?trnlsp_init
?trnlsp_init
Initializes the solver of a nonlinear least squares problem.
Syntax
MKL_INT
strnlsp_init
(
_TRNSP_HANDLE_t
*
handle
,
const
MKL_INT
*
n
,
const
MKL_INT
*
m
,
const
float
*
x
,
const
float
*
eps
,
const
MKL_INT
*
iter1
,
const
MKL_INT
*
iter2
,
const
float
*
rs
);
MKL_INT
dtrnlsp_init
(
_TRNSP_HANDLE_t
*
handle
,
const
MKL_INT
*
n
,
const
MKL_INT
*
m
,
const
double
*
x
,
const
double
*
eps
,
const
MKL_INT
*
iter1
,
const
MKL_INT
*
iter2
,
const
double
*
rs
);
Include Files
- mkl.h
Description
The
?trnlsp_init
routine initializes the solver.After initialization, all subsequent invocations of the
?trnlsp_solve
routine should use the values of the handle returned by ?trnlsp_init
. This handle stores internal data, including
pointers to the arrays x
and eps
. It is important to not move or
deallocate these arrays until after calling the ?trnlsp_delete
routine.The
eps
array contains a number indicating the stopping criteria:eps Value | Description |
---|---|
0 | Δ < eps [0] |
1 | || F (x )||2
< eps [1] |
2 | The Jacobian matrix is singular. || J (x )[ ||m *(j -1)...m *j -1]2 < eps [2] , j = 1, ...,
n |
3 | ||s|| 2 < eps [3] |
4 | || F (x )||2 - ||F (x ) - J (x )s ||2 < eps [4] |
5 | The trial step precision. If eps [5] = 0, then the trial step meets the required precision (≤ 1.0*10-10 ). |
Note:
- is the Jacobian matrix.J(x)
- Δis the trust-region area.
- is the value of the functional.F(x)
- sis the trial step.
Input Parameters
- n
- Length ofx.
- m
- Length ofF(x).
- x
- Array of sizen. Initial guess. A reference to this array is stored inhandlefor later use and modification by?trnlsp_solve.
- eps
- Array of size 6; contains stopping criteria.See the values in the Description section.A reference to this array is stored inhandlefor later use by?trnlsp_solve.
- iter1
- Specifies the maximum number of iterations.
- iter2
- Specifies the maximum number of iterations of trial step calculation.
- rs
- Definition of initial size of the trust region (boundary of the trial step). The recommend minimum value is 0.1, and the recommended maximum value is 100.0. Based on your knowledge of the objective function and initial guess you can increase or decrease the initial trust region. It can influence the iteration process, for example, the direction of the iteration process and the number of iterations. If you setrsto 0.0, the solver uses the default value, which is 100.0.
Output Parameters
- handle
- Type._TRNSP_HANDLE_t
- 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, andTR_OUT_OF_MEMORYare defined in themkl_rci.hinclude file.