      recursive
     *subroutine hybrj(fcn,n,x,fvec,fjac,ldfjac,xtol,maxfev,diag,mode,
     *                 factor,nprint,info,nfev,njev,r,lr,qtf,wa1,wa2,
     *                 wa3,wa4)
      integer n,ldfjac,maxfev,mode,nprint,info,nfev,njev,lr
      double precision xtol,factor
      double precision x(n),fvec(n),fjac(ldfjac,n),diag(n),r(lr),
     *                 qtf(n),wa1(n),wa2(n),wa3(n),wa4(n)
c     **********
c
c     subroutine hybrj
c
c     the purpose of hybrj is to find a zero of a system of
c     n nonlinear functions in n variables by a modification
c     of the powell hybrid method. the user must provide a
c     subroutine which calculates the functions and the jacobian.
c
c     the subroutine statement is
c
c       subroutine hybrj(fcn,n,x,fvec,fjac,ldfjac,xtol,maxfev,diag,
c                        mode,factor,nprint,info,nfev,njev,r,lr,qtf,
c                        wa1,wa2,wa3,wa4)
c
c     where
c
c       fcn is the name of the user-supplied subroutine which
c         calculates the functions and the jacobian. fcn must
c         be declared in an external statement in the user
c         calling program, and should be written as follows.
c
c         subroutine fcn(n,x,fvec,fjac,ldfjac,iflag)
c         integer n,ldfjac,iflag
c         double precision x(n),fvec(n),fjac(ldfjac,n)
c         ----------
c         if iflag = 1 calculate the functions at x and
c         return this vector in fvec. do not alter fjac.
c         if iflag = 2 calculate the jacobian at x and
c         return this matrix in fjac. do not alter fvec.
c         ---------
c         return
c         end
c
c         the value of iflag should not be changed by fcn unless
c         the user wants to terminate execution of hybrj.
c         in this case set iflag to a negative integer.
c
c       n is a positive integer input variable set to the number
c         of functions and variables.
c
c       x is an array of length n. on input x must contain
c         an initial estimate of the solution vector. on output x
c         contains the final estimate of the solution vector.
c
c       fvec is an output array of length n which contains
c         the functions evaluated at the output x.
c
c       fjac is an output n by n array which contains the
c         orthogonal matrix q produced by the qr factorization
c         of the final approximate jacobian.
c
c       ldfjac is a positive integer input variable not less than n
c         which specifies the leading dimension of the array fjac.
c
c       xtol is a nonnegative input variable. termination
c         occurs when the relative error between two consecutive
c         iterates is at most xtol.
c
c       maxfev is a positive integer input variable. termination
c         occurs when the number of calls to fcn with iflag = 1
c         has reached maxfev.
c
c       diag is an array of length n. if mode = 1 (see
c         below), diag is internally set. if mode = 2, diag
c         must contain positive entries that serve as
c         multiplicative scale factors for the variables.
c
c       mode is an integer input variable. if mode = 1, the
c         variables will be scaled internally. if mode = 2,
c         the scaling is specified by the input diag. other
c         values of mode are equivalent to mode = 1.
c
c       factor is a positive input variable used in determining the
c         initial step bound. this bound is set to the product of
c         factor and the euclidean norm of diag*x if nonzero, or else
c         to factor itself. in most cases factor should lie in the
c         interval (.1,100.). 100. is a generally recommended value.
c
c       nprint is an integer input variable that enables controlled
c         printing of iterates if it is positive. in this case,
c         fcn is called with iflag = 0 at the beginning of the first
c         iteration and every nprint iterations thereafter and
c         immediately prior to return, with x and fvec available
c         for printing. fvec and fjac should not be altered.
c         if nprint is not positive, no special calls of fcn
c         with iflag = 0 are made.
c
c       info is an integer output variable. if the user has
c         terminated execution, info is set to the (negative)
c         value of iflag. see description of fcn. otherwise,
c         info is set as follows.
c
c         info = 0   improper input parameters.
c
c         info = 1   relative error between two consecutive iterates
c                    is at most xtol.
c
c         info = 2   number of calls to fcn with iflag = 1 has
c                    reached maxfev.
c
c         info = 3   xtol is too small. no further improvement in
c                    the approximate solution x is possible.
c
c         info = 4   iteration is not making good progress, as
c                    measured by the improvement from the last
c                    five jacobian evaluations.
c
c         info = 5   iteration is not making good progress, as
c                    measured by the improvement from the last
c                    ten iterations.
c
c       nfev is an integer output variable set to the number of
c         calls to fcn with iflag = 1.
c
c       njev is an integer output variable set to the number of
c         calls to fcn with iflag = 2.
c
c       r is an output array of length lr which contains the
c         upper triangular matrix produced by the qr factorization
c         of the final approximate jacobian, stored rowwise.
