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use eigen objects for ei_fdjac*(), this is a prerequisite before porting

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hybrd/lmdif..
This commit is contained in:
Thomas Capricelli 2009-08-23 03:54:40 +02:00
parent 8a27e774f8
commit f2fcbb0207
4 changed files with 51 additions and 70 deletions
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74
unsupported/Eigen/src/NonLinear/fdjac1.h
View File

@ -1,30 +1,24 @@
template <typename Scalar>
int ei_fdjac1(minpack_func_nn fcn, int n, Scalar *x, const Scalar *
fvec, Scalar *fjac, int ldfjac, int ml,
int mu, Scalar epsfcn, Scalar *wa1, Scalar *wa2)
int ei_fdjac1(minpack_func_nn fcn,
Matrix< Scalar, Dynamic, 1 > &x,
Matrix< Scalar, Dynamic, 1 > &fvec,
Matrix< Scalar, Dynamic, Dynamic > &fjac,
int ml, int mu,
Scalar epsfcn,
Matrix< Scalar, Dynamic, 1 > &wa1,
Matrix< Scalar, Dynamic, 1 > &wa2)
{
/* System generated locals */
int fjac_dim1, fjac_offset;
/* Local variables */
Scalar h__;
Scalar h;
int i, j, k;
Scalar eps, temp;
int msum;
int iflag = 0;
/* Parameter adjustments */
--wa2;
--wa1;
--fvec;
--x;
fjac_dim1 = ldfjac;
fjac_offset = 1 + fjac_dim1 * 1;
fjac -= fjac_offset;
/* Function Body */
const Scalar epsmch = epsilon<Scalar>();
const int n = x.size();
eps = ei_sqrt((std::max(epsfcn,epsmch)));
msum = ml + mu + 1;
@ -34,20 +28,18 @@ int ei_fdjac1(minpack_func_nn fcn, int n, Scalar *x, const Scalar *
/* computation of dense approximate jacobian. */
for (j = 1; j <= n; ++j) {
for (j = 0; j < n; ++j) {
temp = x[j];
h__ = eps * ei_abs(temp);
if (h__ == 0.) {
h__ = eps;
}
x[j] = temp + h__;
iflag = (*fcn)(n, &x[1], &wa1[1], 1);
if (iflag < 0) {
h = eps * ei_abs(temp);
if (h == 0.)
h = eps;
x[j] = temp + h;
iflag = (*fcn)(n, x.data(), wa1.data(), 1);
if (iflag < 0)
goto L30;
}
x[j] = temp;
for (i = 1; i <= n; ++i) {
fjac[i + j * fjac_dim1] = (wa1[i] - fvec[i]) / h__;
for (i = 0; i < n; ++i) {
fjac(i,j) = (wa1[i] - fvec[i]) / h;
/* L10: */
}
/* L20: */
@ -59,31 +51,27 @@ L40:
/* computation of banded approximate jacobian. */
for (k = 1; k <= msum; ++k) {
for (j = k; msum< 0 ? j >= n: j <= n; j += msum) {
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__;
h = eps * ei_abs(wa2[j]);
if (h == 0.) h = eps;
x[j] = wa2[j] + h;
/* L60: */
}
iflag = (*fcn)(n, &x[1], &wa1[1], 1);
iflag = (*fcn)(n, x.data(), wa1.data(), 1);
if (iflag < 0) {
/* goto L100; */
return iflag;
}
for (j = k; msum< 0 ? j >= n: j <= n; j += msum) {
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 = 1; i <= n; ++i) {
fjac[i + j * fjac_dim1] = 0.;
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 * fjac_dim1] = (wa1[i] - fvec[i]) / h__;
fjac(i,j) = (wa1[i] - fvec[i]) / h;
}
/* L70: */
}

40
unsupported/Eigen/src/NonLinear/fdjac2.h
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@ -1,45 +1,39 @@
template <typename Scalar>
int ei_fdjac2(minpack_func_mn fcn, int m, int n, Scalar *x,
const Scalar *fvec, Scalar *fjac, int ldfjac,
Scalar epsfcn, Scalar *wa)
int ei_fdjac2(minpack_func_mn fcn,
Matrix< Scalar, Dynamic, 1 > &x,
Matrix< Scalar, Dynamic, 1 > &fvec,
Matrix< Scalar, Dynamic, Dynamic > &fjac,
Scalar epsfcn,
Matrix< Scalar, Dynamic, 1 > &wa)
{
/* System generated locals */
int fjac_dim1, fjac_offset;
/* Local variables */
Scalar h__;
Scalar h;
int i, j;
Scalar eps, temp;
int iflag;
/* Parameter adjustments */
--wa;
--fvec;
--x;
fjac_dim1 = ldfjac;
fjac_offset = 1 + fjac_dim1 * 1;
fjac -= fjac_offset;
/* Function Body */
const Scalar epsmch = epsilon<Scalar>();
const int n = x.size();
const int m = fvec.size();
eps = ei_sqrt((std::max(epsfcn,epsmch)));
for (j = 1; j <= n; ++j) {
for (j = 0; j < n; ++j) {
temp = x[j];
h__ = eps * ei_abs(temp);
if (h__ == 0.) {
h__ = eps;
h = eps * ei_abs(temp);
if (h == 0.) {
h = eps;
}
x[j] = temp + h__;
iflag = (*fcn)(m, n, &x[1], &wa[1], 1);
x[j] = temp + h;
iflag = (*fcn)(m, n, x.data(), wa.data(), 1);
if (iflag < 0) {
/* goto L30; */
return iflag;
}
x[j] = temp;
for (i = 1; i <= m; ++i) {
fjac[i + j * fjac_dim1] = (wa[i] - fvec[i]) / h__;
for (i = 0; i < m; ++i) {
fjac(i,j) = (wa[i] - fvec[i]) / h;
/* L10: */
}
/* L20: */

4
unsupported/Eigen/src/NonLinear/hybrd.h
View File

@ -103,8 +103,8 @@ L30:
/* calculate the jacobian matrix. */
iflag = ei_fdjac1<Scalar>(Functor::f, n, x.data(), fvec.data(), fjac.data(), ldfjac,
nb_of_subdiagonals, nb_of_superdiagonals, epsfcn, wa1.data(), wa2.data());
iflag = ei_fdjac1<Scalar>(Functor::f, x, fvec, fjac,
nb_of_subdiagonals, nb_of_superdiagonals, epsfcn, wa1, wa2);
nfev += msum;
if (iflag < 0) {
goto L300;

3
unsupported/Eigen/src/NonLinear/lmdif.h
View File

@ -84,8 +84,7 @@ L30:
/* calculate the jacobian matrix. */
iflag = ei_fdjac2<Scalar>(Functor::f, m, n, x.data(), fvec.data(), fjac.data(), ldfjac,
epsfcn, wa4.data());
iflag = ei_fdjac2<Scalar>(Functor::f, x, fvec, fjac, epsfcn, wa4);
nfev += n;
if (iflag < 0) {
goto L300;