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authorGravatar Thomas Capricelli <orzel@freehackers.org>2009-08-24 16:05:57 +0200
committerGravatar Thomas Capricelli <orzel@freehackers.org>2009-08-24 16:05:57 +0200
commit63071ac968fc44884df0ebda8d003b946f580c72 (patch)
treef7ab5295b346aec4ff564d0b46cf5f7db2da9416 /unsupported/Eigen
parent91a2145cb35d7f3889a3c2df6a08e695eb99c8c5 (diff)
cleaning, removing goto's, uniformization (try to reduce diff between
hybr[dj].h or lm[der,dif,str].h as much as possible), for future merging.
Diffstat (limited to 'unsupported/Eigen')
-rw-r--r--unsupported/Eigen/src/NonLinear/hybrd.h66
-rw-r--r--unsupported/Eigen/src/NonLinear/hybrj.h64
-rw-r--r--unsupported/Eigen/src/NonLinear/lmder.h55
-rw-r--r--unsupported/Eigen/src/NonLinear/lmdif.h448
-rw-r--r--unsupported/Eigen/src/NonLinear/lmstr.h492
5 files changed, 489 insertions, 636 deletions
diff --git a/unsupported/Eigen/src/NonLinear/hybrd.h b/unsupported/Eigen/src/NonLinear/hybrd.h
index 4d0416917..d6d0f02ea 100644
--- a/unsupported/Eigen/src/NonLinear/hybrd.h
+++ b/unsupported/Eigen/src/NonLinear/hybrd.h
@@ -89,7 +89,7 @@ int ei_hybrd(
while (true) {
jeval = true;
- /* calculate the jacobian matrix. */
+ /* calculate the jacobian matrix. */
iflag = ei_fdjac1<Functor,Scalar>(x, fvec, fjac,
nb_of_subdiagonals, nb_of_superdiagonals, epsfcn, wa1, wa2);
@@ -97,12 +97,12 @@ int ei_hybrd(
if (iflag < 0)
break;
- /* compute the qr factorization of the jacobian. */
+ /* compute the qr factorization of the jacobian. */
ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), false, iwa, 1, wa1.data(), wa2.data());
- /* on the first iteration and if mode is 1, scale according */
- /* to the norms of the columns of the initial jacobian. */
+ /* 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)
@@ -112,8 +112,8 @@ int ei_hybrd(
diag[j] = 1.;
}
- /* on the first iteration, calculate the norm of the scaled x */
- /* and initialize the step bound delta. */
+ /* on the first iteration, calculate the norm of the scaled x */
+ /* and initialize the step bound delta. */
wa3 = diag.cwise() * x;
xnorm = wa3.stableNorm();
@@ -122,7 +122,7 @@ int ei_hybrd(
delta = factor;
}
- /* form (q transpose)*fvec and store in qtf. */
+ /* form (q transpose)*fvec and store in qtf. */
qtf = fvec;
for (j = 0; j < n; ++j)
@@ -135,7 +135,7 @@ int ei_hybrd(
qtf[i] += fjac(i,j) * temp;
}
- /* copy the triangular factor of the qr factorization into r. */
+ /* copy the triangular factor of the qr factorization into r. */
sing = false;
for (j = 0; j < n; ++j) {
@@ -150,20 +150,20 @@ int ei_hybrd(
sing = true;
}
- /* accumulate the orthogonal factor in fjac. */
+ /* accumulate the orthogonal factor in fjac. */
ei_qform<Scalar>(n, n, fjac.data(), fjac.rows(), wa1.data());
- /* rescale if necessary. */
+ /* rescale if necessary. */
/* Computing MAX */
if (mode != 2)
diag = diag.cwise().max(wa2);
- /* beginning of the inner loop. */
+ /* beginning of the inner loop. */
while (true) {
- /* if requested, call Functor::f to enable printing of iterates. */
+ /* if requested, call Functor::f to enable printing of iterates. */
if (nprint > 0) {
iflag = 0;
@@ -173,23 +173,23 @@ int ei_hybrd(
goto L300;
}
- /* determine the direction p. */
+ /* determine the direction p. */
ei_dogleg<Scalar>(R, diag, qtf, delta, wa1);
- /* store the direction p and x + p. calculate the norm of p. */
+ /* store the direction p and x + p. calculate the norm of p. */
wa1 = -wa1;
wa2 = x + wa1;
wa3 = diag.cwise() * wa1;
pnorm = wa3.stableNorm();
- /* on the first iteration, adjust the initial step bound. */
+ /* 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. */
+ /* evaluate the function at x + p and calculate its norm. */
iflag = Functor::f(wa2, wa4);
++nfev;
@@ -197,13 +197,13 @@ int ei_hybrd(
goto L300;
fnorm1 = wa4.stableNorm();
- /* compute the scaled actual reduction. */
+ /* compute the scaled actual reduction. */
actred = -1.;
if (fnorm1 < fnorm) /* Computing 2nd power */
actred = 1. - ei_abs2(fnorm1 / fnorm);
- /* compute the scaled predicted reduction. */
+ /* compute the scaled predicted reduction. */
l = 0;
for (i = 0; i < n; ++i) {
@@ -219,14 +219,14 @@ int ei_hybrd(
if (temp < fnorm) /* Computing 2nd power */
prered = 1. - ei_abs2(temp / fnorm);
- /* compute the ratio of the actual to the predicted */
- /* reduction. */
+ /* compute the ratio of the actual to the predicted */
+ /* reduction. */
ratio = 0.;
if (prered > 0.)
