Developer Reference for Intel® oneAPI Math Kernel Library for C
Jacobian Matrix Calculation Routines
This section describes routines that compute the Jacobian matrix using the central difference algorithm. Jacobian 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 Jacobian matrix have the “Black-Box” interfaces, where you pass the objective function via parameters. Your objective function must have a fixed interface.
Jacobian Matrix Calculation Routines
Routine Name |
Operation |
|---|---|
?jacobi_init (Initializes the solver for Jacobian calculations.) |
Initializes the solver. |
?jacobi_solve (Computes the Jacobian matrix of the function using RCI and the central difference algorithm.) |
Computes the Jacobian matrix of the function on the basis of RCI using the central difference algorithm. |
?jacobi_delete (Releases allocated data.) |
Removes data. |
?jacobi (Computes the Jacobian matrix of the objective function using the central difference algorithm.) |
Computes the Jacobian matrix of the fcn function using the central difference algorithm. |
?jacobix (Alternative interface for?jacobi function for passing additional data into the objective function.) |
Presents an alternative interface for the ?jacobi function enabling you to pass additional data into the objective function. |