ascend4/solver/slv7.c

/*
 *  SLV: Ascend Nonlinear Solver
 *  by Karl Michael Westerberg
 *  Created: 2/6/90
 *  Version: $Revision: 1.44 $
 *  Version control file: $RCSfile: slv7.c,v $
 *  Date last modified: $Date: 2000/01/25 02:27:43 $
 *  Last modified by: $Author: ballan $
 *
 *
 *  This file is part of the SLV solver.
 *
 *  Copyright (C) 1990 Karl Michael Westerberg
 *  Copyright (C) 1993 Joseph Zaher
 *  Copyright (C) 1994 Joseph Zaher, Benjamin Andrew Allan
 *  Copyright (C) 1996 Kenneth Harrison Tyner
 *
 *  The SLV solver is free software; you can redistribute
 *  it and/or modify it under the terms of the GNU General Public License as
 *  published by the Free Software Foundation; either version 2 of the
 *  License, or (at your option) any later version.
 *
 *  The SLV solver is distributed in hope that it will be
 *  useful, but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *  General Public License for more details.
 *
 *  You should have received a copy of the GNU General Public License
 *  along with the program; if not, write to the Free Software Foundation,
 *  Inc., 675 Mass Ave, Cambridge, MA 02139 USA.  Check the file named
 *  COPYING.  COPYING is found in ../compiler.
 *
 */

#include <math.h>
#include <stdarg.h>
#include "utilities/ascConfig.h"
#include "utilities/ascSignal.h"
#include "utilities/ascMalloc.h"
#include "utilities/set.h"
#include "general/tm_time.h"
#include "utilities/mem.h"
#include "compiler/compiler.h"
#include "utilities/ascPanic.h"
#include "general/list.h"
#include "compiler/fractions.h"
#include "compiler/dimen.h"
#include "compiler/functype.h"
#include "compiler/func.h"
#include "solver/mtx.h"
#include "solver/linsol.h"
#include "solver/linsolqr.h"
#include "solver/slv_types.h"
#include "solver/var.h"
#include "solver/rel.h"
#include "solver/discrete.h"
#include "solver/conditional.h"
#include "solver/logrel.h"
#include "solver/bnd.h"
#include "solver/calc.h"
#include "solver/relman.h"
#include "solver/slv_common.h"
#include "solver/slv_client.h"
#include "solver/slv7.h"
#include "solver/slv_stdcalls.h"

#if !defined(STATIC_NGSLV) && !defined(DYNAMIC_NGSLV)
int slv7_register(SlvFunctionsT *f)
{
  (void)f;  /* stop gcc whine about unused parameter */

  FPRINTF(stderr,"NGSlv not compiled in this ASCEND IV.\n");
  return 1;
}
#else /* either STATIC_NGSLV or DYNAMIC_NGSLV is defined */
#ifdef DYNAMIC_NGSLV
/* do dynamic loading stuff.   yeah, right */
#else /* following is used if STATIC_NGSLV is defined */

#define NGSLV 1  /* if = 1, include NGSLV functions and data structures */

#define KDEBUG TRUE
#define KILL 0
/* code that needs to be deleted compiles only with kill = 1 */
#define DEBUG FALSE
#define TERMSCALE FALSE
/* if TERMSCALE TRUE try to use rel_nominals */

#define D_ZERO (double)0.0
#define SLV7(s) ((slv7_system_t)(s))
#define SERVER (sys->slv)

#define slv7_IA_SIZE 13
#define slv7_RA_SIZE 11
#define slv7_CA_SIZE 0
#define slv7_VA_SIZE 0
/* subscripts for iarray */
#define SP7_LIFDS  0
#define SP7_SAVLIN 1
#define SP7_RELNOM 2
#define SP7_CUTOFF 3
#define SP7_UPJAC  4
#define SP7_UPWTS  5
#define SP7_UPNOM  6
#define SP7_REDUCE 7
#define SP7_EXACT  8
#define SP7_CNCOLS 9
#define SP7_BTRUNC 10
#define SP7_ORDERM 11
#define SP7_SAFECALC 12
static char *slv7_ianames[slv7_IA_SIZE] =
{"lifds","savlin","relnom","cutoff","upjac","upwts",
 "upnom","reduce","exact","cncols","btrunc","reorder"
 "safe_calc"};
static char *slv7_iaexpln[slv7_IA_SIZE] = {
"If lifds != 0 and showlessimportant is TRUE, show direct solve details",
"If savlin != 0, write out matrix data file at each iteration to SlvLinsol.dat",
"If relnom != 0, use relation nominals to scale the jacobian, else row 2 norm",
"Cutoff is the block size cutoff for MODEL-based reordering of partitions",
"Update jacobian every this many major iterations",
"Update row scalings every this many major iterations",
"Update column scalings every this many major iterations",
"Require misunderstood reduction somewhere in the stepping algorithm",
"Require residual >= some other number in the stepping algorithm",
"Check jacobian for poorly scaled columns and whine if found",
"Truncate whole step vector rather than componentwise at variable bound",
"Reorder option. 0 = MODEL based, 1 = MODEL based2, 2 = simple spk1"
"Use safe calculation routines"
};
#define UPDATE_JACOBIAN   (sys->iarray[SP7_UPJAC])
#define UPDATE_WEIGHTS    (sys->iarray[SP7_UPWTS])
#define UPDATE_NOMINALS   (sys->iarray[SP7_UPNOM])
#define REDUCE            (sys->iarray[SP7_REDUCE])
#define EXACT_LINE_SEARCH (sys->iarray[SP7_EXACT])
#define DUMPCNORM     (sys->iarray[SP7_CNCOLS])
#define TRUNCATE          (sys->iarray[SP7_BTRUNC])
#define SAFE_CALC         (sys->iarray[SP7_SAFECALC])

/* subscripts for rarray */
#define SP7_2SMALL  0
#define SP7_CNLOW   1
#define SP7_CNHIGH  2
#define SP7_TBNDS   3
#define SP7_POSDEF  4
#define SP7_DET0    5
#define SP7_SSERRM  6
#define SP7_PRMAX   7
#define SP7_MINCO   8
#define SP7_MAXCO   9
#define SP7_GMULT   10
static char *slv7_ranames[slv7_RA_SIZE] =
{"toosmall","cnlow","cnhigh","tobnds","posdef","detzero",
 "steperrmax","prngmin","mincoef","maxcoef","gradmult"};
static char *slv7_raexpln[slv7_RA_SIZE] = {
"Var nominal to use if user specifies 0.0",
"Smallest column norm we won't complain about if checking",
"Largest column norm we won't complain about if checking",
"If bound is in the way, we go this fraction toward it",
"Hessian fudge number when optimizing",
"Minimum 2x2 determinant of newton/gradient we consider non-parallel",
"Step size must be determined this precisely, or prngmin happy",
"Parameter range must be this narrow to exit inner loop if step size unhappy",
"'Largest' drop in maxstep allowed",
"'Smallest' drop in maxstep allowed",
"Multiplier for gradient step in unpivoted region"};

#define TOO_SMALL       (sys->rarray[SP7_2SMALL])
#define CNLOW           (sys->rarray[SP7_CNLOW])
#define CNHIGH          (sys->rarray[SP7_CNHIGH])
#define TOWARD_BOUNDS       (sys->rarray[SP7_TBNDS])
#define POSITIVE_DEFINITE   (sys->rarray[SP7_POSDEF])
#define DETZERO         (sys->rarray[SP7_DET0])
#define STEPSIZEERR_MAX     (sys->rarray[SP7_SSERRM])
#define PARMRNG_MIN     (sys->rarray[SP7_PRMAX])
#define MIN_COEF        (sys->rarray[SP7_MINCO])
#define MAX_COEF        (sys->rarray[SP7_MAXCO])
#define GRAD_MULT       (sys->rarray[SP7_GMULT])

/*********************************************************************\
 Subparameters implemented:   (value/meaning)
 sp.ia[SP7_LIFDS]  0=>do not show full detail info for singletons
                   1=>do (this value ignored if detailed solve info not on.
 sp.ia[SP7_SAVLIN] 0=>do not append linearizations arising in the newton
                      scheme to the file SlvLinsol.dat.
                   1=>do.
 sp.ia[SP7_RELNOM] 0=>use row 2 norm in calc_weights.
                   1=>use rel_nominal in calc_weights.
 sp.ia[SP7_CUTOFF] MODEL tearing/reordering cutoff number.

 sp.rarray[*]   Generally cryptic parameters left by Joe. Someone
        should play with and document them. See the defaults.

 if TERMSCALE FALSE, SP7_RELNOM is ignored.
\*********************************************************************/
struct update_data {
  int                    jacobian;     /* Countdown on jacobian updating */
  int                    weights;      /* Countdown on weights updating */
  int                    nominals;     /* Countdown on nominals updating */
};

/* varpivots, relpivots used only in optimizing, if we rewrite calc_pivots
without them. */
struct jacobian_data {
  linsolqr_system_t      sys;          /* Linear system */
  mtx_matrix_t           mtx;          /* Transpose gradient of residuals */
  real64           *rhs;         /* RHS from linear system */
  unsigned               *varpivots;   /* Pivoted variables */
  unsigned               *relpivots;   /* Pivoted relations */
  unsigned               *subregions;  /* Set of subregion indeces */
  dof_t                  *dofdata;     /* dof data pointer from server */
  mtx_region_t           reg;          /* Current block region */
  int32            rank;         /* Numerical rank of the jacobian */
  enum factor_method     fm;        /* Linear factorization method */
  boolean                accurate;     /* ? Recalculate matrix */
  boolean                singular;     /* ? Can matrix be inverted */
  boolean                old_partition;     /* old value of partition flag */
#if NGSLV
  int32                  rank_defect;  /* Numerical rank defect of the jacobian*/
  mtx_sparse_t           *singcols;
  mtx_sparse_t           *pivrows;
  mtx_sparse_t           *singrows;
  mtx_sparse_t           *pivcols;
  mtx_region_t           un_p_col_reg;    /* Unpivoted col region of current block */
  mtx_region_t           un_p_row_reg;    /* Unpivoted row region of current block */
  mtx_region_t           A12_reg;         /* A12 region */
  mtx_region_t           A21_reg;         /* A21 region */
  mtx_region_t           A22_reg;         /* A22 region */
#endif /*NGSLV*/
};

struct hessian_data {
  struct vector_data     Bs;           /* Product of B and s */
  struct vector_data     y;            /* Difference in stationaries */
  real64           ys;           /* inner product of y and s */
  real64           sBs;          /* inner product of s and Bs */
  struct hessian_data    *next;        /* previous iteration data */
};

struct reduced_data {
  real64           **mtx;        /* Dense matrix */
  real64           *ZBs;         /* Reduced Bs */
  real64           *Zy;          /* Reduced y */
  int32            order;        /* Degrees of freedom */
  boolean                accurate;     /* Ready to re-compute ? */
};

/**
 *** line search data for ngslv
 **/
struct linesearch_data {
  real64           obj;           /* objective function value */
  real64           obj2;           /* 2nd (newt) objective function value */
  real64           grad;          /* objective function gradient */
  real64           newton_mult;   /* scaling factor for newton step (0-1) */
  real64           full_grad_mult;/* calculated gradient multiplier */
  real64           grad_mult;     /* additional scaling for grad step (0-1) */
  real64           p_error;
  real64           un_p_error;
  int32            rank;
  int32            rank_defect;
  real64           newton_norm;
  real64           grad_norm;
};

struct slv7_system_structure {

  /**
   ***  Problem definition
   **/
  slv_system_t              slv;   /* slv_system_t back-link */
  struct rel_relation         *obj;    /* Objective function: NULL = none */
  struct var_variable         **vlist; /* Variable list (NULL terminated) */
  struct rel_relation         **rlist; /* Relation list (NULL terminated) */

