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Functions | |
| int | bcls_newton_step_cgls (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 CGLS. | |
Definition in file bccgls.h.
| int bcls_newton_step_cgls | ( | 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 CGLS.
See the description of bcls_newton_step.
| [in,out] | ls | BCLS solver context |
| [in] | m | No. of rows in A. |
| [in] | nFree | No. of free columns, i.e., no. of cols in N. |
| [in] | ix | Index of vars for which a Newton step is computed. |
| [in] | damp | Regularization term on dxFree. |
| [in] | itnLim | Maximum no. of CG iterations. |
| [in] | tol | Required optimality tolerance:
|
| [in] | dxFree | Newton direction in the free vars (len = nFree). |
| [in] | x | Current iterate. |
| [in] | c | Linear term. (Set to NULL if not present.) |
| [in,out] | r | On entry, r is current residual: r = b - Ax. Will be used as workspace. |
| [in] | itns | No. of CG iterations. |
| [in] | opt | Relative residual (see tol, above). |
Definition at line 258 of file bccgls.c.
References bcls_cgls(), bcls_gather(), cblas_dscal(), BCLS::minor_file, BCLS::wrk_u, BCLS::wrk_v, and BCLS::wrk_w.
Referenced by bcls_newton_step().
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