KINSOL - SLICOT Library Routine Documentation

## KINSOL

### Solving a nonlinear system of equations using Krylov Inexact Newton techniques

[Specification] [Arguments] [Method] [References] [Comments] [Example]

Purpose

      To solve a nonlinear system of equations F(u)=0, where F(u) is
                                 n    n
      a nonlinear function from R to R , using Krylov Inexact Newton
      techniques.

Specification

          SUBROUTINE KINSOL (GSTRAT, LINSU, NEQ, OPTIN, MAXL, MAXLRST,
         &                   MSBPRE, UU, USCALE, FSCALE, CONSTR,
         &                   IOPT, ROPT, TOL1, TOL2, INFO)
    C     .. Scalar Arguments ..
          LOGICAL           OPTIN
          INTEGER           INFO, GSTRAT, MAXL, MAXLRST, MSBPRE, NEQ
          DOUBLE PRECISION  TOL1, TOL2
    C     .. Array Arguments ..
          INTEGER           IOPT(40)
          DOUBLE PRECISION  CONSTR(NEQ), FSCALE(NEQ), ROPT(40), USCALE(NEQ),
         $                  UU(NEQ)

Arguments

Input/Output Parameters

      GSTRAT  (input) INTEGER
              Indicates the global strategy to apply the computed
              increment delta in the solution UU.  Choices are:
              0 - Inexact Newton.
              1 - Linesearch.

      LINSU   SUBROUTINE
              Linear Solver Set-up Routine. This is the KINSOL routine
              to be called to set-up the linear solver. The user should
              specify here one of the 6 different Fortran-callable
              routines provided by KINSOL for this purpose. The choice
              to be used depends on which of the optional user-defined
              routines are provided by the user (see User-defined
              routines below).
              LINSU can be one of the following routines: FKINSPGMR00,
              FKINSPGMR01, FKINSPGMR10, FKINSPGMR11, FKINSPGMR20, and
              FKINSPGMR21, where the first digit in the name of the
              function is: 0 if neither KPSOL nor KPRECO routines are
              provided; 1 if only the preconditioner solve routine
              (KPSOL) is provided; and 2 if both the preconditioner
              solve (KPSOL) and setup (KPRECO) routines are provided.
              The second digit is: 0 if a function FATIMES is not
              provided; and 1 if a function FATIMES is provided.

      NEQ     (input) INTEGER
              Number of equations (and unknowns) in the algebraic
              system.

      OPTIN   (input) LOGICAL
              Flag indicating whether optional inputs from the user in
              the arrays IOPT and ROPT are to be used.
              Pass FALSE to ignore all optional inputs and TRUE to use
              all optional inputs that are present. Either choice does
              NOT affect outputs in other positions of IOPT or ROPT.

      MAXL    (input) INTEGER
              Maximum Krylov dimension for the Linear Solver. Pass 0
              to use the default value MIN(Neq, 10).

      MAXLRST (input) INTEGER
              Maximum number of linear solver restarts allowed. Values
              outside the range 0 to 2*NEQ/MAXL will be restricted to
              that range. 0, meaning no restarts, is a safe starting
              value.

      MSBPRE  (input) INTEGER
              Maximum number of steps calling the solver KPSOL
              without calling the preconditioner KPRECO. (The default is
              10).

      UU      (input/output) DOUBLE PRECISION array, dimension (NEQ)
              On entry, UU is the initial guess.
              On exit, if no errors ocurr, UU is the solution of
              the system KFUN(UU) = 0.

      USCALE  (input) DOUBLE PRECISION array, dimension (NEQ)
              Array of diagonal elements of the scaling matrix for UU.
              The elements of USCALE must be positive values. The
              scaling matrix USCALE should be chosen so that
              USCALE * UU (as a matrix multiplication) should have all
              its components with roughly the same magnitude when UU is
              close to a root of KFUN.

