?jacobi_solve

Computes the Jacobian matrix of the function using RCI and the central difference algorithm.

Syntax

res = sjacobi_solve(handle, f1, f2, RCI_Request)

res = djacobi_solve(handle, f1, f2, RCI_Request)

The ?jacobi_solve routine computes the Jacobian matrix of the function using RCI and the central difference algorothm.

See usage examples in the examples\solverf\source folder of your Intel MKL directory. Specifically, see sjacobi_rci_f.f and djacobi_rci_f.f.

handle	Type INTEGER*8.
RCI_Request	INTEGER. Set to 0 before the first call to ?jacobi_solve.

f1	REAL for sjacobi_solve DOUBLE PRECISION for djacobi_solve Contains the updated function values at x + `eps`.
f2	REAL for sjacobi_solve DOUBLE PRECISION for djacobi_solve Array of size `m`. Contains the updated function values at x - `eps`.
RCI_Request	Provides information about the task completion. When equal to 0, the task has completed successfully. RCI_Request= 1 indicates that you should compute the function values at the current x point and put the results into f1. RCI_Request= 2 indicates that you should compute the function values at the current x point and put the results into f2.
res	INTEGER. Indicates the task completion status. res = TR_SUCCESS - the routine completed the task normally. res = TR_INVALID_OPTION - there was an error in the input parameters. TR_SUCCESS and TR_INVALID_OPTION are defined in the mkl_rci.fi include file.