Fortran toolkit

Borja Petit

broyden

subroutine broyden(j1,j0,x1,x0,f1,f0)
  implicit none
  real(kind=8) , intent(in)  :: x1(:)    ! input: initial value of x
  real(kind=8) , intent(in)  :: x0(:)    ! input: final value of x
  real(kind=8) , intent(in)  :: f1(:)    ! input: value of function at x = x0
  real(kind=8) , intent(in)  :: f0(:)    ! input: value of function at x = x1
  real(kind=8) , intent(in)  :: j0(:,:)  ! input: jacobian at x = x0
  real(kind=8) , intent(out) :: j1(:,:)  ! output: updated jacobian

This subroutine applies the Boryden’s method to update a Jacobian matrix. You can learn more about this method in this link. In particular, this subroutine returns an opproximation to the jacobian matrix around the point x = x1, without function evaluations.

The user must supply a pair of points x0 and x1, the value of the function evaluated at those points f0 and f1, and the jacobian matrix j0 evaluated at x0.

Note: this function is used in lmmin

Dependencies: none

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