      FSCALE  (input) DOUBLE PRECISION array, dimension (NEQ)
              Array of diagonal elements of the scaling matrix for
              KFUN. The elements of FSCALE must be positive values.
              The scaling matrix FSCALE should be chosen so that
              FSCALE * KFUN(UU) (as a matrix multiplication) should
              have all its components with roughly the same magnitude
              when UU is NOT too near a root of KFUN.

      CONSTR  (input) DOUBLE PRECISION array, dimension (NEQ)
              Constraints on UU.
              A positive value in CONSTR(I) implies that the Ith
              component of UU is to be constrained > 0.
              A negative value in CONSTR(I) implies that the Ith
              component of UU is to be constrained < 0.
              A zero value in CONSTR(I) implies there is no constraint
              on UU(I).

      IOPT    (input/output) INTEGER array, dimension (40)
              Array of optional integer inputs and outputs.
              If OPTIN is TRUE, the user should preset to 0 those
              locations for which default values are to be used.
              See Optional Inputs and Outputs, below.

      ROPT    (input/output) DOUBLE PRECISION array, dimension (40)
              Array of optional double precision inputs and outputs.
              If OPTIN is TRUE, the user should preset to 0 those
              locations for which default values are to be used.
              See Optional Inputs and Outputs, below.

Tolerances

      TOL1    DOUBLE PRECISION
              Stopping tolerance on maxnorm( FSCALE * KFUN(UU) ).
              If TOL1 is input as 0., then a default value of
              (uround) to the 1/3 power will be used. uround is the
              unit roundoff for the machine in use for the calculation.

      TOL2    DOUBLE PRECISION
              Stopping tolerance on the maximum scaled step
              UU(K) - UU(K-1).
              If TOL2 is input as 0., then a default value of (uround)
              to the 2/3 power will be used. uround is the unit
              roundoff for the machine in use for the calculation.

Error Indicator

      INFO    (output) INTEGER
              See Termination Codes below.

      ---------------------------------------------------------------

      Termination Codes

      (Note: in this documentation we use named constants for
      certain integer constant values. To see the values of these
      symbols see Named constants below.)

      The termination values KINS_***** are now given. These are the
      values of the INFO argument.

      SUCCESS :    means maxnorm(FSCALE*KFUN(UU) <= TOL1, where
                   maxnorm() is the maximum norm function N_VMaxNorm.
                   Therefore, UU is probably an approximate root of
                   KFUN.

      INITIAL_GUESS_OK: means the initial guess UU has been found
                   to already satisfy the system to the desired
                   accuracy. No calculation was performed other
                   than testing UU.

      STEP_LT_STPTOL:  means the scaled distance between the last
                   two steps is less than TOL2.  UU may be an
                   approximate root of KFUN, but it is also possible
                   that the algorithm is making very slow progress
                   and is not near a root or that TOL2 is too
                   large

      LNSRCH_NONCONV: means the LineSearch module failed to reduce
                   norm(KFUN) sufficiently on the last global step.
                   Either UU is close to a root of F and no more
                   accuracy is possible, or the finite-difference
                   approximation to J*v is inaccurate, or TOL2
                   is too large. Check the outputs NCFL and NNI: if
                   NCFL is close to NNI, it may be the case that the
                   Krylov iteration is converging very slowly. In
                   this case, the user may want to use precondition-
                   ing and/or increase the MAXL argument (that is,
                   increase the max dimension of the Krylov subspace)
                   by setting MAXL to nonzero (thus not using the
                   default value of KINSPGMR_MAXL) or if MAXL is being
                   set, increase its value.

      MAXITER_REACHED: means that the maximum allowable number of
                   nonlinear iterations has been reached. This is by
                   default 200, but may be changed through optional
                   input IOPT(MXITER).

      MXNEWT_5X_EXCEEDED: means 5 consecutive steps of length mxnewt
                   (maximum Newton stepsize limit) have been taken.
                   Either norm(F) asymptotes from above to a finite
                   value in some direction, or mxnewt is too small.
                   Mxnewt is computed internally (by default) as
                   mxnewt = 1000*max(norm(USCALE*UU0),1), where
                   UU0 is the initial guess for UU, and norm() is
                   the Euclidean norm. Mxnewt can be  set by the
                   user through optional input ROPT(MXNEWTSTEP).

