Developer Reference for Intel® oneAPI Math Kernel Library for Fortran
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?jacobi
Computes the Jacobian matrix of the objective function using the central difference algorithm.
Syntax
res = sjacobi(fcn, n, m, fjac, x, eps)
res = djacobi(fcn, n, m, fjac, x, eps)
Include Files
- Fortran: mkl_rci.fi, mkl_rci.f90
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\solverf\source folderof your Intel® oneAPI Math Kernel Library (oneMKL) directory. Specifically, see ex_nlsqp_f.f and ex_nlsqp_bc_f.f .
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
INTEGER
Length of f.
n
INTEGER
Length of x.
x
REAL for sjacobi
DOUBLE PRECISION for djacobi
Array of size n. Vector, at which the function is evaluated. The fcn function should not change this parameter.
Output Parameters
f
REAL for sjacobix
DOUBLE PRECISION for djacobix
Array of size m; contains the function values at x.
You need to declare fcn as EXTERNAL in the calling program.
- n
-
INTEGER. Length of X.
- m
-
INTEGER. Length of F.
- x
-
REAL for sjacobi
DOUBLE PRECISION for djacobi
Array of size n. Vector at which the function is evaluated.
- eps
-
REAL for sjacobi
DOUBLE PRECISION for djacobi
Precision of the Jacobian matrix calculation.
Output Parameters
- fjac
-
REAL for sjacobi
DOUBLE PRECISION for djacobi
Array of size m by n. Contains the Jacobian matrix of the function.
- res
-
INTEGER. 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.fi include file.