Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 7/13/2023
Public

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?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® oneAPI Math Kernel Library (oneMKL) 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.

  • 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.fi include file.

See Also