  /**
   ***  Solver information
   **/
  int                    integrity;    /* ? Has the system been created */
  int32                  presolved;    /* ? Has the system been presolved */
  slv_parameters_t       p;            /* Parameters */
  slv_status_t           s;            /* Status (as of iteration end) */
  struct update_data     update;       /* Jacobian frequency counters */
  int32            cap;          /* Order of matrix/vectors */
  int32            rank;         /* Symbolic rank of problem */
  int32            vused;        /* Free and incident variables */
  int32            vtot;         /* length of varlist */
  int32            rused;        /* Included relations */
  int32            rtot;         /* length of varlist */
  double                 clock;        /* CPU time */
  double rarray[slv7_RA_SIZE];
  int iarray[slv7_IA_SIZE];

  /**
   ***  Calculated data (scaled)
   **/
  struct jacobian_data   J;            /* linearized system */
  struct hessian_data    *B;           /* Curvature information */
  struct reduced_data    ZBZ;          /* Reduced hessian */

  struct vector_data     nominals;     /* Variable nominals */
  struct vector_data     weights;      /* Relation weights */
  struct vector_data     variables;    /* Variable values */
  struct vector_data     residuals;    /* Relation residuals */
  struct vector_data     gradient;     /* Objective gradient */
  struct vector_data     multipliers;  /* Relation multipliers */
  struct vector_data     stationary;   /* Lagrange gradient */
  struct vector_data     gamma;        /* Feasibility steepest descent */
  struct vector_data     Jgamma;       /* Product of J and gamma */
  struct vector_data     newton;       /* Dependent variables */
  struct vector_data     Bnewton;      /* Product of B and newton */
  struct vector_data     nullspace;    /* Independent variables */
  struct vector_data     varstep1;     /* 1st order in variables */
  struct vector_data     Bvarstep1;    /* Product of B and varstep1 */
  struct vector_data     varstep2;     /* 2nd order in variables */
  struct vector_data     Bvarstep2;    /* Product of B and varstep2 */
  struct vector_data     mulstep1;     /* 1st order in multipliers */
  struct vector_data     mulstep2;     /* 2nd order in multipliers */
  struct vector_data     varstep;      /* Step in variables */
  struct vector_data     mulstep;      /* Step in multipliers */
#if NGSLV
  struct vector_data     grad_newton;  /* newton grad vec KHACK */
  struct vector_data     grad_newton2;  /* 2nd newton grad vec KHACK */
  struct vector_data     un_p_grad;    /* Gradient for unpivoted variables */
  struct vector_data     tmp;          /* tmp vector for backsolve on U */
  struct vector_data     tmp2;          /* tmp vector for grad mult calc */
  struct vector_data     tmp_ls;        /* tmp vector for line search */
  struct linesearch_data  line_search;   /* data for ngslv line search */
#endif /*NGSLV*/
  real64           objective;    /* Objective function evaluation */
  real64           phi;          /* Unconstrained minimizer */
  real64           maxstep;      /* Maximum step size allowed */
  real64           progress;     /* Steepest directional derivative */
};


/**
 ***  Integrity checks
 ***  ----------------
 ***     check_system(sys)
 **/

#define OK        ((int)813029392)
#define DESTROYED ((int)103289182)
static int check_system(slv7_system_t sys)
/**
 ***  Checks sys for NULL and for integrity.
 **/
{
  if( sys == NULL ) {
    FPRINTF(stderr,"ERROR:  (slv7) check_system\n");
    FPRINTF(stderr,"        NULL system handle.\n");
    return 1;
  }

  switch( sys->integrity ) {
  case OK:
    return 0;
  case DESTROYED:
    FPRINTF(stderr,"ERROR:  (slv7) check_system\n");
    FPRINTF(stderr,"        System was recently destroyed.\n");
    return 1;
  default:
    FPRINTF(stderr,"ERROR:  (slv7) check_system\n");
    FPRINTF(stderr,"        System reused or never allocated.\n");
    return 1;
  }
}

/**
 ***  General input/output routines
 ***  -----------------------------
 ***     print_var_name(out,sys,var)
 ***     print_rel_name(out,sys,rel)
 **/

#define print_var_name(a,b,c) slv_print_var_name((a),(b)->slv,(c))
#define print_rel_name(a,b,c) slv_print_rel_name((a),(b)->slv,(c))

/**
 ***  Debug output routines
 ***  ---------------------
 ***     debug_delimiter(fp)
 ***     debug_out_vector(fp,vec)
 ***     debug_out_var_values(fp,sys)
 ***     debug_out_rel_residuals(fp,sys)
 ***     debug_out_jacobian(fp,sys)
 ***     debug_out_hessian(fp,sys)
 ***     debug_write_array(fp,real64 *,length)
 **/

static void debug_delimiter( FILE *fp)
/**
 ***  Outputs a hyphenated line.
 **/
{
  int i;
  for( i=0; i<60; i++ ) PUTC('-',fp);
  PUTC('\n',fp);
}

#if DEBUG
static void debug_out_vector( FILE *fp, slv7_system_t sys,
                              struct vector_data *vec)
/**
 ***  Outputs a vector.
 **/
{
  int32 ndx;
  FPRINTF(fp,"Norm = %g, Accurate = %s, Vector range = %d to %d\n",
    calc_sqrt_D0(vec->norm2), vec->accurate?"TRUE":"FALSE",
    vec->rng->low,vec->rng->high);
  FPRINTF(fp,"Vector --> ");
  for( ndx=vec->rng->low ; ndx<=vec->rng->high ; ++ndx )
    FPRINTF(fp, "%g ", vec->vec[ndx]);
  PUTC('\n',fp);
}

static void debug_out_var_values( FILE *fp, slv7_system_t sys)
/**
 ***  Outputs all variable values in current block.
 **/
{
  int32 col;
  struct var_variable *var;

  FPRINTF(fp,"Var values --> \n");
  for( col = sys->J.reg.col.low; col <= sys->J.reg.col.high ; col++ ) {
    var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)];
    print_var_name(fp,sys,var);
    FPRINTF(fp, "\nI    Lb  Value   Ub  Scale   Col INom\n");
    FPRINTF(fp,"%d\t%.4g\t%.4g\t%.4g\t%.4g\t%d\t%.4g\n",
      var_sindex(var),var_lower_bound(var),var_value(var),
      var_upper_bound(var),var_nominal(var),
      col,sys->nominals.vec[col]);
  }
}

static void debug_out_rel_residuals( FILE *fp, slv7_system_t sys)
/**
 ***  Outputs all relation residuals in current block.
 **/
{
  int32 row;

  FPRINTF(fp,"Rel residuals --> \n");
  for( row = sys->J.reg.row.low; row <= sys->J.reg.row.high ; row++ ) {
    struct rel_relation *rel;
    rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)];
    FPRINTF(fp,"  %g : ",rel_residual(rel));
    print_rel_name(fp,sys,rel);
    PUTC('\n',fp);
  }
  PUTC('\n',fp);
}

static void debug_out_jacobian( FILE *fp, slv7_system_t sys)
/**
 ***  Outputs permutation and values of the nonzero elements in the
 ***  the jacobian matrix.
 **/
{
  mtx_coord_t nz;
  real64 value;

  nz.row = sys->J.reg.row.low;
  for( ; nz.row <= sys->J.reg.row.high; ++(nz.row) ) {
    FPRINTF(fp,"   Row %d (rel %d)\n", nz.row,
      mtx_row_to_org(sys->J.mtx,nz.row));
    nz.col = mtx_FIRST;
    while( value = mtx_next_in_row(sys->J.mtx,&nz,&(sys->J.reg.col)),
           nz.col != mtx_LAST ) {
      FPRINTF(fp,"      Col %d (var %d) has value %g\n", nz.col,
        mtx_col_to_org(sys->J.mtx,nz.col), value);
    }
  }
}

static void debug_out_hessian( FILE *fp, slv7_system_t sys)
/**
 ***  Outputs permutation and values of the nonzero elements in the
 ***  reduced hessian matrix.
 **/
{
  mtx_coord_t nz;

  for( nz.row = 0; nz.row < sys->ZBZ.order; nz.row++ ) {
    nz.col = nz.row + sys->J.reg.col.high + 1 - sys->ZBZ.order;
    FPRINTF(fp,"   ZBZ[%d (var %d)] = ",
      nz.row, mtx_col_to_org(sys->J.mtx,nz.col));
    for( nz.col = 0; nz.col < sys->ZBZ.order; nz.col++ ) {
      FPRINTF(fp,"%10g ",sys->ZBZ.mtx[nz.row][nz.col]);
    }
      PUTC('\n',fp);
  }
}

#endif

static void debug_write_array(FILE *fp,real64 *vec, int32 length)
{
  int32 i;
  for (i=0; i< length;i++)
    FPRINTF(fp,"%.20g\n",vec[i]);
}

static char savlinfilename[]="SlvLinsol.dat.              \0";
static char savlinfilebase[]="SlvLinsol.dat.\0";
static int savlinnum=0;
/** The number to postfix to savlinfilebase. increases with file accesses. **/

/**
 ***  Array/vector operations
 ***  ----------------------------
 ***     destroy_array(p)
 ***     create_array(len,type)
 ***     zero_array(arr,len,type)
 ***
 ***     zero_vector(vec)
 ***     copy_vector(vec1,vec2)
 ***     prod = inner_product(vec1,vec2)
 ***     norm2 = square_norm(vec)
 ***     matrix_product(mtx,vec,prod,scale,transpose)
 **/

#define destroy_array(p)  \
   if( (p) != NULL ) ascfree((p))
#define create_array(len,type)  \
   ((len) > 0 ? (type *)ascmalloc((len)*sizeof(type)) : NULL)
#define create_zero_array(len,type)  \
   ((len) > 0 ? (type *)asccalloc((len),sizeof(type)) : NULL)
#define zero_array(arr,nelts,type)    \
   mem_zero_byte_cast((arr),0,(nelts)*sizeof(type))
/* Zeros an array of nelts objects, each having given type. */

#define zero_vector(v) slv_zero_vector(v)
#define copy_vector(v,t) slv_copy_vector((v),(t))
#define inner_product(v,u) slv_inner_product((v),(u))
#define square_norm(v)  slv_square_norm(v)
#define matrix_product(m,v,p,s,t) slv_matrix_product((m),(v),(p),(s),(t))

/**
 ***  Calculation routines
 ***  --------------------
 ***     ok = calc_objective(sys)
 ***     ok = calc_boundaries(sys)
 ***     ok = calc_residuals(sys)
 ***     ok = calc_J(sys)
 ***     calc_nominals(sys)
 ***     calc_weights(sys)
 ***     scale_J(sys)
 ***     scale_variables(sys)
 ***     scale_residuals(sys)
 ***     ok = calc_gradient(sys)
 ***     calc_B(sys)
 ***     calc_ZBZ(sys)
 ***     calc_pivots(sys)
 ***     calc_rhs(sys)
 ***     calc_multipliers(sys)
 ***     calc_stationary(sys)
 ***     calc_newton(sys)
 ***     calc_Bnewton(sys)
 ***     calc_nullspace(sys)
 ***     calc_gamma(sys)
 ***     calc_Jgamma(sys)
 ***     calc_varstep1(sys)
 ***     calc_Bvarstep1(sys)
 ***     calc_varstep2(sys)
 ***     calc_Bvarstep2(sys)
 ***     calc_mulstep1(sys)
 ***     calc_mulstep2(sys)
 ***     calc_varstep(sys)
 ***     calc_mulstep(sys)
 ***     calc_phi(sys)
 **/


