mirror/eigen
2
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2024-12-15 07:10:37 +08:00
Code Issues Packages Projects Releases Wiki Activity

* porting lmdif1 to eigen

Browse Source 
* qtf was missing in lmdif signature (this is an output of the method)
This commit is contained in:
Thomas Capricelli 2009-08-20 22:59:09 +02:00
parent 8d2f6ad7e1
commit b09ebe01da
4 changed files with 31 additions and 78 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
unsupported/Eigen/NonLinear
View File

@ -130,7 +130,6 @@ Scalar ei_enorm ( int n, const Scalar *x ){
#include "src/NonLinear/lmder.h"
#include "src/NonLinear/hybrd.h"
#include "src/NonLinear/lmstr.h"
#include "src/NonLinear/lmdif1.h"
#include "src/NonLinear/lmdif.h"
#include "src/NonLinear/hybrj.h"
#include "src/NonLinear/chkder.h"
@ -139,6 +138,7 @@ Scalar ei_enorm ( int n, const Scalar *x ){
#include "src/NonLinear/lmstr1.h"
#include "src/NonLinear/hybrd1.h"
#include "src/NonLinear/hybrj1.h"
#include "src/NonLinear/lmdif1.h"
//@}

27
unsupported/Eigen/src/NonLinear/MathFunctions.h
View File

@ -209,6 +209,7 @@ int ei_lmdif(
int &nfev,
Matrix< Scalar, Dynamic, Dynamic > &fjac,
VectorXi &ipvt,
Matrix< Scalar, Dynamic, 1 > &qtf,
Matrix< Scalar, Dynamic, 1 > &diag,
int mode=1,
Scalar factor = 100.,
@ -221,7 +222,6 @@ int ei_lmdif(
)
{
Matrix< Scalar, Dynamic, 1 >
qtf(x.size()),
wa1(x.size()), wa2(x.size()), wa3(x.size()),
wa4(fvec.size());
int ldfjac = fvec.size();
@ -229,6 +229,7 @@ int ei_lmdif(
ipvt.resize(x.size());
fjac.resize(ldfjac, x.size());
diag.resize(x.size());
qtf.resize(x.size());
return lmdif_template<Scalar> (
Functor::f, 0,
fvec.size(), x.size(), x.data(), fvec.data(),
@ -246,30 +247,6 @@ int ei_lmdif(
);
}
template<typename Functor, typename Scalar>
int ei_lmdif1(
Matrix< Scalar, Dynamic, 1 > &x,
Matrix< Scalar, Dynamic, 1 > &fvec,
Scalar tol = ei_sqrt(epsilon<Scalar>())
)
{
int n = x.size();
int ldfjac = fvec.size();
int lwa = ldfjac*n+5*n+ldfjac;
VectorXi iwa(n);
Matrix< Scalar, Dynamic, 1 > wa(lwa);
Matrix< Scalar, Dynamic, Dynamic > fjac(ldfjac, n);
wa.resize(lwa);
return lmdif1_template<Scalar> (
Functor::f, 0,
fvec.size(), n, x.data(), fvec.data(),
tol,
iwa.data(),
wa.data(), lwa
);
}
template<typename Scalar>
void ei_chkder(
Matrix< Scalar, Dynamic, 1 > &x,

76
unsupported/Eigen/src/NonLinear/lmdif1.h
View File

@ -1,56 +1,32 @@
template<typename Scalar>
int lmdif1_template(minpack_func_mn fcn, void *p, int m, int n, Scalar *x,
Scalar *fvec, Scalar tol, int *iwa,
Scalar *wa, int lwa)
template<typename Functor, typename Scalar>
int ei_lmdif1(
Matrix< Scalar, Dynamic, 1 > &x,
Matrix< Scalar, Dynamic, 1 > &fvec,
Scalar tol = ei_sqrt(epsilon<Scalar>())
)
{
/* Initialized data */
const int n = x.size(), m=fvec.size();
int info, nfev;
Matrix< Scalar, Dynamic, Dynamic > fjac(m, n);
Matrix< Scalar, Dynamic, 1> diag, qtf;
VectorXi ipvt;
const Scalar factor = 100.;
int mp5n, mode, nfev;
Scalar ftol, gtol, xtol;
Scalar epsfcn;
int maxfev, nprint;
int info;
/* Parameter adjustments */
--fvec;
--iwa;
--x;
--wa;
/* Function Body */
info = 0;
/* check the input parameters for errors. */
if (n <= 0 || m < n || tol < 0. || lwa < m * n + n * 5 + m) {
/* goto L10; */
return info;
/* check the input parameters for errors. */
if (n <= 0 || m < n || tol < 0.) {
printf("ei_lmder1 bad args : m,n,tol,...");
return 0;
}
/* call lmdif. */
maxfev = (n + 1) * 200;
ftol = tol;
xtol = tol;
gtol = 0.;
epsfcn = 0.;
mode = 1;
nprint = 0;
mp5n = m + n * 5;
info = lmdif(fcn, p, m, n, &x[1], &fvec[1], ftol, xtol, gtol, maxfev,
epsfcn, &wa[1], mode, factor, nprint, &nfev, &wa[mp5n +
1], m, &iwa[1], &wa[n + 1], &wa[(n << 1) + 1], &wa[n * 3 + 1],
&wa[(n << 2) + 1], &wa[n * 5 + 1]);
if (info == 8) {
info = 4;
}
/* L10: */
return info;
/* last card of subroutine lmdif1. */
} /* lmdif1_ */
info = ei_lmdif<Functor,Scalar>(
x, fvec,
nfev,
fjac, ipvt, qtf, diag,
1,
100.,
(n+1)*200,
tol, tol, Scalar(0.), Scalar(0.)
);
return (info==8)?4:info;
}

4
unsupported/test/NonLinear.cpp
View File

@ -734,7 +734,7 @@ void testLmdif()
const int m=15, n=3;
int info, nfev;
double fnorm, covfac, covar_ftol;
VectorXd x(n), fvec(m), diag(n);
VectorXd x(n), fvec(m), diag(n), qtf;
MatrixXd fjac;
VectorXi ipvt;
@ -742,7 +742,7 @@ void testLmdif()
x.setConstant(n, 1.);
// do the computation
info = ei_lmdif<lmdif_functor, double>(x, fvec, nfev, fjac, ipvt, diag);
info = ei_lmdif<lmdif_functor, double>(x, fvec, nfev, fjac, ipvt, qtf, diag);
// check return values
VERIFY( 1 == info);