240406.235444.HKT fortran/newuoa: revise the threshold for shiftbase …

…in newuob.f90 from 5.0E2 to 1.0E2 and the threshold for model scaling in trustregion.f90 from 1.0E10 to 1.0E12; without this, the performance compared with `archiva` is bad when `RP = REAL32`
libprima · Apr 6, 2024 · 5ca897c · 5ca897c
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Showing 4 changed files with 8 additions and 6 deletions.
diff --git a/.development b/.development
diff --git a/fortran/common/linalg.f90 b/fortran/common/linalg.f90
@@ -39,7 +39,7 @@ module linalg_mod
 !
 ! Started: July 2020
 !
-! Last Modified: Friday, April 05, 2024 PM12:19:24
+! Last Modified: Saturday, April 06, 2024 PM05:14:34
 !--------------------------------------------------------------------------------------------------!
 
 implicit none

diff --git a/fortran/newuoa/newuob.f90 b/fortran/newuoa/newuob.f90
@@ -8,7 +8,7 @@ module newuob_mod
 !
 ! Started: July 2020
 !
-! Last Modified: Thursday, April 04, 2024 PM10:26:06
+! Last Modified: Saturday, April 06, 2024 PM11:42:10
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -626,7 +626,9 @@ subroutine newuob(calfun, iprint, maxfun, npt, eta1, eta2, ftarget, gamma1, gamm
     ! Powell's original criteria for shifting XBASE is as follows.
     ! 1. After a trust region step that is not short, shift XBASE if SUM(XOPT**2) >= 1.0E3*DNORM**2.
     ! 2. Before a geometry step, shift XBASE if SUM(XOPT**2) >= 1.0E3*DELBAR**2.
-    if (sum(xpt(:, kopt)**2) >= 5.0E2_RP * delta**2) then  ! 5.0E2 works better than 1.0E3 on 20240316.
+    ! 1.0E2 works better than 1.0E3 on 20230227.
+    ! 1.0E2 works better than 5.0E2 on 20240406, especially if RP = REAL32.
+    if (sum(xpt(:, kopt)**2) >= 1.0E2_RP * delta**2) then
         call shiftbase(kopt, xbase, xpt, zmat, bmat, pq, hq, idz)
     end if
 

diff --git a/fortran/newuoa/trustregion.f90 b/fortran/newuoa/trustregion.f90
@@ -8,7 +8,7 @@ module trustregion_newuoa_mod
 !
 ! Started: July 2020
 !
-! Last Modified: Thursday, April 04, 2024 PM09:31:44
+! Last Modified: Saturday, April 06, 2024 PM11:03:07
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -133,7 +133,7 @@ subroutine trsapp(delta, gopt_in, hq_in, pq_in, tol, xpt, crvmin, s, info)
 ! Note that CRVMIN must be scaled back if it is nonzero, but the step is scale invariant.
 ! N.B.: It is faster and safer to scale by multiplying a reciprocal than by division. See
 ! https://fortran-lang.discourse.group/t/ifort-ifort-2021-8-0-1-0e-37-1-0e-38-0/
-if (maxval(abs(gopt_in)) > 1.0E10) then   ! The threshold is empirical.
+if (maxval(abs(gopt_in)) > 1.0E12) then   ! The threshold is empirical.
     modscal = max(TWO * REALMIN, ONE / maxval(abs(gopt_in)))  ! MAX: precaution against underflow.
     gopt = gopt_in * modscal
     pq = pq_in * modscal
+3 −2		norma/fortran/newuoa/newuob.f90
+3 −3		norma/fortran/newuoa/trustregion.f90