#define OPTIMIZING(sys)     ((sys)->ZBZ.order > 0)

static boolean calc_objective( slv7_system_t sys)
/**
 ***  Evaluate the objective function.
 **/
{
  calc_ok = TRUE;
  Asc_SignalHandlerPush(SIGFPE,SIG_IGN);
  sys->objective = (sys->obj ? relman_eval(sys->obj,&calc_ok,SAFE_CALC) : 0.0);
  Asc_SignalHandlerPop(SIGFPE,SIG_IGN);
  return calc_ok;
}


static boolean calc_inequalities( slv7_system_t sys)
/**
 ***  Calculates all of the residuals of included inequalities.
 ***  Returns true iff (calculations preceded without error and
 ***  all inequalities are satisfied.)
 **/
{
  struct rel_relation **rp;
  boolean satisfied=TRUE;
  static rel_filter_t rfilter;
  rfilter.matchbits = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE);
  rfilter.matchvalue = (REL_INCLUDED | REL_ACTIVE);

  calc_ok = TRUE;
  Asc_SignalHandlerPush(SIGFPE,SIG_IGN);
  for (rp=sys->rlist;*rp != NULL; rp++) {
    if (rel_apply_filter(*rp,&rfilter)) {
      relman_eval(*rp,&calc_ok,SAFE_CALC);
      satisfied= satisfied &&
#if TERMSCALE
        relman_calc_satisfied_scaled(*rp,sys->p.tolerance.feasible);
#else
        relman_calc_satisfied(*rp,sys->p.tolerance.feasible);
#endif
    }
  }
  Asc_SignalHandlerPop(SIGFPE,SIG_IGN);
  return (calc_ok && satisfied);
}

static boolean calc_residuals( slv7_system_t sys)
/**
 ***  Calculates all of the residuals in the current block and computes
 ***  the residual norm for block status.  Returns true iff calculations
 ***  preceded without error.
 **/
{
  int32 row;
  struct rel_relation *rel;
  double time0;

  if( sys->residuals.accurate ) return TRUE;

  calc_ok = TRUE;
  row = sys->residuals.rng->low;
  time0=tm_cpu_time();
  Asc_SignalHandlerPush(SIGFPE,SIG_IGN);
  for( ; row <= sys->residuals.rng->high; row++ ) {
    rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)];
#if DEBUG
    if (!rel) {
      int r;
      r=mtx_row_to_org(sys->J.mtx,row);
      FPRINTF(stderr,"NULL relation found !!\n");
      FPRINTF(stderr,"at row %d rel %d in calc_residuals\n",(int)row,r);
      FFLUSH(stderr);
    }
#endif
    sys->residuals.vec[row] = relman_eval(rel,&calc_ok,SAFE_CALC);
#if TERMSCALE
    relman_calc_satisfied_scaled(rel,sys->p.tolerance.feasible);
#else
    relman_calc_satisfied(rel,sys->p.tolerance.feasible);
#endif
  }
  Asc_SignalHandlerPop(SIGFPE,SIG_IGN);
  sys->s.block.functime += (tm_cpu_time() -time0);
  sys->s.block.funcs++;
  square_norm( &(sys->residuals) );
  sys->s.block.residual = calc_sqrt_D0(sys->residuals.norm2);
  return(calc_ok);
}


static boolean calc_J( slv7_system_t sys)
/**
 ***  Calculates the current block of the jacobian.
 ***  It is initially unscaled.
 **/
{
  int32 row;
  var_filter_t vfilter;
  double time0;
  real64 resid;

  if( sys->J.accurate )
    return TRUE;

  calc_ok = TRUE;
  vfilter.matchbits = (VAR_INBLOCK | VAR_ACTIVE);
  vfilter.matchvalue = (VAR_INBLOCK | VAR_ACTIVE);
  time0=tm_cpu_time();
  mtx_clear_region(sys->J.mtx,&(sys->J.reg));
  for( row = sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ ) {
    struct rel_relation *rel;
    rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)];
    relman_diffs(rel,&vfilter,sys->J.mtx,&resid,SAFE_CALC);
  }
  sys->s.block.jactime += (tm_cpu_time() - time0);
  sys->s.block.jacs++;

  if( --(sys->update.nominals) <= 0 ) sys->nominals.accurate = FALSE;
  if( --(sys->update.weights) <= 0 ) sys->weights.accurate = FALSE;

  linsolqr_matrix_was_changed(sys->J.sys);
  return(calc_ok);
}


static void calc_nominals( slv7_system_t sys)
/**
 ***  Retrieves the nominal values of all of the block variables,
 ***  insuring that they are all strictly positive.
 **/
{
  int32 col;
  FILE *fp = MIF(sys);
  if( sys->nominals.accurate ) return;
  fp = MIF(sys);
  col = sys->nominals.rng->low;
  for( ; col <= sys->nominals.rng->high; col++ ) {
    struct var_variable *var;
    real64 n;
    var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)];
    n = var_nominal(var);
    if( n <= 0.0 ) {
      if( n == 0.0 ) {
        n = TOO_SMALL;
        FPRINTF(fp,"ERROR:  (slv7) calc_nominals\n");
        FPRINTF(fp,"        Variable ");
        print_var_name(fp,sys,var);
        FPRINTF(fp,"        \nhas nominal value of zero.\n");
        FPRINTF(fp,"        Resetting to %g.\n",n);
        var_set_nominal(var,n);
      } else {
        n =  -n;
        FPRINTF(fp,"ERROR:  (slv7) calc_nominals\n");
        FPRINTF(fp,"        Variable ");
        print_var_name(fp,sys,var);
        FPRINTF(fp,"        \nhas negative nominal value.\n");
        FPRINTF(fp,"        Resetting to %g.\n",n);
        var_set_nominal(var,n);
      }
    }
#if DEBUG
    FPRINTF(fp,"Column %d is",col);
    print_var_name(fp,sys,var);
    FPRINTF(fp,"\nScaling of column %d is %g\n",col,n);
#endif
    sys->nominals.vec[col] = n;
  }
  square_norm( &(sys->nominals) );
  sys->update.nominals = UPDATE_NOMINALS;
  sys->nominals.accurate = TRUE;
}

#if TERMSCALE
/* rel_nominal scaling of rows supported as an alternative if
   TERMSCALE true. scales by 2 norm if SP7_RELNOM==0 */
static void calc_weights( slv7_system_t sys)
/**
 ***  Calculates the weights of all of the block relations
 ***  to scale the rows of the Jacobian.
 ***  Switch between interface and 2norm weight by SP7_RELNOM.
 **/
{
  mtx_coord_t nz;

  if( sys->weights.accurate )
    return;

  nz.row = sys->weights.rng->low;
  if (!(sys->iarray[SP7_RELNOM])) {
    for( ; nz.row <= sys->weights.rng->high; (nz.row)++ ) {
      real64 sum;
      sum=mtx_sum_sqrs_in_row(sys->J.mtx,nz.row,&(sys->J.reg.col));
      sys->weights.vec[nz.row] = (sum>0.0) ? 1.0/calc_sqrt_D0(sum) : 1.0;
    }
  } else {
    for( ; nz.row <= sys->weights.rng->high; (nz.row)++ ) {
      sys->weights.vec[nz.row] =
       1.0/rel_nominal(sys->rlist[mtx_row_to_org(sys->J.mtx,nz.row)]);
    }
  }
  square_norm( &(sys->weights) );
  sys->update.weights = UPDATE_WEIGHTS;
  sys->residuals.accurate = FALSE;
  sys->weights.accurate = TRUE;
}
#else
/* 2 norm scaling of rows */

static void calc_weights( slv7_system_t sys)
/**
 ***  Calculates the weights of all of the block relations
 ***  to scale the rows of the Jacobian.
 **/
{
  mtx_coord_t nz;

  if( sys->weights.accurate )
    return;

  nz.row = sys->weights.rng->low;
  for( ; nz.row <= sys->weights.rng->high; (nz.row)++ ) {
    real64 sum;
    sum=mtx_sum_sqrs_in_row(sys->J.mtx,nz.row,&(sys->J.reg.col));
    sys->weights.vec[nz.row] = (sum>0.0) ? 1.0/calc_sqrt_D0(sum) : 1.0;
  }
  square_norm( &(sys->weights) );
  sys->update.weights = UPDATE_WEIGHTS;
  sys->residuals.accurate = FALSE;
  sys->weights.accurate = TRUE;
}
/* end of termscale alternative calcweights */
#endif

static void scale_J( slv7_system_t sys)
/**
 ***  Scales the jacobian.
 **/
{
  int32 row;
  int32 col;

  if( sys->J.accurate ) return;

  calc_nominals(sys);
  for( col=sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ )
    mtx_mult_col(sys->J.mtx,col,sys->nominals.vec[col],&(sys->J.reg.row));

  calc_weights(sys);
  for( row=sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ )
     mtx_mult_row(sys->J.mtx,row,sys->weights.vec[row],&(sys->J.reg.col));

  if (DUMPCNORM) {
    for( col=sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ ) {
      real64 cnorm;
      cnorm =
        calc_sqrt_D0(mtx_sum_sqrs_in_col(sys->J.mtx,col,&(sys->J.reg.row)));
      if (cnorm >CNHIGH || cnorm <CNLOW) {
        FPRINTF(stderr,"[col %d org %d] %g\n", col,
          mtx_col_to_org(sys->J.mtx,col), cnorm);
      }
    }
  }

  sys->update.jacobian = UPDATE_JACOBIAN;
  sys->J.accurate = TRUE;
  sys->J.singular = FALSE;  /* yet to be determined */
#if DEBUG
  FPRINTF(LIF(sys),"\nJacobian: \n");
  debug_out_jacobian(LIF(sys),sys);
#endif
}


static void scale_variables( slv7_system_t sys)
{
  int32 col;

  if( sys->variables.accurate ) return;

  col = sys->variables.rng->low;
  for( ; col <= sys->variables.rng->high; col++ ) {
    struct var_variable *var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)];
    sys->variables.vec[col] = var_value(var)/sys->nominals.vec[col];
  }
  square_norm( &(sys->variables) );
  sys->variables.accurate = TRUE;
#if DEBUG
  FPRINTF(LIF(sys),"Variables:  ");
  debug_out_vector(LIF(sys),sys,&(sys->variables));
#endif
}


static void scale_residuals( slv7_system_t sys)
/**
 ***  Scales the previously calculated residuals.
 **/
{
  int32 row;

  if( sys->residuals.accurate ) return;

  row = sys->residuals.rng->low;
  for( ; row <= sys->residuals.rng->high; row++ ) {
    struct rel_relation *rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)];
     sys->residuals.vec[row] = rel_residual(rel)*sys->weights.vec[row];
  }
  square_norm( &(sys->residuals) );
  sys->residuals.accurate = TRUE;
#if DEBUG
  FPRINTF(LIF(sys),"Residuals:  ");
  debug_out_vector(LIF(sys),sys,&(sys->residuals));
#endif
}

static boolean calc_gradient(slv7_system_t sys)
/**
 ***  Calculate scaled gradient of the objective function.
 **/
{
/*
 *
 * This entire function needs to be reimplemented with relman_diffs.
 *
 */
  if( sys->gradient.accurate ) return TRUE;

