Computes the Jacobian matrix of the function using RCI and the central difference algorithm.
Fortran:
res = sjacobi_solve(handle, f1, f2, RCI_Request)
res = djacobi_solve(handle, f1, f2, RCI_Request)
C:
res = sjacobi_solve(&handle, f1, f2, &RCI_Request);
res = djacobi_solve(&handle, f1, f2, &RCI_Request);
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.
The ?jacobi_solve routine computes the Jacobian matrix of the function using RCI and the central difference algorothm.
See usage examples in FORTRAN and C in the examples\solver\source folder of your Intel MKL directory (sjacobi_rci_f.f, djacobi_rci_f.f and sjacobi_rci_c.c, djacobi_rci_c.c, respectively).
handle |
Type _JACOBIMATRIX_HANDLE_t in C/C++ and INTEGER*8 in FORTRAN. |
f1 |
REAL for sjacobi_solve DOUBLE PRECISION for djacobi_solve Contains the updated function values at x + eps. |
f2 |
REAL for sjacobi_solve DOUBLE PRECISION for djacobi_solve Array of size m. Contains the updated function values at x - eps. |
RCI_Request |
INTEGER. Informs about the task completion. When equal to 0, the task has completed successfully. RCI_Request= 1 indicates that you should compute the function values at the current x point and put the results into f1. RCI_Request= 2 indicates that you should compute the function values at the current x point and put the results into f2. |
res |
INTEGER. Indicates the task completion status.
TR_SUCCESS and TR_INVALID_OPTION are defined in mkl_rci.fi (Fortran) and mkl_rci.h (C) include files. |
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