NF01AY - SLICOT Library Routine Documentation

## NF01AY

### Computing the output of a set of neural networks

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

Purpose

      To calculate the output of a set of neural networks with the
      structure

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

      given the input z and the parameter vectors wi, ws, and b,
      where z, w1, ..., wn are vectors of length NZ, ws is a vector
      of length n, b(1), ..., b(n+1) are scalars, and n is called the
      number of neurons in the hidden layer, or just number of neurons.
      Such a network is used for each L output variables.

Specification

          SUBROUTINE NF01AY( NSMP, NZ, L, IPAR, LIPAR, WB, LWB, Z, LDZ,
         $                   Y, LDY, DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          INTEGER           INFO, L, LDWORK, LDY, LDZ, LIPAR, LWB, NSMP, NZ
    C     .. Array Arguments ..
          DOUBLE PRECISION  DWORK(*), WB(*), Y(LDY,*), Z(LDZ,*)
          INTEGER           IPAR(*)

Arguments

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.  L >= 0.

      IPAR    (input) INTEGER array, dimension (LIPAR)
              The integer parameters needed.
              IPAR(1) must contain the number of neurons, n, per output
              variable, denoted NN in the sequel.  NN >= 0.

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

      WB      (input) DOUBLE PRECISION array, dimension (LWB)
              The leading (NN*(NZ+2)+1)*L part of this array must
              contain the weights and biases of the network. This vector
              is partitioned into L vectors of length NN*(NZ+2)+1,
              WB = [ wb(1), ..., wb(L) ]. Each wb(k), k = 1, ..., L,
              corresponds to one output variable, and has the structure
              wb(k) = [ w1(1), ..., w1(NZ), ..., wn(1), ..., wn(NZ),
                        ws(1), ..., ws(n), b(1), ..., b(n+1) ],
              where wi(j) are the weights of the hidden layer,
              ws(i) are the weights of the linear output layer, and
              b(i) are the biases, as in the scheme above.

      LWB     (input) INTEGER
              The length of the array WB.
              LWB >= ( NN*(NZ + 2) + 1 )*L.

      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 the array Z.  LDZ >= MAX(1,NSMP).

      Y       (output) DOUBLE PRECISION array, dimension (LDY, L)
              The leading NSMP-by-L part of this array contains the set
              of output samples,
              Y = ( Y(1,1),...,Y(1,L); ...; Y(NSMP,1),...,Y(NSMP,L) ).

      LDY     INTEGER
              The leading dimension of the array Y.  LDY >= MAX(1,NSMP).

Workspace

      DWORK   DOUBLE PRECISION array, dimension (LDWORK)

      LDWORK  INTEGER
              The length of the array DWORK.  LDWORK >= 2*NN.
              For better performance, LDWORK should be larger.

Error Indicator

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

Method

      BLAS routines are used to compute the matrix-vector products.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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