ratio = actred / prered;
- /* update the step bound. */
+ /* update the step bound. */
if (ratio < Scalar(.1)) {
ncsuc = 0;
@@ -242,10 +242,10 @@ int ei_hybrd(
}
}
- /* test for successful iteration. */
+ /* test for successful iteration. */
if (ratio >= Scalar(1e-4)) {
- /* successful iteration. update x, fvec, and their norms. */
+ /* successful iteration. update x, fvec, and their norms. */
x = wa2;
wa2 = diag.cwise() * x;
fvec = wa4;
@@ -254,7 +254,7 @@ int ei_hybrd(
++iter;
}
- /* determine the progress of the iteration. */
+ /* determine the progress of the iteration. */
++nslow1;
if (actred >= Scalar(.001))
@@ -264,14 +264,14 @@ int ei_hybrd(
if (actred >= Scalar(.1))
nslow2 = 0;
- /* test for convergence. */
+ /* test for convergence. */
if (delta <= xtol * xnorm || fnorm == 0.)
info = 1;
if (info != 0)
goto L300;
- /* tests for termination and stringent tolerances. */
+ /* tests for termination and stringent tolerances. */
if (nfev >= maxfev)
info = 2;
@@ -285,14 +285,14 @@ int ei_hybrd(
if (info != 0)
goto L300;
- /* criterion for recalculating jacobian approximation */
- /* by forward differences. */
+ /* criterion for recalculating jacobian approximation */
+ /* by forward differences. */
if (ncfail == 2)
break;
- /* calculate the rank one modification to the jacobian */
- /* and update qtf if necessary. */
+ /* calculate the rank one modification to the jacobian */
+ /* and update qtf if necessary. */
for (j = 0; j < n; ++j) {
sum = wa4.dot(fjac.col(j));
@@ -302,17 +302,17 @@ int ei_hybrd(
qtf[j] = sum;
}
- /* compute the qr factorization of the updated jacobian. */
+ /* compute the qr factorization of the updated jacobian. */
ei_r1updt<Scalar>(n, n, R.data(), R.size(), wa1.data(), wa2.data(), wa3.data(), &sing);
ei_r1mpyq<Scalar>(n, n, fjac.data(), fjac.rows(), wa2.data(), wa3.data());
ei_r1mpyq<Scalar>(1, n, qtf.data(), 1, wa2.data(), wa3.data());
- /* end of the inner loop. */
+ /* end of the inner loop. */
jeval = false;
}
- /* end of the outer loop. */
+ /* end of the outer loop. */
}
L300:
/* termination, either normal or user imposed. */
diff --git a/unsupported/Eigen/src/NonLinear/hybrj.h b/unsupported/Eigen/src/NonLinear/hybrj.h
index 4276d804b..ba4b8493a 100644
--- a/unsupported/Eigen/src/NonLinear/hybrj.h
+++ b/unsupported/Eigen/src/NonLinear/hybrj.h
@@ -78,19 +78,19 @@ int ei_hybrj(
while (true) {
jeval = true;
- /* calculate the jacobian matrix. */
+ /* calculate the jacobian matrix. */
iflag = Functor::df(x, fjac);
++njev;
if (iflag < 0)
break;
- /* compute the qr factorization of the jacobian. */
+ /* compute the qr factorization of the jacobian. */
ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), false, iwa, 1, wa1.data(), wa2.data());
- /* on the first iteration and if mode is 1, scale according */
- /* to the norms of the columns of the initial jacobian. */
+ /* 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)
@@ -100,8 +100,8 @@ int ei_hybrj(
diag[j] = 1.;
}
- /* on the first iteration, calculate the norm of the scaled x */
- /* and initialize the step bound delta. */
+ /* on the first iteration, calculate the norm of the scaled x */
+ /* and initialize the step bound delta. */
wa3 = diag.cwise() * x;
xnorm = wa3.stableNorm();
@@ -110,7 +110,7 @@ int ei_hybrj(
delta = factor;
}
- /* form (q transpose)*fvec and store in qtf. */
+ /* form (q transpose)*fvec and store in qtf. */
qtf = fvec;
for (j = 0; j < n; ++j)
@@ -123,7 +123,7 @@ int ei_hybrj(
qtf[i] += fjac(i,j) * temp;
}
- /* copy the triangular factor of the qr factorization into r. */
+ /* copy the triangular factor of the qr factorization into r. */
sing = false;
for (j = 0; j < n; ++j) {
@@ -138,20 +138,20 @@ int ei_hybrj(
sing = true;
}
- /* accumulate the orthogonal factor in fjac. */
+ /* accumulate the orthogonal factor in fjac. */
ei_qform<Scalar>(n, n, fjac.data(), fjac.rows(), wa1.data());
- /* rescale if necessary. */
+ /* rescale if necessary. */
/* Computing MAX */
if (mode != 2)
diag = diag.cwise().max(wa2);
- /* beginning of the inner loop. */
+ /* beginning of the inner loop. */
while (true) {
- /* if requested, call Functor::f to enable printing of iterates. */
+ /* if requested, call Functor::f to enable printing of iterates. */
if (nprint > 0) {
iflag = 0;
@@ -161,23 +161,23 @@ int ei_hybrj(
goto L300;
}
- /* determine the direction p. */
+ /* determine the direction p. */
ei_dogleg<Scalar>(R, diag, qtf, delta, wa1);
- /* store the direction p and x + p. calculate the norm of p. */
+ /* store the direction p and x + p. calculate the norm of p. */
wa1 = -wa1;
wa2 = x + wa1;
wa3 = diag.cwise() * wa1;
pnorm = wa3.stableNorm();
- /* on the first iteration, adjust the initial step bound. */
+ /* 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. */
+ /* evaluate the function at x + p and calculate its norm. */
iflag = Functor::f(wa2, wa4);
++nfev;
@@ -185,13 +185,13 @@ int ei_hybrj(
goto L300;
fnorm1 = wa4.stableNorm();
- /* compute the scaled actual reduction. */
+ /* compute the scaled actual reduction. */
actred = -1.;
if (fnorm1 < fnorm) /* Computing 2nd power */
actred = 1. - ei_abs2(fnorm1 / fnorm);
- /* compute the scaled predicted reduction. */
+ /* compute the scaled predicted reduction. */
l = 0;
for (i = 0; i < n; ++i) {
@@ -207,14 +207,14 @@ int ei_hybrj(
if (temp < fnorm) /* Computing 2nd power */
prered = 1. - ei_abs2(temp / fnorm);
- /* compute the ratio of the actual to the predicted */
- /* reduction. */
+ /* compute the ratio of the actual to the predicted */
+ /* reduction. */
ratio = 0.;
if (prered > 0.)