  calc_ok = TRUE;
  if ( !OPTIMIZING(sys) ) {
    zero_vector(&(sys->gradient));
    sys->gradient.norm2 = 0.0;
  } else {
    real64 pd;
    const struct var_variable **vp;
    var_filter_t vfilter;
    vfilter.matchbits = (VAR_INBLOCK | VAR_SVAR | VAR_ACTIVE);
    vfilter.matchvalue = (VAR_INBLOCK | VAR_SVAR | VAR_ACTIVE);
    zero_vector(&(sys->gradient));
    Asc_Panic(2, "calc_gradient", "abort");
    /* the next line will core dump anyway since vp not null-terminated*/
    for( vp = rel_incidence_list(sys->obj) ; *vp != NULL ; ++vp ) {
      int32 col;
      col = mtx_org_to_col(sys->J.mtx,var_sindex(*vp));
      if( var_apply_filter(*vp,&vfilter) ) {
        relman_diff(sys->obj,*vp,&pd,SAFE_CALC);
        sys->gradient.vec[col] = sys->nominals.vec[col]*pd;
      }
    }
    square_norm( &(sys->gradient) );
  }
  sys->gradient.accurate = TRUE;
#if DEBUG
  FPRINTF(LIF(sys),"Gradient:  ");
  debug_out_vector(LIF(sys),sys,&(sys->gradient));
#endif
  return calc_ok;
}

static void create_update( slv7_system_t sys)
/**
 ***  Create a new hessian_data structure for storing
 ***  latest update information.
 **/
{
  struct hessian_data *update;

  if( !OPTIMIZING(sys) )
     return;

  update = (struct hessian_data *)ascmalloc(sizeof(struct hessian_data));
  update->y.vec = create_array(sys->cap,real64);
  update->y.rng = &(sys->J.reg.col);
  update->y.accurate = FALSE;
  update->Bs.vec = create_array(sys->cap,real64);
  update->Bs.rng = &(sys->J.reg.col);
  update->Bs.accurate = FALSE;
  update->next = sys->B;
  sys->B = update;
}


static void calc_B( slv7_system_t sys)
/**
 ***  Computes a rank 2 BFGS update to the hessian matrix
 ***  B which accumulates curvature.
 **/
{
  if( sys->s.block.iteration > 1 ) {
    create_update(sys);
  } else {
    if( sys->B ) {
      struct hessian_data *update;
      for( update=sys->B; update != NULL; ) {
        struct hessian_data *handle;
        handle = update;
        update = update->next;
        destroy_array(handle->y.vec);
        destroy_array(handle->Bs.vec);
        ascfree(handle);
      }
      sys->B = NULL;
    }
  }
  if( sys->B ) {
    real64 theta;
    /**
     ***  The y vector
     **/
    if( !sys->B->y.accurate ) {
      int32 col;
      matrix_product(sys->J.mtx, &(sys->multipliers),
                     &(sys->B->y), 1.0, TRUE);
      col = sys->B->y.rng->low;
      for( ; col <= sys->B->y.rng->high; col++ ) {
          sys->B->y.vec[col] += sys->gradient.vec[col] -
             sys->stationary.vec[col];
      }
      square_norm( &(sys->B->y) );
      sys->B->y.accurate = TRUE;
    }

   /**
    ***  The Bs vector
    **/
    if( !sys->B->Bs.accurate ) {
      struct hessian_data *update;
      copy_vector(&(sys->varstep),&(sys->B->Bs));
      for( update=sys->B->next; update != NULL; update = update->next ) {
        int32 col;
        real64 ys = inner_product( &(update->y),&(sys->varstep) );
        real64 sBs = inner_product( &(update->Bs),&(sys->varstep) );
        col = sys->B->Bs.rng->low;
        for( ; col<=sys->B->Bs.rng->high; col++) {
           sys->B->Bs.vec[col] += update->ys > 0.0 ?
              (update->y.vec[col])*ys/update->ys : 0.0;
           sys->B->Bs.vec[col] -= update->sBs > 0.0 ?
              (update->Bs.vec[col])*sBs/update->sBs : 0.0;
        }
      }
      square_norm( &(sys->B->Bs) );
      sys->B->Bs.accurate = TRUE;
    }

    sys->B->ys = inner_product( &(sys->B->y),&(sys->varstep) );
    sys->B->sBs = inner_product( &(sys->B->Bs),&(sys->varstep) );

    if( sys->B->ys == 0.0 && sys->B->sBs == 0.0 ) {
      theta = 0.0;
    } else {
      theta = sys->B->ys < POSITIVE_DEFINITE*sys->B->sBs ?
       (1.0-POSITIVE_DEFINITE)*sys->B->sBs/(sys->B->sBs - sys->B->ys):1.0;
    }
#if DEBUG
    FPRINTF(LIF(sys),"ys, sBs, PD, theta = %g, %g, %g, %g\n",
            sys->B->ys,
            sys->B->sBs,
            POSITIVE_DEFINITE,
            theta);
#endif
    if( theta < 1.0 ) {
       int32 col;
       col = sys->B->y.rng->low;
       for( ; col <= sys->B->y.rng->high; col++ )
         sys->B->y.vec[col] = theta*sys->B->y.vec[col] +
           (1.0-theta)*sys->B->Bs.vec[col];
       square_norm( &(sys->B->y) );
       sys->B->ys = theta*sys->B->ys + (1.0-theta)*sys->B->sBs;
    }
  }
}


static int calc_pivots(slv7_system_t sys)
/**
 ***  Obtain the equations and variables which
 ***  are able to be pivoted.
 ***  return value is the row rank deficiency, which we hope is 0.
 **/
{
  int row_rank_defect=0;
  linsolqr_system_t lsys = sys->J.sys;

  linsolqr_factor(lsys,sys->J.fm);          /* factor */

  if (OPTIMIZING(sys)) {
    /* need things for nullspace move. don't care about
     * dependency coefficiency in any circumstances at present.
     */
    linsolqr_calc_col_dependencies(lsys);
    set_null(sys->J.relpivots,sys->cap);
    set_null(sys->J.varpivots,sys->cap);
    linsolqr_get_pivot_sets(lsys,sys->J.relpivots,sys->J.varpivots);
  }

  sys->J.rank = linsolqr_rank(lsys);
  sys->J.singular = FALSE;
  row_rank_defect = sys->J.reg.row.high -
    sys->J.reg.row.low+1 - sys->J.rank;
  if( row_rank_defect > 0 ) {
    sys->J.singular = TRUE;
  }
#if KDEBUG
  sys->J.pivrows = linsolqr_pivoted_rows(lsys);
  sys->J.singrows = linsolqr_unpivoted_rows(lsys);
#endif /* KDEBUG */
  return row_rank_defect;
}

static void zero_un_p_weights(slv7_system_t sys)
/* This function used to be part of calc_pivots but
   it seemed to be a severe side effect and has been
   moved */
{
  FILE *fp = LIF(sys);

  if( sys->J.rank_defect > 0 ) {
    linsolqr_system_t lsys = sys->J.sys;
    int32 row,krow;
    mtx_sparse_t *uprows=NULL;
    sys->J.singular = TRUE;
    uprows = linsolqr_unpivoted_rows(lsys);
    if (uprows !=NULL) {
      for( krow=0; krow < uprows->len ; krow++ ) {
        int32 org_row;
        struct rel_relation *rel;

        org_row = uprows->idata[krow];
        row = mtx_org_to_row(sys->J.mtx,org_row);
        rel = sys->rlist[org_row];
        FPRINTF(fp,"%-40s ---> ","Relation not pivoted");
        print_rel_name(fp,sys,rel);
        PUTC('\n',fp);

        /**
         ***  assign zeros to the corresponding weights
         ***  so that subsequent calls to "scale_residuals"
         ***  will only measure the pivoted equations.
         **/
        sys->weights.vec[row] = 0.0;
        sys->residuals.vec[row] = 0.0;
        sys->residuals.accurate = FALSE;
        mtx_mult_row(sys->J.mtx,row,0.0,&(sys->J.reg.col));
      }
      mtx_destroy_sparse(uprows);
    }
    if( !sys->residuals.accurate ) {
      square_norm( &(sys->residuals) );
      sys->residuals.accurate = TRUE;
      sys->update.weights = 0;  /* re-compute weights next iteration. */
    }
  }
  if( sys->J.rank < sys->J.reg.col.high-sys->J.reg.col.low+1 ) {
    int32 col,kcol;
    mtx_sparse_t *upcols=NULL;
    if (NOTNULL(upcols)) {
      for( kcol=0; upcols != NULL && kcol < upcols->len ; kcol++ ) {
        int32 org_col;
        struct var_variable *var;

        org_col = upcols->idata[kcol];
        col = mtx_org_to_col(sys->J.mtx,org_col);
        var = sys->vlist[org_col];
        FPRINTF(fp,"%-40s ---> ","Variable not pivoted");
        print_var_name(fp,sys,var);
        PUTC('\n',fp);
        /**
         ***  If we're not optimizing (everything should be
         ***  pivotable) or this was one of the dependent variables,
         ***  consider this variable as if it were fixed.
         **/
        if( col <= sys->J.reg.col.high - sys->ZBZ.order ) {
          mtx_mult_col(sys->J.mtx,col,0.0,&(sys->J.reg.row));
        }
      }
      mtx_destroy_sparse(upcols);
    }
  }
  if (sys->p.output.less_important) {
    FPRINTF(LIF(sys),"%-40s ---> %d (%s)\n","Jacobian rank", sys->J.rank,
            sys->J.singular ? "deficient":"full");
    FPRINTF(LIF(sys),"%-40s ---> %g\n","Smallest pivot",
            linsolqr_smallest_pivot(sys->J.sys));
  }
}

static void calc_ZBZ(slv7_system_t sys)
/**
 ***  Updates the reduced hessian matrix.
 ***  if !OPTIMIZING just sets zbz.accurate true and returns.
 **/
{
   mtx_coord_t nz;

   if( sys->ZBZ.accurate ) return;