      LINESEARCH_BCFAIL: means that more than the allowed maximum
                   number of failures (MXNBCF) occurred when trying
                   to satisfy the beta condition in the linesearch
                   algorithm. It is likely that the iteration is
                   making poor progress.

      KRYLOV_FAILURE: means there was a failure of the Krylov
                   iteration process to converge.

      PRECONDSET_FAILURE: means there was a nonrecoverable
                   error in PrecondSet causing the iteration to halt.

      PRECONDSOLVE_FAILURE: means there was a nonrecoverable
                error in PrecondSolve causing the iteration to halt.

      NO_MEM:    the KINSol memory pointer received was NULL.

      INPUT_ERROR: one or more input parameters or arrays was in
                   error. See the program output for further info.

      LSOLV_NO_MEM: The linear solver memory pointer (lmem) was
                 received as NULL. The return value from the linear
                 solver needs to be checked and the cause found.

      ---------------------------------------------------------------

Optional inputs and outputs

      (Note: in this documentation we use named constants for
      certain integer constant values. To see the values of these
      symbols see Named constants below.)

      The user should declare two arrays for optional input and
      output, an IOPT array for optional integer input and output
      and an ROPT array for optional real input and output. These
      arrays should both be of size OPT_SIZE.
      So the user's declaration should look like:

      INTEGER          IOPT(OPT_SIZE)
      DOUBLE PRECISION ROPT(OPT_SIZE)

      The following definitions are indices into the IOPT and ROPT
      arrays. A brief description of the contents of these positions
      follows.

      IOPT(PRINTFL)  (input)  Allows user to select from 4 levels
                     of output.
                     =0 no statistics printed   (DEFAULT)
                     =1 output the nonlinear iteration count, the
                        scaled norm of KFUN(UU), and number of
                        KFUN calls.
                     =2 same as 1 with the addition of global
                        strategy statistics:
                        f1 = 0.5*norm(FSCALE*KFUN(UU))**2   and
                        f1new = 0.5*norm(FSCALE*KFUN(unew))**2 .
                     =3 same as 2 with the addition of further
                        Krylov iteration statistics.

      IOPT(MXITER)   (input) Maximum allowable number of nonlinear
                      iterations. The default is MXITER_DEFAULT.

      IOPT(PRECOND_NO_INIT) (input) Set to 1 to prevent the initial
                       call to the routine KPRECO upon a given
                       call to KINSol. Set to 0 or leave unset to
                       force the initial call to KPRECO.
                       Use the choice of 1 only after beginning the
                       first of a series of calls with a 0 value.
                       If a value other than 0 or 1 is encountered,
                       the default, 0, is set in this element of
                       IOPT and thus the routine KPRECO will
                       be called upon every call to KINSol, unless
                       IOPT(PRECOND_NO_INIT) is changed by the user.

      IOPT(ETACHOICE) (input) A flag indicating which of three
                       methods to use for computing eta, the
                       coefficient in the linear solver
                       convergence tolerance eps, given by
                         eps = (eta+u_round)*norm(KFUN(UU)).
                       Here, all norms are  the scaled L2 norm.
                       The linear solver attempts to produce a step
                       p such that norm(KFUN(UU)+J(UU)*p) <= eps.
                       Two of the methods for computing eta
                       calculate a value based on the convergence
                       process in the routine KINForcingTerm.
                       The third method does not require
                       calculation; a constant eta is selected.

                       The default if IOPT(ETACHOICE) is  not
                       specified is ETACHOICE1, (see below).

