Initializes the solver of nonlinear least squares problem.
Fortran:
res = strnlsp_init(handle, n, m, x, eps, iter1, iter2, rs)
res = dtrnlsp_init(handle, n, m, x, eps, iter1, iter2, rs)
C:
res = strnlsp_init(&handle, &n, &m, x, eps, &iter1, &iter2, &rs);
res = dtrnlsp_init(&handle, &n, &m, x, eps, &iter1, &iter2, &rs);
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 ?trnlsp_init routine initializes the solver. After initialization, all subsequent invocations of the ?trnlsp_solve routine should use the values of the handle returned by ?trnlsp_init.
The eps array contains the stopping criteria:
eps(1): Δ < eps(1)
eps(2): ||F(x)||2 < eps(2)
eps(3): the Jacobi matrix is singular. ||J(x)(1:m,j)||2 < eps(3), j = 1, ..., n
eps(4): ||s||2 < eps(4)
eps(5): ||F(x)||2 - ||F(x) - J(x)s||2 < eps(5)
eps(6): the trial step precision. If eps(6) = 0, then eps(6) = 1.d-10,
where J(x) is the Jacobi matrix, Δ is the trust-region area, F(x) is the value of the functional, s is the trial step.
INTEGER. Length of X.
INTEGER. Length of F(x).
REAL for strnlsp_init
DOUBLE PRECISION for dtrnlsp_init
Array of size n. Initial guess.
REAL for strnlsp_init
DOUBLE PRECISION for dtrnlsp_init
Array of size 6; contains stopping criteria. See the values in Description.
INTEGER. Specifies the maximum number of iterations.
INTEGER. Specifies the maximum number of iterations of trial step calculation.
REAL for strnlsp_init
DOUBLE PRECISION for dtrnlsp_init
Positive input variable used in determining the initial step bound. In most cases the factor should lie within the interval (0.1, 100.0). The generally recommended value is 100.
Type _TRNSP_HANDLE_t in C/C++ and INTEGER*8 in FORTRAN.
INTEGER. Informs about the task completion.
res = TR_SUCCESS means the routine completed the task normally.
res = TR_INVALID_OPTION means an error in the input parameters.
res = TR_OUT_OF_MEMORY means a memory error.
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