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Check maximum iterations in sglfit. #14

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Check maximum iterations in sglfit. #14

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8 changes: 7 additions & 1 deletion src/sglfitF.f90
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Original file line number Diff line number Diff line change
Expand Up @@ -261,7 +261,7 @@ SUBROUTINE lassofitpathF(maj, nobs, nvars, x, y, ju, pf, dfmax, &
DOUBLE PRECISION :: tmp, d, dif, oldb, u, v, al, flmin
DOUBLE PRECISION, DIMENSION(:), ALLOCATABLE :: b, oldbeta, r

INTEGER :: k, j, l, vrg, ctr, ierr, ni, me, pln
INTEGER :: k, j, l, vrg, ctr, ierr, ni, me, pln, iter
INTEGER, DIMENSION(:), ALLOCATABLE :: mm
! -------- ALLOCATE VARIABLES -------- !
ALLOCATE(b(0:nvars), STAT=jerr)
Expand Down Expand Up @@ -299,6 +299,7 @@ SUBROUTINE lassofitpathF(maj, nobs, nvars, x, y, ju, pf, dfmax, &
DO k = 1, nvars
IF (pln == 1) THEN
oldb = b(k)
iter = 1
DO ! BEGIN PROXIMAL COORDINATE DESCENT
!u = 0.0D0
u = maj(k) * b(k) + DOT_PRODUCT(r,x(:,k))/nobs
Expand All @@ -310,8 +311,10 @@ SUBROUTINE lassofitpathF(maj, nobs, nvars, x, y, ju, pf, dfmax, &
END IF
d = tmp - b(k)
IF (d**2 < eps) EXIT
IF (iter > maxit) EXIT
b(k) = tmp
r = r - x(:,k) * d
iter = iter + 1
END DO ! END PROXIMAL GRADIENT DESCENT
d = b(k) - oldb
IF (ABS(d) > 0.0D0) THEN
Expand Down Expand Up @@ -352,11 +355,14 @@ SUBROUTINE lassofitpathF(maj, nobs, nvars, x, y, ju, pf, dfmax, &
IF (ni > pmax) EXIT
IF (intr == 1) THEN
oldb = b(0)
iter = 1
DO ! BEGIN GRADIENT DESCENT
d = SUM(r)/nobs
IF (d**2 < eps) EXIT
IF (iter > maxit) EXIT
b(0) = b(0) + d
r = r - d
iter = iter + 1
END DO ! END GRADIENT DESCENT
d = b(0) - oldb
IF (ABS(d) > 0.0D0) dif = MAX(dif, d**2)
Expand Down