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authorGravatar Thomas Capricelli <orzel@freehackers.org>2010-01-26 10:50:43 +0100
committerGravatar Thomas Capricelli <orzel@freehackers.org>2010-01-26 10:50:43 +0100
commitd791b51112a0c1f129ff700142113e390cde0833 (patch)
treead318c5917c5a23d7fcf5f5b02d63710e23b143c /unsupported/Eigen/src/NonLinearOptimization
parent113995355b1063a8d2971f50df0df66c3721097d (diff)
remove spaces
Diffstat (limited to 'unsupported/Eigen/src/NonLinearOptimization')
-rw-r--r--unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h1
-rw-r--r--unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h43
-rw-r--r--unsupported/Eigen/src/NonLinearOptimization/lmpar.h25
3 files changed, 0 insertions, 69 deletions
diff --git a/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h b/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h
index 4b985db74..cbf89b1c6 100644
--- a/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h
+++ b/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h
@@ -429,7 +429,6 @@ HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffInit(
/* Function Body */
-
nfev = 0;
njev = 0;
diff --git a/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h b/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h
index b9e3c808e..0d6e051ca 100644
--- a/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h
+++ b/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h
@@ -207,7 +207,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeInit(
njev = 0;
/* check the input parameters for errors. */
-
if (n <= 0 || m < n || parameters.ftol < 0. || parameters.xtol < 0. || parameters.gtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0.)
return ImproperInputParameters;
@@ -218,14 +217,12 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeInit(
/* evaluate the function at the starting point */
/* and calculate its norm. */
-
nfev = 1;
if ( functor(x, fvec) < 0)
return UserAsked;
fnorm = fvec.stableNorm();
/* initialize levenberg-marquardt parameter and iteration counter. */
-
par = 0.;
iter = 1;
@@ -242,7 +239,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
int i, j, l;
/* calculate the jacobian matrix. */
-
int df_ret = functor.df(x, fjac);
if (df_ret<0)
return UserAsked;
@@ -252,7 +248,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
else njev++;
/* compute the qr factorization of the jacobian. */
-
wa2 = fjac.colwise().blueNorm();
ColPivHouseholderQR<JacobianType> qrfac(fjac);
fjac = qrfac.matrixQR();
@@ -264,7 +259,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
/* on the first iteration and if mode is 1, scale according */
/* to the norms of the columns of the initial jacobian. */
-
if (iter == 1) {
if (mode != 2)
for (j = 0; j < n; ++j) {
@@ -275,7 +269,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
/* on the first iteration, calculate the norm of the scaled x */
/* and initialize the step bound delta. */
-
wa3 = diag.cwiseProduct(x);
xnorm = wa3.stableNorm();
delta = parameters.factor * xnorm;
@@ -285,7 +278,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
/* form (q transpose)*fvec and store the first n components in */
/* qtf. */
-
#if 0
// find a way to only compute the first n items, we have m>>n here.
wa4 = fvec;
@@ -309,7 +301,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
#endif
/* compute the norm of the scaled gradient. */
-
gnorm = 0.;
if (fnorm != 0.)
for (j = 0; j < n; ++j) {
@@ -324,12 +315,10 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
}
/* test for convergence of the gradient norm. */
-
if (gnorm <= parameters.gtol)
return CosinusTooSmall;
/* rescale if necessary. */
-
if (mode != 2) /* Computing MAX */
diag = diag.cwiseMax(wa2);
@@ -337,37 +326,31 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
do {
/* determine the levenberg-marquardt parameter. */
-
ei_lmpar2<Scalar>(qrfac, diag, qtf, delta, par, wa1);
/* store the direction p and x + p. calculate the norm of p. */
-
wa1 = -wa1;
wa2 = x + wa1;
wa3 = diag.cwiseProduct(wa1);
pnorm = wa3.stableNorm();
/* on the first iteration, adjust the initial step bound. */
-
if (iter == 1)
delta = std::min(delta,pnorm);
/* evaluate the function at x + p and calculate its norm. */
-
if ( functor(wa2, wa4) < 0)
return UserAsked;
++nfev;
fnorm1 = wa4.stableNorm();
/* compute the scaled actual reduction. */
-
actred = -1.;
if (Scalar(.1) * fnorm1 < fnorm) /* Computing 2nd power */
actred = 1. - ei_abs2(fnorm1 / fnorm);
/* compute the scaled predicted reduction and */
/* the scaled directional derivative. */
-
wa3.fill(0.);
for (j = 0; j < n; ++j) {
l = ipvt[j];
@@ -383,13 +366,11 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
/* compute the ratio of the actual to the predicted */
/* reduction. */
-
ratio = 0.;
if (prered != 0.)
