MATLAB_STEPIT

README.txt,
STEPIT10.m,
STEPITDRIVER2.m,
private_110_ROUTINE.m,
private_140_ROUTINE.m,
private_210_ROUTINE.m,
private_290_ROUTINE.m,
private_380_ROUTINE.m,
private_390_ROUTINE.m,
private_530_ROUTINE.m,
private_570_ROUTINE.m,
private_90_ROUTINE.m,
private_FORLOOP_ROUTINE1.m,
private_FUNK.m,
private_KFLAG_EXIT.m,
private_STBEG2.m,
private_STSET.m,
x1.txt,
x2.txt,
y.txt,
ysig.txt



%%Created by Jason Lott, CNS SURP, NYU
%%University of Alabama at Birmingham
%%CONTACT: hoffa@uab.edu
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% STEPIT program by Chandler Ported by Jason Lott, UAB %
% DATE: June 25 2001 %
% Originally in Fortran 77 Copyright J.P. Chandler 1991 %
% %
% STEPIT FINDS LOCAL MINIMA OF A SMOOTH FUNCTION OF SEVERAL PARAMETERS %
% %
% "STEPIT is a phlegmatic method of solving a problem." %
% J.H. Burrell, Jr. %
% %
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%SECTION I:  VARIABLES 
%
%INPUT QUANTITIES  FUNK, NV, NTRACE, MATRX, MASK, X, XMAX, XMIN, DELTX, DELMIN, NFMAX, KW
%OUTPUT QUANTITIES  X, FOBJ, ERR, KFLAG, NOREP, KERFL
%
%
%VARIABLE LIST AND DESCRIPTION
%
% FUNK  The name of the method that computes FOBJ given X(1), X(2), ... X(NV)
%
% NV  The number of parameters, X
%
% NTRACE  = 0 for normal output
% = 1 for trace output
% = 1 for no output
%
% MATRX  = 0 for no error calculation
% = 100+M to approximate the errors in the X(J)using steps
% 10**(M) times ad large as X(J), if nonzero
%
% FOBJ  The value of the function to be minimized, as computed by FUNK
%
% MASK(J)  Nonzero if X(J) is to be held fixed
%
% X(J)  The Jth parameter
%
% XMAX(J)  The upper limit on X(J)
%
% XMIN(J)  The lower limit on X(J)
%
% DELTX(J)  The initial step size for X(J)
%
% DELMIN(J)  The lower limit (convergence tolerance) on the step size for X(J)
%
% ERR(J,K)  Returns the error matrix if MATRIX is nonzero (ERR is also used for scratch storage)
%
% NFMAX  The maximum number of function evaluations
%
% NFLAT  Nonzero if the search is to terminate when all trial steps give identical function
% values. The recommended value of NFLAT is usually NFLAT = 1
%
% NXTRA  Not used STEPIT
%
% KFLAG  Returned >0 for a normal exit; returned <0 for an abnormal exit
%
% NOREP  Returned >0 if the function was not reproducible
%
% KERFL  Returned <0 if the method STERR terminated abnormally
%
% KW  The logical unit number of the printer NOT USED IN THIS VERSION
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function y = STEPIT10(x) %Dummy argument passed; ignore for now
%Double precision variables X,XMAX,XMIN,DELTX,DELMIN,ERR,FOBJ,VEC,DLX,XS,FSTORE,DX,SALVO,XOSC,FOSC,ARG,STCUT,
% ACK,FACUP
%
%Double precision variables RZERO,XPLUS,FSAVE,FBEST,XSAVE,ABSDX,FPREV,DENOM,DEL,DXZ,DXU,DFZ,DFU,ABSVEC,SUMV,
% CINDER,COXCOM,COSIN,STEPS,ZSQRT,DSQRT
%
%Integer variables  J,JFLAT,JFLMIN,JOCK,JUMP,JVARY,JX,K,KERFL,KFLAG,KL,KW,MASK,MATRX,MINOSC,MAXOSC,
% MAXSTP,NACK,NACTIV,NAH,NCIRC,NEQUAL,NF,NFLAT,NFMAX,NFSAV,NGATE,NGIANT,NONZER,
% NOREP,NOSC,NOUT,NRETRY,NSSW,NSTEPS,NT,NTRACE,NV,NXTRA,NZIP
%
%
%NOTE: The dimensions of all vectors and matrices are NV, except for ERR(NV,MAXOSC), XOSC(NV,MAXOSC),
% FOSC(MAXOSC)
%
%NOTE: For matlab, traditional declarations of 'double', 'single' etc do not apply; variables are declared as
% they are needed. For this reason they are only shown as comments above, to be introduced as needed
% during program execution
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%SECTION I.BUser input for Fixed quantities
global NV
global NVMAX
global X
global XMAX
