callable functions

    function sllsb_initialize(T, INT, 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 sllsb_control_type)
status	is a scalar variable of type INT that gives the exit status from the package. Possible values are (currently): 0 The import was successful.

    function sllsb_read_specfile(T, INT, 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/sllsb/SLLSB.template. See also Table 2.1 in the Fortran documentation provided in $GALAHAD/doc/sllsb.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 sllsb_control_type)
specfile	is a one-dimensional array of type Vararg{Cchar} that must give the name of the specification file

function sllsb_import(T, INT, control, data, status, n, o, m,
                      Ao_type, Ao_ne, Ao_row, Ao_col, Ao_ptr_ne, Ao_ptr,
                      cohort )

Import problem data into internal storage prior to solution.

Parameters:

function sllsb_reset_control(T, INT, 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 sllsb_control_type)
data	holds private internal data
status	is a scalar variable of type INT that gives the exit status from the package. Possible values are: 0 The import was successful.

function sllsb_solve_given_a(T, INT, data, status, n, o, m,
                             Ao_ne, Ao_val, sigma, b,
                             x, y, z, r, x_stat, w, x_s)

Solve the simplex-constrained regularized linear least-squares problem.

Parameters:

data	holds private internal data
status	is a scalar variable of type INT that gives the entry and exit status from the package. Possible exit values are: 0 The run 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 The restrictions n > 0 and o > 0 or requirement that a type contains its relevant string ‘dense’, ‘coordinate’, ‘sparse_by_rows’, ‘diagonal’, ‘scaled_identity’, ‘identity’, ‘zero’ or ‘none’ has been violated. -5 The simple-bound constraints are inconsistent. -9 The analysis phase of the factorization failed; the return status from the factorization package is given in the component inform.factor_status -10 The factorization failed; the return status from the factorization package is given in the component inform.factor_status. -11 The solution of a set of linear equations using factors from the factorization package failed; the return status from the factorization package is given in the component inform.factor_status. -16 The problem is so ill-conditioned that further progress is impossible. -17 The step is too small to make further impact. -18 Too many iterations have been performed. This may happen if control.maxit is too small, but may also be symptomatic of a badly scaled problem. -19 The CPU time limit has been reached. This may happen if control.cpu_time_limit is too small, but may also be symptomatic of a badly scaled problem.
n	is a scalar variable of type INT that holds the number of variables
o	is a scalar variable of type INT that holds the number of residulas.
m	is a scalar variable of type INT that holds the number of cohorts.
Ao_ne	is a scalar variable of type INT that holds the number of entries in the objectve 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 of the design matrix \(A_o\) in any of the available storage schemes.
b	is a one-dimensional array of size o and type T that holds the observations \(b\). The j-th component of b, i = 1, … , o, contains \(b_i\).
sigma	is a scalar of type T that holds the non-negative regularization weight \(\sigma \geq 0\).
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 x, j = 1, … , n, contains \(x_j\).
y	is a one-dimensional array of size m and type T that holds the values \(y\) of the Lagrange multipliers. The i-th component of y, i = 1, … , m, contains \(y_i\).
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 z, j = 1, … , n, contains \(z_j\).
r	is a one-dimensional array of size o and type T that holds the residual \(r(x) = A_o x - b\). The i-th component of b, i = 1, … , o, contains \(r_i(x)\).
x_stat	is a one-dimensional array of size n and type INT 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.
w	is a one-dimensional array of size o and type T that holds the values \(w\) of strictly-positive observation weights. The i-th component of w, i = 1, … , o, contains \(w_i\). If the weights are all one, w can be set to C_NULL.
x_s	is a one-dimensional array of size n and type T that holds the values \(x_s\) of the shifts. The j-th component of w, j = 1, … , n, contains \({x_s}_j\). If the shifts are all zero, x_s can be set to C_NULL.

function sllsb_information(T, INT, data, inform, status)

Provides output information

Parameters:

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

function sllsb_terminate(T, INT, data, control, inform)

Deallocate all internal private storage

Parameters:

data	holds private internal data
control	is a structure containing control information (see sllsb_control_type)
inform	is a structure containing output information (see sllsb_inform_type)