XLPack 7.0
XLPack Numerical Library (C API) Reference Manual
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◆ hybrd_r()

void hybrd_r ( int  n,
double  x[],
double  fvec[],
double  xtol,
int  maxfev,
int  ml,
int  mu,
double  epsfcn,
double  diag[],
int  mode,
double  factor,
int  nprint,
int *  nfev,
double  work[],
int  lwork,
int *  info,
double  xx[],
double  yy[],
int *  irev 
)

Solution of a system of nonlinear equations by Powell hybrid method (Jacobian not required) (reverse communication version)

Purpose
hybrd_r finds a zero of a system of n nonlinear functions in n variables
fi(x1, x2, ..., xn) = 0 (i = 1 to n)
by a modification of the Powell hybrid method.

The user must provide the calculated function values according to irev. Since the Jacobian is calculated by a forward difference approximation within the routine, the user is not required to provide the Jacobian.
Parameters
[in]nNumber of functions and variables. (n > 0)
[in,out]x[]Array x[lx] (lx >= n)
[in] An initial estimate of the solution vector.
[out] irev = 0: The obtained solution vector.
  irev = 50 or 51: Recent approximation of the solution vector.
[out]fvec[]Array fvec[lfvec] (lfvec >= n)
irev = 0: The function values evaluated at the solution vector x[].
irev = 50 or 51: The function values evaluated at the recent approximation of the solution vector.
[in]xtolTarget relative tolerance. Termination occurs when the relative error between two consecutive iterations is at most xtol. (xtol >= 0)
[in]maxfevTermination occurs when the number of function evaluations with irev = 1 to 4 has reached this value. (maxfev > 0)
[in]mlNumber of sub-diagonals within the band of the Jacobian matrix (ml >= 0). If the Jacobian is not banded, set ml to at least n - 1.
[in]muNumber of super-diagonals within the band of the Jacobian matrix (mu >= 0). If the Jacobian is not banded, set mu to at least n - 1.
[in]epsfcnUsed 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.
[in,out]diag[]Array diag[ldiag] (ldiag >= n)
[in] If mode = 2, diag[] must contain positive entries that serve as multiplicative scale factors for the variables. (diag[i] > 0)
[out] If mode = 1, diag[] is set by the subroutine.
[in]mode= 1: The variables will be automatically scaled by the subroutine.
= 2: The scaling is specified by the input diag[].
= Other values: Assumed to be 1.
[in]factorUsed in determining the initial step bound. This bound is set to the product of factor and the Euclidean norm of diag*x if nonzero, or else to factor itself. In most cases factor should lie in the interval (0.1, 100). 100 is a generally recommended value. (factor > 0)
[in]nprint> 0: Returns with irev = 50 or 51 at the beginning of the first iteration and every nprint iterations thereafter and at the end of last iteration for printing intermediate result.
<= 0: Does not return for printing intermediate result.
[out]nfevNumber of function evaluations with irev = 1 to 4.
[out]work[]Array work[lwork]
Work array.
[in]lworkThe length of work[]. (lwork >= n*(3*n + 11)/2)
[out]info= 0: Successful exit (relative error between two consecutive iterates is at most xtol)
= -1: The argument n had an illegal value (n < 1)
= -4: The argument xtol had an illegal value (xtol < 0)
= -5: The argument maxfev had an illegal value (maxfev <= 0)
= -6: The argument ml had an illegal value (ml < 0)
= -7: The argument mu had an illegal value (mu < 0)
= -9: The argument diag had an illegal value (diag[i] <= 0 when mode = 2)
= -11: The argument factor had an illegal value (factor <= 0)
= -15: The argument lwork had an illegal value (lwork too small)
= 1: Number of function evaluations with irev = 1 to 4 has reached maxfev
= 2: xtol is too small. No further improvement in the approximate solution x is possible
= 3: Iteration is not making good progress, as measured by the improvement from the last five Jacobian evaluations
= 4: Iteration is not making good progress, as measured by the improvement from the last ten iterations
[out]xx[]Array xx[lxx] (lxx >= n)
When returned with irev = 1 to 4, xx[] contains the abscissa where the function value should be evaluated and given in the next call.
[in]yy[]Array yy[lyy] (lyy >= n)
When returned with irev = 1 to 4, the function value fi(xx[]) (i = 1 to n) should be given in yy[] in the next call.
[in,out]irevControl variable for reverse communication.
[in] Before first call, irev should be initialized to zero. On succeeding calls, irev should not be altered.
[out] If irev is not zero, complete the following process and call this routine again.
= 0: Computation finished. See return code in info.
= 1 to 4: User should set the function values at xx[] in yy[]. Do not alter any variables other than yy[].
= 50 or 51: Display the intermediate result (x[], fvec[], etc.) (in the case of nprint > 0). Do not alter any variables.
Reference
netlib/minpack