c
c       lr is a positive integer input variable not less than
c         (n*(n+1))/2.
c
c       qtf is an output array of length n which contains
c         the vector (q transpose)*fvec.
c
c       wa1, wa2, wa3, and wa4 are work arrays of length n.
c
c     subprograms called
c
c       user-supplied ...... fcn
c
c       minpack-supplied ... dogleg,dpmpar,enorm,
c                            qform,qrfac,r1mpyq,r1updt
c
c       fortran-supplied ... dabs,dmax1,dmin1,mod
c
c     argonne national laboratory. minpack project. march 1980.
c     burton s. garbow, kenneth e. hillstrom, jorge j. more
c
c     **********
      integer i,iflag,iter,j,jm1,l,ncfail,ncsuc,nslow1,nslow2
      integer iwa(1)
      logical jeval,sing
      double precision actred,delta,epsmch,fnorm,fnorm1,one,pnorm,
     *                 prered,p1,p5,p001,p0001,ratio,sum,temp,xnorm,
     *                 zero
      double precision dpmpar,enorm
      data one,p1,p5,p001,p0001,zero
     *     /1.0d0,1.0d-1,5.0d-1,1.0d-3,1.0d-4,0.0d0/
c
c     epsmch is the machine precision.
c
      epsmch = dpmpar(1)
c
      info = 0
      iflag = 0
      nfev = 0
      njev = 0
c
c     check the input parameters for errors.
c
      if (n .le. 0 .or. ldfjac .lt. n .or. xtol .lt. zero
     *    .or. maxfev .le. 0 .or. factor .le. zero
     *    .or. lr .lt. (n*(n + 1))/2) go to 300
      if (mode .ne. 2) go to 20
      do 10 j = 1, n
         if (diag(j) .le. zero) go to 300
   10    continue
   20 continue
c
c     evaluate the function at the starting point
c     and calculate its norm.
c
      iflag = 1
      call fcn(n,x,fvec,fjac,ldfjac,iflag)
      nfev = 1
      if (iflag .lt. 0) go to 300
      fnorm = enorm(n,fvec)
c
c     initialize iteration counter and monitors.
c
      iter = 1
      ncsuc = 0
      ncfail = 0
      nslow1 = 0
      nslow2 = 0
c
c     beginning of the outer loop.
c
   30 continue
         jeval = .true.
c
c        calculate the jacobian matrix.
c
         iflag = 2
         call fcn(n,x,fvec,fjac,ldfjac,iflag)
         njev = njev + 1
         if (iflag .lt. 0) go to 300
c
c        compute the qr factorization of the jacobian.
c
         call qrfac(n,n,fjac,ldfjac,.false.,iwa,1,wa1,wa2,wa3)
c
c        on the first iteration and if mode is 1, scale according
c        to the norms of the columns of the initial jacobian.
c
         if (iter .ne. 1) go to 70
         if (mode .eq. 2) go to 50
         do 40 j = 1, n
            diag(j) = wa2(j)
            if (wa2(j) .eq. zero) diag(j) = one
   40       continue
   50    continue
c
c        on the first iteration, calculate the norm of the scaled x
c        and initialize the step bound delta.
c
         do 60 j = 1, n
            wa3(j) = diag(j)*x(j)
   60       continue
         xnorm = enorm(n,wa3)
         delta = factor*xnorm
         if (delta .eq. zero) delta = factor
   70    continue
c
c        form (q transpose)*fvec and store in qtf.
c
         do 80 i = 1, n
            qtf(i) = fvec(i)
   80       continue
         do 120 j = 1, n
            if (fjac(j,j) .eq. zero) go to 110
            sum = zero
            do 90 i = j, n
               sum = sum + fjac(i,j)*qtf(i)
   90          continue
            temp = -sum/fjac(j,j)
            do 100 i = j, n
               qtf(i) = qtf(i) + fjac(i,j)*temp
  100          continue
  110       continue
  120       continue
c
c        copy the triangular factor of the qr factorization into r.
c
         sing = .false.
         do 150 j = 1, n
            l = j
            jm1 = j - 1
            if (jm1 .lt. 1) go to 140
            do 130 i = 1, jm1
               r(l) = fjac(i,j)
               l = l + n - i
  130          continue
  140       continue
            r(l) = wa1(j)
            if (wa1(j) .eq. zero) sing = .true.
