multilarge.finc File Reference

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Functions/Subroutines
type(fgsl_multilarge_linear_workspace) function	fgsl_multilarge_linear_alloc (T, p)
subroutine	fgsl_multilarge_linear_free (w)
character(kind=fgsl_char, len=fgsl_strmax) function	fgsl_multilarge_linear_name (w)
integer(fgsl_int) function	fgsl_multilarge_linear_reset (w)
integer(fgsl_int) function	fgsl_multilarge_linear_accumulate (X, y, w)
integer(fgsl_int) function	fgsl_multilarge_linear_solve (lambda, c, rnorm, snorm, w)
integer(fgsl_int) function	fgsl_multilarge_linear_rcond (rcond, w)
integer(fgsl_int) function	fgsl_multilarge_linear_lcurve (reg_param, rho, eta, w)
integer(fgsl_int) function	fgsl_multilarge_linear_wstdform1 (L, X, w, y, Xs, ys, work)
integer(fgsl_int) function	fgsl_multilarge_linear_stdform1 (L, X, y, Xs, ys, work)
integer(fgsl_int) function	fgsl_multilarge_linear_l_decomp (L, tau)
integer(fgsl_int) function	fgsl_multilarge_linear_wstdform2 (LQR, Ltau, X, w, y, Xs, ys, work)
integer(fgsl_int) function	fgsl_multilarge_linear_stdform2 (LQR, Ltau, X, y, Xs, ys, work)
integer(fgsl_int) function	fgsl_multilarge_linear_genform1 (L, cs, c, work)
integer(fgsl_int) function	fgsl_multilarge_linear_genform2 (LQR, Ltau, cs, c, work)

Function/Subroutine Documentation

integer(fgsl_int) function fgsl_multilarge_linear_accumulate	(	type(fgsl_matrix), intent(inout)	X,
		type(fgsl_vector), intent(inout)	y,
		type(fgsl_multilarge_linear_workspace), intent(in)	w
	)

type(fgsl_multilarge_linear_workspace) function fgsl_multilarge_linear_alloc	(	type(fgsl_multilarge_linear_type), intent(in)	T,
		integer(fgsl_size_t), intent(in)	p
	)

subroutine fgsl_multilarge_linear_free

(

type(fgsl_multilarge_linear_workspace), intent(inout)

w

)

integer(fgsl_int) function fgsl_multilarge_linear_genform1	(	type(fgsl_vector), intent(in)	L,
		type(fgsl_vector), intent(in)	cs,
		type(fgsl_vector), intent(inout)	c,
		type(fgsl_multilarge_linear_workspace), intent(inout)	work
	)

integer(fgsl_int) function fgsl_multilarge_linear_genform2	(	type(fgsl_matrix), intent(in)	LQR,
		type(fgsl_vector), intent(in)	Ltau,
		type(fgsl_vector), intent(in)	cs,
		type(fgsl_vector), intent(inout)	c,
		type(fgsl_multilarge_linear_workspace), intent(inout)	work
	)

integer(fgsl_int) function fgsl_multilarge_linear_l_decomp	(	type(fgsl_matrix), intent(inout)	L,
		type(fgsl_vector), intent(inout)	tau
	)

integer(fgsl_int) function fgsl_multilarge_linear_lcurve	(	type(fgsl_vector), intent(inout)	reg_param,
		type(fgsl_vector), intent(inout)	rho,
		type(fgsl_vector), intent(inout)	eta,
		type(fgsl_multilarge_linear_workspace), intent(inout)	w
	)

character(kind=fgsl_char,len=fgsl_strmax) function fgsl_multilarge_linear_name

(

type(fgsl_multilarge_linear_workspace), intent(in)

w

)

integer(fgsl_int) function fgsl_multilarge_linear_rcond	(	real(c_double), intent(out)	rcond,
		type(fgsl_multilarge_linear_workspace), intent(inout)	w
	)

integer(fgsl_int) function fgsl_multilarge_linear_reset

(

type(fgsl_multilarge_linear_workspace), intent(in)

w

)

integer(fgsl_int) function fgsl_multilarge_linear_solve	(	real(c_double), intent(in)	lambda,
		type(fgsl_vector), intent(inout)	c,
		real(c_double), intent(out)	rnorm,
		real(c_double), intent(out)	snorm,
		type(fgsl_multilarge_linear_workspace), intent(inout)	w
	)

integer(fgsl_int) function fgsl_multilarge_linear_stdform1	(	type(fgsl_vector), intent(in)	L,
		type(fgsl_vector), intent(in)	X,
		type(fgsl_vector), intent(in)	y,
		type(fgsl_matrix), intent(inout)	Xs,
		type(fgsl_vector), intent(inout)	ys,
		type(fgsl_multilarge_linear_workspace), intent(inout)	work
	)

integer(fgsl_int) function fgsl_multilarge_linear_stdform2	(	type(fgsl_matrix), intent(in)	LQR,
		type(fgsl_vector), intent(in)	Ltau,
		type(fgsl_matrix), intent(in)	X,
		type(fgsl_vector), intent(in)	y,
		type(fgsl_matrix), intent(inout)	Xs,
		type(fgsl_vector), intent(inout)	ys,
		type(fgsl_multilarge_linear_workspace), intent(inout)	work
	)

integer(fgsl_int) function fgsl_multilarge_linear_wstdform1	(	type(fgsl_vector), intent(in)	L,
		type(fgsl_vector), intent(in)	X,
		type(fgsl_vector), intent(in)	w,
		type(fgsl_vector), intent(in)	y,
		type(fgsl_matrix), intent(inout)	Xs,
		type(fgsl_vector), intent(inout)	ys,
		type(fgsl_multilarge_linear_workspace), intent(inout)	work
	)

integer(fgsl_int) function fgsl_multilarge_linear_wstdform2	(	type(fgsl_matrix), intent(in)	LQR,
		type(fgsl_vector), intent(in)	Ltau,
		type(fgsl_matrix), intent(in)	X,
		type(fgsl_vector), intent(in)	w,
		type(fgsl_vector), intent(in)	y,
		type(fgsl_matrix), intent(inout)	Xs,
		type(fgsl_vector), intent(inout)	ys,
		type(fgsl_multilarge_linear_workspace), intent(inout)	work
	)