ratio = actred / prered;
/* update the step bound. */
-
if (ratio <= Scalar(.25)) {
if (actred >= 0.)
temp = Scalar(.5);
@@ -406,7 +387,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
}
/* test for successful iteration. */
-
if (ratio >= Scalar(1e-4)) {
/* successful iteration. update x, fvec, and their norms. */
x = wa2;
@@ -418,7 +398,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
}
/* tests for convergence. */
-
if (ei_abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm)
return RelativeErrorAndReductionTooSmall;
if (ei_abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.)
@@ -427,7 +406,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
return RelativeErrorTooSmall;
/* tests for termination and stringent tolerances. */
-
if (nfev >= parameters.maxfev)
return TooManyFunctionEvaluation;
if (ei_abs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && Scalar(.5) * ratio <= 1.)
@@ -489,7 +467,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageInit(
njev = 0;
/* check the input parameters for errors. */
-
if (n <= 0 || m < n || parameters.ftol < 0. || parameters.xtol < 0. || parameters.gtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0.)
return ImproperInputParameters;
@@ -500,14 +477,12 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageInit(
/* evaluate the function at the starting point */
/* and calculate its norm. */
-
nfev = 1;
if ( functor(x, fvec) < 0)
return UserAsked;
fnorm = fvec.stableNorm();
/* initialize levenberg-marquardt parameter and iteration counter. */
-
par = 0.;
iter = 1;
@@ -529,7 +504,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
/* calculated one row at a time, while simultaneously */
/* forming (q transpose)*fvec and storing the first */
/* n components in qtf. */
-
qtf.fill(0.);
fjac.fill(0.);
int rownb = 2;
@@ -543,7 +517,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
/* if the jacobian is rank deficient, call qrfac to */
/* reorder its columns and update the components of qtf. */
-
sing = false;
for (j = 0; j < n; ++j) {
if (fjac(j,j) == 0.) {
@@ -578,7 +551,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
/* on the first iteration and if mode is 1, scale according */
/* to the norms of the columns of the initial jacobian. */
-
if (iter == 1) {
if (mode != 2)
for (j = 0; j < n; ++j) {
@@ -589,7 +561,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
/* on the first iteration, calculate the norm of the scaled x */
/* and initialize the step bound delta. */
-
wa3 = diag.cwiseProduct(x);
xnorm = wa3.stableNorm();
delta = parameters.factor * xnorm;
@@ -598,7 +569,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
}
/* compute the norm of the scaled gradient. */
-
gnorm = 0.;
if (fnorm != 0.)