                       The allowed values (methods)  are:
                  ETACONSTANT  constant eta, default of 0.1 or user
                     supplied choice, for which see ROPT(ETACONST),

                  ETACHOICE1 (default) which uses choice 1 of
                     Eisenstat and Walker's paper of SIAM J. Sci.
                     Comput.,17 (1996), pp 16-32 wherein eta is:
                             eta(k) =
      ABS( norm(KFUN(UU(k))) - norm(KFUN(UU(k-1))+J(UU(k-1))*p) )
                          / norm(KFUN(UU(k-1))),

                  ETACHOICE2   which uses choice 2 of
                     Eisenstat and Walker wherein eta is:
                     eta(k) = egamma *
                 ( norm(KFUN(UU(k))) / norm(KFUN(u(k-1))) )^ealpha

                     egamma and ealpha for choice 2, both required,
                     are from either defaults (egamma = 0.9 ,
                     ealpha = 2)  or from  user input,
                     see ROPT(ETAALPHA) and ROPT(ETAGAMMA), below.

                     For eta(k) determined by either Choice 1 or
                     Choice 2, a value eta_safe is determined, and
                     the safeguard   eta(k) <- max(eta_safe,eta(k))
                     is applied to prevent eta(k) from becoming too
                     small too quickly.
                      For Choice 1,
                        eta_safe = eta(k-1)^((1.+sqrt(5.))/2.)
               and    for Choice 2,
                        eta_safe = egamma*eta(k-1)^ealpha.
                     (These safeguards are turned off if they drop
                     below 0.1 . Also, eta is never allowed to be
                     less than eta_min = 1.e-4).

      IOPT(NO_MIN_EPS) (input) Set to 1 or greater to remove
                     protection agains eps becoming too small.
                     This option is useful for debugging linear
                     and nonlinear solver interactions. Set to 0
                     for standard eps minimum value testing.

      IOPT(NNI)      (output) Total number of nonlinear iterations.

      IOPT(NFE)      (output) Total number of calls to the user-
                      supplied system function KFUN.

      IOPT(NBCF)     (output) Total number of times the beta
                      condition could not be met in the linesearch
                      algorithm. The nonlinear iteration is halted
                      if this value ever exceeds MXNBCF (10).

      IOPT(NBKTRK)   (output) Total number of backtracks in the
                      linesearch algorithm.

      IOPT(SPGMR_NLI) (output) Number of linear iterations.

      IOPT(SPGMR_NPE) (output) Number of preconditioner evaluations.

      IOPT(SPGMR_NPS) (output) Number of calls made to user's psolve
                      function.

      IOPT(SPGMR_NCFL) (output) Number of linear convergence failures.

      ROPT(MXNEWTSTEP) (input) Maximum allowable length of a Newton
                      step. The default value is calculated from
                      1000*max(norm(USCALE*UU(0),norm(USCALE)).

      ROPT(RELFUNC)  (input) Relative error in computing KFUN(UU)
                      if known. Default is the machine epsilon.

      ROPT(RELU)     (input) A scalar constraint which restricts
                      the update of UU to  del(UU)/UU < ROPT(RELU)
                      The default is no constraint on the relative
                      step in UU.

      ROPT(ETAGAMMA) (input) The coefficient egamma in the eta
                      computation. See routine KINForcingTerm
               (SEE IOPT(ETACHOICE) above for additional info).

      ROPT(ETAALPHA) (input) The coefficient ealpha in the eta
                      computation. See routine KINForcingTerm
               (SEE IOPT(ETACHOICE) above for additional info).

      ROPT(ETACONST) (input) A user specified constant value for
                       eta, used in lieu of that computed by
                           routine KINForcingTerm
               (SEE IOPT(ETACHOICE) above for additional info).

      ROPT(FNORM)    (output) The scaled norm at a given iteration:
                      norm(FSCALE(KFUN(UU)).

      ROPT(STEPL)    (output) Last step length in the global
                      strategy routine:
                      KINLineSearch or KINInexactNewton.

      ---------------------------------------------------------------

User-defined routines

      In order to use this routine, some user-defined routines have to
      be provided. One of them is required, while the others are
      optional. These routines are described next.

