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 REAL_32 or (if supported) to __real128 using the variable REAL_128.

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 and structure names#

The function and structure names described below are appropriate for the default real working precision (double) and integer word length (int32_t). To use the functions and structures with different precisions and integer word lengths, an additional suffix must be added to their names (and the arguments set accordingly). The appropriate suffices are:

_s for single precision (float) reals and standard 32-bit (int32_t) integers;

_q for quadruple precision (__real128) reals (if supported) and standard 32-bit (int32_t) integers;

_64 for standard precision (double) reals and 64-bit (int64_t) integers;

_s_64 for single precision (float) reals and 64-bit (int64_t) integers; and

_q_64 for quadruple precision (__real128) reals (if supported) and 64-bit (int64_t) integers.

Thus a call to glrt_initialize below will instead be

void glrt_initialize_s_64(void **data, struct glrt_control_type_s_64* control,
                         int64_t *status)

if single precision (float) reals and 64-bit (int64_t) integers are required. Thus it is possible to call functions for this package with more that one precision and/or integer word length at same time. An example is provided for the package expo, and the obvious modifications apply equally here.

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)