Initializes the solver of a nonlinear least squares problem.
FORTRAN:
res = strnlsp_init(handle, n, m, x, eps, iter1, iter2, rs)
res = dtrnlsp_init(handle, n, m, x, eps, iter1, iter2, rs)
C:
res = strnlsp_init(&handle, &n, &m, x, eps, &iter1, &iter2, &rs);
res = dtrnlsp_init(&handle, &n, &m, x, eps, &iter1, &iter2, &rs);
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.
The eps array contains the stopping criteria:
eps Value |
Description |
|---|---|
1 |
Δ < eps(1) |
2 |
||F(x)||2 < eps(2) |
3 |
The Jacobian matrix is singular. ||J(x)(1:m,j)||2 < eps(3), j = 1, ..., n |
4 |
||s||2 < eps(4) |
5 |
||F(x)||2 - ||F(x) - J(x)s||2 < eps(5) |
6 |
The trial step precision. If eps(6) = 0, then the trial step meets the required precision (≤ 1.0D-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.
INTEGER. Length of x.
INTEGER. Length of F(x).
REAL for strnlsp_init
DOUBLE PRECISION for dtrnlsp_init
Array of size n. Initial guess.
REAL for strnlsp_init
DOUBLE PRECISION for dtrnlsp_init
Array of size 6; contains stopping criteria. See the values in the Description section.
INTEGER. Specifies the maximum number of iterations.
INTEGER. Specifies the maximum number of iterations of trial step calculation.
REAL for strnlsp_init
DOUBLE PRECISION for dtrnlsp_init
Definition of initial size of the trust region (boundary of the trial step). The minimum value is 0.1, and the 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. The default value is 100.0.
Type _TRNSP_HANDLE_t in C/C++ and INTEGER*8 in FORTRAN.
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 mkl_rci.fi (Fortran) and mkl_rci.h (C) include files.