   for( nz.row = 0; nz.row < sys->ZBZ.order; nz.row++ ) {
      for( nz.col = 0; nz.col <= nz.row; nz.col++ ) {
         int32 col, depr, depc;
         col = nz.row+sys->J.reg.col.high+1-sys->ZBZ.order;
         depr = mtx_col_to_org(sys->J.mtx,col);
         col = nz.col+sys->J.reg.col.high+1-sys->ZBZ.order;
         depc = mtx_col_to_org(sys->J.mtx,col);
         sys->ZBZ.mtx[nz.row][nz.col] = (nz.row==nz.col ? 1.0 : 0.0);
         col = sys->J.reg.col.low;
         for( ; col <= sys->J.reg.col.high - sys->ZBZ.order; col++ ) {
            int32 ind = mtx_col_to_org(sys->J.mtx,col);
            if( set_is_member(sys->J.varpivots,ind) )
               sys->ZBZ.mtx[nz.row][nz.col] +=
                  (-linsolqr_org_col_dependency(sys->J.sys,depr,ind))*
                     (-linsolqr_org_col_dependency(sys->J.sys,depc,ind));
         }
         if( nz.row != nz.col )
            sys->ZBZ.mtx[nz.col][nz.row] =
               sys->ZBZ.mtx[nz.row][nz.col];
      }
   }
   if( OPTIMIZING(sys) ) {
      struct hessian_data *update;
      for( update=sys->B; update != NULL; update = update->next ) {
         mtx_coord_t nz;
         for( nz.row=0; nz.row < sys->ZBZ.order; nz.row++ ) {
            int32 col, dep;
            col = nz.row + sys->J.reg.col.high + 1 - sys->ZBZ.order;
            dep = mtx_col_to_org(sys->J.mtx,col);
            sys->ZBZ.Zy[nz.row] = update->y.vec[col];
            sys->ZBZ.ZBs[nz.row] = update->Bs.vec[col];
            col = sys->J.reg.col.low;
            for( ; col <= sys->J.reg.col.high - sys->ZBZ.order; col++ ) {
               int32 ind = mtx_col_to_org(sys->J.mtx,col);
               if( set_is_member(sys->J.varpivots,ind) ) {
                  sys->ZBZ.Zy[nz.row] += update->y.vec[col]*
                     (-linsolqr_org_col_dependency(sys->J.sys,dep,ind));
                  sys->ZBZ.ZBs[nz.row] += update->Bs.vec[col]*
                     (-linsolqr_org_col_dependency(sys->J.sys,dep,ind));
               }
            }
            for( nz.col=0; nz.col <= nz.row; nz.col++ ) {
               sys->ZBZ.mtx[nz.row][nz.col] += update->ys > 0.0 ?
                  sys->ZBZ.Zy[nz.row]*sys->ZBZ.Zy[nz.col]/update->ys : 0.0;
               sys->ZBZ.mtx[nz.row][nz.col] -= update->sBs > 0.0 ?
                  sys->ZBZ.ZBs[nz.row]*sys->ZBZ.ZBs[nz.col]/update->sBs : 0.0;
               if( nz.row != nz.col ) {
                  sys->ZBZ.mtx[nz.col][nz.row] =
                     sys->ZBZ.mtx[nz.row][nz.col];
               }
            }
         }
      }
   }
   sys->ZBZ.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"\nReduced Hessian:  \n");
   debug_out_hessian(LIF(sys),sys);
#endif
}


static void calc_rhs(slv7_system_t sys, struct vector_data *vec,
                     real64 scalar, boolean transpose)
/**
 ***  Calculates just the jacobian RHS.  This function should be used to
 ***  supplement calculation of the jacobian.  The vector vec must
 ***  already be calculated and scaled so as to simply be added to the
 ***  rhs.  Caller is responsible for initially zeroing the rhs vector.
 **/
{
   if( transpose ) {     /* vec is indexed by col */
      int32 col;
      for( col=vec->rng->low; col<=vec->rng->high; col++ )
         sys->J.rhs[mtx_col_to_org(sys->J.mtx,col)] +=
            scalar*vec->vec[col];

   } else {              /* vec is indexed by row */
      int32 row;
      for( row=vec->rng->low; row<=vec->rng->high; row++ )
         sys->J.rhs[mtx_row_to_org(sys->J.mtx,row)] +=
            scalar*vec->vec[row];
   }
   linsolqr_rhs_was_changed(sys->J.sys,sys->J.rhs);
}


static void calc_multipliers(slv7_system_t sys)
/**
 ***  Computes the lagrange multipliers for the equality constraints.
 **/
{
   if( sys->multipliers.accurate )
      return;

   if ( !OPTIMIZING(sys) ) {
      zero_vector(&(sys->multipliers));
      sys->multipliers.norm2 = 0.0;
   } else {
      linsolqr_system_t lsys = sys->J.sys;
      int32 row;
      sys->J.rhs = linsolqr_get_rhs(lsys,0);
      mem_zero_byte_cast(sys->J.rhs,0.0,sys->cap*sizeof(real64));
      calc_rhs(sys, &(sys->gradient), -1.0, TRUE );
      linsolqr_solve(lsys,sys->J.rhs);
      row = sys->multipliers.rng->low;
      for( ; row <= sys->multipliers.rng->high; row++ ) {
         struct rel_relation *rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)];
         sys->multipliers.vec[row] = linsolqr_var_value
            (lsys,sys->J.rhs,mtx_row_to_org(sys->J.mtx,row));
         rel_set_multiplier(rel,sys->multipliers.vec[row]*
                            sys->weights.vec[row]);

      }
      if (sys->iarray[SP7_SAVLIN]) {
        FILE *ldat;
        int32 ov;
        sprintf(savlinfilename,"%s%d",savlinfilebase,savlinnum++);
        ldat=fopen(savlinfilename,"w");
        FPRINTF(ldat,
                "================= multipliersrhs (orgcoled) itn %d =====\n",
                sys->s.iteration);
        debug_write_array(ldat,sys->J.rhs,sys->cap);
        FPRINTF(ldat,
                "================= multipliers (orgrowed) ============\n");
        for(ov=0 ; ov < sys->cap; ov++ )
          FPRINTF(ldat,"%.20g\n",linsolqr_var_value(lsys,sys->J.rhs,ov));
        fclose(ldat);
      }
      square_norm( &(sys->multipliers) );
   }
   sys->multipliers.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Multipliers:  ");
   debug_out_vector(LIF(sys),sys,&(sys->multipliers));
#endif
}


static void calc_stationary( slv7_system_t sys)
/**
 ***  Computes the gradient of the lagrangian which
 ***  should be zero at the optimum solution.
 **/
{
   if( sys->stationary.accurate )
      return;

   if ( !OPTIMIZING(sys) ) {
      zero_vector(&(sys->stationary));
      sys->stationary.norm2 = 0.0;
   } else {
      int32 col;
      matrix_product(sys->J.mtx, &(sys->multipliers),
                     &(sys->stationary), 1.0, TRUE);
      col = sys->stationary.rng->low;
      for( ; col <= sys->stationary.rng->high; col++ )
         sys->stationary.vec[col] += sys->gradient.vec[col];
      square_norm( &(sys->stationary) );
   }
   sys->stationary.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Stationary:  ");
   debug_out_vector(LIF(sys),sys,&(sys->stationary));
#endif
}


static void calc_gamma( slv7_system_t sys)
/**
 ***  Calculate the gamma vector.
 **/
{
   if( sys->gamma.accurate )
      return;

   matrix_product(sys->J.mtx, &(sys->residuals),
                  &(sys->gamma), -1.0, TRUE);
   square_norm( &(sys->gamma) );
   sys->gamma.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Gamma:  ");
   debug_out_vector(LIF(sys),sys,&(sys->gamma));
#endif
}

static void calc_Jgamma( slv7_system_t sys)
/**
 ***  Calculate the Jgamma vector.
 **/
{
   if( sys->Jgamma.accurate )
      return;

   matrix_product(sys->J.mtx, &(sys->gamma),
                  &(sys->Jgamma), 1.0, FALSE);
   square_norm( &(sys->Jgamma) );
   sys->Jgamma.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Jgamma:  ");
   debug_out_vector(LIF(sys),sys,&(sys->Jgamma));
#endif
}


static void calc_newton( slv7_system_t sys)
/**
 ***  Computes a step to solve the linearized equations.
 **/
{
   linsolqr_system_t lsys = sys->J.sys;
   int32 col;

   if( sys->newton.accurate )
      return;

   sys->J.rhs = linsolqr_get_rhs(lsys,1);
   mem_zero_byte_cast(sys->J.rhs,0.0,sys->cap*sizeof(real64));
   calc_rhs(sys, &(sys->residuals), -1.0, FALSE);
   linsolqr_solve(lsys,sys->J.rhs);
   col = sys->newton.rng->low;
   for( ; col <= sys->newton.rng->high; col++ )
      sys->newton.vec[col] = linsolqr_var_value
         (lsys,sys->J.rhs,mtx_col_to_org(sys->J.mtx,col));
   if (sys->iarray[SP7_SAVLIN]) {
     FILE *ldat;
     int32 ov;
     sprintf(savlinfilename,"%s%d",savlinfilebase,savlinnum++);
     ldat=fopen(savlinfilename,"w");
     FPRINTF(ldat,"================= resids (orgrowed) itn %d =====\n",
             sys->s.iteration);
     debug_write_array(ldat,sys->J.rhs,sys->cap);
     FPRINTF(ldat,"================= vars (orgcoled) ============\n");
     for(ov=0 ; ov < sys->cap; ov++ )
       FPRINTF(ldat,"%.20g\n",linsolqr_var_value(lsys,sys->J.rhs,ov));
     fclose(ldat);
   }
   square_norm( &(sys->newton) );
   sys->newton.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Newton:  ");
   debug_out_vector(LIF(sys),sys,&(sys->newton));
#endif
}

static void ngslv_calc_newton( slv7_system_t sys,mtx_matrix_t *factors)
/**
 ***  Computes a step to solve the linearized equations.
 ***  Stores in sys->grad_newton vector in cur col order
 ***  wrt factors.
 **/
{
   linsolqr_system_t lsys = sys->J.sys;
   int32 col;

   if( sys->newton.accurate )
      return;

   sys->J.rhs = linsolqr_get_rhs(lsys,1);
   mem_zero_byte_cast(sys->J.rhs,0.0,sys->cap*sizeof(real64));
   calc_rhs(sys, &(sys->residuals), -1.0, FALSE);
   linsolqr_solve(lsys,sys->J.rhs);
   col = sys->newton.rng->low;
   for( ; col <= sys->newton.rng->high; col++ )
      sys->grad_newton.vec[col] = linsolqr_var_value
         (lsys,sys->J.rhs,mtx_col_to_org(*factors,col));
   if (sys->iarray[SP7_SAVLIN]) {
     FILE *ldat;
     int32 ov;
     sprintf(savlinfilename,"%s%d",savlinfilebase,savlinnum++);
     ldat=fopen(savlinfilename,"w");
     FPRINTF(ldat,"================= resids (orgrowed) itn %d =====\n",
             sys->s.iteration);
     debug_write_array(ldat,sys->J.rhs,sys->cap);
     FPRINTF(ldat,"================= vars (orgcoled) ============\n");
     for(ov=0 ; ov < sys->cap; ov++ )
       FPRINTF(ldat,"%.20g\n",linsolqr_var_value(lsys,sys->J.rhs,ov));
     fclose(ldat);
   }
   square_norm( &(sys->newton) );
   sys->newton.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Newton:  ");
   debug_out_vector(LIF(sys),sys,&(sys->newton));
#endif
}

static void calc_Bnewton( slv7_system_t sys)
/**
 ***  Computes an update to the product B and newton.
 **/
{
   if( sys->Bnewton.accurate )
      return;

   if ( !OPTIMIZING(sys) ) {
      zero_vector(&(sys->Bnewton));
      sys->Bnewton.norm2 = 0.0;
   } else {
      struct hessian_data *update;
      copy_vector(&(sys->newton),&(sys->Bnewton));
      for( update=sys->B; update != NULL; update = update->next ) {
         int32 col;
         real64 yn = inner_product( &(update->y),&(sys->newton) );
         real64 sBn = inner_product( &(update->Bs),&(sys->newton) );
         col = sys->Bnewton.rng->low;
         for( ; col <= sys->Bnewton.rng->high; col++ ) {
            sys->Bnewton.vec[col] += update->ys > 0.0 ?
               (update->y.vec[col])*yn/update->ys : 0.0;
            sys->Bnewton.vec[col] -= update->sBs > 0.0 ?
               (update->Bs.vec[col])*sBn/update->sBs : 0.0;
         }
      }
      square_norm( &(sys->Bnewton) );
   }
   sys->Bnewton.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Bnewton:  ");
   debug_out_vector(LIF(sys),sys,&(sys->Bnewton));
#endif
}


