Jacobi Matrix Calculation Routines

This section describes routines that compute the Jacobi matrix using central differences. Jacobi matrix calculation is required to solve a nonlinear least squares problem and systems of nonlinear equations (with or without linear bound constraints). Routines for calculation of the Jacobi matrix have the "Black-Box" interfaces, where you pass the objective function via parameters. Note that in this case your objective function must have a fixed interface.

Jacobi Matrix Calculation Routines

Routine Name

Operation

?jacobi_init

Initializes the solver.

?jacobi_solve

Computes the Jacobi matrix of the function on the basis of RCI using the central difference.

?jacobi_delete

Removes data.

?jacobi

Computes the Jacobi matrix of the fcn function using the central difference.

?jacobix

Presents an alternative interface for the ?jacobi function enabling the user to pass additional data into the user's function.


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