Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

  • 2021.1
  • 12/04/2020
  • Public Content
Contents

?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:
  • J
    (
    x
    )
     is the Jacobian matrix.
  • Δ
     is the trust-region area.
  • F
    (
    x
    )
     is the value of the functional.
  • s
     is the trial step.
Input Parameters
n
Length of
x
.
m
Length of
F
(
x
).
x
Array of size
n
. Initial guess. A reference to this array is stored in
handle
 for 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 in
handle
 for 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 set
rs
 to 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
, 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.