      KFUN    Required

              SUBROUTINE KFUN (NEQ, UU, FVAL)
              INTEGER           NEQ
              DOUBLE PRECISION  UU(NEQ), FVAL(NEQ)

              PURPOSE

              Evaluates the KFUN function which defines the system
              to be solved:
                                KFUN(UU)=0

              ARGUMENTS

              NEQ
              (input) INTEGER
              Number of equations (and unknowns) in the algebraic
              system

              UU
              (input) DOUBLE PRECISION array, dimension (NEQ)
              independent variable vector

              FVAL
              (output) DOUBLE PRECISION array, dimension (NEQ)
              Result of KFUN(UU)

      KPRECO  Optional

              SUBROUTINE KPRECO (NEQ, UU, USCALE, FVAL, FSCALE,
                                 VTEMP1, VTEMP2, UROUND, NFE, IER)
              INTEGER           NEQ, NFE, IER
              DOUBLE PRECISION  UROUND
              DOUBLE PRECISION  UU(NEQ), USCALE(NEQ), FVAL(NEQ),
                                FSCALE(NEQ), VTEMP1(NEQ), VTEMP2(NEQ)

              PURPOSE

              The user-supplied preconditioner setup function KPRECO and
              the user-supplied preconditioner solve function KPSOL
              together must define the right preconditoner matrix P
              chosen so as to provide an easier system for the Krylov
              solver to solve. KPRECO is called to provide any matrix
              data required by the subsequent call(s) to KPSOL. The
              data is expected to be stored in variables within a
              COMMON block and the definition of those variables is up
              to the user. More specifically, the user-supplied
              preconditioner setup function KPRECO is to evaluate and
              preprocess any Jacobian-related data needed by the
              preconditioner solve function KPSOL. This might include
              forming a crude approximate Jacobian, and performing an
              LU factorization on the resulting approximation to J.
              This function will not be called in advance of every call
              to KPSOL, but instead will be called only as often as
              necessary to achieve convergence within the Newton
              iteration in KINSol.  If the KPSOL function needs no
              preparation, the KPRECO function need not be provided.

              KPRECO should not modify the contents of the arrays
              UU or FVAL as those arrays are used elsewhere in the
              iteration process.

              Each call to the KPRECO function is preceded by a call to
              the system function KFUN. Thus the KPRECO function can use
              any auxiliary data that is computed by the KFUN function
              and saved in a way accessible to KPRECO.

              The two scaling arrays, FSCALE and USCALE, and unit
              roundoff UROUND are provided to the KPRECO function for
              possible use in approximating Jacobian data, e.g. by
              difference quotients. These arrays should also not be
              altered

              ARGUMENTS

              NEQ
              (input) INTEGER
              Number of equations (and unknowns) in the algebraic
              system.

              UU
              (input) DOUBLE PRECISION array, dimension (NEQ)
              Independent variable vector.

              USCALE
              (input) DOUBLE PRECISION array, dimension (NEQ)
              See USCALE above.

              FVAL
              (input) DOUBLE PRECISION array, dimension (NEQ)
              Current value of KFUN(UU).

              FSCALE
              (input) DOUBLE PRECISION array, dimension (NEQ)
              See FSCALE above.

              VTEMP1
              DOUBLE PRECISION array, dimension (NEQ)
              Temporary work array.

              VTEMP2
              DOUBLE PRECISION array, dimension (NEQ)
              Temporary work array.

              UROUND
              (input) DOUBLE PRECISION
              Machine unit roundoff.

              NFE
              (input/output) INTEGER
              Number of calls to KFUN made by the package. The KPRECO
              routine should update this counter by adding on the
              number of KFUN calls made in order to approximate the
              Jacobian, if any.  For example, if the routine calls
              KFUN a total of W times, then the update is
              NFE = NFE + W.

              IER
              (output) INTEGER
              Error indicator.
              0 if successful,
              1 if failure, in which case KINSOL stops.