ratio = actred / prered;
- /* update the step bound. */
+ /* update the step bound. */
if (ratio < Scalar(.1)) {
ncsuc = 0;
@@ -230,10 +230,10 @@ int ei_hybrj(
}
}
- /* test for successful iteration. */
+ /* test for successful iteration. */
if (ratio >= Scalar(1e-4)) {
- /* successful iteration. update x, fvec, and their norms. */
+ /* successful iteration. update x, fvec, and their norms. */
x = wa2;
wa2 = diag.cwise() * x;
fvec = wa4;
@@ -242,7 +242,7 @@ int ei_hybrj(
++iter;
}
- /* determine the progress of the iteration. */
+ /* determine the progress of the iteration. */
++nslow1;
if (actred >= Scalar(.001))
@@ -252,14 +252,14 @@ int ei_hybrj(
if (actred >= Scalar(.1))
nslow2 = 0;
- /* test for convergence. */
+ /* test for convergence. */
if (delta <= xtol * xnorm || fnorm == 0.)
info = 1;
if (info != 0)
goto L300;
- /* tests for termination and stringent tolerances. */
+ /* tests for termination and stringent tolerances. */
if (nfev >= maxfev)
info = 2;
@@ -273,13 +273,13 @@ int ei_hybrj(
if (info != 0)
goto L300;
- /* criterion for recalculating jacobian. */
+ /* criterion for recalculating jacobian. */
if (ncfail == 2)
break;
- /* calculate the rank one modification to the jacobian */
- /* and update qtf if necessary. */
+ /* calculate the rank one modification to the jacobian */
+ /* and update qtf if necessary. */
for (j = 0; j < n; ++j) {
sum = wa4.dot(fjac.col(j));
@@ -289,17 +289,17 @@ int ei_hybrj(
qtf[j] = sum;
}
- /* compute the qr factorization of the updated jacobian. */
+ /* compute the qr factorization of the updated jacobian. */
ei_r1updt<Scalar>(n, n, R.data(), R.size(), wa1.data(), wa2.data(), wa3.data(), &sing);
ei_r1mpyq<Scalar>(n, n, fjac.data(), fjac.rows(), wa2.data(), wa3.data());
ei_r1mpyq<Scalar>(1, n, qtf.data(), 1, wa2.data(), wa3.data());
- /* end of the inner loop. */
+ /* end of the inner loop. */
jeval = false;
}
- /* end of the outer loop. */
+ /* end of the outer loop. */
}
L300:
/* termination, either normal or user imposed. */
diff --git a/unsupported/Eigen/src/NonLinear/lmder.h b/unsupported/Eigen/src/NonLinear/lmder.h
index d651da7d5..1f0e5b20b 100644
--- a/unsupported/Eigen/src/NonLinear/lmder.h
+++ b/unsupported/Eigen/src/NonLinear/lmder.h
@@ -46,8 +46,7 @@ int ei_lmder(
/* check the input parameters for errors. */
- if (n <= 0 || m < n || ftol < 0. || xtol < 0. ||
- gtol < 0. || maxfev <= 0 || factor <= 0.)
+ if (n <= 0 || m < n || ftol < 0. || xtol < 0. || gtol < 0. || maxfev <= 0 || factor <= 0.)
goto L300;
if (mode == 2)
@@ -70,16 +69,16 @@ int ei_lmder(
/* beginning of the outer loop. */
- while(true) {
+ while (true) {
- /* calculate the jacobian matrix. */
+ /* calculate the jacobian matrix. */
iflag = Functor::df(x, fjac);
++njev;
if (iflag < 0)
break;
- /* if requested, call Functor::f to enable printing of iterates. */
+ /* if requested, call Functor::f to enable printing of iterates. */
if (nprint > 0) {
iflag = 0;
@@ -89,13 +88,13 @@ int ei_lmder(
break;
}
- /* compute the qr factorization of the jacobian. */
+ /* compute the qr factorization of the jacobian. */
ei_qrfac<Scalar>(m, n, fjac.data(), fjac.rows(), true, ipvt.data(), n, wa1.data(), wa2.data());
ipvt.cwise()-=1; // qrfac() creates ipvt with fortran convetion (1->n), convert it to c (0->n-1)
- /* on the first iteration and if mode is 1, scale according */
- /* to the norms of the columns of the initial jacobian. */
+ /* 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)
@@ -104,8 +103,10 @@ int ei_lmder(
if (wa2[j] == 0.)
