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eigen/unsupported/Eigen/NonLinear

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import main files from cminpack as *.h files: * function names are changed by appending _template * it uses basic templating : template<typename T> * wrappers now use those versions instead of the ones from cminpack * lot of external methods from cminpack are still used * tests pass though they are unchanged (they use wrappers)
2009-08-20 00:38:45 +08:00
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
Start of module "NonLinear". We start out of cminpack-1.0.2 (http://devernay.free.fr/hacks/cminpack.html) The first test is adapted from the example/ directory. Some stuff is hard coded for our initial tests.
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#ifndef EIGEN_NONLINEAR_MODULE_H
#define EIGEN_NONLINEAR_MODULE_H
#include <Eigen/Core>
namespace Eigen {
/** \ingroup Unsupported_modules
* \defgroup Support for non linear optimization and non linear least
* square using minpack routines.
*/
i wonder how useful this really is, but others do this way. Probably related to doxygen.
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//@{
Start of module "NonLinear". We start out of cminpack-1.0.2 (http://devernay.free.fr/hacks/cminpack.html) The first test is adapted from the example/ directory. Some stuff is hard coded for our initial tests.
2009-08-09 04:18:48 +08:00
use machine precision from eigen instead of the one from cminpack. The test pass though they would not if using a value of 2.220e-16 (the real value for 'double' is 2.22044604926e-16). How sensitive those tests are :)
2009-08-20 01:56:51 +08:00
#if 1
import main files from cminpack as *.h files: * function names are changed by appending _template * it uses basic templating : template<typename T> * wrappers now use those versions instead of the ones from cminpack * lot of external methods from cminpack are still used * tests pass though they are unchanged (they use wrappers)
2009-08-20 00:38:45 +08:00
#include <cminpack.h>
use machine precision from eigen instead of the one from cminpack. The test pass though they would not if using a value of 2.220e-16 (the real value for 'double' is 2.22044604926e-16). How sensitive those tests are :)
2009-08-20 01:56:51 +08:00
#else
/* Declarations for minpack */
typedef int (*minpack_func_nn)(void *p, int n, const double *x, double *fvec, int iflag );
typedef int (*minpack_funcder_nn)(void *p, int n, const double *x, double *fvec, double *fjac, int ldfjac, int iflag );
typedef int (*minpack_func_mn)(void *p, int m, int n, const double *x, double *fvec, int iflag );
typedef int (*minpack_funcder_mn)(void *p, int m, int n, const double *x, double *fvec, double *fjac, int ldfjac, int iflag );
typedef int (*minpack_funcderstr_mn)(void *p, int m, int n, const double *x, double *fvec, double *fjrow, int iflag );
use eigen stableNorm() instead of cminpack 'enorm'. The results are mostly slightly better in tests (one test needs 15 iterations intead of 16, for the same result). Some numerical results have improved slightly, too. If one uses blueNorm() instead, an assert for 'overflow' is raised from blueNorm()
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void covar(int n, double *r__, int ldr, const int *ipvt, double tol, double *wa);
use machine precision from eigen instead of the one from cminpack. The test pass though they would not if using a value of 2.220e-16 (the real value for 'double' is 2.22044604926e-16). How sensitive those tests are :)
2009-08-20 01:56:51 +08:00
#endif
import main files from cminpack as *.h files: * function names are changed by appending _template * it uses basic templating : template<typename T> * wrappers now use those versions instead of the ones from cminpack * lot of external methods from cminpack are still used * tests pass though they are unchanged (they use wrappers)
2009-08-20 00:38:45 +08:00
#include "src/NonLinear/lmder.h"
#include "src/NonLinear/hybrd.h"
#include "src/NonLinear/lmstr.h"
#include "src/NonLinear/lmdif.h"
#include "src/NonLinear/hybrj.h"
porting lmder1 to eigen (no more wrapper)
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#include "src/NonLinear/lmder1.h"
porting lmstr1 to eigen
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#include "src/NonLinear/lmstr1.h"
porting hybrd1 to eigen
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#include "src/NonLinear/hybrd1.h"
porting hybrj1 to eigen
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#include "src/NonLinear/hybrj1.h"
* porting lmdif1 to eigen * qtf was missing in lmdif signature (this is an output of the method)
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#include "src/NonLinear/lmdif1.h"
rename i__ to i. i really wonder how f2c can produce such things
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#include "src/NonLinear/chkder.h"
Start of module "NonLinear". We start out of cminpack-1.0.2 (http://devernay.free.fr/hacks/cminpack.html) The first test is adapted from the example/ directory. Some stuff is hard coded for our initial tests.
2009-08-09 04:18:48 +08:00
i wonder how useful this really is, but others do this way. Probably related to doxygen.
2009-08-09 11:14:45 +08:00
//@}
Start of module "NonLinear". We start out of cminpack-1.0.2 (http://devernay.free.fr/hacks/cminpack.html) The first test is adapted from the example/ directory. Some stuff is hard coded for our initial tests.
2009-08-09 04:18:48 +08:00
}
i wonder how useful this really is, but others do this way. Probably related to doxygen.
2009-08-09 11:14:45 +08:00
Start of module "NonLinear". We start out of cminpack-1.0.2 (http://devernay.free.fr/hacks/cminpack.html) The first test is adapted from the example/ directory. Some stuff is hard coded for our initial tests.
2009-08-09 04:18:48 +08:00
#endif // EIGEN_NONLINEAR_MODULE_H
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