      KPSOL   Optional

              SUBROUTINE KPSOL (NEQ, UU, USCALE, FVAL, FSCALE, VTEM,
                                FTEM, UROUND, NFE, IER)
              INTEGER           NEQ, NFE, IER
              DOUBLE PRECISION  UU(NEQ), USCALE(NEQ), FVAL(NEQ),
                                FSCALE(NEQ), VTEM(NEQ), FTEM(NEQ)

              PURPOSE

              The user-supplied preconditioner solve function KPSOL
              is to solve a linear system P x = r in which the matrix
              P is the (right) preconditioner matrix P.

              KPSOL should not modify the contents of the iterate
              array UU  or the current function value array  FVAL as
              those are used elsewhere in the iteration process.

              ARGUMENTS

              NEQ
              (input) INTEGER
              Number of equations (and unknowns) in the algebraic
              system.

              UU
              (input) DOUBLE PRECISION array, dimension (NEQ)
              Independent variable vector.

              USCALE
              (input) DOUBLE PRECISION array, dimension (NEQ)
              See USCALE above.

              FVAL
              (input) DOUBLE PRECISION array, dimension (NEQ)
              Current value of KFUN(UU).

              FSCALE
              (input) DOUBLE PRECISION array, dimension (NEQ)
              See FSCALE above.

              VTEM
              (input/output) DOUBLE PRECISION array, dimension (NEQ)
              On entry, holds the RHS vector r.
              On exit, holds the result x.

              FTEM
              DOUBLE PRECISION array, dimension (NEQ)
              Temporary work array.

              UROUND
              (input) DOUBLE PRECISION
              Machine unit roundoff.

              NFE
              (input/output) INTEGER
              Number of calls to KFUN made by the package. The KPRECO
              routine should update this counter by adding on the
              number of KFUN calls made in order to carry out the
              solution, if any.  For example, if the routine calls
              KFUN a total of W times, then the update is
              NFE = NFE + W.

              IER
              (output) INTEGER
              Error indicator.
              0 if successful,
              1 if failure, in which case KINSOL stops.

      FATIMES Optional

              SUBROUTINE FATIMES(V, Z, NEWU, UU, IER)
              INTEGER           NEWU, IER
              DOUBLE PRECISION  V(:), Z(:), UU(:)

              PURPOSE

              The user-supplied A times V routine (optional) where
              A is the Jacobian matrix dF/du, or an approximation to
              it, and V is a given  vector.  This routine computes the
              product Z = J V.

              ARGUMENTS

              V
              (input) DOUBLE PRECISION array, dimension (NEQ)
              Vector to be multiplied by J
              (preconditioned and unscaled as received).

              Z
              (output) DOUBLE PRECISION array, dimension (NEQ)
              Vector resulting from the application of J to V.

              NEW_UU
              (input) INTEGER
              Flag indicating whether or not the UU vector has been
              changed since the last call to this function (0 means
              FALSE, 1 TRUE).
              If this function computes and saves Jacobian data, then
              this computation can be skipped if NEW_UU = FALSE.

              UU
              (input) DOUBLE PRECISION array, dimension (NEQ)
              Current iterate u.

              IER
              (output) INTEGER
              Error indicator.
              0 if successful,
              1 if failure, in which case KINSOL stops.

      ---------------------------------------------------------------

Named constants

      Here we specify the value of the named integer constants used
      in this documentation. We use Fortran code for the specification,
      so that the user can copy and paste these lines in order to
      use the named constants in his/her programs.

