?jacobi

Syntax

Fortran:

res = sjacobi(fcn, n, m, fjac, x, jac_eps)

res = djacobi(fcn, n, m, fjac, x, jac_eps)

C:

res = sjacobi(fcn, &n, &m, fjac, x, &jac_eps);

res = djacobi(fcn, &n, &m, fjac, x, &jac_eps);

Include Files

The Fortran interfaces are specified in the mkl_rci.fi include file and the C interfaces are specified in the mkl_rci.h include file.

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 FORTRAN and C in the examples\solver\source folder of your Intel MKL directory (ex_nlsqp_f.f, ex_nlsqp_bc_f.f and ex_nlsqp_c.c, ex_nlsqp_bc_c.c, respectively).

Input Parameters

fcn

User-supplied subroutine to evaluate the function that defines the least squares problem. Call 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,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 mkl_rci.fi (Fortran) and mkl_rci.h (C) include files.