overview of functions provided#

// typedefs

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

// structs

struct llsr_control_type;
struct llsr_history_type;
struct llsr_inform_type;
struct llsr_time_type;

// global functions

void llsr_initialize(
    void **data,
    struct llsr_control_type* control,
    ipc_ *status
);

void llsr_read_specfile(
    struct llsr_control_type* control,
    const char specfile[]
);

void llsr_import(
    struct llsr_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ m,
    ipc_ n,
    const char A_type[],
    ipc_ A_ne,
    const ipc_ A_row[],
    const ipc_ A_col[],
    const ipc_ A_ptr[]
);

void llsr_import_scaling(
    struct llsr_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ n,
    const char S_type[],
    ipc_ S_ne,
    const ipc_ S_row[],
    const ipc_ S_col[],
    const ipc_ S_ptr[]
);

void llsr_reset_control(
    struct llsr_control_type* control,
    void **data,
    ipc_ *status
);

void llsr_solve_problem(
    void **data,
    ipc_ *status,
    ipc_ m,
    ipc_ n,
    const rpc_ power,
    const rpc_ weight,
    ipc_ A_ne,
    const rpc_ A_val[],
    const rpc_ b[],
    rpc_ x[],
    ipc_ S_ne,
    const rpc_ S_val[]
);

void llsr_information(void **data, struct llsr_inform_type* inform, ipc_ *status);

void llsr_terminate(
    void **data,
    struct llsr_control_type* control,
    struct llsr_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 llsr_initialize(
    void **data,
    struct llsr_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 llsr_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 llsr_read_specfile(
    struct llsr_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/llsr/LLSR.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/llsr.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 llsr_control_type)
specfile	is a character string containing the name of the specification file

void llsr_import(
    struct llsr_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ m,
    ipc_ n,
    const char A_type[],
    ipc_ A_ne,
    const ipc_ A_row[],
    const ipc_ A_col[],
    const ipc_ A_ptr[]
)

Import problem data into internal storage prior to solution.

Parameters:

control	is a struct whose members provide control paramters for the remaining prcedures (see llsr_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: 1 The import was successful, and the package is ready for the solve phase -1 An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -2 A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -3 The restriction n > 0 or requirement that type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’, ‘diagonal’ or ‘absent’ has been violated.
m	is a scalar variable of type ipc_, that holds the number of residuals, i.e., the number of rows of $A$. m must be positive.
n	is a scalar variable of type ipc_, that holds the number of variables, i.e., the number of columns of $A$. n must be positive.
A_type	is a one-dimensional array of type char that specifies the unsymmetric storage scheme used for the constraint Jacobian, $A$ if any. It should be one of ‘coordinate’, ‘sparse_by_rows’ or ‘dense’; lower or upper case variants are allowed.
A_ne	is a scalar variable of type ipc_, that holds the number of entries in $A$, if used, in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes.
A_row	is a one-dimensional array of size A_ne and type ipc_, that holds the row indices of $A$ in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes, and in this case can be NULL.
A_col	is a one-dimensional array of size A_ne and type ipc_, that holds the column indices of $A$ in either the sparse co-ordinate, or the sparse row-wise storage scheme. It need not be set when the dense or diagonal storage schemes are used, and in this case can be NULL.
A_ptr	is a one-dimensional array of size n+1 and type ipc_, that holds the starting position of each row of $A$, as well as the total number of entries, in the sparse row-wise storage scheme. It need not be set when the other schemes are used, and in this case can be NULL.

void llsr_import_scaling(
    struct llsr_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ n,
    const char S_type[],
    ipc_ S_ne,
    const ipc_ S_row[],
    const ipc_ S_col[],
    const ipc_ S_ptr[]
)

Import the scaling matrix $S$ into internal storage prior to solution. Thus must have been preceeded by a call to llsr_import.