static void calc_nullspace( slv7_system_t sys)
/**
 ***  Calculate the nullspace move if OPTIMIZING.
 **/
{
   if( sys->nullspace.accurate )
      return;

   if( !OPTIMIZING(sys) ) {
      zero_vector(&(sys->nullspace));
      sys->nullspace.norm2 = 0.0;
   } else {
      mtx_coord_t nz;
      zero_vector(&(sys->nullspace));
      for( nz.row=0; nz.row < sys->ZBZ.order; nz.row++ ) {
         int32 col, dep, ndx;
         col = nz.row+sys->J.reg.col.high+1-sys->ZBZ.order;
         dep = mtx_col_to_org(sys->J.mtx,col);
         sys->nullspace.vec[col] = -sys->stationary.vec[col] -
            sys->Bnewton.vec[col];
         ndx = sys->J.reg.col.low;
         for( ; ndx <= sys->J.reg.col.high - sys->ZBZ.order; ndx++ ) {
            int32 ind = mtx_col_to_org(sys->J.mtx,ndx);
            if( set_is_member(sys->J.varpivots,ind) )
               sys->nullspace.vec[col] -=
                  (sys->stationary.vec[ndx] + sys->Bnewton.vec[ndx])*
                     (-linsolqr_org_col_dependency(sys->J.sys,dep,ind));
         }
      }
      /**
       ***  Must invert ZBZ first.  It's symmetric so
       ***  can find Cholesky factors.  Essentially, find
       ***  the "square root" of the matrix such that
       ***
       ***         T
       ***  L U = U U = ZBZ, where U is an upper triangular
       ***  matrix.
       **/
      for( nz.row = 0; nz.row < sys->ZBZ.order; nz.row++ ) {
         for( nz.col = nz.row; nz.col < sys->ZBZ.order; nz.col++ ) {
            int32 col;
            for( col = 0; col < nz.row; col++ )
               sys->ZBZ.mtx[nz.row][nz.col] -=
                  sys->ZBZ.mtx[nz.row][col]*
                     sys->ZBZ.mtx[col][nz.col];
            if( nz.row == nz.col )
               sys->ZBZ.mtx[nz.row][nz.col] =
                  calc_sqrt_D0(sys->ZBZ.mtx[nz.row][nz.col]);
            else {
               sys->ZBZ.mtx[nz.row][nz.col] /=
                  sys->ZBZ.mtx[nz.row][nz.row];
               sys->ZBZ.mtx[nz.col][nz.row] =
                  sys->ZBZ.mtx[nz.row][nz.col];
            }
         }
      }
#if DEBUG
   FPRINTF(LIF(sys),"\nInverse Reduced Hessian:  \n");
   debug_out_hessian(LIF(sys),sys);
#endif
      /**
       ***  forward substitute
       **/
      for( nz.row = 0; nz.row < sys->ZBZ.order; nz.row++ ) {
         int32 offset = sys->J.reg.col.high+1-sys->ZBZ.order;
         for( nz.col = 0; nz.col < nz.row; nz.col++ ) {
            sys->nullspace.vec[nz.row+offset] -=
               sys->nullspace.vec[nz.col+offset]*
                  sys->ZBZ.mtx[nz.row][nz.col];
         }
         sys->nullspace.vec[nz.row+offset] /=
            sys->ZBZ.mtx[nz.row][nz.row];
      }

      /**
       ***  backward substitute
       **/
      for( nz.row = sys->ZBZ.order-1; nz.row >= 0; nz.row-- ) {
         int32 offset = sys->J.reg.col.high+1-sys->ZBZ.order;
         for( nz.col = nz.row+1; nz.col < sys->ZBZ.order; nz.col++ ) {
            sys->nullspace.vec[nz.row+offset] -=
               sys->nullspace.vec[nz.col+offset]*
                  sys->ZBZ.mtx[nz.row][nz.col];
         }
         sys->nullspace.vec[nz.row+offset] /=
            sys->ZBZ.mtx[nz.row][nz.row];
      }
      square_norm( &(sys->nullspace) );
   }
   sys->nullspace.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Nullspace:  ");
   debug_out_vector(LIF(sys),sys,&(sys->nullspace));
#endif
}

static void calc_varstep1( slv7_system_t sys)
/**
 ***  Calculate the 1st order descent direction for phi
 ***  in the variables.
 **/
{
   if( sys->varstep1.accurate )
      return;

   if( !OPTIMIZING(sys) ) {
      copy_vector(&(sys->gamma),&(sys->varstep1));
      sys->varstep1.norm2 = sys->gamma.norm2;
   } else {
      int32 col;
      col = sys->varstep1.rng->low;
      for( ; col <= sys->varstep1.rng->high; col++ )
         sys->varstep1.vec[col] = sys->p.rho*sys->gamma.vec[col] -
            sys->stationary.vec[col];
      square_norm( &(sys->varstep1) );
   }
   sys->varstep1.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Varstep1:  ");
   debug_out_vector(LIF(sys),sys,&(sys->varstep1));
#endif
}


static void calc_Bvarstep1( slv7_system_t sys)
/**
 ***  Computes an update to the product B and varstep1.
 **/
{
   if( sys->Bvarstep1.accurate )
      return;

   if ( !OPTIMIZING(sys) ) {
      zero_vector(&(sys->Bvarstep1));
      sys->Bvarstep1.norm2 = 0.0;
   } else {
      struct hessian_data *update;
      copy_vector(&(sys->varstep1),&(sys->Bvarstep1));
      for( update=sys->B; update != NULL; update = update->next ) {
         int32 col;
         real64 yv = inner_product( &(update->y),&(sys->varstep1) );
         real64 sBv = inner_product( &(update->Bs),&(sys->varstep1) );
         col = sys->Bvarstep1.rng->low;
         for( ; col <= sys->Bvarstep1.rng->high; col++ ) {
            sys->Bvarstep1.vec[col] += update->ys > 0.0 ?
               (update->y.vec[col])*yv/update->ys : 0.0;
            sys->Bvarstep1.vec[col] -= update->sBs > 0.0 ?
               (update->Bs.vec[col])*sBv/update->sBs : 0.0;
         }
      }
      square_norm( &(sys->Bvarstep1) );
   }
   sys->Bvarstep1.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Bvarstep1:  ");
   debug_out_vector(LIF(sys),sys,&(sys->Bvarstep1));
#endif
}


static void calc_varstep2( slv7_system_t sys)
/**
 ***  Calculate the 2nd order descent direction for phi
 ***  in the variables.
 **/
{
   if( sys->varstep2.accurate )
      return;

   if( !OPTIMIZING(sys) ) {
      copy_vector(&(sys->newton),&(sys->varstep2));
      sys->varstep2.norm2 = sys->newton.norm2;
   } else {
      int32 col;
      col = sys->varstep2.rng->low;
      for( ; col <= sys->varstep2.rng->high - sys->ZBZ.order ; ++col ) {
         int32 dep;
         int32 ind = mtx_col_to_org(sys->J.mtx,col);
         sys->varstep2.vec[col] = sys->newton.vec[col];
         if( set_is_member(sys->J.varpivots,ind) ) {
            dep = sys->varstep2.rng->high + 1 - sys->ZBZ.order;
            for( ; dep <= sys->varstep2.rng->high; dep++ )
               sys->varstep2.vec[col] += sys->nullspace.vec[dep]*
                  (-linsolqr_org_col_dependency(sys->J.sys,dep,ind));
         }
      }
      col = sys->varstep2.rng->high + 1 - sys->ZBZ.order;
      for( ; col <= sys->varstep2.rng->high; ++col )
         sys->varstep2.vec[col] = sys->nullspace.vec[col] +
            sys->newton.vec[col];
      square_norm( &(sys->varstep2) );
   }
   sys->varstep2.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Varstep2:  ");
   debug_out_vector(LIF(sys),sys,&(sys->varstep2));
#endif
}


static void calc_Bvarstep2( slv7_system_t sys)
/**
 ***  Computes an update to the product B and varstep2.
 **/
{
   if( sys->Bvarstep2.accurate )
      return;

   if ( !OPTIMIZING(sys) ) {
      zero_vector(&(sys->Bvarstep2));
      sys->Bvarstep2.norm2 = 0.0;
   } else {
      struct hessian_data *update;
      copy_vector(&(sys->varstep2),&(sys->Bvarstep2));
      for( update=sys->B; update != NULL; update = update->next ) {
         int32 col;
         real64 yv = inner_product( &(update->y),&(sys->varstep2) );
         real64 sBv = inner_product( &(update->Bs),&(sys->varstep2) );
         col = sys->Bvarstep2.rng->low;
         for( ; col <= sys->Bvarstep2.rng->high; col++ ) {
            sys->Bvarstep2.vec[col] += update->ys > 0.0 ?
               (update->y.vec[col])*yv/update->ys : 0.0;
            sys->Bvarstep2.vec[col] -= update->sBs > 0.0 ?
               (update->Bs.vec[col])*sBv/update->sBs : 0.0;
         }
      }
      square_norm( &(sys->Bvarstep2) );
   }
   sys->Bvarstep2.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Bvarstep2:  ");
   debug_out_vector(LIF(sys),sys,&(sys->Bvarstep2));
#endif
}


static void calc_mulstep1( slv7_system_t sys)
/**
 ***  Calculate the negative gradient direction of phi in the
 ***  multipliers.
 **/
{
   if( sys->mulstep1.accurate )
      return;

   if( !OPTIMIZING(sys) ) {
      zero_vector(&(sys->mulstep1));
      sys->mulstep1.norm2 = 0.0;
   } else {
      int32 row;
      row = sys->mulstep1.rng->low;
      for( ; row <= sys->mulstep1.rng->high; row++ )
         sys->mulstep1.vec[row] = -sys->residuals.vec[row];
      square_norm( &(sys->mulstep1) );
   }
   sys->mulstep1.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Mulstep1:  ");
   debug_out_vector(LIF(sys),sys,&(sys->mulstep1));
#endif
}


static void calc_mulstep2( slv7_system_t sys)
/**
 ***  Calculate the mulstep2 direction of phi in the
 ***  multipliers.
 **/
{
   if( sys->mulstep2.accurate )
      return;

   if( !OPTIMIZING(sys) ) {
      zero_vector(&(sys->mulstep2));
      sys->mulstep2.norm2 = 0.0;
   } else {
      linsolqr_system_t lsys = sys->J.sys;
      int32 row;
      sys->J.rhs = linsolqr_get_rhs(lsys,2);
      mem_zero_byte_cast(sys->J.rhs,0.0,sys->cap*sizeof(real64));
      calc_rhs(sys, &(sys->Bvarstep2), -1.0, TRUE);
      calc_rhs(sys, &(sys->stationary), -1.0, TRUE);
      linsolqr_solve(lsys,sys->J.rhs);
      row = sys->mulstep2.rng->low;
      for( ; row <= sys->mulstep2.rng->high; row++ )
         sys->mulstep2.vec[row] = linsolqr_var_value
            (lsys,sys->J.rhs,mtx_row_to_org(sys->J.mtx,row));
      if (sys->iarray[SP7_SAVLIN]) {
        FILE *ldat;
        int32 ov;
        sprintf(savlinfilename,"%s%d",savlinfilebase,savlinnum++);
        ldat=fopen(savlinfilename,"w");
        FPRINTF(ldat,
                "================= mulstep2rhs (orgcoled) itn %d =======\n",
                sys->s.iteration);
        debug_write_array(ldat,sys->J.rhs,sys->cap);
        FPRINTF(ldat,
                "================= mulstep2vars (orgrowed) ============\n");
        for(ov=0 ; ov < sys->cap; ov++ )
          FPRINTF(ldat,"%.20g\n",linsolqr_var_value(lsys,sys->J.rhs,ov));
        fclose(ldat);
      }
      square_norm( &(sys->mulstep2) );
   }
   sys->mulstep2.accurate = TRUE;
#if DEBUG
   FPRINTF(LIF(sys),"Mulstep2:  ");
   debug_out_vector(LIF(sys),sys,&(sys->mulstep2));
#endif
}


static void calc_phi( slv7_system_t sys)
/**
 ***  Computes the global minimizing function Phi.
 **/
{
   if( !OPTIMIZING(sys) )
      sys->phi = 0.5*sys->residuals.norm2;
   else {
      sys->phi = sys->objective;
      sys->phi += inner_product( &(sys->multipliers),&(sys->residuals) );
      sys->phi += 0.5*sys->p.rho*sys->residuals.norm2;
   }
}

