Nothing
# New Version of Brute Force Algorithm for the Powell Estimator
#
# Roger Koenker: last revision: 12 February 2008
#
# Problem: || min{Ax,c} - b ||_tau = min!
#
# The matrix H is p by m matrix of the n choose p basis indices h on input.
# When called it is assumed (!!) that U = A[H[,1],]^{-1} and xh = U b[H[,1]].
subroutine brutpow(n,p,m,H,A,b,c,x,tau,U,xh,d,jminz,nflag)
integer n,p,m
double precision x(p),A(n,p),b(n),c(n)
double precision U(p,p),d(p),xh(p)
double precision zero, one,tau,pow,minz,z
integer H(p,m),k,findk,jminz,nflag
PARAMETER(zero = 0.0d0, one = 1.d0)
jminz = 1
minz = pow(n,p,x,A,b,c,tau)
do j = 2,m {
k = findk(p,H(1,j),H(1,j-1))
if(k == 0)
{nflag = 4; return}
call pivot(n,p,H(1,j-1),H(k,j),H(k,j-1),A,U,d,xh,nflag)
if(nflag > 0)
return
do i = 1,p{
xh(i) = b(H(i,j))
}
call dgemv('N',p,p,one,U,p,xh,1,zero,x,1)
z = pow(n,p,x,A,b,c,tau)
if(z < minz) {
minz = z
jminz = j
}
}
return
end
#####################################################
integer function findk(p,h,g)
integer p,k,h(p),g(p)
findk = 0
do k = 1,p{
if(h(k) != g(k))
{findk = k; break}
}
return
end
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.