Parameters:

control	is a struct whose members provide control paramters for the remaining prcedures (see llsr_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: 1 The import was successful, and the package is ready for the solve phase -1 An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -2 A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -3 The restriction n > 0 or requirement that type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’ or ‘diagonal’ has been violated.
n	is a scalar variable of type ipc_, that holds the number of variables, i.e., the number of rows and columns of $S$. n must be positive.
S_type	is a one-dimensional array of type char that specifies the symmetric storage scheme used for the matrix $S$. It should be one of ‘coordinate’, ‘sparse_by_rows’, ‘dense’ or ‘diagonal’; lower or upper case variants are allowed.
S_ne	is a scalar variable of type ipc_, that holds the number of entries in the lower triangular part of $S$ in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes.
S_row	is a one-dimensional array of size S_ne and type ipc_, that holds the row indices of the lower triangular part of $S$ in the sparse co-ordinate storage scheme. It need not be set for any of the other three schemes, and in this case can be NULL.
S_col	is a one-dimensional array of size S_ne and type ipc_, that holds the column indices of the lower triangular part of $S$ in either the sparse co-ordinate, or the sparse row-wise storage scheme. It need not be set when the dense, diagonal or (scaled) identity storage schemes are used, and in this case can be NULL.
S_ptr	is a one-dimensional array of size n+1 and type ipc_, that holds the starting position of each row of the lower triangular part of $S$, as well as the total number of entries, in the sparse row-wise storage scheme. It need not be set when the other schemes are used, and in this case can be NULL.

void llsr_reset_control(
    struct llsr_control_type* control,
    void **data,
    ipc_ *status
)

Reset control parameters after import if required.

Parameters:

control

is a struct whose members provide control paramters for the remaining prcedures (see llsr_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:

1. The import was successful, and the package is ready for the solve phase

void llsr_solve_problem(
    void **data,
    ipc_ *status,
    ipc_ m,
    ipc_ n,
    const rpc_ power,
    const rpc_ weight,
    ipc_ A_ne,
    const rpc_ A_val[],
    const rpc_ b[],
    rpc_ x[],
    ipc_ S_ne,
    const rpc_ S_val[]
)

Solve the regularization-region problem.

Parameters:

data	holds private internal data
status	is a scalar variable of type ipc_, that gives the entry and exit status from the package. Possible exit values are: 0 The run was successful. -1 An allocation error occurred. A message indicating the offending array is written on unit control.error, and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -2 A deallocation error occurred. A message indicating the offending array is written on unit control.error and the returned allocation status and a string containing the name of the offending array are held in inform.alloc_status and inform.bad_alloc respectively. -3 The restrictions n > 0 and m > 0 or requirement that A_type or A_type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’ or ‘diagonal’ has been violated. -9 The analysis phase of the factorization failed; the return status from the factorization package is given in the component inform.factor_status -10 The factorization failed; the return status from the factorization package is given in the component inform.factor_status. -11 The solution of a set of linear equations using factors from the factorization package failed; the return status from the factorization package is given in the component inform.factor_status. -15 The matrix $S$ does not appear to be strictly diagonally dominant. -16 The problem is so ill-conditioned that further progress is impossible. -17 The step is too small to make further impact.
m	is a scalar variable of type ipc_, that holds the number of residuals
n	is a scalar variable of type ipc_, that holds the number of variables
power	is a scalar of type rpc_, that holds the regularization power, $p$, used. power must be greater than or equal to two.
weight	is a scalar of type rpc_, that holds the regularization power, $\sigma$, used. weight must be strictly positive
A_ne	is a scalar variable of type ipc_, that holds the number of entries in the observation matrix $A$.
A_val	is a one-dimensional array of size A_ne and type rpc_, that holds the values of the entries of the observation matrix $A$ in any of the available storage schemes.
b	is a one-dimensional array of size m and type rpc_, that holds the values $b$ of observations. The i-th component of b, i = 0, … , m-1, contains $b_i$.
x	is a one-dimensional array of size n and type rpc_, that holds the values $x$ of the optimization variables. The j-th component of x, j = 0, … , n-1, contains $x_j$.
S_ne	is a scalar variable of type ipc_, that holds the number of entries in the scaling matrix $S$ if it not the identity matrix.
S_val	is a one-dimensional array of size S_ne and type rpc_, that holds the values of the entries of the scaling matrix $S$ in any of the available storage schemes. If S_val is NULL, $S$ will be taken to be the identity matrix.

void llsr_information(void **data, struct llsr_inform_type* inform, ipc_ *status)

Provides output information

Parameters:

data

holds private internal data

inform

is a struct containing output information (see llsr_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 llsr_terminate(
    void **data,
    struct llsr_control_type* control,
    struct llsr_inform_type* inform
)

Deallocate all internal private storage

Parameters:

data	holds private internal data
control	is a struct containing control information (see llsr_control_type)
inform	is a struct containing output information (see llsr_inform_type)