NF01BA (used as a second FCN
          routine in the MD03AD call for the initialization step,
          see METHOD).

  ALG     CHARACTER*1
          Specifies the algorithm used for solving the linear
          systems involving a Jacobian matrix J, as follows:
          = 'D' :  a direct algorithm, which computes the Cholesky
                   factor of the matrix J'*J + par*I is used, where
                   par is the Levenberg factor;
          = 'I' :  an iterative Conjugate Gradients algorithm, wh