#if NGSLV
/**
 *** Current implementation problems:
 *** 1) The regions (un_p_row, A12, etc) which are currently part of
 ***    sys->J are a bit deceptive in that they really should be associated
 ***    with factors.
 **/

/**
 ***  NGSlv Linesearch Functions
 **/

static void set_up_line_search(slv7_system_t sys,mtx_matrix_t *factors,
                   linsolqr_system_t *lsys)
{
  mtx_coord_t loc;
  int32 ind;
  zero_vector(&(sys->tmp_ls));
  for (loc.col = sys->J.un_p_col_reg.col.low;
       loc.col <= sys->J.un_p_col_reg.col.high; loc.col++ ) {
    sys->tmp_ls.vec[mtx_col_to_org(*factors,loc.col)] =
      sys->grad_newton.vec[loc.col] *
      sys->line_search.full_grad_mult;
  }
  for (loc.col = sys->J.reg.col.low;
       loc.col < sys->J.un_p_col_reg.col.low; loc.col++ ) {
    ind = linsolqr_org_col_to_org_row(*lsys,mtx_col_to_org(*factors,loc.col));
    sys->tmp_ls.vec[mtx_col_to_org(*factors,loc.col)] =
      - sys->line_search.full_grad_mult *
    sys->line_search.newton_mult *
      sys->tmp.vec[ind];
  }
}
/*
static void set_up_line_search(slv7_system_t sys,mtx_matrix_t *factors,
                   linsolqr_system_t *lsys)
{
  mtx_coord_t loc;
  int32 ind;
  zero_vector(&(sys->tmp_ls));
  for (loc.col = sys->J.un_p_col_reg.col.low;
       loc.col <= sys->J.un_p_col_reg.col.high; loc.col++ ) {
    sys->tmp_ls.vec[loc.col] = sys->grad_newton.vec[loc.col] *
      sys->line_search.full_grad_mult;
  }
  for (loc.col = sys->J.reg.col.low;
       loc.col < sys->J.un_p_col_reg.col.low; loc.col++ ) {
    ind = linsolqr_org_col_to_org_row(*lsys,mtx_col_to_org(*factors,loc.col));
    sys->tmp_ls.vec[loc.col] = - sys->line_search.full_grad_mult *
      sys->tmp.vec[ind];
  }
}*/

static void ls_calc_gradient(slv7_system_t sys,
                   mtx_matrix_t *factors,
                   mtx_matrix_t *outer_factors,
                   linsolqr_system_t *lsys)

/**
 ***  Calculates gradient of the linesearch objective function (ls_obj).
 ***  ls_obj = sqrt(sum(h^2)) where h = gradient_eqn_residual and the sum
 ***  is over the gradient equations
 ***  d(ls_obj)/d(alpha) = sum(d(h)/d(alpha))
 ***  d(h)/d(alpha) = J(d(x)/d(alpha))
 ***                   | -inv(L)*A12'*alpha |  <-- Newton eqns
 ***  d(x)/d(alpha) =  |       alpha        |  <-- Gradient eqns
 ***
 **/
{
  int32 row,col,ind,status;
  var_filter_t vfilter;
  real64 resid,ls_obj = 0.0;
  mtx_coord_t loc;
  real64 sum_dh_dalpha;
  struct rel_relation *rel;

  /*   zero_vector(&(sys->tmp_ls));*/
  /* calculate the gradient rows of the jacobian and the corresponding
     residuals at the trial point */
  calc_ok = TRUE;
  vfilter.matchbits = (VAR_INBLOCK | VAR_ACTIVE);
  vfilter.matchvalue = (VAR_INBLOCK | VAR_ACTIVE);

  mtx_clear_region(sys->J.mtx,&(sys->J.reg));
  Asc_SignalHandlerPush(SIGFPE,SIG_IGN);
  for(row = sys->J.reg.row.low;
      row < sys->J.un_p_row_reg.row.low; row++) {
    rel = sys->rlist[mtx_row_to_org(*factors,row)];
    resid = relman_eval(rel,&status,SAFE_CALC);
    ls_obj += sqr(resid);
  }
  Asc_SignalHandlerPop(SIGFPE,SIG_IGN);
  sys->line_search.obj2 = sqrt(ls_obj);
  ls_obj = 0;

  for(row = sys->J.un_p_row_reg.row.low;
      row <= sys->J.un_p_row_reg.row.high; row++) {
    rel = sys->rlist[mtx_row_to_org(*factors,row)];
    relman_diffs(rel,&vfilter,sys->J.mtx,&resid,SAFE_CALC);
    ls_obj += sqr(resid);
  }
  sys->line_search.obj = sqrt(ls_obj);
  FPRINTF(stderr,"TOTAL ERR = %16.8g\n",sys->line_search.obj +
      sys->line_search.obj2);
  FPRINTF(stderr,"LS_OBJ = %16.8g, SCALED = %16.8g\n",
      sys->line_search.obj,
      sys->line_search.obj/(sys->J.un_p_row_reg.row.high -
                sys->J.un_p_row_reg.row.low + 1));
  FPRINTF(stderr,"LS_OBJ2 = %16.8g, SCALED = %16.8g\n",
      sys->line_search.obj2,
      sys->line_search.obj2/(sys->J.un_p_row_reg.row.low -
                 sys->J.reg.row.low));
  for( col=sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ ) {
    mtx_mult_col(sys->J.mtx,col,sys->nominals.vec[col],&(sys->J.reg.row));
  }
  for( row=sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ ) {
    mtx_mult_row(sys->J.mtx,row,sys->weights.vec[row],&(sys->J.reg.col));
  }

  /* CORRECT CODE, WRONG IDEA */
  /* Here we calculate -inv(L)*A12'*alpha.  This vector is stored
     in sys->tmp_ls in org row order (wrt factors).*/
  /*A12' is stored in outer_factors*/
  /*   for (loc.row = sys->J.A12_reg.row.low;
       loc.row <= sys->J.A12_reg.row.high; loc.row++ ) {
       ind = mtx_row_to_org(*factors,loc.row);
       sys->tmp_ls.vec[ind] = -sys->line_search.grad_mult*
       mtx_sum_num_in_row(*outer_factors,loc.row,&(sys->J.A12_reg.col));
       }
       forward_substitute2(*lsys,sys->tmp_ls.vec,FALSE);
       for (loc.row = sys->J.A22_reg.row.low;
       loc.row <= sys->J.A22_reg.row.high; loc.row++ ) {
       ind = mtx_row_to_org(*factors,loc.row);
       sys->tmp_ls.vec[ind] = sys->line_search.grad_mult;
       }
       */

  for (loc.row = sys->J.A22_reg.row.low;
       loc.row <= sys->J.A22_reg.row.high; loc.row++ ) {
    ind = mtx_org_to_row(sys->J.mtx,mtx_row_to_org(*factors,loc.row));
    /*     sum_dh_dalpha += mtx_row_dot_full_org_custom_vec(sys->J.mtx,*factors,
       ind,sys->tmp_ls.vec,
       mtx_ALL_COLS,
       TRUE);*/
    sum_dh_dalpha += mtx_row_dot_full_org_vec(sys->J.mtx,
                          ind,sys->tmp_ls.vec,
                          mtx_ALL_COLS,
                          FALSE);
  }

  if (sys->line_search.obj != 0) {
    sys->line_search.grad = sum_dh_dalpha/sys->line_search.obj;
  } else {
    sys->line_search.grad = sum_dh_dalpha;
  }
  FPRINTF(stderr,"LS_GRAD = %16.8g\n",sys->line_search.grad);
}
/**
 ***  NGSlv Functions
 **/

static void set_un_p_reg(slv7_system_t sys)
/**
 *** Sets unpivoted regions
 **/
{
  sys->J.un_p_col_reg.col.low = sys->J.reg.col.high - sys->J.rank_defect + 1;
  sys->J.un_p_col_reg.col.high = sys->J.reg.col.high;
  sys->J.un_p_col_reg.row.low = sys->J.reg.row.low;
  sys->J.un_p_col_reg.row.high = sys->J.reg.row.high;

  sys->J.un_p_row_reg.col.low = sys->J.reg.col.low;
  sys->J.un_p_row_reg.col.high = sys->J.reg.col.high;
  sys->J.un_p_row_reg.row.low = sys->J.reg.row.high - sys->J.rank_defect + 1;
  sys->J.un_p_row_reg.row.high = sys->J.reg.row.high;

  sys->J.A21_reg.col.low = sys->J.reg.col.low;
  sys->J.A21_reg.col.high = sys->J.reg.col.high - sys->J.rank_defect;
  sys->J.A21_reg.row.low = sys->J.reg.row.high - sys->J.rank_defect + 1;
  sys->J.A21_reg.row.high = sys->J.reg.row.high;

  sys->J.A12_reg.col.low = sys->J.reg.col.high - sys->J.rank_defect + 1;
  sys->J.A12_reg.col.high = sys->J.reg.col.high;
  sys->J.A12_reg.row.low = sys->J.reg.row.low;
  sys->J.A12_reg.row.high = sys->J.reg.row.high - sys->J.rank_defect;

  sys->J.A22_reg.col.low = sys->J.reg.col.high - sys->J.rank_defect + 1;
  sys->J.A22_reg.col.high = sys->J.reg.col.high;
  sys->J.A22_reg.row.low = sys->J.reg.row.high - sys->J.rank_defect + 1;
  sys->J.A22_reg.row.high = sys->J.reg.row.high;
}

mtx_sparse_t *create_tmp(slv7_system_t sys)
/**
 *** Function to allocate tmp matrix
 **/
{
  mtx_sparse_t *tmp = NULL;
  tmp = (mtx_sparse_t *)ascmalloc(sizeof(mtx_sparse_t));
  if (ISNULL(tmp)) {
    FPRINTF(stderr,"ERROR:  (slv7) create_tmp\n");
    FPRINTF(stderr,"        Insufficient memory.\n");
    return tmp;
  }
  tmp->cap = sys->J.reg.col.high - sys->J.reg.col.low + 1;
  tmp->len = tmp->cap;
  tmp->data = (real64 *)ascmalloc(sizeof(real64)*tmp->cap);
  tmp->idata = (int32 *)ascmalloc(sizeof(int32)*tmp->cap);
  if (ISNULL(tmp->data) || ISNULL(tmp->idata)) {
    FPRINTF(stderr,"ERROR:  (slv7) create_tmp\n");
    FPRINTF(stderr,"        Insufficient memory.\n");
    mtx_destroy_sparse(tmp);
    tmp = NULL;
  }
  return tmp;
}

