c Copyright (C) 2008 VZLU Prague, a.s., Czech Republic c c Author: Jaroslav Hajek <highegg@gmail.com> c c This file is part of OctGPR. c c OctGPR is free software; you can redistribute it and/or modify c it under the terms of the GNU General Public License as published by c the Free Software Foundation; either version 2 of the License, or c (at your option) any later version. c c This program is distributed in the hope that it will be useful, c but WITHOUT ANY WARRANTY; without even the implied warranty of c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the c GNU General Public License for more details. c c You should have received a copy of the GNU General Public License c along with this software; see the file COPYING. If not, see c <http://www.gnu.org/licenses/>. c subroutine sr1upd(uplo,n,s,y,B) c purpose: update a variable metric matrix (in upper packed c storage) using the Powell's SR1 update. c c arguments: c uplo (in) whether B is in lower or upper storage c n (in) problem dimension c s (in) the step just taken c y (io) gradient difference c (overwritten by secant residual vector) c B (io) symmetric packed matrix c character uplo integer n double precision s(n),y(n),B(*) external dlamch,ddot,dspmv,dspr double precision dlamch,ddot,dnrm2,ry,eps c create residual vector call dspmv(uplo,n,-1d0,B,s,1,1d0,y,1) c calculate the denominator ry = ddot(n,y,1,s,1) c calculate safeguard eps = sqrt(dlamch('E')) eps = eps * dnrm2(n,s,1) * dnrm2(n,y,1) c update if (abs(ry) > eps) then call dspr(uplo,n,1/ry,y,1,B) end if end subroutine

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