMAX /0.3E0/, CRDOWN /0.3E0/, MAXCOR /3/, MSBP /20/,
1 RDIV /2.0E0/
DATA ONE /1.0E0/, TWO /2.0E0/, ZERO /0.0E0/
C-----------------------------------------------------------------------
C On the first step, on a change of method order, or after a
C nonlinear convergence failure with NFLAG = -2, set IPUP = MITER
C to force a Jacobian update when MITER .ne. 0.
C-----------------------------------------------------------------------
IF (JSTART .EQ. 0) NSLP = 0
IF (NFLAG .EQ. 0) ICF = 0
IF (NFLAG .EQ. -2) IPUP = MITER
IF ( (JSTART .EQ. 0) .OR. (JSTART .EQ. -1) ) IPUP = MITER
C If this is functional iteration, set CRATE .eq. 1 and drop to 220
IF (MITER .EQ. 0) THEN
CRATE = ONE
GO TO 220
ENDIF
C-----------------------------------------------------------------------
C RC is the ratio of new to old values of the coefficient H/EL(2)=h/l1.
C When RC differs from 1 by more than CCMAX, IPUP is set to MITER
C to force SVJAC to be called, if a Jacobian is involved.
C In any case, SVJAC is called at least every MSBP steps.
C-----------------------------------------------------------------------
DRC = ABS(RC-ONE)
IF (DRC .GT. CCMAX .OR. NST .GE. NSLP+MSBP) IPUP = MITER
C-----------------------------------------------------------------------
C Up to MAXCOR corrector iterations are taken. A convergence test is
C made on the r.m.s. norm of each correction, weighted by the error
C weight vector EWT. The sum of the corrections is accumulated in the
C vector ACOR(i). The YH array is not altered in the corrector loop.
C-----------------------------------------------------------------------
220 M = 0
DELP = ZERO
CALL CH_SCOPY (N, YH(1,1), 1, Y, 1 )
C
C*UPG*MNH
C
CALL F (N, TN, Y, SAVF, RPAR, IPAR, KMI, KINDEX)
C
C*UPG*MNH
C
NFE = NFE + 1
IF (IPUP .LE. 0) GO TO 250
C-----------------------------------------------------------------------
C If indicated, the matrix P = I - h*rl1*J is reevaluated and
C preprocessed before starting the corrector iteration. IPUP is set
C to 0 as an indicator that this has been done.
C-----------------------------------------------------------------------
CALL SVJAC (Y, YH, LDYH, EWT, ACOR, SAVF, WM, IWM, F, JAC, IERPJ,
1 RPAR, IPAR, KMI, KINDEX)
IPUP = 0
RC = ONE
DRC = ZERO
CRATE = ONE
NSLP = NST
C If matrix is singular, take error return to force cut in step size. --
IF (IERPJ .NE. 0) GO TO 430
250 DO 260 I = 1,N
260 ACOR(I) = ZERO
C This is a looping point for the corrector iteration. -----------------
270 IF (MITER .NE. 0) GO TO 350
C-----------------------------------------------------------------------
C In the case of functional iteration, update Y directly from
C the result of the last function evaluation.