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https://github.com/pfloos/quack
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68 lines
1.3 KiB
Fortran
68 lines
1.3 KiB
Fortran
subroutine Newton(nWSq,gradient,hessian,cWeight)
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! Calculate the Green functions
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implicit none
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! Input variables
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integer,intent(in) :: nWSq
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double precision,intent(in) :: gradient(nWSq),hessian(nWSq,nWSq)
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! Local variables
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integer :: info
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integer,allocatable :: ipiv(:)
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double precision,allocatable :: scr(:),eigval(:),eigvec(:,:)
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! Output variables
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double precision,intent(inout):: cWeight(nWSq)
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! Memory allocation
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allocate(ipiv(nWSq),scr(3*nWsq),eigval(nWSq),eigvec(nWSq,nWSq))
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! Compute eigenvectors and eigenvalues
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eigvec = hessian
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call dsyev('V','U',nWSq,eigvec,nWSq,eigval,scr,3*nWSq,info)
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if(info /= 0)then
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write(*,*) ' Problem with dsyev!'
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stop
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endif
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write(*,*)
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write(*,*) 'Eigenvalues of hessian'
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call matout(nWSq,1,eigval)
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write(*,*)
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! write(*,*) 'Eigenvectors of hessian'
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! call matout(nWSq,1,eigval)
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! write(*,*)
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! Compute inverse of the hessian
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call dgetrf(nWSq,nWSq,hessian,nWSq,ipiv,info)
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if(info /= 0) then
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write(*,*) ' Problem in dgetrf!'
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stop
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endif
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call dgetri(nWSq,hessian,nWSq,ipiv,scr,nWSq,info)
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if(info /= 0) then
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write(*,*) ' Problem in dgetri!'
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stop
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endif
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print*,'inverse hessian'
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call matout(nWSq,nWSq,hessian)
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! Compute new coefficients
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cWeight = cWeight - matmul(hessian,gradient)
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end subroutine Newton
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