       KINSOL return values
       Note that the value of these constants differ from those of
       the KINSOL package. This is due to the adaptation to the
       SLICOT standards.
       INTEGER KINS_NO_MEM, KINS_INPUT_ERROR, KINS_LSOLV_NO_MEM,
      &        KINS_SUCCESS, KINS_INITIAL_GUESS_OK,KINS_STEP_LT_STPTOL,
      &        KINS_LNSRCH_NONCONV, KINS_MAXITER_REACHED,
      &        KINS_MXNEWT_5X_EXCEEDED, KINS_LINESEARCH_BCFAIL,
      &        KINS_KRYLOV_FAILURE, KINS_PRECONDSET_FAILURE,
      &        KINS_PRECONDSOLVE_FAILURE}

       PARAMETER(KINS_NO_MEM=101)
       PARAMETER(KINS_INPUT_ERROR=102)
       PARAMETER(KINS_LSOLV_NO_MEM=103)
       PARAMETER(KINS_SUCCESS=0)
       PARAMETER(KINS_INITIAL_GUESS_OK=2)
       PARAMETER(KINS_STEP_LT_STPTOL=3)
       PARAMETER(KINS_LNSRCH_NONCONV=4)
       PARAMETER(KINS_MAXITER_REACHED=5)
       PARAMETER(KINS_MXNEWT_5X_EXCEEDED=6)
       PARAMETER(KINS_LINESEARCH_BCFAIL=7)
       PARAMETER(KINS_KRYLOV_FAILURE = 8)
       PARAMETER(KINS_PRECONDSET_FAILURE=9)
       PARAMETER(KINS_PRECONDSOLVE_FAILURE=10)

       Size of IOPT, ROPT
       INTEGER OPT_SIZE
       PARAMETER(OPT_SIZE=40)

       IOPT indices
       INTEGER PRINTFL, MXITER, PRECOND_NO_INIT, NNI ,NFE ,NBCF, NBKTRK,
      &        ETACHOICE, NO_MIN_EPS
       INTEGER SPGMR_NLI, SPGMR_NPE, SPGMR_NPS, SPGMR_NCFL

       PARAMETER(PRINTFL=1)
       PARAMETER(MXITER=2)
       PARAMETER(PRECOND_NO_INIT=3)
       PARAMETER(NNI=4)
       PARAMETER(NFE=5)
       PARAMETER(NBCF=6)
       PARAMETER(NBKTRK=7)
       PARAMETER(ETACHOICE=8)
       PARAMETER(NO_MIN_EPS=9)
       PARAMETER(SPGMR_NLI=11)
       PARAMETER(SPGMR_NPE=12)
       PARAMETER(SPGMR_NPS=13)
       PARAMETER(SPGMR_NCFL=14)

       ROPT indices
       INTEGER MXNEWTSTEP , RELFUNC , RELU , FNORM , STEPL,
      &        ETACONST, ETAGAMMA, ETAALPHA

       PARAMETER(MXNEWTSTEP=1)
       PARAMETER(RELFUNC=2)
       PARAMETER(RELU=3)
       PARAMETER(FNORM=4)
       PARAMETER(STEPL=5)
       PARAMETER(ETACONST=6)
       PARAMETER(ETAGAMMA=7)
       PARAMETER(ETAALPHA=8)

       Values for IOPT(ETACHOICE)
       INTEGER ETACHOICE1, ETACHOICE2, ETACONSTANT

       PARAMETER(ETACHOICE1=0)
       PARAMETER(ETACHOICE2=1)
       PARAMETER(ETACONSTANT=2)

      ---------------------------------------------------------------

Method

      KINSOL (Krylov Inexact Newton SOLver) is a general purpose
      solver for nonlinear systems of equations. Its most notable
      feature is that it uses Krylov Inexact Newton techniques in the
      system's approximate solution.
      The Newton method used results in the solution of linear systems
      of the form
                              J(u)*x = b
      where J(u) is the Jacobian of F at u. The solution of these
      systems by a Krylov method requires products of the form J(u)*v,
      which are approximated by a difference quotient of the form
                           F(u+sigma*v)-F(u)
                           -----------------
                                sigma
      Thus, the Jacobian need not be formed explicitly.

References

      [1] Allan G. Taylor and Alan C. Hindmarsh, "User Documentation
          for KINSOL, a Nonlinear Solver for Sequential and Parallel
          Computers", Center for Applied Scientific Computing, L-561,
          LLNL, Livermore, CA 94551.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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