NLSCON package - release 2.3 at January 3, 1992

Description of the package:
---------------------------

The NLSCON package consists of the files listed and briefly described
below:

filename    contents of file

nlscon.f    NLSCON standard user interface and internal subroutines,

wnorm.f     Norm computation subroutine used for termination criteria.

main_nlscon.f    An example main program illustrating the usage of NLSCON.

linalg_nlscon.f Linear algebra routines (deccon,solcon).

zibmon.f    Monitor.

zibsec.f    Time routine ZIBSEC.

zibconst.f   Machine constants ZIBCONST.

makefile    An input file to the UNIX make utility containing informa-
            tion how to build the executable program nlscon.

readme      This information.

nlscon_out.nrm  Example monitor output of program run of nlscon.

nlscon_out.nrm  Example data output of program run of nlscon.


To build the executable test program, you need to compile and to link:

main_nlscon.f, nlscon.f, linalg_nlscon.f, zibmon.f, zibsec.f, and
   zibconst.f.

Under UNIX with the make-utility, for example simply type in:
make         -   to build program nlscon.

Note that a few adaptations may be necessary to utilize the code for
your computer at hand. Please examine the two subroutines ZIBCONST and
ZIBSEC. Probably, you need to adapt ZIBCONST to correspond to the arithmetic 
of your computer. If you want to obtain time measurements from the time
monitor, you must supply a "time stamp", measured in seconds, through the 
argument of the subroutine zibsec.
If you replace version 2.2 with the new one and if you examine the
output values from RWK (e.g. CONV, SUMX, DLEVF), please notice that
the positions of some RWK output values have been changed.

What is new within the current release?
---------------------------------------

An optionally callable a posteriori statistical analysis routine has
been included within release 2.3.2. For the estimated parameters,
the covariance matrix and confidence intervals are computed and stored 
to the workspace array. Optionally, these data may be also "pretty printed"
out - together with additionally the correlation coefficients and standard
deviation of the parameters.

A lot of improvements have been included within release 2.3 of NLSCON
since the previous release 2.2. They are shortly summarized below:

- The time monitor, which can be used to measure the performance
  of the package and of the users problem subroutines -
  see IOPT(19), IOPT(20) and subroutine ZIBSEC
- An optionally selectable bounded damping strategy which can be helpful
  for solving extremely nonlinear problems -
  see IOPT(38) (also IOPT(31)) and RWK(20)
- If the user problem function FCN returns IERR=1, indicating that
  F(X1) cannot be evaluated for the given X1, a damping factor reduction
  is done and F is tried to be evaluated again with a different argument
  X2. The degree of reduction of the damping factor may be also
  controlled by the user - see description of FCN
- Certain characteristic internal parameters of the numerical approxi-
  mation subroutines may be altered now easily by the user -
  see RWK(26), RWK(27), RWK(28), RWK(29)
- The computation of the norm which is used in connection with the
  convergence termination criterion, is now separated in the function
  subroutine WNORM and may be easily exchanged.
- The estimates of the incompatibility factor kappa and the achieved
  relative accuracy may now be examined by the calling program -
  see RWK(31), RWK(32).

Further minor changes:

- The default value for IOPT(3) (JACGEN) is now 2 (Jacobian by numerical
  approximation  w i t h o u t  feedback device).
- RWK positions, which have been changed:
  name     new   old
  CONV     17    24
  SUMX     18    26
  DLEVF    19    27
  SIGMA2   24    28



 