diag[j] = 1.;
}
- /* on the first iteration, calculate the norm of the scaled x */
- /* and initialize the step bound delta. */
+
+ /* on the first iteration, calculate the norm of the scaled x */
+ /* and initialize the step bound delta. */
+
wa3 = diag.cwise() * x;
xnorm = wa3.stableNorm();
delta = factor * xnorm;
@@ -113,8 +114,8 @@ int ei_lmder(
delta = factor;
}
- /* form (q transpose)*fvec and store the first n components in */
- /* qtf. */
+ /* form (q transpose)*fvec and store the first n components in */
+ /* qtf. */
wa4 = fvec;
for (j = 0; j < n; ++j) {
@@ -130,7 +131,7 @@ int ei_lmder(
qtf[j] = wa4[j];
}
- /* compute the norm of the scaled gradient. */
+ /* compute the norm of the scaled gradient. */
gnorm = 0.;
if (fnorm != 0.)
@@ -145,21 +146,21 @@ int ei_lmder(
}
}
- /* test for convergence of the gradient norm. */
+ /* test for convergence of the gradient norm. */
- if (gnorm <= gtol) {
+ if (gnorm <= gtol)
info = 4;
- }
if (info != 0)
break;
- /* rescale if necessary. */
+ /* rescale if necessary. */
if (mode != 2) /* Computing MAX */
diag = diag.cwise().max(wa2);
- /* beginning of the inner loop. */
+ /* beginning of the inner loop. */
do {
+
/* determine the levenberg-marquardt parameter. */
ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2);
@@ -173,9 +174,8 @@ int ei_lmder(
/* on the first iteration, adjust the initial step bound. */
- if (iter == 1) {
+ if (iter == 1)
delta = std::min(delta,pnorm);
- }
/* evaluate the function at x + p and calculate its norm. */
@@ -198,9 +198,8 @@ int ei_lmder(
for (j = 0; j < n; ++j) {
l = ipvt[j];
temp = wa1[l];
- for (i = 0; i <= j; ++i) {
+ for (i = 0; i <= j; ++i)
wa3[i] += fjac(i,j) * temp;
- }
}
temp1 = ei_abs2(wa3.stableNorm() / fnorm);
temp2 = ei_abs2(ei_sqrt(par) * pnorm / fnorm);
@@ -227,12 +226,9 @@ int ei_lmder(
/* Computing MIN */
delta = temp * std::min(delta, pnorm / Scalar(.1));
par /= temp;
- }
- else {
- if (!(par != 0. && ratio < Scalar(.75))) {
- delta = pnorm / Scalar(.5);
- par = Scalar(.5) * par;
- }
+ } else if (!(par != 0. && ratio < Scalar(.75))) {
+ delta = pnorm / Scalar(.5);
+ par = Scalar(.5) * par;
}
/* test for successful iteration. */
@@ -272,12 +268,11 @@ int ei_lmder(
goto L300;
/* end of the inner loop. repeat if iteration unsuccessful. */
} while (ratio < Scalar(1e-4));
- /* end of the outer loop. */
+ /* end of the outer loop. */
}
L300:
/* termination, either normal or user imposed. */
-
if (iflag < 0)
info = iflag;
if (nprint > 0)
diff --git a/unsupported/Eigen/src/NonLinear/lmdif.h b/unsupported/Eigen/src/NonLinear/lmdif.h
index 42aefb32d..70d6b76bc 100644
--- a/unsupported/Eigen/src/NonLinear/lmdif.h
+++ b/unsupported/Eigen/src/NonLinear/lmdif.h
@@ -45,10 +45,8 @@ int ei_lmdif(
/* check the input parameters for errors. */
- if (n <= 0 || m < n || ftol < 0. || xtol < 0. ||
- gtol < 0. || maxfev <= 0 || factor <= 0.) {
+ if (n <= 0 || m < n || ftol < 0. || xtol < 0. || gtol < 0. || maxfev <= 0 || factor <= 0.)
