callable functions#
function llsr_initialize(T, 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 llsr_control_type) |
status |
is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently):
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function llsr_read_specfile(T, 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/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 structure containing control information (see llsr_control_type) |
specfile |
is a one-dimensional array of type Vararg{Cchar} that must give the name of the specification file |
function llsr_import(T, control, data, status, m, n, A_type, A_ne, A_row, A_col, A_ptr)
Import problem data into internal storage prior to solution.
Parameters:
control |
is a structure whose members provide control parameters for the remaining procedures (see llsr_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:
|
m |
is a scalar variable of type Int32 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 Int32 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 Vararg{Cchar} 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 Int32 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 Int32 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 C_NULL. |
A_col |
is a one-dimensional array of size A_ne and type Int32 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 C_NULL. |
A_ptr |
is a one-dimensional array of size n+1 and type Int32 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 C_NULL. |
function llsr_import_scaling(T, control, data, status, n, S_type, S_ne, S_row, S_col, 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 structure whose members provide control parameters for the remaining procedures (see llsr_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:
|
n |
is a scalar variable of type Int32 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 Vararg{Cchar} 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 Int32 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 Int32 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 C_NULL. |
S_col |
is a one-dimensional array of size S_ne and type Int32 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 C_NULL. |
S_ptr |
is a one-dimensional array of size n+1 and type Int32 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 C_NULL. |
function llsr_reset_control(T, control, data, status)
Reset control parameters after import if required.
Parameters:
control |
is a structure whose members provide control parameters for the remaining procedures (see llsr_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:
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function llsr_solve_problem(T, data, status, m, n, power, weight, A_ne, A_val, b, x, S_ne, S_val)
Solve the regularization-region problem.
Parameters:
data |
holds private internal data |
status |
is a scalar variable of type Int32 that gives the entry and exit status from the package. Possible exit values are:
|
m |
is a scalar variable of type Int32 that holds the number of residuals |
n |
is a scalar variable of type Int32 that holds the number of variables |
power |
is a scalar of type T that holds the regularization power, \(p\), used. power must be greater than or equal to two. |
weight |
is a scalar of type T that holds the regularization power, \(\sigma\), used. weight must be strictly positive |
A_ne |
is a scalar variable of type Int32 that holds the number of entries in the observation matrix \(A\). |
A_val |
is a one-dimensional array of size A_ne and type T 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 T that holds the values \(b\) of observations. The i-th component of |
x |
is a one-dimensional array of size n and type T that holds the values \(x\) of the optimization variables. The j-th component of |
S_ne |
is a scalar variable of type Int32 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 T that holds the values of the entries of the scaling matrix \(S\) in any of the available storage schemes. If S_val is C_NULL, \(S\) will be taken to be the identity matrix. |
function llsr_information(T, data, inform, status)
Provides output information
Parameters:
data |
holds private internal data |
inform |
is a structure containing output information (see llsr_inform_type) |
status |
is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently):
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function llsr_terminate(T, data, control, inform)
Deallocate all internal private storage
Parameters:
data |
holds private internal data |
control |
is a structure containing control information (see llsr_control_type) |
inform |
is a structure containing output information (see llsr_inform_type) |