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Optimization solver question

johnx
Beginner
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Hi All,

I am new to the MKL program. I am asking a naive question here for the optimization solver (nonlinear least square without constraint). If you can poinnt me to some direction, that will be very helpful.

The problem is defined as this:

min F(x)=Ax-b

A: mxn matrix; x: n-dimension vector; b: n-dimension observation data

In the code, I need to calculate Jacob matrix (djacobi). But the interface is fixed without the means to pass the matrix A. What is a good way to do this?

Thanks,

John

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