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® oneAPI Math Kernel Library
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

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.