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Namespace MathEx
Public Class Broyden
Shared Sub broydn(ByVal N As Integer, ByVal X As Double(), ByVal F As Double(), ByRef P As Double(),
ByRef XB As Double(), ByRef FB As Double(), ByRef H As Double(,), ByRef IFLAG As Integer)
'
'**********************************************************************
'
' N = NUMBER OF EQUATIONS
' X(N) = CURRENT VALUE OF X, INITAL GUESS X0 ON FIRST CALL
' THE VALUE OF X IS NOT UPDATED AND MUST BE UPDATED IN
' CALLING PROGRAM
' F(N) = VALUE OF F(X) MUST BE PROVIDED ON ALL CALLS
' P(N) = STEP PREDICTED BY BROYDN (USED TO UPDATE X)
' THE NEW VALUE OF X IS X+P
' XB(N) = RETENTION FOR X VECTOR
' FB(N) = RETENTION FOR F VECTOR
' H(N,N) = BROYDEN H MATRIX IT MUST BE INITIALIZED TO A CLOSE
' J(X0)**-1 OR IDENTITY MATRIX
' IFLAG = CALCULATION CONTROL FLAG
' 0 INITIAL CALL, NO H UPDATE
' 1 UPDATE CALL, NO H DAMPING
'
Dim I As Short
Dim J As Short
Dim PTP As Double
Dim PTH As Double
Dim THETA As Double
Dim PTHY As Double
Dim PTHF As Double
Dim HY As Double
Dim DENOM As Double
'
' INITIAL CALL
'
If (IFLAG <> 0) Then
PTP = 0.0#
'
For I = 0 To N 'do 30 I=1,N
P(I) = X(I) - XB(I)
PTP = PTP + P(I) * P(I)
HY = 0.0#
For J = 0 To N ' DO 20 J=1,N
HY = HY + H(I, J) * (F(J) - FB(J))
20: Next J
XB(I) = HY - P(I)
30: Next I
PTHY = 0.0#
PTHF = 0.0#
'
For I = 0 To N ' DO 40 I=1,N
PTH = 0.0#
For J = 0 To N ' DO 35 J=1,N
PTH = PTH + P(J) * H(J, I)
35: Next J
PTHY = PTHY + PTH * (F(I) - FB(I))
PTHF = PTHF + PTH * F(I)
FB(I) = PTH
40: Next I
THETA = 1.0#
'
DENOM = (1.0# - THETA) * PTP + THETA * PTHY
'
For I = 0 To N ' DO 50 I=1,N
For J = 0 To N ' DO 50 J=1,N
H(I, J) = H(I, J) - THETA * XB(I) * FB(J) / DENOM
Next J
50: Next I
'
End If
For I = 0 To N ' DO 70 I=1,N
XB(I) = X(I)
FB(I) = F(I)
P(I) = 0.0#
'
For J = 0 To N ' DO 70 J=1,N
P(I) = P(I) - H(I, J) * F(J)
Next J
70: Next I
''
End Sub
End Class
End Namespace
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