for (j = 0; j < n; ++j) {
@@ -613,12 +583,10 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
}
/* test for convergence of the gradient norm. */
-
if (gnorm <= parameters.gtol)
return CosinusTooSmall;
/* rescale if necessary. */
-
if (mode != 2) /* Computing MAX */
diag = diag.cwiseMax(wa2);
@@ -626,37 +594,31 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
do {
/* determine the levenberg-marquardt parameter. */
-
ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1);
/* store the direction p and x + p. calculate the norm of p. */
-
wa1 = -wa1;
wa2 = x + wa1;
wa3 = diag.cwiseProduct(wa1);
pnorm = wa3.stableNorm();
/* on the first iteration, adjust the initial step bound. */
-
if (iter == 1)
delta = std::min(delta,pnorm);
/* evaluate the function at x + p and calculate its norm. */
-
if ( functor(wa2, wa4) < 0)
return UserAsked;
++nfev;
fnorm1 = wa4.stableNorm();
/* compute the scaled actual reduction. */
-
actred = -1.;
if (Scalar(.1) * fnorm1 < fnorm) /* Computing 2nd power */
actred = 1. - ei_abs2(fnorm1 / fnorm);
/* compute the scaled predicted reduction and */
/* the scaled directional derivative. */
-
wa3.fill(0.);
for (j = 0; j < n; ++j) {
l = ipvt[j];
@@ -672,13 +634,11 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
/* compute the ratio of the actual to the predicted */
/* reduction. */
-
ratio = 0.;
if (prered != 0.)
ratio = actred / prered;
/* update the step bound. */
-
if (ratio <= Scalar(.25)) {
if (actred >= 0.)
temp = Scalar(.5);
@@ -695,7 +655,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
}
/* test for successful iteration. */
-
if (ratio >= Scalar(1e-4)) {
/* successful iteration. update x, fvec, and their norms. */
x = wa2;
@@ -707,7 +666,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
}
/* tests for convergence. */
-
if (ei_abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm)
return RelativeErrorAndReductionTooSmall;
if (ei_abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.)
@@ -716,7 +674,6 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
return RelativeErrorTooSmall;
/* tests for termination and stringent tolerances. */
-
if (nfev >= parameters.maxfev)
return TooManyFunctionEvaluation;
if (ei_abs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && Scalar(.5) * ratio <= 1.)
diff --git a/unsupported/Eigen/src/NonLinearOptimization/lmpar.h b/unsupported/Eigen/src/NonLinearOptimization/lmpar.h
index 54c84960a..7f471f60e 100644
--- a/unsupported/Eigen/src/NonLinearOptimization/lmpar.h
+++ b/unsupported/Eigen/src/NonLinearOptimization/lmpar.h
@@ -30,7 +30,6 @@ void ei_lmpar(
/* compute and store in x the gauss-newton direction. if the */
/* jacobian is rank-deficient, obtain a least squares solution. */
-
int nsing = n-1;
wa1 = qtb;
for (j = 0; j < n; ++j) {
@@ -52,7 +51,6 @@ void ei_lmpar(
/* initialize the iteration counter. */
/* evaluate the function at the origin, and test */
/* for acceptance of the gauss-newton direction. */
-
iter = 0;
wa2 = diag.cwiseProduct(x);
dxnorm = wa2.blueNorm();
@@ -65,7 +63,6 @@ void ei_lmpar(
/* if the jacobian is not rank deficient, the newton */
/* step provides a lower bound, parl, for the zero of */
/* the function. otherwise set this bound to zero. */
-
parl = 0.;
if (nsing >= n-1) {
for (j = 0; j < n; ++j) {
@@ -85,7 +82,6 @@ void ei_lmpar(
}
/* calculate an upper bound, paru, for the zero of the function. */
-
for (j = 0; j < n; ++j)
wa1[j] = r.col(j).head(j+1).dot(qtb.head(j+1)) / diag[ipvt[j]];
@@ -96,22 +92,18 @@ void ei_lmpar(
/* if the input par lies outside of the interval (parl,paru), */
/* set par to the closer endpoint. */
-
par = std::max(par,parl);
par = std::min(par,paru);
if (par == 0.)
par = gnorm / dxnorm;
/* beginning of an iteration. */
-
while (true) {
++iter;
/* evaluate the function at the current value of par. */
-
if (par == 0.)
