overview of functions provided#

// typedefs

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

// structs

struct lsrt_control_type;
struct lsrt_inform_type;

// global functions

void lsrt_initialize(
    void **data,
    struct lsrt_control_type* control,
    ipc_ *status
);

void lsrt_read_specfile(
    struct lsrt_control_type* control,
    const char specfile[]
);

void lsrt_import_control(
    struct lsrt_control_type* control,
    void **data,
    ipc_ *status
);

void lsrt_solve_problem(
    void **data,
    ipc_ *status,
    ipc_ m,
    ipc_ n,
    const rpc_ power,
    const rpc_ weight,
    rpc_ x[],
    rpc_ u[],
    rpc_ v[]
);

void lsrt_information(void **data, struct lsrt_inform_type* inform, ipc_ *status);

void lsrt_terminate(
    void **data,
    struct lsrt_control_type* control,
    struct lsrt_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 lsrt_initialize(
    void **data,
    struct lsrt_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 lsrt_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 lsrt_read_specfile(
    struct lsrt_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/lsrt/LSRT.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/lsrt.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 lsrt_control_type)

specfile

is a character string containing the name of the specification file

void lsrt_import_control(
    struct lsrt_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 lsrt_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 lsrt_solve_problem(
    void **data,
    ipc_ *status,
    ipc_ m,
    ipc_ n,
    const rpc_ power,
    const rpc_ weight,
    rpc_ x[],
    rpc_ u[],
    rpc_ v[]
)

Solve the regularized least-squuares 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 u (below) to \(b\) for this entry.

Possible exit values are:

  • 0

    the solution has been found

  • 2

    The user must perform the operation

    \[u := u + A v,\]
    n

    u := u + A v,

    \n and recall the function. The vectors \(u\) and \(v\) are available in the arrays u and v (below) respectively, and the result \(u\) must overwrite the content of u. No argument except u should be altered before recalling the function

  • 3

    The user must perform the operation

    \[v := v + A^T u,\]
    n

    v := v + A^T u,

    \n and recall the function. The vectors \(u\) and \(v\) are available in the arrays u and v (below) respectively, and the result \(v\) must overwrite the content of v. No argument except v should be altered before recalling the function

  • 4

    The user must reset u (below) to \(b\) are recall the function. No argument except u should be altered before recalling the function

  • -1

    an array allocation has failed

  • -2

    an array deallocation has failed

  • -3

    one or more of n, m, power or weight violates allowed bounds

  • -18

    the iteration limit has been exceeded

  • -25

    status is negative on entry

m

is a scalar variable of type ipc_, that holds the number of equations (i.e., rows of \(A\)), \(m > 0\)

n

is a scalar variable of type ipc_, that holds the number of variables (i.e., columns of \(A\)), \(n > 0\)

power

is a scalar of type rpc_, that holds the regularization power, \(p \geq 2\)

weight

is a scalar of type rpc_, that holds the regularization weight, \(\sigma > 0\)

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 \(x_j\).

u

is a one-dimensional array of size m and type rpc_, that should be used and reset appropriately when status = 1 to 5 as directed by status.

v

is a one-dimensional array of size n and type rpc_, that should be used and reset appropriately when status = 1 to 5 as directed by status.

void lsrt_information(void **data, struct lsrt_inform_type* inform, ipc_ *status)

Provides output information

Parameters:

data

holds private internal data

inform

is a struct containing output information (see lsrt_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 lsrt_terminate(
    void **data,
    struct lsrt_control_type* control,
    struct lsrt_inform_type* inform
)

Deallocate all internal private storage

Parameters:

data

holds private internal data

control

is a struct containing control information (see lsrt_control_type)

inform

is a struct containing output information (see lsrt_inform_type)