File DRTMI.FT (FORTRAN source file)

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C
C     ..................................................................
C
C        SUBROUTINE DRTMI
C
C        PURPOSE
C           TO SOLVE GENERAL NONLINEAR EQUATIONS OF THE FORM FCT(X)=0
C           BY MEANS OF MUELLER-S ITERATION METHOD.
C
C        USAGE
C           CALL DRTMI (X,F,FCT,XLI,XRI,EPS,IEND,IER)
C           PARAMETER FCT REQUIRES AN EXTERNAL STATEMENT.
C
C        DESCRIPTION OF PARAMETERS
C           X      - DOUBLE PRECISION RESULTANT ROOT OF EQUATION
C                    FCT(X)=0.
C           F      - DOUBLE PRECISION RESULTANT FUNCTION VALUE
C                    AT ROOT X.
C           FCT    - NAME OF THE EXTERNAL DOUBLE PRECISION FUNCTION
C                    SUBPROGRAM USED.
C           XLI    - DOUBLE PRECISION INPUT VALUE WHICH SPECIFIES THE
C                    INITIAL LEFT BOUND OF THE ROOT X.
C           XRI    - DOUBLE PRECISION INPUT VALUE WHICH SPECIFIES THE
C                    INITIAL RIGHT BOUND OF THE ROOT X.
C           EPS    - SINGLE PRECISION INPUT VALUE WHICH SPECIFIES THE
C                    UPPER BOUND OF THE ERROR OF RESULT X.
C           IEND   - MAXIMUM NUMBER OF ITERATION STEPS SPECIFIED.
C           IER    - RESULTANT ERROR PARAMETER CODED AS FOLLOWS
C                     IER=0 - NO ERROR,
C                     IER=1 - NO CONVERGENCE AFTER IEND ITERATION STEPS
C                             FOLLOWED BY IEND SUCCESSIVE STEPS OF
C                             BISECTION,
C                     IER=2 - BASIC ASSUMPTION FCT(XLI)*FCT(XRI) LESS
C                             THAN OR EQUAL TO ZERO IS NOT SATISFIED.
C
C        REMARKS
C           THE PROCEDURE ASSUMES THAT FUNCTION VALUES AT INITIAL
C           BOUNDS XLI AND XRI HAVE NOT THE SAME SIGN. IF THIS BASIC
C           ASSUMPTION IS NOT SATISFIED BY INPUT VALUES XLI AND XRI, THE
C           PROCEDURE IS BYPASSED AND GIVES THE ERROR MESSAGE IER=2.
C
C        SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
C           THE EXTERNAL DOUBLE PRECISION FUNCTION SUBPROGRAM FCT(X)
C           MUST BE FURNISHED BY THE USER.
C
C        METHOD
C           SOLUTION OF EQUATION FCT(X)=0 IS DONE BY MEANS OF MUELLER-S
C           ITERATION METHOD OF SUCCESSIVE BISECTIONS AND INVERSE
C           PARABOLIC INTERPOLATION, WHICH STARTS AT THE INITIAL BOUNDS
C           XLI AND XRI. CONVERGENCE IS QUADRATIC IF THE DERIVATIVE OF
C           FCT(X) AT ROOT X IS NOT EQUAL TO ZERO. ONE ITERATION STEP
C           REQUIRES TWO EVALUATIONS OF FCT(X). FOR TEST ON SATISFACTORY
C           ACCURACY SEE FORMULAE (3,4) OF MATHEMATICAL DESCRIPTION.
C           FOR REFERENCE, SEE G. K. KRISTIANSEN, ZERO OF ARBITRARY
C           FUNCTION, BIT, VOL. 3 (1963), PP.205-206.
C
C     ..................................................................
C
      SUBROUTINE DRTMI(X,F,FCT,XLI,XRI,EPS,IEND,IER)
C
C
      DOUBLE PRECISION X,F,FCT,XLI,XRI,XL,XR,FL,FR,TOL,TOLF,A,DX,XM,FM
C
C     PREPARE ITERATION
      IER=0
      XL=XLI
      XR=XRI
      X=XL
      TOL=X
      F=FCT(TOL)
      IF(F)1,16,1
    1 FL=F
      X=XR
      TOL=X
      F=FCT(TOL)
      IF(F)2,16,2
    2 FR=F
      IF(DSIGN(1.D0,FL)+DSIGN(1.D0,FR))25,3,25
C
C     BASIC ASSUMPTION FL*FR LESS THAN 0 IS SATISFIED.
C     GENERATE TOLERANCE FOR FUNCTION VALUES.
    3 I=0
      TOLF=100.*EPS
C
C
C     START ITERATION LOOP
    4 I=I+1
C
C     START BISECTION LOOP
      DO 13 K=1,IEND
      X=.5D0*(XL+XR)
      TOL=X
      F=FCT(TOL)
      IF(F)5,16,5
    5 IF(DSIGN(1.D0,F)+DSIGN(1.D0,FR))7,6,7
C
C     INTERCHANGE XL AND XR IN ORDER TO GET THE SAME SIGN IN F AND FR
    6 TOL=XL
      XL=XR
      XR=TOL
      TOL=FL
      FL=FR
      FR=TOL
    7 TOL=F-FL
      A=F*TOL
      A=A+A
      IF(A-FR*(FR-FL))8,9,9
    8 IF(I-IEND)17,17,9
    9 XR=X
      FR=F
C
C     TEST ON SATISFACTORY ACCURACY IN BISECTION LOOP
      TOL=EPS
      A=DABS(XR)
      IF(A-1.D0)11,11,10
   10 TOL=TOL*A
   11 IF(DABS(XR-XL)-TOL)12,12,13
   12 IF(DABS(FR-FL)-TOLF)14,14,13
   13 CONTINUE
C     END OF BISECTION LOOP
C
C     NO CONVERGENCE AFTER IEND ITERATION STEPS FOLLOWED BY IEND
C     SUCCESSIVE STEPS OF BISECTION OR STEADILY INCREASING FUNCTION
C     VALUES AT RIGHT BOUNDS. ERROR RETURN.
      IER=1
   14 IF(DABS(FR)-DABS(FL))16,16,15
   15 X=XL
      F=FL
   16 RETURN
C
C     COMPUTATION OF ITERATED X-VALUE BY INVERSE PARABOLIC INTERPOLATION
   17 A=FR-F
      DX=(X-XL)*FL*(1.D0+F*(A-TOL)/(A*(FR-FL)))/TOL
      XM=X
      FM=F
      X=XL-DX
      TOL=X
      F=FCT(TOL)
      IF(F)18,16,18
C
C     TEST ON SATISFACTORY ACCURACY IN ITERATION LOOP
   18 TOL=EPS
      A=DABS(X)
      IF(A-1.D0)20,20,19
   19 TOL=TOL*A
   20 IF(DABS(DX)-TOL)21,21,22
   21 IF(DABS(F)-TOLF)16,16,22
C
C     PREPARATION OF NEXT BISECTION LOOP
   22 IF(DSIGN(1.D0,F)+DSIGN(1.D0,FL))24,23,24
   23 XR=X
      FR=F
      GO TO 4
   24 XL=X
      FL=F
      XR=XM
      FR=FM
      GO TO 4
C     END OF ITERATION LOOP
C
C
C     ERROR RETURN IN CASE OF WRONG INPUT DATA
   25 IER=2
      RETURN
      END



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