//public static int djacobi(
// Func<int, int, double[], double[]> fcn,
// int xLength,
// int fLength,
// IntPtr fJacMatrixPtr,
// IntPtr xPtr,
// ref double eps)
//{
// unsafe
// {
// return JacobianMatrixCalcNative.djacobi(fcn, ref xLength, ref fLength, fJacMatrixPtr,
// xPtr, ref eps);
// }
//}
public double[,] SolveJacobianMatrix(double prec)
{
// int m = mSpaceVector.Count();
// int m = mFittingValuesVector.Count();
int m = mEventsPointsSetLength;
int n = nParametersSpacePoint.Count();
double eps = prec;
int RCI_Request = 0;
double rs = 0.0d;
bool successful = false;
double[] theta = nParametersSpacePoint.ToArray();
double[] f1Vec = objectiveFunction(theta).ToArray();
double[] f2Vec = objectiveFunction(theta).ToArray();
double[,] fJacobi = new double[m, n];
for (int i = 0; i < m; i++)
{
for (int j = 0; j < n; j++)
{
fJacobi[i, j] = 0.0d;
}
}
unsafe
{
fixed(double *xPtr = &theta[0], f1VecPtr = &f1Vec[0], f2VecPtr = &f2Vec[0], fJacPtr = &fJacobi[0, 0])
{
int init_res = JacobianMatrixCalcNative.djacobi_init(ref jacSolverHandle, ref n, ref m,
(IntPtr)xPtr, (IntPtr)fJacPtr, ref eps);
if (init_res != MKLwrapper.DEFINE.TR_SUCCESS)
{
Delete();
return(fJacobi);
}
while (!successful)
{
int solve_res = JacobianMatrixCalcNative.djacobi_solve(ref jacSolverHandle,
(IntPtr)f1VecPtr, (IntPtr)f2VecPtr, ref RCI_Request);
if (solve_res != MKLwrapper.DEFINE.TR_SUCCESS)
{
resultStatus = "error in djacobi_solve";
Delete();
return(fJacobi);
}
if (RCI_Request == 0)
{
successful = true;
}
if (RCI_Request == 1)
{
double[] newFVecValues = objectiveFunction(theta).ToArray();
for (int i = 0; i < m; i++)
{
f1Vec[i] = newFVecValues[i];
}
resultStatus = "";
}
if (RCI_Request == 2)
{
double[] newFVecValues = objectiveFunction(theta).ToArray();
for (int i = 0; i < m; i++)
{
f2Vec[i] = newFVecValues[i];
}
resultStatus = "";
}
}
if (JacobianMatrixCalcNative.djacobi_delete(ref jacSolverHandle) != MKLwrapper.DEFINE.TR_SUCCESS)
{
resultStatus = "error in djacobi_delete";
return(fJacobi);
}
}
}
return(fJacobi);
}
private int Delete()
{
return(JacobianMatrixCalcNative.djacobi_delete(ref jacSolverHandle));
}