Computes the Jacobi matrix of the function using RCI and the central difference.
Fortran:
res = sjacobi_solve(handle, f1, f2, RCI_Request)
res = djacobi_solve(handle, f1, f2, RCI_Request)
C:
res = sjacobi_solve(&handle, f1, f2, &RCI_Request);
res = djacobi_solve(&handle, f1, f2, &RCI_Request);
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.
The ?jacobi_solve routine computes the Jacobi matrix of the function using RCI and the central difference.
See usage examples in FORTRAN and C in the examples\solver\source folder of your Intel MKL directory (sjacobi_rci_f.f, djacobi_rci_f.f and sjacobi_rci_c.c, djacobi_rci_c.c, respectively).
Type _JACOBIMATRIX_HANDLE_t in C/C++ and INTEGER*8 in FORTRAN.
REAL for sjacobi_solve
DOUBLE PRECISION for djacobi_solve
Contains the updated function values at X + eps.
REAL for sjacobi_solve
DOUBLE PRECISION for djacobi_solve
Array of size m. Contains the updated function values at X - eps.
INTEGER. Informs about the task completion. When equal to 0, the task is completed successfully.
RCI_Request= 1 indicates the user should calculate the Jacobian matrix and put the result into f1.
RCI_Request= 2 indicates the user should calculate the Jacobian matrix and put the result into f2.
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.
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