topic Elements of functional analysis in Intel® oneAPI Math Kernel Library & Intel® Math Kernel Library
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017654#M19572
<P>Good day!</P>
<P>I'm sorry if my question being improper but I really want to know if there is any features for functional manipulating in Intel MKL? More precisely, I've got now a task to solve a system of non-linear equations. To do that I have to obtain partial derivatives of my functions. Can I do this using a standart method of MKL and what is the way of such a realization?</P>Wed, 08 Oct 2014 12:29:43 GMTYuri_D_2014-10-08T12:29:43ZElements of functional analysis
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017654#M19572
<P>Good day!</P>
<P>I'm sorry if my question being improper but I really want to know if there is any features for functional manipulating in Intel MKL? More precisely, I've got now a task to solve a system of non-linear equations. To do that I have to obtain partial derivatives of my functions. Can I do this using a standart method of MKL and what is the way of such a realization?</P>Wed, 08 Oct 2014 12:29:43 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017654#M19572Yuri_D_2014-10-08T12:29:43ZHi Yuri D,
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017655#M19573
<P>Hi Yuri D,</P>
<P>As far as i know, no, mkl don't provide feature for functional manipulation. you may refer to the mkl manual at <A href="https://software.intel.com/en-us/articles/intel-math-kernel-library-documentation">https://software.intel.com/en-us/articles/intel-math-kernel-library-documentation</A>. The no-linear solvers supported by MKL are mainly based on interation, jacobian etc, not direct partial derivatives of one functions</P>
<P>Intel MKL provides tools for solving nonlinear least squares problems using the<BR />Trust-Region (TR) algorithms. The solver routines are grouped according to their purpose as follows:<BR />• Nonlinear Least Squares Problem without Constraints<BR />• Nonlinear Least Squares Problem with Linear (Boundary) Constraints<BR />• Jacobian Matrix Calculation Routines<BR />For more information on the key concepts required to understand the use of the Intel MKL nonlinear least<BR />squares problem solver routines, see [Conn00].<BR /> </P>
<P>Best Regards,</P>
<P>Ying</P>Thu, 09 Oct 2014 01:47:01 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017655#M19573Ying_H_Intel2014-10-09T01:47:01ZThank you, Ying!
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017656#M19574
<P>Thank you, Ying! </P>
<P>I found a way of realization of my task; I had completely overlooked the fact that MKL can manage solution of nonlinear equations' systems. </P>
<P>But I caught myself not being capable to realize more simple things. I hope you will forgive me some newbie questions such as:</P>
<P>1) how can I find [Conn00]?</P>
<P>2) how can I handle this problem:</P>
<P> In function 'func':</P>
<P> .../func.f: 75: underfined reference to 'dtrnlsp_init_'</P>
<P>I don't even imagine the reason for this problem to appear, because I wrote the include operator (include 'mkl_rci.fi') in my code and, also, gave the compiler the full address of the file, that has been included. </P>
<P>I'm very sorry if my questions are too annoying - this is my second day of Intel MKL usage and I'm just trying to sort the things out.</P>Thu, 09 Oct 2014 20:17:50 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017656#M19574Yuri_D_2014-10-09T20:17:50ZHi Yuri
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017657#M19575
<P>Hi Yuri</P>
<P>You can download the mkl manual and mkl userguide from the website. <SPAN style="font-size: 12px; line-height: 18px;">at </SPAN><A href="https://software.intel.com/en-us/articles/intel-math-kernel-library-documentation" style="font-size: 12px; line-height: 18px;">https://software.intel.com/en-us/articles/intel-math-kernel-library-documentation</A>. </P>
<P>Then you will see the reference doc is from </P>
<P>1) [Conn00] A. R. Conn, N. I.M. Gould, P. L. Toint.Trust-region Methods.SIAM Society for<BR />
Industrial & Applied Mathematics, Englewood Cliffs, New Jersey, MPS-SIAM<BR />
Series on Optimization edition, 2000.<BR />
</P>
<P><SPAN style="font-size: 1em; line-height: 1.5;">2) Are you building the lexample code provided by MKL? What is your build environment and compiler command line? </SPAN></P>
<P>It is right, Underfined reference error hints that the problem in the include path or the function name. DTRNLSP_INIT ( <SPAN style="font-size: 12px; line-height: 18px;">dtrnlsp_init<STRONG>_,</STRONG> t<STRONG>he underline seems </STRONG></SPAN><STRONG><SPAN data-aligning="#blng_src_3_3,#blng_tran_3_3" id="blng_tran_3_3" style="margin: 0px; padding: 0px; border: 0px; outline: 0px; color: rgb(67, 67, 67); font-family: Tahoma, Arial; font-size: 12px; line-height: 24px; background-color: rgb(242, 242, 242);">redundant</SPAN><SPAN style="color: rgb(67, 67, 67); font-family: Tahoma, Arial; font-size: 12px; line-height: 24px; background-color: rgb(242, 242, 242);">, </SPAN><SPAN data-aligning="#blng_src_3_4,#blng_tran_3_4" id="blng_tran_3_4" style="margin: 0px; padding: 0px; border: 0px; outline: 0px; color: rgb(67, 67, 67); font-family: Tahoma, Arial; font-size: 12px; line-height: 24px; background-color: rgb(242, 242, 242);">it can it be</SPAN><SPAN style="color: rgb(67, 67, 67); font-family: Tahoma, Arial; font-size: 12px; line-height: 24px; background-color: rgb(242, 242, 242);"> </SPAN></STRONG><SPAN class="highLight" data-aligning="#blng_src_3_5,#blng_tran_3_5" id="blng_tran_3_5" style="margin: 0px; padding: 0px; border: 0px; outline: 0px; color: rgb(67, 67, 67); font-family: Tahoma, Arial; font-size: 12px; line-height: 24px; background-color: rgb(189, 213, 238);"><STRONG>left out</STRONG>?</SPAN><SPAN style="font-size: 12px; line-height: 18px;"> </SPAN><SPAN style="font-size: 1em; line-height: 1.5;">, could you please attach the code or please try the code under mkl example : [</SPAN>MKL Dir]\example\solverf\source\ex_nlsqp_f.f ( attached). </P>
<P>Best Regards,</P>
<P>Ying </P>Sat, 11 Oct 2014 03:45:11 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017657#M19575Ying_H_Intel2014-10-11T03:45:11ZThank you, Ying! You've
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017658#M19576
<P>Thank you, Ying! You've helped me so much!</P>
<P>I've remastered this program and tried to use it, but then I found out, that I obtained complex values on some steps of iterations. And this fact brought me to the necessity of changing types of the solution vector's coordinates - as well as the function value vector's ones. </P>
<P>So, would I be right if I change these types to COMPLEX*16? </P>Fri, 17 Oct 2014 06:18:38 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017658#M19576Yuri_D_2014-10-17T06:18:38ZHi Yuri,
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017659#M19577
<P>Hi Yuri,</P>
<P>Current version of MKL support nonlinear solver only for real variables. For sure one can calculate complex equation but after conversion it to real one (value.complex -> (value.re, value.im)). So could you explain what does following sentence mean "I've remastered this program and tried to use it, but then I found out, that I obtained complex values on some steps of iterations"?</P>
<P>Thanks,</P>
<P>Alex</P>Mon, 20 Oct 2014 08:01:21 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Elements-of-functional-analysis/m-p/1017659#M19577Alexander_K_Intel22014-10-20T08:01:21Z