callable functions#
function slls_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 slls_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 slls_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/slls/SLLS.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/slls.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 slls_control_type) |
specfile |
is a one-dimensional array of type Vararg{Cchar} that must give the name of the specification file |
function slls_import(T, control, data, status, n, o, Ao_type, Ao_ne, Ao_row, Ao_col, Ao_ptr_ne, Ao_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 slls_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. |
o |
is a scalar variable of type Int32 that holds the number of residuals. |
Ao_type |
is a one-dimensional array of type Vararg{Cchar} that specifies the unsymmetric storage scheme used for the Jacobian \(A_o\). It should be one of ‘coordinate’, ‘sparse_by_rows’, ‘sparse_by_columns’, ‘dense_by_rows’, or ‘dense_by_columns’; lower or upper case variants are allowed. |
Ao_ne |
is a scalar variable of type Int32 that holds the number of entries in \(A_o\) in the sparse co-ordinate storage scheme. It need not be set for any of the other schemes. |
Ao_row |
is a one-dimensional array of size A_ne and type Int32 that holds the row indices of \(A_o\) in the sparse co-ordinate or sparse column-wise storage scheme. It need not be set for any of the other schemes, and in this case can be C_NULL. |
Ao_col |
is a one-dimensional array of size A_ne and type Int32 that holds the column indices of \(A_o\) in either the sparse co-ordinate, or the sparse row-wise storage scheme. It need not be set for any of the other schemes, and in this case can be C_NULL. |
Ao_ptr_ne |
is a scalar variable of type Int32, that holds the length of the pointer array if sparse row or column storage scheme is used for \(A_o\). For the sparse row scheme, Ao_ptr_ne should be at least o+1, while for the sparse column scheme, it should be at least n+1, It need not be set when the other schemes are used. |
Ao_ptr |
is a one-dimensional array of size Ao_ptr_ne and type Int32, that holds the starting position of each row of \(A_o\), as well as the total number of entries, in the sparse row-wise storage scheme. By contrast, it holds the starting position of each column of \(A_o\), as well as the total number of entries, in the sparse column-wise storage scheme. It need not be set when the other schemes are used, and in this case can be C_NULL. |
function slls_import_without_a(T, control, data, status, n, o)
Import problem data into internal storage prior to solution when \(A_o\) is not explicitly available.
Parameters:
control |
is a structure whose members provide control parameters for the remaining procedures (see slls_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. |
o |
is a scalar variable of type Int32 that holds the number of residuals. |
function slls_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 slls_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 slls_solve_given_a(T, data, userdata, status, n, o, Ao_ne, Ao_val, b, x, z, r, g, x_stat, eval_prec)
Solve the bound-constrained linear least-squares problem when the Jacobian \(A\) is available.
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 |
o |
is a scalar variable of type Int32 that holds the number of residuals. |
Ao_ne |
is a scalar variable of type Int32 that holds the number of entries in the design matrix \(A_o\). |
Ao_val |
is a one-dimensional array of size Ao_ne and type T that holds the values of the entries in the design matrix \(A_o\) in any of the available storage schemes. |
b |
is a one-dimensional array of size m and type T that holds the constant term \(b\) in the residuals. 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 |
z |
is a one-dimensional array of size n and type T that holds the values \(z\) of the dual variables. The j-th component of |
r |
is a one-dimensional array of size om and type T that holds the values of the residuals \(r = A_o x - b\). The i-th component of |
g |
is a one-dimensional array of size n and type T that holds the values of the gradient \(g = A_o^T W r\). The j-th component of |
x_stat |
is a one-dimensional array of size n and type Int32 that gives the optimal status of the problem variables. If x_stat(j) is negative, the variable \(x_j\) most likely lies on its lower bound, if it is positive, it lies on its upper bound, and if it is zero, it lies between its bounds. |
eval_prec |
is an optional user-supplied function that may be C_NULL. If non-NULL, it must have the following signature: eval_prec(n, v, p, userdata) The product \(p = P^{-1} v\) involving the user’s
preconditioner \(P\) with the vector v=\(v\), the result
\(p\) must be retured in p, and the function return
value set to 0. If the evaluation is impossible,
return should be set to a nonzero value. Data may be
passed into |
function slls_solve_reverse_a_prod(T, data, status, eval_status, n, o, b, x_l, x_u, x, z, r, g, x_stat, v, p, nz_v, nz_v_start, nz_v_end, nz_p, nz_p_end, w)
Solve the bound-constrained linear least-squares problem when the products of the Jacobian \(A\) and its transpose with specified vectors may be computed by the calling program.
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:
|
eval_status |
is a scalar variable of type Int32 that is used to indicate if the matrix products can be provided (see |
n |
is a scalar variable of type Int32 that holds the number of variables |
o |
is a scalar variable of type Int32 that holds the number of residuals. |
b |
is a one-dimensional array of size m and type T that holds the constant term \(b\) in the residuals. The i-th component of |
x_l |
is a one-dimensional array of size n and type T that holds the lower bounds \(x^l\) on the variables \(x\). The j-th component of |
x_u |
is a one-dimensional array of size n and type T that holds the upper bounds \(x^l\) on the variables \(x\). The j-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 |
r |
is a one-dimensional array of size o and type T that holds the values of the residuals \(r = A_o x - b\). The i-th component of |
g |
is a one-dimensional array of size n and type T that holds the values of the gradient \(g = A_o^T W r\). The j-th component of |
z |
is a one-dimensional array of size n and type T that holds the values \(z\) of the dual variables. The j-th component of |
x_stat |
is a one-dimensional array of size n and type Int32 that gives the optimal status of the problem variables. If x_stat(j) is negative, the variable \(x_j\) most likely lies on its lower bound, if it is positive, it lies on its upper bound, and if it is zero, it lies between its bounds. |
v |
is a one-dimensional array of size n and type T that is used for reverse communication (see status=2-4 above for details). |
p |
is a one-dimensional array of size n and type T that is used for reverse communication (see status=2-4 above for details). |
nz_v |
is a one-dimensional array of size n and type Int32 that is used for reverse communication (see status=3-4 above for details). |
nz_v_start |
is a scalar of type Int32 that is used for reverse communication (see status=3-4 above for details). |
nz_v_end |
is a scalar of type Int32 that is used for reverse communication (see status=3-4 above for details). |
nz_p |
is a one-dimensional array of size n and type Int32 that is used for reverse communication (see status=4 above for details). |
nz_p_end |
is a scalar of type Int32 that is used for reverse communication (see status=4 above for details). |
w |
is an optional one-dimensional array of size o 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 slls_information(T, data, inform, status)
Provides output information
Parameters:
data |
holds private internal data |
inform |
is a structure containing output information (see slls_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 slls_terminate(T, data, control, inform)
Deallocate all internal private storage
Parameters:
data |
holds private internal data |
control |
is a structure containing control information (see slls_control_type) |
inform |
is a structure containing output information (see slls_inform_type) |