Developer Reference for Intel® oneAPI Math Kernel Library for Fortran
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. |