NF01BY - SLICOT Library Routine Documentation

## NF01BY

### Computing the Jacobian of the error function for a neural network (one output variable)

[Specification] [Arguments] [Method] [References] [Comments] [Example]

Purpose

      To compute the Jacobian of the error function for a neural network
      of the structure

              - tanh(w1*z+b1) -
            /      :            \
          z ---    :          --- sum(ws(i)*...)+ b(n+1)  --- y,
            \      :            /
              - tanh(wn*z+bn) -

      for the single-output case. The Jacobian has the form

                 d e(1)  / d WB(1)   ...    d e(1)  / d WB(NWB)
          J =            :                          :           ,
               d e(NSMP) / d WB(1)   ...  d e(NSMP) / d WB(NWB)

      where e(z) is the error function, WB is the set of weights and
      biases of the network (for the considered output), and NWB is
      the number of elements of this set, NWB = IPAR(1)*(NZ+2)+1
      (see below).

      In the multi-output case, this routine should be called for each
      output.

      NOTE: this routine must have the same arguments as SLICOT Library
      routine NF01BD.

Specification

          SUBROUTINE NF01BY( CJTE, NSMP, NZ, L, IPAR, LIPAR, WB, LWB, Z,
         $                   LDZ, E, J, LDJ, JTE, DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          CHARACTER         CJTE
          INTEGER           INFO, L, LDJ, LDWORK, LDZ, LIPAR, LWB, NSMP, NZ
    C     .. Array Arguments ..
          DOUBLE PRECISION  DWORK(*), E(*), J(LDJ,*), JTE(*), WB(*),
         $                  Z(LDZ,*)
          INTEGER           IPAR(*)

Arguments

Mode Parameters

      CJTE    CHARACTER*1
              Specifies whether the matrix-vector product J'*e should be
              computed or not, as follows:
              = 'C' :  compute J'*e;
              = 'N' :  do not compute J'*e.

Input/Output Parameters

      NSMP    (input) INTEGER
              The number of training samples.  NSMP >= 0.

      NZ      (input) INTEGER
              The length of each input sample.  NZ >= 0.

      L       (input) INTEGER
              The length of each output sample.
              Currently, L must be 1.

      IPAR    (input/output) INTEGER array, dimension (LIPAR)
              The integer parameters needed.
              On entry, the first element of this array must contain
              a value related to the number of neurons, n; specifically,
              n = abs(IPAR(1)), since setting IPAR(1) < 0 has a special
              meaning (see below).
              On exit, if IPAR(1) < 0 on entry, then no computations are
              performed, except the needed tests on input parameters,
              but the following values are returned:
              IPAR(1) contains the length of the array J, LJ;
              LDJ     contains the leading dimension of array J.
              Otherwise, IPAR(1) and LDJ are unchanged on exit.

      LIPAR   (input) INTEGER
              The length of the vector IPAR.  LIPAR >= 1.

      WB      (input) DOUBLE PRECISION array, dimension (LWB)
              The leading NWB = IPAR(1)*(NZ+2)+1 part of this array
              must contain the weights and biases of the network,
              WB = ( w(1,1), ..., w(1,NZ), ..., w(n,1), ...,  w(n,NZ),
                     ws(1), ..., ws(n), b(1), ..., b(n+1) ),
              where w(i,j) are the weights of the hidden layer,
              ws(i) are the weights of the linear output layer and
              b(i) are the biases.

      LWB     (input) INTEGER
              The length of array WB.  LWB >= NWB.

      Z       (input) DOUBLE PRECISION array, dimension (LDZ, NZ)
              The leading NSMP-by-NZ part of this array must contain the
              set of input samples,
              Z = ( Z(1,1),...,Z(1,NZ); ...; Z(NSMP,1),...,Z(NSMP,NZ) ).

      LDZ     INTEGER
              The leading dimension of array Z.  LDZ >= MAX(1,NSMP).

      E       (input) DOUBLE PRECISION array, dimension (NSMP)
              If CJTE = 'C', this array must contain the error vector e.
              If CJTE = 'N', this array is not referenced.

      J       (output) DOUBLE PRECISION array, dimension (LDJ, NWB)
              The leading NSMP-by-NWB part of this array contains the
              Jacobian of the error function.

      LDJ     INTEGER
              The leading dimension of array J.  LDJ >= MAX(1,NSMP).
              Note that LDJ is an input parameter, except for
              IPAR(1) < 0 on entry, when it is an output parameter.

      JTE     (output) DOUBLE PRECISION array, dimension (NWB)
              If CJTE = 'C', this array contains the matrix-vector
              product J'*e.
              If CJTE = 'N', this array is not referenced.

Workspace

      DWORK   DOUBLE PRECISION array, dimension (LDWORK)
              This argument is included for combatibility with SLICOT
              Library routine NF01BD.

      LDWORK  INTEGER
              Normally, the length of the array DWORK.  LDWORK >= 0.

Error Indicator

      INFO    INTEGER
              = 0:  successful exit;
              < 0:  if INFO = -i, the i-th argument had an illegal
                    value.

Method

      The Jacobian is computed analytically.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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