Module UMCGG in IMSLM

• IMSLM Information

• Components
  • Documentation from ITL
  • Example from ITL

UMCGG

 
Minimize a function of N variables using a conjugate gradient algorithm and a
user-supplied gradient.
 
Classes  :  G1b1b . Unconstrained optimization of a smooth multivariate
                  function, user provides first derivatives
 
Type     : Fortran subroutine in IMSLM library.
Access   : Proprietary. Many implementations available.
Precision: Single.
 
Usage    : CALL UMCGG (FCN, GRAD, N, XGUESS, GRADTL, MAXFN, DFPRED, X, G, FVALUE)
 
Details  : Documentation Example
Sites    : (1) ITL
 

Implementation of UMCGG from IMSLM on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Single. (Double: DUMCGG)
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : Login to spruce.nist.gov and see ITL How-To for
                  information on how to setup your environment and link.
   Documentation: cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/umcgg
   Example      : cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/umcgg