  150       continue
c
c        accumulate the orthogonal factor in fjac.
c
         call qform(n,n,fjac,ldfjac,wa1)
c
c        rescale if necessary.
c
         if (mode .eq. 2) go to 170
         do 160 j = 1, n
            diag(j) = dmax1(diag(j),wa2(j))
  160       continue
  170    continue
c
c        beginning of the inner loop.
c
  180    continue
c
c           if requested, call fcn to enable printing of iterates.
c
            if (nprint .le. 0) go to 190
            iflag = 0
            if (mod(iter-1,nprint) .eq. 0)
     *         call fcn(n,x,fvec,fjac,ldfjac,iflag)
            if (iflag .lt. 0) go to 300
  190       continue
c
c           determine the direction p.
c
            call dogleg(n,r,lr,diag,qtf,delta,wa1,wa2,wa3)
c
c           store the direction p and x + p. calculate the norm of p.
c
            do 200 j = 1, n
               wa1(j) = -wa1(j)
               wa2(j) = x(j) + wa1(j)
               wa3(j) = diag(j)*wa1(j)
  200          continue
            pnorm = enorm(n,wa3)
c
c           on the first iteration, adjust the initial step bound.
c
            if (iter .eq. 1) delta = dmin1(delta,pnorm)
c
c           evaluate the function at x + p and calculate its norm.
c
            iflag = 1
            call fcn(n,wa2,wa4,fjac,ldfjac,iflag)
            nfev = nfev + 1
            if (iflag .lt. 0) go to 300
            fnorm1 = enorm(n,wa4)
c
c           compute the scaled actual reduction.
c
            actred = -one
            if (fnorm1 .lt. fnorm) actred = one - (fnorm1/fnorm)**2
c
c           compute the scaled predicted reduction.
c
            l = 1
            do 220 i = 1, n
               sum = zero
               do 210 j = i, n
                  sum = sum + r(l)*wa1(j)
                  l = l + 1
  210             continue
               wa3(i) = qtf(i) + sum
  220          continue
            temp = enorm(n,wa3)
            prered = zero
            if (temp .lt. fnorm) prered = one - (temp/fnorm)**2
c
c           compute the ratio of the actual to the predicted
c           reduction.
c
            ratio = zero
            if (prered .gt. zero) ratio = actred/prered
c
c           update the step bound.
c
            if (ratio .ge. p1) go to 230
               ncsuc = 0
               ncfail = ncfail + 1
               delta = p5*delta
               go to 240
  230       continue
               ncfail = 0
               ncsuc = ncsuc + 1
               if (ratio .ge. p5 .or. ncsuc .gt. 1)
     *            delta = dmax1(delta,pnorm/p5)
               if (dabs(ratio-one) .le. p1) delta = pnorm/p5
  240       continue
c
c           test for successful iteration.
c
            if (ratio .lt. p0001) go to 260
c
c           successful iteration. update x, fvec, and their norms.
c
            do 250 j = 1, n
               x(j) = wa2(j)
               wa2(j) = diag(j)*x(j)
               fvec(j) = wa4(j)
  250          continue
            xnorm = enorm(n,wa2)
            fnorm = fnorm1
            iter = iter + 1
  260       continue
c
c           determine the progress of the iteration.
c
            nslow1 = nslow1 + 1
            if (actred .ge. p001) nslow1 = 0
            if (jeval) nslow2 = nslow2 + 1
            if (actred .ge. p1) nslow2 = 0
c
c           test for convergence.
c
            if (delta .le. xtol*xnorm .or. fnorm .eq. zero) info = 1
            if (info .ne. 0) go to 300
c
c           tests for termination and stringent tolerances.
c
            if (nfev .ge. maxfev) info = 2
            if (p1*dmax1(p1*delta,pnorm) .le. epsmch*xnorm) info = 3
            if (nslow2 .eq. 5) info = 4
            if (nslow1 .eq. 10) info = 5
            if (info .ne. 0) go to 300
c
c           criterion for recalculating jacobian.
c
            if (ncfail .eq. 2) go to 290
c
c           calculate the rank one modification to the jacobian
c           and update qtf if necessary.
c
            do 280 j = 1, n
               sum = zero
               do 270 i = 1, n
                  sum = sum + fjac(i,j)*wa4(i)
  270             continue
               wa2(j) = (sum - wa3(j))/pnorm
               wa1(j) = diag(j)*((diag(j)*wa1(j))/pnorm)
               if (ratio .ge. p0001) qtf(j) = sum
  280          continue
c
c           compute the qr factorization of the updated jacobian.
c
            call r1updt(n,n,r,lr,wa1,wa2,wa3,sing)
            call r1mpyq(n,n,fjac,ldfjac,wa2,wa3)
            call r1mpyq(1,n,qtf,1,wa2,wa3)
c
c           end of the inner loop.
c
            jeval = .false.
            go to 180
  290    continue
c
c        end of the outer loop.
c
         go to 30
  300 continue
c
c     termination, either normal or user imposed.
c
      if (iflag .lt. 0) info = iflag
      iflag = 0
      if (nprint .gt. 0) call fcn(n,x,fvec,fjac,ldfjac,iflag)
      return
c
c     last card of subroutine hybrj.
c
      end
