callable functions#
function nls_initialize(T, data, control, inform)
Set default control values and initialize private data
Parameters:
data |
holds private internal data |
control |
is a structure containing control information (see nls_control_type) |
inform |
is a structure containing output information (see nls_inform_type) |
function nls_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/nls/NLS.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/nls.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 nls_control_type) |
specfile |
is a one-dimensional array of type Vararg{Cchar} that must give the name of the specification file |
function nls_import(T, control, data, status, n, m, J_type, J_ne, J_row, J_col, J_ptr, H_type, H_ne, H_row, H_col, H_ptr, P_type, P_ne, P_row, P_col, P_ptr, w)
Import problem data into internal storage prior to solution.
Parameters:
control |
is a structure whose members provide control parameters for the remaining procedures (see nls_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. |
m |
is a scalar variable of type Int32 that holds the number of residuals. |
J_type |
is a one-dimensional array of type Vararg{Cchar} that specifies the unsymmetric storage scheme used for the Jacobian, \(J\). It should be one of ‘coordinate’, ‘sparse_by_rows’, ‘dense’ or ‘absent’, the latter if access to the Jacobian is via matrix-vector products; lower or upper case variants are allowed. |
J_ne |
is a scalar variable of type Int32 that holds the number of entries in \(J\) in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes. |
J_row |
is a one-dimensional array of size J_ne and type Int32 that holds the row indices of \(J\) 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. |
J_col |
is a one-dimensional array of size J_ne and type Int32 that holds the column indices of \(J\) 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. |
J_ptr |
is a one-dimensional array of size m+1 and type Int32 that holds the starting position of each row of \(J\), 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. |
H_type |
is a one-dimensional array of type Vararg{Cchar} that specifies the symmetric storage scheme used for the Hessian, \(H\). It should be one of ‘coordinate’, ‘sparse_by_rows’, ‘dense’, ‘diagonal’ or ‘absent’, the latter if access to \(H\) is via matrix-vector products; lower or upper case variants are allowed. |
H_ne |
is a scalar variable of type Int32 that holds the number of entries in the lower triangular part of \(H\) in the sparse co-ordinate storage scheme. It need not be set for any of the other three schemes. |
H_row |
is a one-dimensional array of size H_ne and type Int32 that holds the row indices of the lower triangular part of \(H\) 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. |
H_col |
is a one-dimensional array of size H_ne and type Int32 that holds the column indices of the lower triangular part of \(H\) 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. |
H_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 \(H\), 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. |
P_type |
is a one-dimensional array of type Vararg{Cchar} that specifies the unsymmetric storage scheme used for the residual-Hessians-vector product matrix, \(P\). It should be one of ‘coordinate’, ‘sparse_by_columns’, ‘dense_by_columns’ or ‘absent’, the latter if access to \(P\) is via matrix-vector products; lower or upper case variants are allowed. |
P_ne |
is a scalar variable of type Int32 that holds the number of entries in \(P\) in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes. |
P_row |
is a one-dimensional array of size P_ne and type Int32 that holds the row indices of \(P\) in either the sparse co-ordinate, or the sparse column-wise storage scheme. It need not be set when the dense storage scheme is used, and in this case can be C_NULL. |
P_col |
is a one-dimensional array of size P_ne and type Int32 that holds the row indices of \(P\) 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. |
P_ptr |
is a one-dimensional array of size n+1 and type Int32 that holds the starting position of each row of \(P\), 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. |
w |
is a one-dimensional array of size m and type T that holds the values \(w\) of the weights on the residuals in the least-squares objective function. It need not be set if the weights are all ones, and in this case can be C_NULL. |
function nls_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 nls_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:
|
function nls_solve_with_mat(T, data, userdata, status, n, m, x, c, g, eval_c, j_ne, eval_j, h_ne, eval_h, p_ne, eval_hprods)
Find a local minimizer of a given function using a trust-region method.
This call is for the case where \(H = \nabla_{xx}f(x)\) is provided specifically, and all function/derivative information is available by function calls.