goto L300;
- }
if (mode == 2)
for (j = 0; j < n; ++j)
if (diag[j] <= 0.) goto L300;
@@ -58,9 +56,8 @@ int ei_lmdif(
iflag = Functor::f(x, fvec);
nfev = 1;
- if (iflag < 0) {
+ if (iflag < 0)
goto L300;
- }
fnorm = fvec.stableNorm();
/* initialize levenberg-marquardt parameter and iteration counter. */
@@ -70,283 +67,214 @@ int ei_lmdif(
/* beginning of the outer loop. */
-L30:
-
- /* calculate the jacobian matrix. */
+ while (true) {
- iflag = ei_fdjac2<Functor,Scalar>(x, fvec, fjac, epsfcn, wa4);
- nfev += n;
- if (iflag < 0) {
- goto L300;
- }
+ /* calculate the jacobian matrix. */
- /* if requested, call Functor::f to enable printing of iterates. */
+ iflag = ei_fdjac2<Functor,Scalar>(x, fvec, fjac, epsfcn, wa4);
+ nfev += n;
+ if (iflag < 0)
+ break;
- if (nprint <= 0) {
- goto L40;
- }
- iflag = 0;
- if ((iter - 1) % nprint == 0) {
- iflag = Functor::debug(x, fvec);
- }
- if (iflag < 0) {
- goto L300;
- }
-L40:
+ /* if requested, call Functor::f to enable printing of iterates. */
- /* compute the qr factorization of the jacobian. */
-
- ei_qrfac<Scalar>(m, n, fjac.data(), fjac.rows(), true, ipvt.data(), n, wa1.data(), wa2.data());
- ipvt.cwise()-=1; // qrfac() creates ipvt with fortran convetion (1->n), convert it to c (0->n-1)
-
- /* on the first iteration and if mode is 1, scale according */
- /* to the norms of the columns of the initial jacobian. */
-
- if (iter != 1) {
- goto L80;
- }
- if (mode == 2) {
- goto L60;
- }
- for (j = 0; j < n; ++j) {
- diag[j] = wa2[j];
- if (wa2[j] == 0.) {
- diag[j] = 1.;
+ if (nprint > 0) {
+ iflag = 0;
+ if ((iter - 1) % nprint == 0)
+ iflag = Functor::debug(x, fvec);
+ if (iflag < 0)
+ break;
}
- /* L50: */
- }
-L60:
- /* on the first iteration, calculate the norm of the scaled x */
- /* and initialize the step bound delta. */
+ /* compute the qr factorization of the jacobian. */
- wa3 = diag.cwise() * x;
- xnorm = wa3.stableNorm();
- delta = factor * xnorm;
- if (delta == 0.) {
- delta = factor;
- }
-L80:
+ ei_qrfac<Scalar>(m, n, fjac.data(), fjac.rows(), true, ipvt.data(), n, wa1.data(), wa2.data());
+ ipvt.cwise()-=1; // qrfac() creates ipvt with fortran convetion (1->n), convert it to c (0->n-1)
- /* form (q transpose)*fvec and store the first n components in */
- /* qtf. */
+ /* on the first iteration and if mode is 1, scale according */
+ /* to the norms of the columns of the initial jacobian. */
- wa4 = fvec;
- for (j = 0; j < n; ++j) {
- if (fjac(j,j) == 0.) {
- goto L120;
- }
- sum = 0.;
- for (i = j; i < m; ++i) {
- sum += fjac(i,j) * wa4[i];
- /* L100: */
- }
- temp = -sum / fjac(j,j);
- for (i = j; i < m; ++i) {
- wa4[i] += fjac(i,j) * temp;
- /* L110: */
- }
-L120:
- fjac(j,j) = wa1[j];
- qtf[j] = wa4[j];
- /* L130: */
- }
+ if (iter == 1) {
+ if (mode != 2)
+ for (j = 0; j < n; ++j) {
+ diag[j] = wa2[j];
+ if (wa2[j] == 0.)
+ diag[j] = 1.;
+ }
- /* compute the norm of the scaled gradient. */
+ /* on the first iteration, calculate the norm of the scaled x */
+ /* and initialize the step bound delta. */
- gnorm = 0.;
- if (fnorm == 0.) {
- goto L170;
- }
- for (j = 0; j < n; ++j) {
- l = ipvt[j];
- if (wa2[l] != 0.) {
- sum = 0.;
- for (i = 0; i <= j; ++i)
- sum += fjac(i,j) * (qtf[i] / fnorm);
- /* Computing MAX */
- gnorm = std::max(gnorm, ei_abs(sum / wa2[l]));
+ wa3 = diag.cwise() * x;
+ xnorm = wa3.stableNorm();
+ delta = factor * xnorm;
+ if (delta == 0.)
+ delta = factor;
}
- }
-L170:
-
- /* test for convergence of the gradient norm. */
-
- if (gnorm <= gtol) {
- info = 4;
- }
- if (info != 0) {
- goto L300;
- }
-
- /* rescale if necessary. */
-
- if (mode == 2) {
- goto L190;
- }
- /* Computing MAX */
- diag = diag.cwise().max(wa2);
-L190:
-
- /* beginning of the inner loop. */
-
-L200:
-
- /* determine the levenberg-marquardt parameter. */
-
- ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2);
-
- /* store the direction p and x + p. calculate the norm of p. */
-
- wa1 = -wa1;
- wa2 = x + wa1;
- wa3 = diag.cwise() * 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. */
-
- iflag = Functor::f(wa2, wa4);
- ++nfev;
- if (iflag < 0) {
- goto L300;
- }
- 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];
