NAG CL Interface
c05qcc (sys_​func_​expert)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{fcn}$ – function, supplied by the user External Function

fcn must return the values of the functions $f_i$ at a point $x$, unless $\mathbf{iflag}=0$ on entry to fcn.

The specification of fcn is:

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void  fcn (Integer n, const double x[], double fvec[], Nag_Comm *comm, Integer *iflag)

1: $\mathbf{n}$ – Integer Input

On entry: $n$, the number of equations.

2: $\mathbf{x}\left[\mathbf{n}\right]$ – const double Input

On entry: the components of the point $x$ at which the functions must be evaluated.

3: $\mathbf{fvec}\left[\mathbf{n}\right]$ – double Input/Output

On entry: if $\mathbf{iflag}=0$, fvec contains the function values $f_i\left(x\right)$ and must not be changed.

On exit: if $\mathbf{iflag}>0$ on entry, fvec must contain the function values $f_i\left(x\right)$ (unless iflag is set to a negative value by fcn).

4: $\mathbf{comm}$ – Nag_Comm *

Pointer to structure of type Nag_Comm; the following members are relevant to fcn.

user – double *

iuser – Integer *

p – Pointer 

The type Pointer will be void *. Before calling c05qcc you may allocate memory and initialize these pointers with various quantities for use by fcn when called from c05qcc (see Section 3.1.1 in the Introduction to the NAG Library CL Interface).

5: $\mathbf{iflag}$ – Integer * Input/Output

On entry: $\mathbf{iflag}\ge 0$.

$\mathbf{iflag}=0$

x and fvec are available for printing (see nprint).

$\mathbf{iflag}>0$

fvec must be updated.

On exit: in general, iflag should not be reset by fcn. If, however, you wish to terminate execution (perhaps because some illegal point x has been reached), iflag should be set to a negative integer.

Note: fcn should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by c05qcc. If your code inadvertently does return any NaNs or infinities, c05qcc is likely to produce unexpected results.

2: $\mathbf{n}$ – Integer Input

On entry: $n$, the number of equations.

Constraint: $\mathbf{n}>0$.

3: $\mathbf{x}\left[\mathbf{n}\right]$ – double Input/Output

On entry: an initial guess at the solution vector.

On exit: the final estimate of the solution vector.

4: $\mathbf{fvec}\left[\mathbf{n}\right]$ – double Output

On exit: the function values at the final point returned in x.

5: $\mathbf{xtol}$ – double Input

On entry: the accuracy in x to which the solution is required.

Suggested value: $\sqrt{\epsilon }$, where $\epsilon$ is the machine precision returned by X02AJC.

Constraint: $\mathbf{xtol}\ge 0.0$.

6: $\mathbf{maxfev}$ – Integer Input

On entry: the maximum number of calls to fcn with $\mathbf{iflag}\ne 0$. c05qcc will exit with $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_TOO_MANY_FEVALS, if, at the end of an iteration, the number of calls to fcn exceeds maxfev.

Suggested value: $\mathbf{maxfev}=200\times (\mathbf{n}+1)$.

Constraint: $\mathbf{maxfev}>0$.

7: $\mathbf{ml}$ – Integer Input

On entry: the number of subdiagonals within the band of the Jacobian matrix. (If the Jacobian is not banded, or you are unsure, set $\mathbf{ml}=\mathbf{n}-1$.)

Constraint: $\mathbf{ml}\ge 0$.

8: $\mathbf{mu}$ – Integer Input

On entry: the number of superdiagonals within the band of the Jacobian matrix. (If the Jacobian is not banded, or you are unsure, set $\mathbf{mu}=\mathbf{n}-1$.)

Constraint: $\mathbf{mu}\ge 0$.

9: $\mathbf{epsfcn}$ – double Input

On entry: a rough estimate of the largest relative error in the functions. It is used in determining a suitable step for a forward difference approximation to the Jacobian. If epsfcn is less than machine precision (returned by X02AJC) then machine precision is used. Consequently a value of $0.0$ will often be suitable.

Suggested value: $\mathbf{epsfcn}=0.0$.

10: $\mathbf{scale\_mode}$ – Nag_ScaleType Input

On entry: indicates whether or not you have provided scaling factors in diag.

If $\mathbf{scale\_mode}=\mathrm{Nag\_ScaleProvided}$, the scaling must have been specified in diag.

