NAG AD Library
e04fc (lsq_uncon_mod_func_comp)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: ad_handle – nag::ad::handle_t Input/Output

On entry: a configuration object that holds information on the differentiation strategy. Details on setting the AD strategy are described in AD handle object in the NAG AD Library Introduction.

2: m – Integer Input

3: n – Integer Input

4: lsqfun – Callable Input

lsqfun needs to be callable with the specification listed below. This can be a C++ lambda, a functor or a (static member) function pointer. If using a lambda, parameters can be captured safely by reference. No copies of the callable are made internally.

The specification of lsqfun is:

Fortran Interface copy

Subroutine lsqfun ( iflag, m, n, xc, fvec, iuser, ruser) Integer, Intent (In) :: m, n Integer, Intent (Inout) :: iflag, iuser(*) ADTYPE, Intent (In) :: xc(n) ADTYPE, Intent (Inout) :: ruser(*) ADTYPE, Intent (Out) :: fvec(m) Type (c_ptr), Intent (Inout) :: ad_handle

C++ Interface copy

auto lsqfun = [&]( const handle_t &ad_handle, Integer &iflag, const Integer &m, const Integer &n, const ADTYPE xc[], ADTYPE fvec[])

1: ad_handle – nag::ad::handle_t Input/Output

On entry: a handle to the AD handle object.

2: iflag – Integer Input/Output

3: m – Integer Input

4: n – Integer Input

5: xc – ADTYPE array Input

6: fvec – ADTYPE array Output

*: iuser($*$) – Integer array User Workspace

*: ruser($*$) – ADTYPE array User Workspace

5: lsqmon – Callable Input

lsqmon needs to be callable with the specification listed below. This can be a C++ lambda, a functor or a (static member) function pointer. If using a lambda, parameters can be captured safely by reference. No copies of the callable are made internally.

If a null pointer is used as the argument, then a NAG supplied routine will be used as the argument for this parameter (C++ only).

For the Fortran interface, the NAG supplied routine e04fd_AD_z may be used as the actual argument for this parameter.

The specification of lsqmon is:

Fortran Interface copy

Subroutine lsqmon ( m, n, xc, fvec, fjac, ldfjac, s, igrade, niter, nf, iuser, ruser) Integer, Intent (In) :: m, n, ldfjac, igrade, niter, nf Integer, Intent (Inout) :: iuser(*) ADTYPE, Intent (In) :: xc(n), fvec(m), fjac(ldfjac,n), s(n) ADTYPE, Intent (Inout) :: ruser(*) Type (c_ptr), Intent (Inout) :: ad_handle

C++ Interface copy

auto lsqmon = [&]( const handle_t &ad_handle, const Integer &m, const Integer &n, const ADTYPE xc[], const ADTYPE fvec[], const ADTYPE fjac[], const Integer &ldfjac, const ADTYPE s[], const Integer &igrade, const Integer &niter, const Integer &nf)

1: ad_handle – nag::ad::handle_t Input/Output

On entry: a handle to the AD handle object.

2: m – Integer Input

3: n – Integer Input

4: xc – ADTYPE array Input

5: fvec – ADTYPE array Input

6: fjac – ADTYPE array Input

7: ldfjac – Integer Input

8: s – ADTYPE array Input

9: igrade – Integer Input

10: niter – Integer Input

11: nf – Integer Input

*: iuser($*$) – Integer array User Workspace

*: ruser($*$) – ADTYPE array User Workspace

6: iprint – Integer Input

7: maxcal – Integer Input

8: eta – ADTYPE Input

9: xtol – ADTYPE Input

10: stepmx – ADTYPE Input

11: x(n) – ADTYPE array Input/Output

Please consult Overwriting of Inputs in the NAG AD Library Introduction.

12: fsumsq – ADTYPE Output

13: fvec(m) – ADTYPE array Output

14: fjac(ldfjac, n) – ADTYPE array Output

15: ldfjac – Integer Input

16: s(n) – ADTYPE array Output

17: v(ldv, n) – ADTYPE array Output

18: ldv – Integer Input

19: niter – Integer Output

20: nf – Integer Output

*: iuser($*$) – Integer array User Workspace

User workspace.

*: ruser($*$) – ADTYPE array User Workspace

User workspace.

21: ifail – Integer Input/Output

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Adjoint modes

10.2 Tangent modes

10.3 Passive mode