- temp = wa1[l];
- for (i = 0; i <= j; ++i) {
- wa3[i] += fjac(i,j) * temp;
- /* L220: */
+ /* form (q transpose)*fvec and store the first n components in */
+ /* qtf. */
+
+ wa4 = fvec;
+ for (j = 0; j < n; ++j) {
+ if (fjac(j,j) != 0.) {
+ sum = 0.;
+ for (i = j; i < m; ++i)
+ sum += fjac(i,j) * wa4[i];
+ temp = -sum / fjac(j,j);
+ for (i = j; i < m; ++i)
+ wa4[i] += fjac(i,j) * temp;
+ }
+ fjac(j,j) = wa1[j];
+ qtf[j] = wa4[j];
}
- /* L230: */
- }
- temp1 = ei_abs2(wa3.stableNorm() / fnorm);
- temp2 = ei_abs2(ei_sqrt(par) * pnorm / fnorm);
- /* Computing 2nd power */
- prered = temp1 + temp2 / Scalar(.5);
- dirder = -(temp1 + temp2);
-
- /* compute the ratio of the actual to the predicted */
- /* reduction. */
-
- ratio = 0.;
- if (prered != 0.) {
- ratio = actred / prered;
- }
- /* update the step bound. */
+ /* compute the norm of the scaled gradient. */
- if (ratio > Scalar(.25)) {
- goto L240;
- }
- if (actred >= 0.) {
- temp = Scalar(.5);
- }
- if (actred < 0.) {
- temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);
- }
- if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))
- temp = Scalar(.1);
- /* Computing MIN */
- delta = temp * std::min(delta, pnorm / Scalar(.1));
- par /= temp;
- goto L260;
-L240:
- if (par != 0. && ratio < Scalar(.75)) {
- goto L250;
- }
- delta = pnorm / Scalar(.5);
- par = Scalar(.5) * par;
-L250:
-L260:
-
- /* test for successful iteration. */
-
- if (ratio < Scalar(1e-4)) {
- goto L290;
- }
-
- /* successful iteration. update x, fvec, and their norms. */
-
- x = wa2;
- wa2 = diag.cwise() * x;
- fvec = wa4;
- xnorm = wa2.stableNorm();
- fnorm = fnorm1;
- ++iter;
-L290:
-
- /* tests for convergence. */
-
- if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1.) {
- info = 1;
- }
- if (delta <= xtol * xnorm) {
- info = 2;
+ gnorm = 0.;
+ if (fnorm != 0.)
+ for (j = 0; j < n; ++j) {
+ l = ipvt[j];
+ if (wa2[l] != 0.) {
+ sum = 0.;
+ for (i = 0; i <= j; ++i)
+ sum += fjac(i,j) * (qtf[i] / fnorm);
+ /* Computing MAX */
+ gnorm = std::max(gnorm, ei_abs(sum / wa2[l]));
+ }
+ }
+
+ /* test for convergence of the gradient norm. */
+
+ if (gnorm <= gtol)
+ info = 4;
+ if (info != 0)
+ break;
+
+ /* rescale if necessary. */
+
+ if (mode != 2) /* Computing MAX */
+ diag = diag.cwise().max(wa2);
+
+ /* beginning of the inner loop. */
+ do {
+
+ /* determine the levenberg-marquardt parameter. */
+
+ ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2);
+
+ /* store the direction p and x + p. calculate the norm of p. */
+
+ wa1 = -wa1;
+ wa2 = x + wa1;
+ wa3 = diag.cwise() * 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. */
+
+ iflag = Functor::f(wa2, wa4);
+ ++nfev;
+ if (iflag < 0)
+ goto L300;
+ 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];
+ temp = wa1[l];
+ for (i = 0; i <= j; ++i)
+ wa3[i] += fjac(i,j) * temp;
+ }
+ temp1 = ei_abs2(wa3.stableNorm() / fnorm);
+ temp2 = ei_abs2(ei_sqrt(par) * pnorm / fnorm);
+ /* Computing 2nd power */
+ prered = temp1 + temp2 / Scalar(.5);
+ dirder = -(temp1 + temp2);
+
+ /* 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);
+ if (actred < 0.)
+ temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);
+ if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))
+ temp = Scalar(.1);
+ /* Computing MIN */
+ delta = temp * std::min(delta, pnorm / Scalar(.1));
+ par /= temp;
+ } else if (!(par != 0. && ratio < Scalar(.75))) {
+ delta = pnorm / Scalar(.5);
+ par = Scalar(.5) * par;
+ }
+
+ /* test for successful iteration. */
+
+ if (ratio >= Scalar(1e-4)) {
+ /* successful iteration. update x, fvec, and their norms. */
+ x = wa2;
+ wa2 = diag.cwise() * x;
+ fvec = wa4;
+ xnorm = wa2.stableNorm();
+ fnorm = fnorm1;
+ ++iter;
+ }
+
+ /* tests for convergence. */
+
+ if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1.)
+ info = 1;
+ if (delta <= xtol * xnorm)
+ info = 2;
+ if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1. && info == 2)
+ info = 3;
+ if (info != 0)
+ goto L300;
+
+ /* tests for termination and stringent tolerances. */
+
+ if (nfev >= maxfev)
+ info = 5;
+ if (ei_abs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && Scalar(.5) * ratio <= 1.)
