BCLS: Bound Constrained Least Squares

Version 0.1

bclsqr.h File Reference

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Functions
int	bcls_newton_step_lsqr (BCLS *ls, int m, int nFree, int ix[], double damp, int itnLim, double tol, double dxFree[], double x[], double c[], double r[], int *itns, double *opt)
	Compute a Newton step using LSQR.

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Detailed Description

LSQR interface for computing the Newton step.

Definition in file bclsqr.h.

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Function Documentation

int bcls_newton_step_lsqr	(	BCLS *	ls,
		int	m,
		int	nFree,
		int	ix[],
		double	damp,
		int	itnLim,
		double	tol,
		double	dxFree[],
		double	x[],
		double	c[],
		double	r[],
		int *	itns,
		double *	opt
	)

Compute a Newton step using LSQR.

See also:

bcls_newton_step_cgls.

Parameters:

[in,out]	ls	BCLS problem context.
[in]	m	Number of rows in A.
[in]	nFree	Number of columns in A(:,ix). Also: length of ix and dxFree
[in]	ix	Index of free variables.
[in]	damp	Regularization parameter.
[in]	itnLim	Iteration limit on current LSQR call.
[in]	tol	LSQR's atol and btol.
[in,out]	dxFree	Search direction on free variables.
[in,out]	x	Current point.
[in]	c	Linear term.
[in,out]	r	Residual. Used as RHS for LSQR.
[out]	itns	Number of LSQR iterations on current subproblem.
[out]	opt	Optimality achieved by LSQR on current subproblem.

Returns:

• 0: Required accurace was achieved.
• 1: The iteration limit (itnLim) was reached.
• 2: A(:,ix) is excessively ill-conditioned.

Definition at line 168 of file bclsqr.c.

References aprod_free_lsqr(), bcls_timer(), BCLS_TIMER_LSQR, BCLS_TIMER_START, BCLS_TIMER_STOP, cblas_dscal(), BCLS::damp_actual, BCLS::damp_min, lsqr(), BCLS::stopwatch, and BCLS::wrk_v.

Referenced by bcls_newton_step().

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