overview of functions provided

// typedefs

typedef float spc_;
typedef double rpc_;
typedef int ipc_;

// structs

struct glrt_control_type;
struct glrt_inform_type;

// global functions

void glrt_initialize(
    void **data,
    struct glrt_control_type* control,
    ipc_ *status
);

void glrt_read_specfile(
    struct glrt_control_type* control,
    const char specfile[]
);

void glrt_import_control(
    struct glrt_control_type* control,
    void **data,
    ipc_ *status
);

void glrt_solve_problem(
    void **data,
    ipc_ *status,
    ipc_ n,
    const rpc_ power,
    const rpc_ weight,
    rpc_ x[],
    rpc_ r[],
    rpc_ vector[]
);

void glrt_information(void **data, struct glrt_inform_type* inform, ipc_ *status);

void glrt_terminate(
    void **data,
    struct glrt_control_type* control,
    struct glrt_inform_type* inform
);

typedefs

typedef float spc_

spc_ is real single precision

typedef double rpc_

rpc_ is the real working precision used, but may be changed to float by defining the preprocessor variable SINGLE.

typedef int ipc_

ipc_ is the default integer word length used, but may be changed to int64_t by defining the preprocessor variable INTEGER_64.

function calls

void glrt_initialize(
    void **data,
    struct glrt_control_type* control,
    ipc_ *status
)

Set default control values and initialize private data

Parameters:

data	holds private internal data
control	is a struct containing control information (see glrt_control_type)
status	is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently): 0 The initialization was successful.

void glrt_read_specfile(
    struct glrt_control_type* control,
    const char specfile[]
)

Read the content of a specification file, and assign values associated with given keywords to the corresponding control parameters. An in-depth discussion of specification files is available, and a detailed list of keywords with associated default values is provided in $GALAHAD/src/glrt/GLRT.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/glrt.pdf for a list of how these keywords relate to the components of the control structure.

Parameters:

control	is a struct containing control information (see glrt_control_type)
specfile	is a character string containing the name of the specification file

void glrt_import_control(
    struct glrt_control_type* control,
    void **data,
    ipc_ *status
)

Import control parameters prior to solution.

Parameters:

control	is a struct whose members provide control paramters for the remaining prcedures (see glrt_control_type)
data	holds private internal data
status	is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently): 1 The import was successful, and the package is ready for the solve phase

void glrt_solve_problem(
    void **data,
    ipc_ *status,
    ipc_ n,
    const rpc_ power,
    const rpc_ weight,
    rpc_ x[],
    rpc_ r[],
    rpc_ vector[]
)

Solve the regularized-quadratic problem using reverse communication.

Parameters:

data	holds private internal data
status	is a scalar variable of type ipc_, that gives the entry and exit status from the package. This must be set to 1 on initial entry. Set r (below) to \(c\) for this entry. 6 the iteration is to be restarted with a larger weight but with all other data unchanged. Set r (below) to \(c\) for this entry. Possible exit values are: 0 the solution has been found 2 the inverse of \(M\) must be applied to vector with the result returned in vector and the function re-entered with all other data unchanged. This will only happen if control.unitm is false 3 the product \(H\) \* **vector must be formed, with the result returned in vector and the function re-entered with all other data unchanged 4** The iteration must be restarted. Reset r (below) to \(c\) and re-enter with all other data unchanged. -1 an array allocation has failed -2 an array deallocation has failed -3 n and/or radius is not positive -7 the problem is unbounded from below. This can only happen if power = 2, and in this case the objective is unbounded along the arc x + t vector as t goes to infinity -15 the matrix \(M\) appears to be indefinite -18 the iteration limit has been exceeded
n	is a scalar variable of type ipc_, that holds the number of variables
power	is a scalar of type rpc_, that holds the egularization power, \(p \geq 2\)
weight	is a scalar of type rpc_, that holds the positive regularization weight, \(\sigma\)
x	is a one-dimensional array of size n and type rpc_, that holds the solution \(x\). The j-th component of x, j = 0, … , n-1, contains \(x_j\).
r	is a one-dimensional array of size n and type rpc_, that that must be set to \(c\) on entry (status = 1) and re-entry (status = 4, 5). On exit, r contains the resiual \(H x + c\).
vector	is a one-dimensional array of size n and type rpc_, that should be used and reset appropriately when status = 2 and 3 as directed.

void glrt_information(void **data, struct glrt_inform_type* inform, ipc_ *status)

Provides output information

Parameters:

data	holds private internal data
inform	is a struct containing output information (see glrt_inform_type)
status	is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently): 0 The values were recorded successfully

void glrt_terminate(
    void **data,
    struct glrt_control_type* control,
    struct glrt_inform_type* inform
)

Deallocate all internal private storage

Parameters:

data	holds private internal data
control	is a struct containing control information (see glrt_control_type)
inform	is a struct containing output information (see glrt_inform_type)