BMVRun Method

public void Run(
	int M,
	double[] SY,
	int offset_sy,
	double[] WT,
	int offset_wt,
	int COL,
	double[] V,
	int offset_v,
	ref double[] P,
	int offset_p,
	ref int INFO
)

Public Sub Run ( 
	M As Integer,
	SY As Double(),
	offset_sy As Integer,
	WT As Double(),
	offset_wt As Integer,
	COL As Integer,
	V As Double(),
	offset_v As Integer,
	ByRef P As Double(),
	offset_p As Integer,
	ByRef INFO As Integer
)

Parameters

M  Int32

is an integer variable. On entry m is the maximum number of variable metric corrections used to define the limited memory matrix. On exit m is unchanged.

SY  Double

is a double precision array of dimension m x m. On entry sy specifies the matrix S'Y. On exit sy is unchanged.

offset_sy  Int32

 

WT  Double

is a double precision array of dimension m x m. On entry wt specifies the upper triangular matrix J' which is the Cholesky factor of (thetaS'S+LD^(-1)L'). On exit wt is unchanged.

offset_wt  Int32

 

COL  Int32

is an integer variable. On entry col specifies the number of s-vectors (or y-vectors) stored in the compact L-BFGS formula. On exit col is unchanged.

V  Double

is a double precision array of dimension 2col. On entry v specifies vector v. On exit v is unchanged.

offset_v  Int32

 

P  Double

is a double precision array of dimension 2col. On entry p is unspecified. On exit p is the product Mv.

offset_p  Int32

 

INFO  Int32

is an integer variable. On entry info is unspecified. On exit info = 0 for normal return, = nonzero for abnormal return when the system to be solved by dtrsl is singular.

Reference