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*
* $Id: mnhes1.F,v 1.1.1.1 1996/03/07 14:31:30 mclareni Exp $
*
* $Log: mnhes1.F,v $
* Revision 1.1.1.1 1996/03/07 14:31:30 mclareni
* Minuit
*
*
SUBROUTINE MNHES1(FCN,FUTIL)
*
* $Id: d506dp.inc,v 1.1.1.1 1996/03/07 14:31:32 mclareni Exp $
*
* $Log: d506dp.inc,v $
* Revision 1.1.1.1 1996/03/07 14:31:32 mclareni
* Minuit
*
*
*
*
* d506dp.inc
*
C ************ DOUBLE PRECISION VERSION *************
IMPLICIT DOUBLE PRECISION (A-H,O-Z)
CC Called from MNHESS and MNGRAD
CC Calculate first derivatives (GRD) and uncertainties (DGRD)
CC and appropriate step sizes GSTEP
*
* $Id: d506cm.inc,v 1.1.1.1 1996/03/07 14:31:32 mclareni Exp $
*
* $Log: d506cm.inc,v $
* Revision 1.1.1.1 1996/03/07 14:31:32 mclareni
* Minuit
*
*
*
*
* d506cm.inc
*
PARAMETER (MNE=100 , MNI=50)
PARAMETER (MNIHL=MNI*(MNI+1)/2)
CHARACTER*10 CPNAM
COMMON
1/MN7NAM/ CPNAM(MNE)
2/MN7EXT/ U(MNE) ,ALIM(MNE) ,BLIM(MNE)
3/MN7ERR/ ERP(MNI) ,ERN(MNI) ,WERR(MNI) ,GLOBCC(MNI)
4/MN7INX/ NVARL(MNE) ,NIOFEX(MNE),NEXOFI(MNI)
5/MN7INT/ X(MNI) ,XT(MNI) ,DIRIN(MNI)
6/MN7FX2/ XS(MNI) ,XTS(MNI) ,DIRINS(MNI)
7/MN7DER/ GRD(MNI) ,G2(MNI) ,GSTEP(MNI) ,GIN(MNE) ,DGRD(MNI)
8/MN7FX3/ GRDS(MNI) ,G2S(MNI) ,GSTEPS(MNI)
9/MN7FX1/ IPFIX(MNI) ,NPFIX
A/MN7VAR/ VHMAT(MNIHL)
B/MN7VAT/ VTHMAT(MNIHL)
C/MN7SIM/ P(MNI,MNI+1),PSTAR(MNI),PSTST(MNI) ,PBAR(MNI),PRHO(MNI)
C
PARAMETER (MAXDBG=10, MAXSTK=10, MAXCWD=20, MAXP=30, MAXCPT=101)
PARAMETER (ZERO=0.0, ONE=1.0, HALF=0.5)
COMMON
D/MN7NPR/ MAXINT ,NPAR ,MAXEXT ,NU
E/MN7IOU/ ISYSRD ,ISYSWR ,ISYSSA ,NPAGWD ,NPAGLN ,NEWPAG
E/MN7IO2/ ISTKRD(MAXSTK) ,NSTKRD ,ISTKWR(MAXSTK) ,NSTKWR
F/MN7TIT/ CFROM ,CSTATU ,CTITL ,CWORD ,CUNDEF ,CVRSN ,COVMES
G/MN7FLG/ ISW(7) ,IDBG(0:MAXDBG) ,NBLOCK ,ICOMND
H/MN7MIN/ AMIN ,UP ,EDM ,FVAL3 ,EPSI ,APSI ,DCOVAR
I/MN7CNV/ NFCN ,NFCNMX ,NFCNLC ,NFCNFR ,ITAUR,ISTRAT,NWRMES(2)
J/MN7ARG/ WORD7(MAXP)
K/MN7LOG/ LWARN ,LREPOR ,LIMSET ,LNOLIM ,LNEWMN ,LPHEAD
