minuit.f

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*
* $Id: minuit.F,v 1.1.1.1 1996/03/07 14:31:28 mclareni Exp $
*
* $Log: minuit.F,v $
* Revision 1.1.1.1  1996/03/07 14:31:28  mclareni
* Minuit
*
*
      SUBROUTINE minuit(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)
*
* $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
C
C  CPNAM   Parameter name (10 characters)
C  U       External (visible to user in FCN) value of parameter
C  ALIM, BLIM Lower and upper parameter limits. If both zero, no limits.
C  ERP,ERN Positive and negative MINOS errors, if calculated.
C  WERR    External parameter error (standard deviation, defined by UP)
C  GLOBCC  Global Correlation Coefficient
C  NVARL   =-1 if parameter undefined,      =0 if constant,
C          = 1 if variable without limits,  =4 if variable with limits
C   (Note that if parameter has been fixed, NVARL=1 or =4, and NIOFEX=0)
C  NIOFEX  Internal parameter number, or zero if not currently variable
C  NEXOFI  External parameter number for currently variable parameters
C  X, XT   Internal parameter values (X are sometimes saved in XT)
C  DIRIN   (Internal) step sizes for current step
C  variables with names ending in ..S are saved values for fixed params
C  VHMAT   (Internal) error matrix stored as Half MATrix, since
C                it is symmetric
C  VTHMAT  VHMAT is sometimes saved in VTHMAT, especially in MNMNOT
C
C  ISW definitions:
C      ISW(1) =0 normally, =1 means CALL LIMIT EXCEEDED
C      ISW(2) =0 means no error matrix
C             =1 means only approximate error matrix
C             =2 means full error matrix, but forced pos-def.
C             =3 means good normal full error matrix exists
C      ISW(3) =0 if Minuit is calculating the first derivatives
C             =1 if first derivatives calculated inside FCN
C      ISW(4) =-1 if most recent minimization did not converge.
C             = 0 if problem redefined since most recent minimization.
C             =+1 if most recent minimization did converge.
C      ISW(5) is the PRInt level.  See SHO PRIntlevel
C      ISW(6) = 0 for batch mode, =1 for interactive mode
C                      =-1 for originally interactive temporarily batch
C
C  LWARN is true if warning messges are to be put out (default=true)
C            SET WARN turns it on, set NOWarn turns it off
C  LREPOR is true if exceptional conditions are put out (default=false)
C            SET DEBUG turns it on, SET NODebug turns it off
C  LIMSET is true if a parameter is up against limits (for MINOS)
C  LNOLIM is true if there are no limits on any parameters (not yet used)
C  LNEWMN is true if the previous process has unexpectedly improved FCN
C  LPHEAD is true if a heading should be put out for the next parameter
C        definition, false if a parameter has just been defined
C
      EXTERNAL fcn,futil
      CHARACTER*40 CWHYXT
      DATA cwhyxt/'FOR UNKNOWN REASONS                     '/
      DATA jsysrd,jsyswr,jsyssa/5,6,7/
C                                 . . . . . . . . . . initialize minuit
      WRITE (jsyswr,'(1X,75(1H*))')
      CALL mninit (jsysrd,jsyswr,jsyssa)
C                                      . . . . initialize new data block
  100 CONTINUE
      WRITE (isyswr,'(1X,75(1H*))')
      nblock = nblock + 1
      WRITE (isyswr,'(26X,A,I4)')  'MINUIT DATA BLOCK NO.',nblock
      WRITE (isyswr,'(1X,75(1H*))')
C               . . . . . . . . . . .   set parameter lists to undefined
      CALL mncler
C                                             . . . . . . . . read title
      CALL mnread(fcn,1,iflgut,futil)
      IF (iflgut .EQ. 2)  GO TO 500
      IF (iflgut .EQ. 3)  GO TO 600
C                                        . . . . . . . . read parameters
      CALL mnread(fcn,2,iflgut,futil)
      IF (iflgut .EQ. 2)  GO TO 500
      IF (iflgut .EQ. 3)  GO TO 600
      IF (iflgut .EQ. 4)  GO TO 700
C                              . . . . . . verify FCN not time-dependent
      WRITE (isyswr,'(/A,A)') ' MINUIT: FIRST CALL TO USER FUNCTION,',
     +    ' WITH IFLAG=1'
      nparx = npar
      CALL mninex(x)
      fzero = undefi
      CALL fcn(nparx,gin,fzero,u,1,futil)
      first = undefi
      CALL fcn(nparx,gin,first,u,4,futil)
      nfcn = 2
      IF (fzero.EQ.undefi .AND. first.EQ.undefi)  THEN
          cwhyxt = 'BY ERROR IN USER FUNCTION.  '
          WRITE (isyswr,'(/A,A/)') ' USER HAS NOT CALCULATED FUNCTION',
     +    ' VALUE WHEN IFLAG=1 OR 4'
          GO TO 800
      ENDIF
      amin = first
      IF (first .EQ. undefi) amin=fzero
      CALL mnprin(1,amin)
      nfcn = 2
      IF (first .EQ. fzero)  GO TO 300
      fnew = 0.0
      CALL fcn(nparx,gin,fnew,u,4,futil)
      IF  (fnew .NE. amin) WRITE (isyswr,280) amin, fnew
  280 FORMAT (/' MINUIT WARNING: PROBABLE ERROR IN USER FUNCTION.'/
     +         ' FOR FIXED VALUES OF PARAMETERS, FCN IS TIME-DEPENDENT'/
     +         ' F =',e22.14,' FOR FIRST CALL'/
     +         ' F =',e22.14,' FOR SECOND CALL.'/)
      nfcn = 3
  300 fval3 = 2.0*amin+1.0
C                                   . . . . . . . . . . . read commands
      CALL mnread(fcn,3,iflgut,futil)
      IF (iflgut .EQ. 2)  GO TO 500
      IF (iflgut .EQ. 3)  GO TO 600
      IF (iflgut .EQ. 4)  GO TO 700
      cwhyxt = 'BY MINUIT COMMAND: '//cword
      IF (index(cword,'STOP').GT. 0)  GO TO 800
      IF (index(cword,'EXI') .GT. 0)  GO TO 800
      IF (index(cword,'RET') .EQ. 0)  GO TO 100
      cwhyxt = 'AND RETURNS TO USER PROGRAM.    '
      WRITE (isyswr,'(A,A)')  ' ..........MINUIT TERMINATED ',cwhyxt
      RETURN
C                                           . . . . . . stop conditions
  500 CONTINUE
      cwhyxt = 'BY END-OF-DATA ON PRIMARY INPUT FILE.   '
      GO TO 800
  600 CONTINUE
      cwhyxt = 'BY UNRECOVERABLE READ ERROR ON INPUT.   '
      GO TO 800
  700 CONTINUE
      cwhyxt = ': FATAL ERROR IN PARAMETER DEFINITIONS. '
  800 WRITE (isyswr,'(A,A)')  ' ..........MINUIT TERMINATED ',cwhyxt
      stop
C
C  ......................entry to set unit numbers  - - - - - - - - - -
      entry mintio(i1,i2,i3)
      jsysrd = i1
      jsyswr = i2
      jsyssa = i3
      RETURN
      END