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mirror of https://github.com/pfloos/quack synced 2024-11-19 04:22:39 +01:00
quack/src/MC/Newton.f90

68 lines
1.3 KiB
Fortran

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