Developer Reference for Intel® oneAPI Math Kernel Library for Fortran
?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 examplessolverfsourceexamplessolvercsource folderof your Intel® oneAPI Math Kernel Library (oneMKL) directory. Specifically, see ex_nlsqp_f.f and ex_nlsqp_bc_f.f ex_nlsqp_c.c and ex_nlsqp_bc_c.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 |
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 extern 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.fimkl_rci.h include file.