Developer Reference

Contents

?jacobi

Computes the Jacobian matrix of the objective function using the central difference algorithm.

Syntax

MKL_INT
sjacobi
(
USRFCNS
fcn
,
const
MKL_INT
*
n
,
const
MKL_INT
*
m
,
float
*
fjac
,
float
*
x
,
float
*
eps
);
MKL_INT
djacobi
(
USRFCND
fcn
,
const
MKL_INT
*
n
,
const
MKL_INT
*
m
,
double
*
fjac
,
double
*
x
,
double
*
eps
);
Include Files
  • mkl.h
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\solverc\source
folderof your
Intel® MKL
directory. Specifically, see
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
Pointer to the length of
f
.
n
Pointer to the length of
x
.
x
Array of size
n
. Vector, at which the function is evaluated. The
fcn
function should not change this parameter.
Output Parameters
f
Array of size
m
; contains the function values at
x
.
You need to declare
fcn
as
extern
in the calling program.
n
Length of
X
.
m
Length of
F
.
x
Array of size
n
. Vector at which the function is evaluated.
eps
Precision of the Jacobian matrix calculation.
Output Parameters
fjac
Array of size
m
by
n
. Contains the Jacobian matrix of the function.
res
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.h
include file.

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804