+ info = 6;
+ if (delta <= epsilon<Scalar>() * xnorm)
+ info = 7;
+ if (gnorm <= epsilon<Scalar>())
+ info = 8;
+ if (info != 0)
+ goto L300;
+ /* end of the inner loop. repeat if iteration unsuccessful. */
+ } while (ratio < Scalar(1e-4));
+ /* end of the outer loop. */
}
- if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1. && info
- == 2) {
- info = 3;
- }
- if (info != 0) {
- goto L300;
- }
-
- /* tests for termination and stringent tolerances. */
-
- if (nfev >= maxfev) {
- info = 5;
- }
- if (ei_abs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && Scalar(.5) * ratio <= 1.) {
- info = 6;
- }
- if (delta <= epsilon<Scalar>() * xnorm) {
- info = 7;
- }
- if (gnorm <= epsilon<Scalar>()) {
- info = 8;
- }
- if (info != 0) {
- goto L300;
- }
-
- /* end of the inner loop. repeat if iteration unsuccessful. */
-
- if (ratio < Scalar(1e-4)) {
- goto L200;
- }
-
- /* end of the outer loop. */
-
- goto L30;
L300:
/* termination, either normal or user imposed. */
-
- if (iflag < 0) {
+ if (iflag < 0)
info = iflag;
- }
- iflag = 0;
- if (nprint > 0) {
+ if (nprint > 0)
iflag = Functor::debug(x, fvec);
- }
return info;
}
diff --git a/unsupported/Eigen/src/NonLinear/lmstr.h b/unsupported/Eigen/src/NonLinear/lmstr.h
index dab5f8c4d..ed516e5aa 100644
--- a/unsupported/Eigen/src/NonLinear/lmstr.h
+++ b/unsupported/Eigen/src/NonLinear/lmstr.h
@@ -46,22 +46,19 @@ int ei_lmstr(
/* check the input parameters for errors. */
- if (n <= 0 || m < n || ftol < 0. || xtol < 0. ||
- gtol < 0. || maxfev <= 0 || factor <= 0.) {
+ if (n <= 0 || m < n || ftol < 0. || xtol < 0. || gtol < 0. || maxfev <= 0 || factor <= 0.)
goto L340;
- }
if (mode == 2)
for (j = 0; j < n; ++j)
- if (diag[j] <= 0.) goto L300;
+ if (diag[j] <= 0.) goto L340;
/* evaluate the function at the starting point */
/* and calculate its norm. */
iflag = Functor::f(x, fvec);
nfev = 1;
- if (iflag < 0) {
+ if (iflag < 0)
goto L340;
- }
fnorm = fvec.stableNorm();
/* initialize levenberg-marquardt parameter and iteration counter. */
@@ -71,297 +68,230 @@ int ei_lmstr(
/* beginning of the outer loop. */
-L30:
-
- /* if requested, call Functor::f to enable printing of iterates. */
-
- if (nprint <= 0) {
- goto L40;
- }
- iflag = 0;
- if ((iter - 1) % nprint == 0) {
- iflag = Functor::debug(x, fvec, wa3);
- }
- if (iflag < 0) {
- goto L340;
- }
-L40:
-
- /* compute the qr factorization of the jacobian matrix */
- /* 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.);
- iflag = 2;
- for (i = 0; i < m; ++i) {
- if (Functor::df(x, wa3, iflag) < 0)
- goto L340;
- temp = fvec[i];
- ei_rwupdt<Scalar>(n, fjac.data(), fjac.rows(), wa3.data(), qtf.data(), &temp, wa1.data(), wa2.data());
- ++iflag;
- }
- ++njev;
+ while (true) {
- /* if the jacobian is rank deficient, call qrfac to */
- /* reorder its columns and update the components of qtf. */
+ /* if requested, call Functor::f to enable printing of iterates. */
- sing = false;
- for (j = 0; j < n; ++j) {
- if (fjac(j,j) == 0.) {
- sing = true;
+ if (nprint > 0) {
+ iflag = 0;
+ if ((iter - 1) % nprint == 0)
+ iflag = Functor::debug(x, fvec, wa3);
+ if (iflag < 0)
+ break;
}
- ipvt[j] = j;
- wa2[j] = fjac.col(j).start(j).stableNorm();
- }
- if (! sing)
- goto L130;
- ipvt.cwise()+=1;
- ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), true, ipvt.data(), n, wa1.data(), wa2.data());
- ipvt.cwise()-=1; // qrfac() creates ipvt with fortran convetion (1->n), convert it to c (0->n-1)
- for (j = 0; j < n; ++j) {
- if (fjac(j,j) == 0.)
- goto L110;
- sum = 0.;
- for (i = j; i < n; ++i) {
- sum += fjac(i,j) * qtf[i];
- }
- temp = -sum / fjac(j,j);
- for (i = j; i < n; ++i) {
- qtf[i] += fjac(i,j) * temp;
- }
-L110:
- fjac(j,j) = wa1[j];
- /* L120: */
- }
-L130:
-
- /* on the first iteration and if mode is 1, scale according */
- /* to the norms of the columns of the initial jacobian. */
- if (iter != 1) {
- goto L170;
- }
- if (mode == 2) {
- goto L150;
- }
- for (j = 0; j < n; ++j) {
- diag[j] = wa2[j];
- if (wa2[j] == 0.) {
- diag[j] = 1.;
+ /* compute the qr factorization of the jacobian matrix */
+ /* 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.);
+ iflag = 2;
+ for (i = 0; i < m; ++i) {
+ if (Functor::df(x, wa3, iflag) < 0)
+ break;
+ temp = fvec[i];
+ ei_rwupdt<Scalar>(n, fjac.data(), fjac.rows(), wa3.data(), qtf.data(), &temp, wa1.data(), wa2.data());
+ ++iflag;
}
- /* L140: */
- }
-L150:
-
- /* on the first iteration, calculate the norm of the scaled x */
- /* and initialize the step bound delta. */
