overview of functions provided#
// typedefs typedef float spc_; typedef double rpc_; typedef int ipc_; // structs struct llst_control_type; struct llst_history_type; struct llst_inform_type; struct llst_time_type; // global functions void llst_initialize( void **data, struct llst_control_type* control, ipc_ *status ); void llst_read_specfile( struct llst_control_type* control, const char specfile[] ); void llst_import( struct llst_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 llst_import_scaling( struct llst_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 llst_reset_control( struct llst_control_type* control, void **data, ipc_ *status ); void llst_solve_problem( void **data, ipc_ *status, ipc_ m, ipc_ n, const rpc_ radius, ipc_ A_ne, const rpc_ A_val[], const rpc_ b[], rpc_ x[], ipc_ S_ne, const rpc_ S_val[] ); void llst_information(void **data, struct llst_inform_type* inform, ipc_ *status); void llst_terminate( void **data, struct llst_control_type* control, struct llst_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 llst_initialize
below will instead be
void llst_initialize_s_64(void **data, struct llst_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 llst_initialize( void **data, struct llst_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 llst_control_type) |
status |
is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):
|
void llst_read_specfile( struct llst_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/llst/LLST.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/llst.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 llst_control_type) |
specfile |
is a character string containing the name of the specification file |
void llst_import( struct llst_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 llst_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:
|
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 llst_import_scaling( struct llst_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 llst_import.
Parameters:
control |
is a struct whose members provide control paramters for the remaining prcedures (see llst_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:
|
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 llst_reset_control( struct llst_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 llst_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:
|
void llst_solve_problem( void **data, ipc_ *status, ipc_ m, ipc_ n, const rpc_ radius, ipc_ A_ne, const rpc_ A_val[], const rpc_ b[], rpc_ x[], ipc_ S_ne, const rpc_ S_val[] )
Solve the trust-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:
|
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 |
radius |
is a scalar of type rpc_, that holds the trust-region radius, \(\Delta\), used. radius 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 llst_information(void **data, struct llst_inform_type* inform, ipc_ *status)
Provides output information
Parameters:
data |
holds private internal data |
inform |
is a struct containing output information (see llst_inform_type) |
status |
is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are (currently):
|
void llst_terminate( void **data, struct llst_control_type* control, struct llst_inform_type* inform )
Deallocate all internal private storage
Parameters:
data |
holds private internal data |
control |
is a struct containing control information (see llst_control_type) |
inform |
is a struct containing output information (see llst_inform_type) |