Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

?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
examples\solverf\source
folderof your
Intel® MKL
directory. Specifically, see
ex_nlsqp_f.f
and
ex_nlsqp_bc_f.f
.
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
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.