overview of functions provided#

// typedefs

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

// structs

struct sha_control_type;
struct sha_inform_type;

// function calls

void sha_initialize(void **data, struct sha_control_type* control, ipc_ *status);

void sha_read_specfile(struct sha_control_type* control, const char specfile[]);

void sha_analyse_matrix(
    struct sha_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ n,
    ipc_ ne,
    const ipc_ row[],
    const ipc_ col[],
    ipc_ *m
);

void sha_recover_matrix(
    void **data,
    ipc_ *status,
    ipc_ ne,
    ipc_ m,
    ipc_ ls1,
    ipc_ ls2,
            const real_wp_ strans[][ls2],
            ipc_ ly1,
            ipc_ ly2,
            const real_wp_ ytrans[][ly2],
            real_wp_ val[],
            const ipc_ order[]
);


void sha_information(void **data, struct sha_inform_type* inform, ipc_ *status);

void sha_terminate(
    void **data,
    struct sha_control_type* control,
    struct sha_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 sha_initialize(void **data, struct sha_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 sha_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 sha_read_specfile(struct sha_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/xxx/XXX.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/xxx.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 sha_control_type)
specfile	is a character string containing the name of the specification file

void sha_analyse_matrix(
    struct sha_control_type* control,
    void **data,
    ipc_ *status,
    ipc_ n,
    ipc_ ne,
    const ipc_ row[],
    const ipc_ col[],
    ipc_ *m
)

Analsyse the sparsity structure of $H$ to generate information that will be used when estimating its values.

Parameters:

control	is a struct whose members provide control paramters for the remaining prcedures (see sha_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: 0 The import 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 A restriction n > 0, ne $\geq$ 0 or 0 $\leq$ row[i] $\leq$ col[i] $\leq$ n has been violated.
n	is a scalar variable of type ipc_, that holds the number of variables
ne	is a scalar variable of type ipc_, that holds the number of entries in the upper triangular part of $H$.
row	is a one-dimensional array of size ne and type ipc_, that holds the row indices of the upper triangular part of $H$.
col	is a one-dimensional array of size ne and type ipc_, that holds the column indices of the upper triangular part of $H$.
m	is a scalar variable of type ipc_, that gives the minimum number of $(s^{(k)},y^{(k)})$ pairs that will be needed to recover a good Hessian approximation.

void sha_recover_matrix(
    void **data,
    ipc_ *status,
            ipc_ ne,
            ipc_ m_available,
            ipc_ ls1,
            ipc_ ls2,
            const real_wp_ strans[][ls2],
            ipc_ ly1,
            ipc_ ly2,
            const real_wp_ ytrans[][ly2],
            real_wp_ val[],
            const ipc_ order[]
)

Estimate the nonzero entries of the Hessian $H$ by component-wise secant approximation.

Parameters:

data	holds private internal data
status	is a scalar variable of type ipc_, that gives the exit status from the package. Possible values are: 0 The recovery was successful 1 Insufficient data pairs $(s_i,y_i)$ have been provided, as m is too small. The returned $B$ is likely not fully accurate. -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. -31 sha_recover_matrix has been called before sha_analyse_matrix.
ne	is a scalar variable of type ipc_, that holds the number of entries in the upper triangular part of $H$.
m_available	is a scalar variable of type ipc_, that holds the number of differences provided. Ideally this will be as large as m as reported by sha_analyse_matrix, but better still there should be a further control.extra_differences to allow for unlikely singularities.
ls1	is a scalar variable of type ipc_, that holds the leading (first) dimension of the array strans.
ls2	is a scalar variable of type ipc_, that holds the trailing (second) dimension of the array strans.
strans	is a two-dimensional array of size [ls1][ls2] and type rpc_, that holds the values of the vectors $\{s^{(k) T}\}$. Component [$k$][$i$] should hold $s_i^{(k)}$.
ly1	is a scalar variable of type ipc_, that holds the leading (first) dimension of the array ytrans.
ly2	is a scalar variable of type ipc_, that holds the trailing (second) dimension of the array ytrans.
ytrans	is a two-dimensional array of size [ly1][ly2] and type rpc_, that holds the values of the vectors $\{y^{(k) T}\}$. Component [$k$][$i$] should hold $y_i^{(k)}$.
val	is a one-dimensional array of size ne and type rpc_, that holds the values of the entries of the upper triangular part of the symmetric matrix $H$ in the sparse coordinate scheme.
order	is a one-dimensional array of size m and type ipc_, that holds the preferred order of access for the pairs $\{(s^{(k)},y^{(k)})\}$. The $k$-th component of order specifies the row number of strans and ytrans that will be used as the $k$-th most favoured. order need not be set if the natural order, $k, k = 1,...,$ m, is desired, and this case order should be NULL.

void sha_information(void **data, struct sha_inform_type* inform, ipc_ *status)

Provides output information

Parameters:

data

holds private internal data

inform

is a struct containing output information (see sha_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 sha_terminate(
    void **data,
    struct sha_control_type* control,
    struct sha_inform_type* inform
)

Deallocate all internal private storage

Parameters:

data	holds private internal data
control	is a struct containing control information (see sha_control_type)
inform	is a struct containing output information (see sha_inform_type)