Otherwise, if $\mathbf{scale\_mode}=\mathrm{Nag\_NoScaleProvided}$, the variables will be scaled internally.

Constraint: $\mathbf{scale\_mode}=\mathrm{Nag\_NoScaleProvided}$ or $\mathrm{Nag\_ScaleProvided}$.

11: $\mathbf{diag}\left[\mathbf{n}\right]$ – double Input/Output

On entry: if $\mathbf{scale\_mode}=\mathrm{Nag\_ScaleProvided}$, diag must contain multiplicative scale factors for the variables.

If $\mathbf{scale\_mode}=\mathrm{Nag\_NoScaleProvided}$, diag need not be set.

Constraint: if $\mathbf{scale\_mode}=\mathrm{Nag\_ScaleProvided}$, $\mathbf{diag}\left[\mathit{i}-1\right]>0.0$, for $\mathit{i}=1,2,\dots ,n$.

On exit: the scale factors actually used (computed internally if $\mathbf{scale\_mode}=\mathrm{Nag\_NoScaleProvided}$).

12: $\mathbf{factor}$ – double Input

On entry: a quantity to be used in determining the initial step bound. In most cases, factor should lie between $0.1$ and $100.0$. (The step bound is $\mathbf{factor}\times {\Vert \mathbf{diag}\times \mathbf{x}\Vert }_2$ if this is nonzero; otherwise the bound is factor.)

Suggested value: $\mathbf{factor}=100.0$.

Constraint: $\mathbf{factor}>0.0$.

13: $\mathbf{nprint}$ – Integer Input

On entry: indicates whether (and how often) special calls to fcn, with iflag set to $0$, are to be made for printing purposes.

$\mathbf{nprint}\le 0$

No calls are made.

$\mathbf{nprint}>0$

fcn is called at the beginning of the first iteration, every nprint iterations thereafter and immediately before the return from c05qcc.

14: $\mathbf{nfev}$ – Integer * Output

On exit: the number of calls made to fcn with $\mathbf{iflag}>0$.

15: $\mathbf{fjac}\left[\mathbf{n}\times \mathbf{n}\right]$ – double Output

Note: the $(i,j)$th element of the matrix is stored in $\mathbf{fjac}\left[(j-1)\times \mathbf{n}+i-1\right]$.

On exit: the orthogonal matrix $Q$ produced by the $QR$ factorization of the final approximate Jacobian.

16: $\mathbf{r}\left[\mathbf{n}\times (\mathbf{n}+1)/2\right]$ – double Output

On exit: the upper triangular matrix $R$ produced by the $QR$ factorization of the final approximate Jacobian, stored row-wise.

17: $\mathbf{qtf}\left[\mathbf{n}\right]$ – double Output

On exit: the vector $Q^{\mathrm{T}}f$.

18: $\mathbf{comm}$ – Nag_Comm *

The NAG communication argument (see Section 3.1.1 in the Introduction to the NAG Library CL Interface).

19: $\mathbf{fail}$ – NagError * Input/Output

The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.

NE_BAD_PARAM

On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.

NE_DIAG_ELEMENTS

On entry, $\mathbf{scale\_mode}=\mathrm{Nag\_ScaleProvided}$ and diag contained a non-positive element.

NE_INT

On entry, $\mathbf{maxfev}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{maxfev}>0$.

On entry, $\mathbf{ml}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{ml}\ge 0$.

On entry, $\mathbf{mu}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{mu}\ge 0$.

On entry, $\mathbf{n}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{n}>0$.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.

NE_NO_IMPROVEMENT

The iteration is not making good progress, as measured by the improvement from the last $⟨\mathit{\text{value}}⟩$ iterations.

The iteration is not making good progress, as measured by the improvement from the last $⟨\mathit{\text{value}}⟩$ Jacobian evaluations.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

NE_REAL

On entry, $\mathbf{factor}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{factor}>0.0$.

On entry, $\mathbf{xtol}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{xtol}\ge 0.0$.

NE_TOO_MANY_FEVALS

There have been at least maxfev calls to fcn: $\mathbf{maxfev}=⟨\mathit{\text{value}}⟩$. Consider restarting the calculation from the final point held in x.

NE_TOO_SMALL

No further improvement in the solution is possible. xtol is too small: $\mathbf{xtol}=⟨\mathit{\text{value}}⟩$.

NE_USER_STOP

iflag was set negative in fcn. $\mathbf{iflag}=⟨\mathit{\text{value}}⟩$.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results