?jacobix

Alternative interface for ?jacobi function enabling user to pass additional data into user's objective function.

Syntax

Fortran:

res = sjacobix(fcn, n, m, fjac, x, jac_eps, user_data)

res = djacobix(fcn, n, m, fjac, x, jac_eps, user_data)

C:

res = sjacobix(fcn, &n, &m, fjac, x, &jac_eps, user_data);

res = djacobix(fcn, &n, &m, fjac, x, &jac_eps, user_data);

Include Files

The Fortran interfaces are specified in the mkl_rci.fi include file and the C interfaces are specified in the mkl_rci.h include file.

Description

The ?jacobix routine presents an alternative interface for the ?jacobi function that enables the user to pass additional data into the user's objective function fcn.

See calling and usage examples in FORTRAN and C in the examples\solver\source folder of your Intel MKL directory (ex_nlsqp_f_x.f, ex_nlsqp_bc_f_x.f and ex_nlsqp_c_x.c, ex_nlsqp_bc_c_x.c, respectively).

Input Parameters

fcn

User-supplied subroutine to evaluate the function that defines the least squares problem. Call fcn (m, n, x, f, user_data) with the following parameters:

m - INTEGER. Input parameter. Length of f

n - INTEGER. Input parameter. Length of x.

x -

REAL for sjacobix

DOUBLE PRECISION for djacobix

Input parameter. Array of size n. Vector, at which the function is evaluated. The fcn function should not change this parameter.

f -

REAL for sjacobix

DOUBLE PRECISION for djacobix

Output parameter. Array of size m; contains the function values at x.

user_data - Pointer to void (for FORTRAN, integer user_data(*)). Input parameter. Contains additional user's data, if any. Otherwise, a dummy argument.

Declare fcn as EXTERNAL in the calling program.

n

INTEGER. Length of X.

m

INTEGER. Length of F.

x

REAL for sjacobix

DOUBLE PRECISION for djacobix

Array of size n. Vector at which the function is evaluated.

eps

REAL for sjacobix

DOUBLE PRECISION for djacobix

Precision of the Jacobi matrix calculation.

user_data

Pointer to void (for FORTRAN, integer user_data(*)). Input parameter. Contains additional user's data, if any. Otherwise, a dummy argument.

Output Parameters

fjac

REAL for sjacobix

DOUBLE PRECISION for djacobix

Array of size (m,n). Contains the Jacobi matrix of the function.

res

INTEGER. Informs about the task completion.

res = TR_SUCCESS indicates that the routine has completed the task normally.

res = TR_INVALID_OPTION indicates an error in the input parameters.

res = TR_OUT_OF_MEMORY indicates a memory error.


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