par = std::max(dwarf,Scalar(.001) * paru); /* Computing MAX */
-
wa1 = ei_sqrt(par)* diag;
Matrix< Scalar, Dynamic, 1 > sdiag(n);
@@ -125,12 +117,10 @@ void ei_lmpar(
/* if the function is small enough, accept the current value */
/* of par. also test for the exceptional cases where parl */
/* is zero or the number of iterations has reached 10. */
-
if (ei_abs(fp) <= Scalar(0.1) * delta || (parl == 0. && fp <= temp && temp < 0.) || iter == 10)
break;
/* compute the newton correction. */
-
for (j = 0; j < n; ++j) {
l = ipvt[j];
wa1[j] = diag[l] * (wa2[l] / dxnorm);
@@ -145,23 +135,19 @@ void ei_lmpar(
parc = fp / delta / temp / temp;
/* depending on the sign of the function, update parl or paru. */
-
if (fp > 0.)
parl = std::max(parl,par);
if (fp < 0.)
paru = std::min(paru,par);
/* compute an improved estimate for par. */
-
/* Computing MAX */
par = std::max(parl,par+parc);
/* end of an iteration. */
-
}
/* termination. */
-
if (iter == 0)
par = 0.;
return;
@@ -198,7 +184,6 @@ void ei_lmpar2(
/* compute and store in x the gauss-newton direction. if the */
/* jacobian is rank-deficient, obtain a least squares solution. */
-
// const int rank = qr.nonzeroPivots(); // exactly double(0.)
const int rank = qr.rank(); // use a threshold
wa1 = qtb; wa1.segment(rank,n-rank).setZero();
@@ -209,7 +194,6 @@ void ei_lmpar2(
/* initialize the iteration counter. */
/* evaluate the function at the origin, and test */
/* for acceptance of the gauss-newton direction. */
-
iter = 0;
wa2 = diag.cwiseProduct(x);
dxnorm = wa2.blueNorm();
@@ -222,7 +206,6 @@ void ei_lmpar2(
/* if the jacobian is not rank deficient, the newton */
/* step provides a lower bound, parl, for the zero of */
/* the function. otherwise set this bound to zero. */
-
parl = 0.;
if (rank==n) {
wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2)/dxnorm;
@@ -232,7 +215,6 @@ void ei_lmpar2(
}
/* calculate an upper bound, paru, for the zero of the function. */
-
for (j = 0; j < n; ++j)
wa1[j] = qr.matrixQR().col(j).head(j+1).dot(qtb.head(j+1)) / diag[qr.colsPermutation().indices()(j)];
@@ -243,23 +225,19 @@ void ei_lmpar2(
/* if the input par lies outside of the interval (parl,paru), */
/* set par to the closer endpoint. */
-
par = std::max(par,parl);
par = std::min(par,paru);
if (par == 0.)
par = gnorm / dxnorm;
/* beginning of an iteration. */
-
Matrix< Scalar, Dynamic, Dynamic > s = qr.matrixQR();
while (true) {
++iter;
/* evaluate the function at the current value of par. */
-
if (par == 0.)
par = std::max(dwarf,Scalar(.001) * paru); /* Computing MAX */
-
wa1 = ei_sqrt(par)* diag;
Matrix< Scalar, Dynamic, 1 > sdiag(n);
@@ -273,12 +251,10 @@ void ei_lmpar2(
/* if the function is small enough, accept the current value */
/* of par. also test for the exceptional cases where parl */
/* is zero or the number of iterations has reached 10. */
-
if (ei_abs(fp) <= Scalar(0.1) * delta || (parl == 0. && fp <= temp && temp < 0.) || iter == 10)
break;
/* compute the newton correction. */
-
wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2/dxnorm);
for (j = 0; j < n; ++j) {
wa1[j] /= sdiag[j];
@@ -290,7 +266,6 @@ void ei_lmpar2(
parc = fp / delta / temp / temp;
/* depending on the sign of the function, update parl or paru. */
-
if (fp > 0.)
parl = std::max(parl,par);
if (fp < 0.)