L/MN7CNS/ EPSMAC ,EPSMA2 ,VLIMLO ,VLIMHI ,UNDEFI ,BIGEDM,UPDFLT
M/MN7RPT/ XPT(MAXCPT) ,YPT(MAXCPT)
N/MN7CPT/ CHPT(MAXCPT)
o/MN7XCR/ XMIDCR ,YMIDCR ,XDIRCR ,YDIRCR ,KE1CR ,KE2CR
CHARACTER CTITL*50, CWORD*(MAXCWD), CUNDEF*10, CFROM*8,
+ CVRSN*6, COVMES(0:3)*22, CSTATU*10, CHPT*1
LOGICAL LWARN, LREPOR, LIMSET, LNOLIM, LNEWMN, LPHEAD
EXTERNAL FCN,FUTIL
LOGICAL LDEBUG
CHARACTER CBF1*22
LDEBUG = (IDBG(5) .GE. 1)
IF (ISTRAT .LE. 0) NCYC = 1
IF (ISTRAT .EQ. 1) NCYC = 2
IF (ISTRAT .GT. 1) NCYC = 6
IDRV = 1
NPARX = NPAR
DFMIN = 4.*EPSMA2*(ABS(AMIN)+UP)
C main loop over parameters
DO 100 I= 1, NPAR
XTF = X(I)
DMIN = 4.*EPSMA2*ABS(XTF)
EPSPRI = EPSMA2 + ABS(GRD(I)*EPSMA2)
OPTSTP = SQRT(DFMIN/(ABS(G2(I))+EPSPRI))
D = 0.2 * ABS(GSTEP(I))
IF (D .GT. OPTSTP) D = OPTSTP
IF (D .LT. DMIN) D = DMIN
CHGOLD = 10000.
C iterate reducing step size
DO 50 ICYC= 1, NCYC
X(I) = XTF + D
CALL MNINEX(X)
CALL FCN(NPARX,GIN,FS1,U,4,FUTIL)
NFCN = NFCN + 1
X(I) = XTF - D
CALL MNINEX(X)
CALL FCN(NPARX,GIN,FS2,U,4,FUTIL)
NFCN = NFCN + 1
X(I) = XTF
C check if step sizes appropriate
SAG = 0.5*(FS1+FS2-2.0*AMIN)
GRDOLD = GRD(I)
GRDNEW = (FS1-FS2)/(2.0*D)
DGMIN = EPSMAC*(ABS(FS1)+ABS(FS2))/D
IF (LDEBUG) WRITE (ISYSWR,11) I,IDRV,GSTEP(I),D,G2(I),GRDNEW,SAG
11 FORMAT (I4,I2,6G12.5)
IF (GRDNEW .EQ. ZERO) GO TO 60
CHANGE = ABS((GRDOLD-GRDNEW)/GRDNEW)
IF (CHANGE.GT.CHGOLD .AND. ICYC.GT.1) GO TO 60
CHGOLD = CHANGE
GRD(I) = GRDNEW
GSTEP(I) = SIGN(D,GSTEP(I))
C decrease step until first derivative changes by <5%
IF (CHANGE .LT. 0.05) GO TO 60
IF (ABS(GRDOLD-GRDNEW) .LT. DGMIN) GO TO 60
IF (D .LT. DMIN) THEN
CALL MNWARN('D','MNHES1','Step size too small for 1st drv.')
GO TO 60
ENDIF
D = 0.2*D
50 CONTINUE
C loop satisfied = too many iter
WRITE (CBF1,'(2G11.3)') GRDOLD,GRDNEW
CALL MNWARN('D','MNHES1','Too many iterations on D1.'//CBF1)
60 CONTINUE
DGRD(I) = MAX(DGMIN,ABS(GRDOLD-GRDNEW))
100 CONTINUE
C end of first deriv. loop
CALL MNINEX(X)
RETURN
END

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