static void fill_un_p_row_reg(slv7_system_t sys,mtx_matrix_t *factors,
                  mtx_matrix_t *coef,mtx_matrix_t *outer_factors,
                  mtx_sparse_t **tmp)
/***
 *** Get rows from 'A' matrix and stuff into outer_factors
 *** This fills the un pivoted rows with the elements
 *** in the correct order. Note that no range checking is
 *** needed since we are taking rows from entire region of
 *** 'A' and inserting into the corresponding region of
 *** factors.
 **/
{
  /* CHECK IF SCALING IS NEEDED */
  mtx_coord_t loc;
  int32 k,ind;
  for( loc.row = sys->J.un_p_row_reg.row.low;
    loc.row <= sys->J.un_p_row_reg.row.high; loc.row++ ){
    ind = mtx_row_to_org(*factors,loc.row);
    ind = mtx_org_to_row(*coef,ind);
    *tmp = mtx_org_row_sparse(*coef,ind,*tmp,&(sys->J.un_p_row_reg.col),
                              mtx_IGNORE_ZEROES);
    for (k = 0; k < (*tmp)->len; k++) {
      loc.col = mtx_org_to_col(*factors,(*tmp)->idata[k]);
      mtx_fill_value(*outer_factors,&(loc),(*tmp)->data[k]);
    }
  }
}

static void fill_un_p_col_reg(slv7_system_t sys,mtx_matrix_t *factors,
                  mtx_matrix_t *coef,mtx_matrix_t *outer_factors,
                  mtx_sparse_t **tmp,linsolqr_system_t *lsys)
/***
 *** This fills the L12 setion of outer_factors with
 *** inv(U11)*A12.  Note that range checking is
 *** needed. We are taking cols from entire region of
 *** 'A', removing unwanted elements, premultiplying
 *** by inv(U11) and inserting into the corresponding
 *** region of factors.
 *** We also calculate A22' at this time.
 **/
{
  /*  this is a temporary hack and should be fixed
   *  we need a better way to access these functions
   */
  extern void backward_substitute2(linsolqr_system_t sys,
                   real64 *arr,
                   boolean transpose);
  extern void forward_substitute2(linsolqr_system_t sys,
                  real64 *arr,
                  boolean transpose);

  /* CHECK IF SCALING IS NEEDED (i.e. is coef scaled?)*/
  mtx_coord_t loc;
  int32 k,ind;
  double tmp_double;
  zero_vector(&(sys->tmp));
  for( loc.col = sys->J.un_p_col_reg.col.low;
      loc.col <= sys->J.un_p_col_reg.col.high; loc.col++ ) {
    ind = mtx_col_to_org(*factors,loc.col);
    ind = mtx_org_to_col(*coef,ind);
    *tmp = mtx_org_col_sparse(*coef,ind,*tmp,&(sys->J.reg.row),
                               mtx_IGNORE_ZEROES);

    /* This loop stores a col of A12 into sys->tmp.vec          */
    /* in org row order. There should be no other non-zeros     */
    /* than those introduced here.                              */
    for (k = 0; k < (*tmp)->len; k++) {
      if (mtx_org_to_row(*coef,(*tmp)->idata[k]) < sys->J.un_p_row_reg.row.low) {
    sys->tmp.vec[mtx_row_to_org(*factors,mtx_org_to_row(*coef,(*tmp)->idata[k]))] =
      (*tmp)->data[k];
      }
    }

    backward_substitute2(*lsys,sys->tmp.vec,FALSE);
    for (k = sys->tmp.rng->low; k <= sys->tmp.rng->high; k++) {
      if (sys->tmp.vec[k] != D_ZERO) {
    loc.row = mtx_org_to_row(*factors,k);
    mtx_fill_value(*outer_factors,&loc,sys->tmp.vec[k]);
    /* Do not zero sys->tmp.vec here as it will be used */
    /* in calculating A22'                              */
      }
    }

    /* now calculating A22' = A22 - A21*inv(L11)*inv(U11)*A12 */
    forward_substitute2(*lsys,sys->tmp.vec,FALSE);
    for (loc.row = sys->J.A22_reg.row.low;
     loc.row <= sys->J.A22_reg.row.high; loc.row++ ) {
      tmp_double = mtx_value(*outer_factors,&loc);
      mtx_clear_coord(*outer_factors,loc.row,loc.col);
      mtx_fill_value(*outer_factors,&(loc),
            (tmp_double -
             mtx_row_dot_full_org_vec(*outer_factors,loc.row,
                         sys->tmp.vec,
                         &(sys->J.un_p_row_reg.col),
                         TRUE)));
    }
    /* note that the above code is in very bad style.
     * we should probably use mtx_fill_value and then
     * an mtx_assemble after all rows/cols are done
     */
    zero_vector(&(sys->tmp));
  }
}

static void ngslv_calc_varstep(slv7_system_t sys,mtx_matrix_t *factors)
{
  int32 col,ind;
  col = sys->newton.rng->low;
  for( ; col <= sys->newton.rng->high; col++ ) {
    ind = mtx_org_to_col(sys->J.mtx,mtx_col_to_org(*factors,col));
    sys->varstep.vec[ind] = sys->grad_newton2.vec[col];
  }
}

static void calc_un_p_rhs(slv7_system_t sys, mtx_matrix_t *factors,
              mtx_matrix_t *outer_factors,
              real64 *varvalue)
/**
 *** This function stores B2 in the lower section of sys->tmp.vec
 *** then proceeds to calculate B2' = B2 - A21*inv(L11)*inv(U11)*B1
 *** where inv(L11)*inv(U11)*B1 is the newton direction in the
 *** pivoted vars.
 **/
{
  mtx_coord_t loc;
  /* Store B2 in sys->tmp.vec in org row order wrt sys->J.mtx */
  for( loc.row = sys->J.un_p_row_reg.row.low;
      loc.row <= sys->J.un_p_row_reg.row.high; loc.row++ ) {
    sys->tmp.vec[mtx_row_to_org(sys->J.mtx,loc.row)] =
      -(sys->residuals.vec[loc.row]);
  }
  for( loc.row = sys->J.un_p_row_reg.row.low;
      loc.row <= sys->J.un_p_row_reg.row.high; loc.row++ ) {
    sys->tmp.vec[mtx_row_to_org(*factors,loc.row)] -=
      mtx_row_dot_full_cur_vec(*outer_factors,loc.row,
                   sys->grad_newton.vec,
                   &(sys->J.A21_reg.col),FALSE);
  }
}

static void calc_un_p_grad(slv7_system_t sys,mtx_matrix_t *factors,
               mtx_matrix_t *outer_factors,
               real64 *varvalue)
/**
 *** Calculates Xg, the gradient direction in the unpivoted variables.
 *** Xg = trans(A22')*B2' stored in sys->grad_newton.vec in cur col order (wrt J.mtx).
 **/
{
  mtx_coord_t loc;
  for (loc.col = sys->J.un_p_col_reg.col.low;
       loc.col <= sys->J.un_p_col_reg.col.high; loc.col++ ) {
    sys->grad_newton.vec[loc.col] =
      mtx_col_dot_full_org_vec(*outer_factors,loc.col,sys->tmp.vec,
                   &(sys->J.un_p_row_reg.row),FALSE);
  }
}

static void calc_newton_adjustment(slv7_system_t sys,linsolqr_system_t *lsys,
                   mtx_matrix_t *factors,
                   mtx_matrix_t *outer_factors,
                   real64 *varvalue)
/**
 *** This function calculates the unscaled adjustment to the newton step
 *** inv(L11)*A12'*Xg stored in tmp.vec in org row order (wrt factors).
 *** note that A12' = inv(U11)*A12 is stored in outer_factors.
 **/
{
  extern void forward_substitute2(linsolqr_system_t sys,
                  real64 *arr,
                  boolean transpose);
  mtx_coord_t loc;
  int32 ind;
  for (loc.row = sys->J.A12_reg.row.low;
       loc.row <= sys->J.A12_reg.row.high; loc.row++ ) {
    ind = mtx_row_to_org(*factors,loc.row);
    sys->tmp.vec[ind] =
      mtx_row_dot_full_cur_vec(*outer_factors,loc.row,sys->grad_newton.vec,
                   mtx_ALL_COLS,FALSE); /*all_cols should be ok here???*/
  }
  forward_substitute2(*lsys,sys->tmp.vec,FALSE);
}

static void set_grad_multiplier(slv7_system_t sys,
                  mtx_matrix_t *outer_factors)
{
  int32 ind;
  double denominator, numerator,alpha;
  denominator = numerator = 0;
  for (ind = sys->J.un_p_col_reg.col.low;
       ind <= sys->J.un_p_col_reg.col.high; ind++ ) {
    sys->tmp2.vec[ind] =
      mtx_row_dot_full_cur_vec(*outer_factors,ind,sys->grad_newton.vec,
                   &(sys->J.un_p_col_reg.col),FALSE);
    numerator += sqr(sys->grad_newton.vec[ind]);
    denominator += sqr(sys->tmp2.vec[ind]);
  }
  if (denominator == 0) {
    FPRINTF(stderr,"Infinite denominator in NGSlv\n");
    sys->line_search.full_grad_mult = 0.0;
  }
  alpha = numerator/denominator;
  if (alpha < 0){
    FPRINTF(stderr,"Warning: Negative Alpha in NGSlv\n");
    sys->line_search.full_grad_mult = -alpha;
  } else {
    sys->line_search.full_grad_mult = alpha;
  }
}

static void calc_ng_step(slv7_system_t sys,linsolqr_system_t *lsys,
             mtx_matrix_t *factors,
             real64 *varvalue)
/**
 *** Calculates the actual step given the gradient multiplier.
 *** Stores the step in sys->grad_newton2.vec in cur col order.
 **/
{
  mtx_coord_t loc;
  int32 ind;
#if KDEBUG
  real64 gradnorm2 = 0;
  real64 newtnorm2 = 0;
#endif /*KDEBUG*/
  zero_vector(&(sys->grad_newton2));
  /* we will do our own dense arithmetic here */
  for (loc.col = sys->J.un_p_col_reg.col.low;
       loc.col <= sys->J.un_p_col_reg.col.high; loc.col++ ) {
    sys->grad_newton2.vec[loc.col] = sys->grad_newton.vec[loc.col] *
      sys->line_search.full_grad_mult *
      sys->line_search.grad_mult;
#if KDEBUG
    gradnorm2 += sqr(sys->grad_newton2.vec[loc.col]);
#endif /*KDEBUG*/
  }
  for (loc.col = sys->J.reg.col.low;
       loc.col < sys->J.un_p_col_reg.col.low; loc.col++ ) {
    /* THIS IS A MESS */
    ind = linsolqr_org_col_to_org_row(*lsys,mtx_col_to_org(*factors,loc.col));
    sys->grad_newton2.vec[loc.col] = sys->line_search.newton_mult *
      (sys->grad_newton.vec[loc.col] -
      sys->line_search.full_grad_mult * sys->tmp.vec[ind] *
    sys->line_search.grad_mult);
#if KDEBUG
    newtnorm2 += sqr(sys->grad_newton2.vec[loc.col]);
#endif /*KDEBUG*/
  }
#if KDEBUG
  gradnorm2 = sqrt(gradnorm2);
  newtnorm2 = sqrt(newtnorm2);
  sys->line_search.newton_norm = newtnorm2;
  sys->line_search.grad_norm = gradnorm2;
  FPRINTF(stderr,"NEWTON NORM = %16.8g, SCALED = %16.8g\n",
      newtnorm2,
      newtnorm2/