callable functions

    function glrt_initialize(data, control, status)

Set default control values and initialize private data

Parameters:

data	holds private internal data
control	is a structure containing control information (see glrt_control_type)
status	is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently): 0 The initialization was successful.

    function glrt_read_specfile(control, 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 structure containing control information (see glrt_control_type)
specfile	is a one-dimensional array of type Vararg{Cchar} that must give the name of the specification file

    function glrt_import_control(control, data, status)

Import control parameters prior to solution.

Parameters:

control	is a structure whose members provide control parameters for the remaining procedures (see glrt_control_type)
data	holds private internal data
status	is a scalar variable of type Int32 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

    function glrt_solve_problem(data, status, n, power, weight, x, r, vector)

Solve the regularized-quadratic problem using reverse communication.

Parameters:

data	holds private internal data
status	is a scalar variable of type Int32 that gives the entry and exit status from the package. This must be set to 1 on initial entry. Set the argument 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 the argument r to \(c\) for this entry. Possible exit values are: 0 the solution has been found 2 the inverse of \(M\) must be applied to the argument vector (below) 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 of \(H\) with 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 the argument r 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 Int32 that holds the number of variables
power	is a scalar of type T that holds the egularization power, \(p \geq 2\)
weight	is a scalar of type T that holds the positive regularization weight, \(\sigma\)
x	is a one-dimensional array of size n and type T that holds the solution \(x\). The j-th component of x, j = 1, … , n, contains \(x_j\).
r	is a one-dimensional array of size n and type T 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 T that should be used and reset appropriately when status = 2 and 3 as directed.

    function glrt_information(data, inform, status)

Provides output information

Parameters:

data	holds private internal data
inform	is a structure containing output information (see glrt_inform_type)
status	is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently): 0 The values were recorded successfully

    function glrt_terminate(data, control, inform)

Deallocate all internal private storage

Parameters:

data	holds private internal data
control	is a structure containing control information (see glrt_control_type)
inform	is a structure containing output information (see glrt_inform_type)