global XMIN
global DELTX
global DELMIN
global ERR
global FOBJ
global VEC
global DLX
global XS
global FSTORE
global DX
global SALVO
global XOSC
global FOSC
global ARG
global STCUT
global ACK
global FACUP
global RZERO
global XPLUS
global FSAVE
global FBEST
global XSAVE
global ABSDX
global FPREV
global DENOM
global DEL
global DXZ
global DXU
global DFZ
global DFU
global ABSVEC
global SUMV
global CINDER
global COXCOM
global COSIN
global STEPS
global J
global JFLAT
global JFLMIN
global JOCK
global JUMP
global JVARY
global JX
global K
global KERFEL
global KL
global KW
global MASK
global MATRX
global MINSOC
global MAXOSC
global MAXSTP
global NACK
global NACTIV
global NAH
global NCIRC
global NEQUAL
global NF
global NFLAT
global NFMAX
global NFSAV
global NGATE
global NGIANT
global NONZER
global NOREP
global NOSC
global NOUT
global NRETRY
global NSSW
global NSTEPS
global NT
global NTRACE
global NV
global NEXTRA
global NZIP
global tag_380
global tag_390
global wtag
global tag
global continueflag
global T
global Y
global YSIG
global grandtag
global KFLAG
global DX
global XS
global DLX
global fortag
global KFLAGENCOUNTER
VEC = zeros(1,NV);
FSTORE = zeros(1,NV);
SALVO = zeros(1,NV);
JFLAT = zeros(1,NV);
XOSC = zeros(NV,MAXOSC);
FOSC = zeros(1,MAXOSC);
%%CALL METHOD STBEG TO FURTHER SET DEFAULT VALUES AND PRINT INITIAL OUTPUT
private_STBEG2(1) %ARG is dummy
RZERO = 0.0D0;
KERFL = 0;
JOCK =1; %JOCK is a flag used in setting JVARY
NOSC = 0; %NOSC = Current depth of zigzagging information
FBEST = FOBJ ; %FBEST = Best value of FOBJ found so far
for J = 1:NV
DX(J) = DELTX(J); %DX(J) = Current step size for X(J)
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
% SECTION II. "And so we begin...."
%
%
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if KFLAG<0
JVARY = 0;
private_FUNK(1);
NF = NF + 1;
if FBEST<=FSAVE & FOBJ==FBEST
if NTRACE>=0
disp('FUNCTION COMPUTATIONS:')
disp('FINAL VALUE OF FOBJ= '), disp(FOBJ);
disp('FINAL VALUE OF X(J)= ')
for J=1:NV
disp(X(J))
end
end
if KFLAG<0
disp(KFLAG)
elseif MATRX<70  MATRX>130
disp('MATRIXOR STATEMENT IN STEPIT REACHED')
else
feval(STERR,dummyvariable);
end
else
NOREP = NOREP + 2;
if NTRACE>=1
disp('****WARNING! FOBJ IS NOT A REPRODUCIBLE FUNCTION OF X(J)')
end
if NTRACE>=0
disp('FUNCTION COMPUTATIONS:')
disp('FINAL VALUE OF FOBJ= '), disp(FOBJ);
disp('FINAL VALUE OF X(J)= ')
for J=1:NV
disp(X(J))
end
end
if KFLAG<0
disp(KFLAG);
elseif MATRX<70  MATRX>130
disp('MATRIXOR STATEMENT IN STEPIT REACHED')
else feval(STEER, dummyvariable)
end
end
else
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
% Vary the parameters, one at a time. This is the starting point used each time the step size is reduced
% or a successful giant step is completed
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
NCIRC = 0; %Number of consecutive X(JX) without sizable changes
NZIP = 0; %Number of consecutive cycles without a giant step
NACK = 0; %Number of active X(JX) cycled through
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
%MAIN FOR LOOP FOR CYCLING THROUGH THE VARIABLES
%THE FIRST TRIAL STEP WITH EACH VARIABLE IS SEPARATE
%
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
private_FORLOOP_ROUTINE1(1);
end
while KFLAGENCOUNTER == 0
%disp('ENTERING BOTTOM HALF OF PROGRAM AFTER BEING KICKED OUT COMPLETELY!')
if NTRACE>=1
for J =1:NV
disp(VEC(J));
end
end
if (NZIP~=0)(NTRACE<1)
NZIP = NZIP + 1;
NACK = 0;
private_FORLOOP_ROUTINE1(1);
else
disp(FBEST),disp(NF)
for J=1:NV
disp(X(J))
end
NZIP = NZIP + 1;
NACK = 0;
private_FORLOOP_ROUTINE1(1);
end
end
