Developer Reference for Intel® oneAPI Math Kernel Library for C
?jacobi
Computes the Jacobian matrix of the objective function using the central difference algorithm.
Syntax
MKL_INT sjacobi(USRFCNS fcn, const MKL_INT *n, const MKL_INT *m, float *fjac, float *x,
float *eps);
MKL_INT djacobi(USRFCND fcn, const MKL_INT *n, const MKL_INT *m, double *fjac, double *x,
double *eps);
Include Files
mkl.h
Description
The ?jacobi routine computes the Jacobian matrix for function fcn using the central difference algorithm. This routine has a “Black-Box” interface, where you input the objective function via parameters. Your objective function must have a fixed interface.
See calling and usage examples in the examples\c\nonlinear_solvers\source folder of your Intel® oneAPI Math Kernel Library (oneMKL) directory. Specifically, see ex_nlsqp.c and ex_nlsqp_bc.c.
Input Parameters
fcn
User-supplied subroutine to evaluate the function that defines the least squares problem. Called as fcn(m, n, x, f) with the following parameters:
Parameter |
Type |
Description |
|---|---|---|
Input Parameters |
||
m |
Pointer to the length of f . |
|
n |
Pointer to the length of x . |
|
x |
Array of size n . Vector, at which the function is evaluated. The fcn function should not change this parameter. |
|
Output Parameters |
||
f |
Array of size m ; contains the function values at x . |
n
Length of X .
m
Length of F .
x
Array of size n . Vector at which the function is evaluated.
eps
Precision of the Jacobian matrix calculation.
Output Parameters
fjac
Array of size m by n . Contains the Jacobian matrix of the function.
res
Indicates task completion status.
res = TR_SUCCESS - the routine completed the task normally.
res = TR_INVALID_OPTION - there was an error in the input parameters.
res = TR_OUT_OF_MEMORY - there was a memory error.
TR_SUCCESS , TR_INVALID_OPTION , and TR_OUT_OF_MEMORY are defined in the mkl_rci.h include file.