Parameters:
data |
holds private internal data |
userdata |
is a structure that allows data to be passed into the function and derivative evaluation programs. |
status |
is a scalar variable of type Int32 that gives the entry and exit status from the package. On initial entry, status must be set to 1. Possible exit values are:
|
n |
is a scalar variable of type Int32 that holds the number of variables. |
m |
is a scalar variable of type Int32 that holds the number of residuals. |
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 |
c |
is a one-dimensional array of size m and type T that holds the residual \(c(x)\). The i-th component of |
g |
is a one-dimensional array of size n and type T that holds the gradient \(g = \nabla_xf(x)\) of the objective function. The j-th component of |
eval_c |
is a user-supplied function that must have the following signature: function eval_c(n, x, c, userdata) The componnts of the residual function \(c(x)\)
evaluated at x=\(x\) must be assigned to c, and the
function return value set to 0. If the evaluation is
impossible at x, return should be set to a nonzero
value. Data may be passed into |
j_ne |
is a scalar variable of type Int32 that holds the number of entries in the Jacobian matrix \(J\). |
eval_j |
is a user-supplied function that must have the following signature: function eval_j(n, m, jne, x, j, userdata) The components of the Jacobian \(J = \nabla_x c(x\)) of
the residuals must be assigned to j in the same order
as presented to nls_import, and the function return
value set to 0. If the evaluation is impossible at x,
return should be set to a nonzero value. Data may be
passed into |
h_ne |
is a scalar variable of type Int32 that holds the number of entries in the lower triangular part of the Hessian matrix \(H\) if it is used. |
eval_h |
is a user-supplied function that must have the following signature: function eval_h(n, m, hne, x, y, h, userdata) The nonzeros of the matrix \(H = \sum_{i=1}^m y_i
\nabla_{xx}c_i(x)\) of the weighted residual Hessian
evaluated at x=\(x\) and y=\(y\) must be assigned to h
in the same order as presented to nls_import, and the
function return value set to 0. If the evaluation is
impossible at x, return should be set to a nonzero
value. Data may be passed into |
p_ne |
is a scalar variable of type Int32 that holds the number of entries in the residual-Hessians-vector product matrix \(P\) if it is used. |
eval_hprods |
is an optional user-supplied function that may be C_NULL. If non-NULL, it must have the following signature: function eval_hprods(n, m, pne, x, v, p, got_h, userdata) The entries of the matrix \(P\), whose i-th column is
the product \(\nabla_{xx}c_i(x) v\) between
\(\nabla_{xx}c_i(x)\), the Hessian of the i-th component
of the residual \(c(x)\) at x=\(x\), and v=\(v\) must be
returned in p and the function return value set
to 0. If the evaluation is impossible at x, return
should be set to a nonzero value. Data may be passed
into |
function nls_solve_without_mat(T, data, userdata, status, n, m, x, c, g, eval_c, eval_jprod, eval_hprod, p_ne, eval_hprods)
Find a local minimizer of a given function using a trust-region method.
This call is for the case where access to \(H = \nabla_{xx}f(x)\) is provided by Hessian-vector products, and all function/derivative information is available by function calls.
Parameters:
data |
holds private internal data |
userdata |
is a structure that allows data to be passed into the function and derivative evaluation programs. |
status |
is a scalar variable of type Int32 that gives the entry and exit status from the package. On initial entry, status must be set to 1. Possible exit values are:
|
n |
is a scalar variable of type Int32 that holds the number of variables |
m |
is a scalar variable of type Int32 that holds the number of residuals. |
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 |
c |
is a one-dimensional array of size m and type T that holds the residual \(c(x)\). The i-th component of |
g |
is a one-dimensional array of size n and type T that holds the gradient \(g = \nabla_xf(x)\) of the objective function. The j-th component of |
eval_c |
is a user-supplied function that must have the following signature: function eval_c(n, x, c, userdata) The componnts of the residual function \(c(x)\)
evaluated at x=\(x\) must be assigned to c, and the
function return value set to 0. If the evaluation is
impossible at x, return should be set to a nonzero
value. Data may be passed into |
eval_jprod |
is a user-supplied function that must have the following signature: function eval_jprod(n, m, x, transpose, u, v, got_j, userdata) The sum \(u + \nabla_{x}c_(x) v\) (if the Bool transpose
is false) or The sum \(u + (\nabla_{x}c_(x))^T v\) (if
tranpose is true) bewteen the product of the Jacobian
\(\nabla_{x}c_(x)\) or its tranpose with the vector
v=\(v\) and the vector $ \(u\) must be returned in u, and
the function return value set to 0. If the evaluation
is impossible at x, return should be set to a nonzero
value. Data may be passed into |
eval_hprod |
is a user-supplied function that must have the following signature: function eval_hprod(n, m, x, y, u, v, got_h, userdata) The sum \(u + \sum_{i=1}^m y_i \nabla_{xx}c_i(x) v\) of
the product of the weighted residual Hessian \(H =
\sum_{i=1}^m y_i \nabla_{xx}c_i(x)\) evaluated at
x=\(x\) and y=\(y\) with the vector v=\(v\) and the vector
\(u\) must be returned in u, and the function return
value set to 0. If the evaluation is impossible at x,
return should be set to a nonzero value. The Hessians
have already been evaluated or used at x if the Bool
got_h is true. Data may be passed into |
p_ne |
is a scalar variable of type Int32 that holds the number of entries in the residual-Hessians-vector product matrix \(P\) if it is used. |
eval_hprods |
is an optional user-supplied function that may be C_NULL. If non-NULL, it must have the following signature: function eval_hprods(n, m, p_ne, x, v, pval, got_h, userdata) The entries of the matrix \(P\), whose i-th column is
the product \(\nabla_{xx}c_i(x) v\) between
\(\nabla_{xx}c_i(x)\), the Hessian of the i-th component
of the residual \(c(x)\) at x=\(x\), and v=\(v\) must be
returned in pval and the function return value set
to 0. If the evaluation is impossible at x, return
should be set to a nonzero value. Data may be passed
into |
function nls_solve_reverse_with_mat(T, data, status, eval_status, n, m, x, c, g, j_ne, J_val, y, h_ne, H_val, v, p_ne, P_val)
Find a local minimizer of a given function using a trust-region method.
