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cleaning fdjac*()

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This commit is contained in:
Thomas Capricelli 2009-08-23 06:04:06 +02:00
parent f01332043b
commit 264e61932c
2 changed files with 42 additions and 76 deletions
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93
unsupported/Eigen/src/NonLinear/fdjac1.h
View File

@ -22,68 +22,47 @@ int ei_fdjac1(
eps = ei_sqrt((std::max(epsfcn,epsmch)));
msum = ml + mu + 1;
if (msum < n) {
goto L40;
}
/* computation of dense approximate jacobian. */
for (j = 0; j < n; ++j) {
temp = x[j];
h = eps * ei_abs(temp);
if (h == 0.)
h = eps;
x[j] = temp + h;
iflag = Functor::f(x, wa1);
if (iflag < 0)
goto L30;
x[j] = temp;
for (i = 0; i < n; ++i) {
fjac(i,j) = (wa1[i] - fvec[i]) / h;
/* L10: */
if (msum >= n) {
/* computation of dense approximate jacobian. */
for (j = 0; j < n; ++j) {
temp = x[j];
h = eps * ei_abs(temp);
if (h == 0.)
h = eps;
x[j] = temp + h;
iflag = Functor::f(x, wa1);
if (iflag < 0)
return iflag;
x[j] = temp;
fjac.col(j) = (wa1-fvec)/h;
}
/* L20: */
}
L30:
/* goto L110; */
return iflag;
L40:
/* computation of banded approximate jacobian. */
for (k = 0; k < msum; ++k) {
for (j = k; msum< 0 ? j > n: j < n; j += msum) {
wa2[j] = x[j];
h = eps * ei_abs(wa2[j]);
if (h == 0.) h = eps;
x[j] = wa2[j] + h;
/* L60: */
}
iflag = Functor::f(x, wa1);
if (iflag < 0) {
/* goto L100; */
return iflag;
}
for (j = k; msum< 0 ? j > n: j < n; j += msum) {
x[j] = wa2[j];
h = eps * ei_abs(wa2[j]);
if (h == 0.) h = eps;
for (i = 0; i < n; ++i) {
fjac(i,j) = 0.;
if (i >= j - mu && i <= j + ml) {
fjac(i,j) = (wa1[i] - fvec[i]) / h;
}
/* L70: */
}else {
/* computation of banded approximate jacobian. */
for (k = 0; k < msum; ++k) {
for (j = k; msum< 0 ? j > n: j < n; j += msum) {
wa2[j] = x[j];
h = eps * ei_abs(wa2[j]);
if (h == 0.) h = eps;
x[j] = wa2[j] + h;
}
iflag = Functor::f(x, wa1);
if (iflag < 0) {
return iflag;
}
for (j = k; msum< 0 ? j > n: j < n; j += msum) {
x[j] = wa2[j];
h = eps * ei_abs(wa2[j]);
if (h == 0.) h = eps;
for (i = 0; i < n; ++i) {
fjac(i,j) = 0.;
if (i >= j - mu && i <= j + ml) {
fjac(i,j) = (wa1[i] - fvec[i]) / h;
}
}
}
/* L80: */
}
/* L90: */
}
/* L100: */
/* L110: */
return iflag;
/* last card of subroutine fdjac1. */
} /* fdjac1_ */

25
unsupported/Eigen/src/NonLinear/fdjac2.h
View File

@ -8,18 +8,15 @@ int ei_fdjac2(
Matrix< Scalar, Dynamic, 1 > &wa)
{
/* Local variables */
Scalar h;
int i, j;
Scalar eps, temp;
Scalar h, temp;
int iflag;
/* Function Body */
const Scalar epsmch = epsilon<Scalar>();
const int n = x.size();
const int m = fvec.size();
const Scalar eps = ei_sqrt((std::max(epsfcn,epsmch)));
eps = ei_sqrt((std::max(epsfcn,epsmch)));
for (j = 0; j < n; ++j) {
for (int j = 0; j < n; ++j) {
temp = x[j];
h = eps * ei_abs(temp);
if (h == 0.) {
@ -27,21 +24,11 @@ int ei_fdjac2(
}
x[j] = temp + h;
iflag = Functor::f(x, wa);
if (iflag < 0) {
/* goto L30; */
if (iflag < 0)
return iflag;
}
x[j] = temp;
for (i = 0; i < m; ++i) {
fjac(i,j) = (wa[i] - fvec[i]) / h;
/* L10: */
}
/* L20: */
fjac.col(j) = (wa-fvec)/h;
}
/* L30: */
return iflag;
/* last card of subroutine fdjac2. */
} /* fdjac2_ */
}