External module "minpack/fdjac2"

fdjac2

• fdjac2(m: number, n: number, x: number[], fvec: number[], fjac: number[], int: number, ref: byRef, epsfcn: number, wa: number[], fcn: LmdifCostFunction): void

• subroutine fdjac2

  this subroutine computes a forward-difference approximation
  to the m by n jacobian matrix associated with a specified
  problem of m functions in n variables.
  
  the subroutine statement is

  subroutine fdjac2(fcn,m,n,x,fvec,fjac,ldfjac,iflag,epsfcn,wa)

  where

  Parameters

  • m: number

    is a positive integer input variable set to the number of functions.

  • n: number

    is a positive integer input variable set to the number of variables. n must not exceed m.

  • x: number[]

    is an input array of length n.

  • fvec: number[]

    is an input array of length m which must contain the functions evaluated at x.

  • fjac: number[]

    is an output m by n array which contains the approximation to the jacobian matrix evaluated at x.

  • int: number

  • ref: byRef

  • epsfcn: number

    is an input variable used in determining a suitable step length for the forward-difference approximation. this approximation assumes that the relative errors in the functions are of the order of epsfcn. if epsfcn is less than the machine precision, it is assumed that the relative errors in the functions are of the order of the machine precision.

  • wa: number[]

    is a work array of length m.

    subprograms called

    user-supplied ...... fcn

    minpack-supplied ... dpmpar

    fortran-supplied ... dabs,dmax1,dsqrt

    argonne national laboratory. minpack project. march 1980.
    burton s. garbow, kenneth e. hillstrom, jorge j. more

  • fcn: LmdifCostFunction

    is the name of the user-supplied subroutine which calculates the functions. fcn must be declared in an external statement in the user calling program, and should be written as follows.

    subroutine fcn(m,n,x,fvec,iflag)
    integer m,n,iflag
    double precision x(n),fvec(m)
    ----------
    calculate the functions at x and
    return this vector in fvec.
    ----------
    return
    end
    
    the value of iflag should not be changed by fcn unless
    the user wants to terminate execution of fdjac2.
    in this case set iflag to a negative integer.

  Returns void