This call is for the case where \(H = \nabla_{xx}f(x)\) is provided specifically, but function/derivative information is only available by returning to the calling procedure
Parameters:
data |
holds private internal data |
status |
is a scalar variable of type Int32 that gives the entry and exit status from the package. On initial entry, status must be set to 1. Possible exit values are:
|
eval_status |
is a scalar variable of type Int32 that is used to indicate if objective function/gradient/Hessian values can be provided (see above) |
n |
is a scalar variable of type Int32 that holds the number of variables |
m |
is a scalar variable of type Int32 that holds the number of residuals. |
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 |
c |
is a one-dimensional array of size m and type T that holds the residual \(c(x)\). The i-th component of |
g |
is a one-dimensional array of size n and type T that holds the gradient \(g = \nabla_xf(x)\) of the objective function. The j-th component of |
j_ne |
is a scalar variable of type Int32 that holds the number of entries in the Jacobian matrix \(J\). |
J_val |
is a one-dimensional array of size j_ne and type T that holds the values of the entries of the Jacobian matrix \(J\) in any of the available storage schemes. See status = 3, above, for more details. |
y |
is a one-dimensional array of size m and type T that is used for reverse communication. See status = 4 above for more details. |
h_ne |
is a scalar variable of type Int32 that holds the number of entries in the lower triangular part of the Hessian matrix \(H\). |
H_val |
is a one-dimensional array of size h_ne and type T that holds the values of the entries of the lower triangular part of the Hessian matrix \(H\) in any of the available storage schemes. See status = 4, above, for more details. |
v |
is a one-dimensional array of size n and type T that is used for reverse communication. See status = 7, above, for more details. |
p_ne |
is a scalar variable of type Int32 that holds the number of entries in the residual-Hessians-vector product matrix, \(P\). |
P_val |
is a one-dimensional array of size p_ne and type T that holds the values of the entries of the residual-Hessians-vector product matrix, \(P\). See status = 7, above, for more details. |
function nls_solve_reverse_without_mat(T, data, status, eval_status, n, m, x, c, g, transpose, u, v, y, p_ne, P_val)
Find a local minimizer of a given function using a trust-region method.
This call is for the case where access to \(H = \nabla_{xx}f(x)\) is provided by Hessian-vector products, but function/derivative information is only available by returning to the calling procedure.
Parameters:
data |
holds private internal data |
status |
is a scalar variable of type Int32 that gives the entry and exit status from the package. On initial entry, status must be set to 1. Possible exit values are:
|
eval_status |
is a scalar variable of type Int32 that is used to indicate if objective function/gradient/Hessian values can be provided (see above) |
n |
is a scalar variable of type Int32 that holds the number of variables |
m |
is a scalar variable of type Int32 that holds the number of residuals. |
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 |
c |
is a one-dimensional array of size m and type T that holds the residual \(c(x)\). The i-th component of |
g |
is a one-dimensional array of size n and type T that holds the gradient \(g = \nabla_xf(x)\) of the objective function. The j-th component of |
transpose |
is a scalar variable of type Bool, that indicates whether the product with Jacobian or its transpose should be obtained when status=5. |
u |
is a one-dimensional array of size max(n,m) and type T that is used for reverse communication. See status = 5,6 above for more details. |
v |
is a one-dimensional array of size max(n,m) and type T that is used for reverse communication. See status = 5,6,7 above for more details. |
y |
is a one-dimensional array of size m and type T that is used for reverse communication. See status = 6 above for more details. |
p_ne |
is a scalar variable of type Int32 that holds the number of entries in the residual-Hessians-vector product matrix, \(P\). |
P_val |
is a one-dimensional array of size P_ne and type T that holds the values of the entries of the residual-Hessians-vector product matrix, \(P\). See status = 7, above, for more details. |
function nls_information(T, data, inform, status)
Provides output information
Parameters:
data |
holds private internal data |
inform |
is a structure containing output information (see nls_inform_type) |
status |
is a scalar variable of type Int32 that gives the exit status from the package. Possible values are (currently):
|
function nls_terminate(T, data, control, inform)
Deallocate all internal private storage
Parameters:
data |
holds private internal data |
control |
is a structure containing control information (see nls_control_type) |
inform |
is a structure containing output information (see nls_inform_type) |