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150 lines
5.6 KiB
Plaintext
150 lines
5.6 KiB
Plaintext
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// License as published by the Free Software Foundation; either
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// version 3 of the License, or (at your option) any later version.
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//
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// Alternatively, you can redistribute it and/or
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// modify it under the terms of the GNU General Public License as
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// published by the Free Software Foundation; either version 2 of
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// the License, or (at your option) any later version.
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//
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// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
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// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License and a copy of the GNU General Public License along with
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// Eigen. If not, see <http://www.gnu.org/licenses/>.
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#ifndef EIGEN_NONLINEAR_MODULE_H
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#define EIGEN_NONLINEAR_MODULE_H
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#include <Eigen/Core>
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namespace Eigen {
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/** \ingroup Unsupported_modules
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* \defgroup Support for non linear optimization and non linear least
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* square using minpack routines.
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*/
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//@{
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#define min(a,b) ((a) <= (b) ? (a) : (b))
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#define max(a,b) ((a) >= (b) ? (a) : (b))
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#define abs(x) ((x) >= 0 ? (x) : -(x))
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#define TRUE_ (1)
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#define FALSE_ (0)
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#define p1 .1
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#define p5 .5
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#define p25 .25
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#define p75 .75
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#define p001 .001
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#define p0001 1e-4
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#if 1
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#include <cminpack.h>
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#else
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/* Declarations for minpack */
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typedef int (*minpack_func_nn)(void *p, int n, const double *x, double *fvec, int iflag );
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typedef int (*minpack_funcder_nn)(void *p, int n, const double *x, double *fvec, double *fjac, int ldfjac, int iflag );
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typedef int (*minpack_func_mn)(void *p, int m, int n, const double *x, double *fvec, int iflag );
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typedef int (*minpack_funcder_mn)(void *p, int m, int n, const double *x, double *fvec, double *fjac, int ldfjac, int iflag );
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typedef int (*minpack_funcderstr_mn)(void *p, int m, int n, const double *x, double *fvec, double *fjrow, int iflag );
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/* MINPACK functions: */
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int hybrd1 ( minpack_func_nn fcn, void *p, int n, double *x, double *fvec, double tol,
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double *wa, int lwa );
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int hybrd ( minpack_func_nn fcn,
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void *p, int n, double *x, double *fvec, double xtol, int maxfev,
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int ml, int mu, double epsfcn, double *diag, int mode,
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double factor, int nprint, int *nfev,
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double *fjac, int ldfjac, double *r, int lr, double *qtf,
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double *wa1, double *wa2, double *wa3, double *wa4);
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int hybrj1 ( minpack_funcder_nn fcn, void *p, int n, double *x,
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double *fvec, double *fjac, int ldfjac, double tol,
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double *wa, int lwa );
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int hybrj ( minpack_funcder_nn fcn, void *p, int n, double *x,
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double *fvec, double *fjac, int ldfjac, double xtol,
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int maxfev, double *diag, int mode, double factor,
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int nprint, int *nfev, int *njev, double *r,
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int lr, double *qtf, double *wa1, double *wa2,
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double *wa3, double *wa4 );
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int lmdif1 ( minpack_func_mn fcn,
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void *p, int m, int n, double *x, double *fvec, double tol,
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int *iwa, double *wa, int lwa );
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int lmdif ( minpack_func_mn fcn,
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void *p, int m, int n, double *x, double *fvec, double ftol,
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double xtol, double gtol, int maxfev, double epsfcn,
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double *diag, int mode, double factor, int nprint,
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int *nfev, double *fjac, int ldfjac, int *ipvt,
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double *qtf, double *wa1, double *wa2, double *wa3,
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double *wa4 );
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int lmder1 ( minpack_funcder_mn fcn,
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void *p, int m, int n, double *x, double *fvec, double *fjac,
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int ldfjac, double tol, int *ipvt,
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double *wa, int lwa );
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int lmder ( minpack_funcder_mn fcn,
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void *p, int m, int n, double *x, double *fvec, double *fjac,
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int ldfjac, double ftol, double xtol, double gtol,
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int maxfev, double *diag, int mode, double factor,
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int nprint, int *nfev, int *njev, int *ipvt,
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double *qtf, double *wa1, double *wa2, double *wa3,
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double *wa4 );
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int lmstr1 ( minpack_funcderstr_mn fcn, void *p, int m, int n,
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double *x, double *fvec, double *fjac, int ldfjac,
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double tol, int *ipvt, double *wa, int lwa );
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int lmstr ( minpack_funcderstr_mn fcn, void *p, int m,
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int n, double *x, double *fvec, double *fjac,
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int ldfjac, double ftol, double xtol, double gtol,
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int maxfev, double *diag, int mode, double factor,
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int nprint, int *nfev, int *njev, int *ipvt,
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double *qtf, double *wa1, double *wa2, double *wa3,
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double *wa4 );
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void chkder ( int m, int n, const double *x, double *fvec, double *fjac,
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int ldfjac, double *xp, double *fvecp, int mode,
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double *err );
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void covar(int n, double *r__, int ldr, const int *ipvt, double tol, double *wa);
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#endif
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template<typename Scalar>
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Scalar ei_enorm ( int n, const Scalar *x ){
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return Map< Matrix< Scalar, Dynamic, 1 > >(x,n).stableNorm();
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// return Map< Matrix< Scalar, Dynamic, 1 > >(x,n).blueNorm();
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}
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#include "src/NonLinear/lmder.h"
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#include "src/NonLinear/hybrd.h"
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#include "src/NonLinear/lmstr.h"
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#include "src/NonLinear/lmdif.h"
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#include "src/NonLinear/hybrj.h"
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#include "src/NonLinear/chkder.h"
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#include "src/NonLinear/MathFunctions.h"
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#include "src/NonLinear/lmder1.h"
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#include "src/NonLinear/lmstr1.h"
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#include "src/NonLinear/hybrd1.h"
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#include "src/NonLinear/hybrj1.h"
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#include "src/NonLinear/lmdif1.h"
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//@}
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}
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#endif // EIGEN_NONLINEAR_MODULE_H
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