-
- wa3 = diag.cwise() * x;
- xnorm = wa3.stableNorm();
- delta = factor * xnorm;
- if (delta == 0.) {
- delta = factor;
- }
-L170:
-
- /* compute the norm of the scaled gradient. */
-
- gnorm = 0.;
- if (fnorm == 0.) {
- goto L210;
- }
- for (j = 0; j < n; ++j) {
- l = ipvt[j];
- if (wa2[l] != 0.) {
- sum = 0.;
- for (i = 0; i <= j; ++i)
- sum += fjac(i,j) * (qtf[i] / fnorm);
- /* Computing MAX */
- gnorm = std::max(gnorm, ei_abs(sum / wa2[l]));
+ ++njev;
+
+ /* 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.) {
+ sing = true;
+ }
+ ipvt[j] = j;
+ wa2[j] = fjac.col(j).start(j).stableNorm();
}
- }
-L210:
-
- /* test for convergence of the gradient norm. */
-
- if (gnorm <= gtol) {
- info = 4;
- }
- if (info != 0) {
- goto L340;
- }
-
- /* rescale if necessary. */
-
- if (mode == 2) {
- goto L230;
- }
- /* Computing MAX */
- diag = diag.cwise().max(wa2);
-L230:
-
- /* beginning of the inner loop. */
-
-L240:
-
- /* determine the levenberg-marquardt parameter. */
-
- ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2);
-
- /* store the direction p and x + p. calculate the norm of p. */
-
- wa1 = -wa1;
- wa2 = x + wa1;
- wa3 = diag.cwise() * 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. */
-
- iflag = Functor::f(wa2, wa4);
- ++nfev;
- if (iflag < 0) {
- goto L340;
- }
- 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];
- temp = wa1[l];
- for (i = 0; i <= j; ++i) {
- wa3[i] += fjac(i,j) * temp;
- /* L260: */
+ if (sing) {
+ ipvt.cwise()+=1;
+ ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), true, ipvt.data(), n, wa1.data(), wa2.data());
+ ipvt.cwise()-=1; // qrfac() creates ipvt with fortran convetion (1->n), convert it to c (0->n-1)
+ for (j = 0; j < n; ++j) {
+ if (fjac(j,j) != 0.) {
+ sum = 0.;
+ for (i = j; i < n; ++i)
+ sum += fjac(i,j) * qtf[i];
+ temp = -sum / fjac(j,j);
+ for (i = j; i < n; ++i)
+ qtf[i] += fjac(i,j) * temp;
+ }
+ fjac(j,j) = wa1[j];
+ }
}
- /* L270: */
- }
- temp1 = ei_abs2(wa3.stableNorm() / fnorm);
- temp2 = ei_abs2(ei_sqrt(par) * pnorm / fnorm);
- /* Computing 2nd power */
- prered = temp1 + temp2 / Scalar(.5);
- dirder = -(temp1 + temp2);
-
- /* 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)) {
- goto L280;
- }
- if (actred >= 0.) {
- temp = Scalar(.5);
- }
- if (actred < 0.) {
- temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);
- }
- if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))
- temp = Scalar(.1);
- /* Computing MIN */
- delta = temp * std::min(delta, pnorm / Scalar(.1));
-
- par /= temp;
- goto L300;
-L280:
- if (par != 0. && ratio < Scalar(.75)) {
- goto L290;
- }
- delta = pnorm / Scalar(.5);
- par = Scalar(.5) * par;
-L290:
-L300:
-
- /* test for successful iteration. */
-
- if (ratio < Scalar(1e-4)) {
- goto L330;
- }
-
- /* successful iteration. update x, fvec, and their norms. */
-
- x = wa2;
- wa2 = diag.cwise() * x;
- fvec = wa4;
- xnorm = wa2.stableNorm();
- fnorm = fnorm1;
- ++iter;
-L330:
- /* tests for convergence. */
-
- if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1.) {
- info = 1;
- }
- if (delta <= xtol * xnorm) {
- info = 2;
- }
- if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1. && info
- == 2) {
- info = 3;
- }
- if (info != 0) {
- goto L340;
- }
-
- /* tests for termination and stringent tolerances. */
-
- if (nfev >= maxfev) {
- info = 5;
- }
- if (ei_abs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && Scalar(.5) * ratio <= 1.) {
- info = 6;
- }
- if (delta <= epsilon<Scalar>() * xnorm) {
- info = 7;
- }
- if (gnorm <= epsilon<Scalar>()) {
- info = 8;
- }
- if (info != 0) {
- goto L340;
- }
+ /* 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) {
+ diag[j] = wa2[j];
+ if (wa2[j] == 0.)
+ diag[j] = 1.;
+ }
+
+ /* on the first iteration, calculate the norm of the scaled x */
+ /* and initialize the step bound delta. */
+
+ wa3 = diag.cwise() * x;
+ xnorm = wa3.stableNorm();
+ delta = factor * xnorm;
+ if (delta == 0.)
+ delta = factor;
+ }
- /* end of the inner loop. repeat if iteration unsuccessful. */
+ /* compute the norm of the scaled gradient. */
- if (ratio < Scalar(1e-4)) {
- goto L240;
+ gnorm = 0.;
+ if (fnorm != 0.)
+ for (j = 0; j < n; ++j) {
+ l = ipvt[j];
+ if (wa2[l] != 0.) {
+ sum = 0.;
+ for (i = 0; i <= j; ++i)
+ sum += fjac(i,j) * (qtf[i] / fnorm);
+ /* Computing MAX */
+ gnorm = std::max(gnorm, ei_abs(sum / wa2[l]));
+ }
+ }
+
+ /* test for convergence of the gradient norm. */
+
+ if (gnorm <= gtol)
+ info = 4;
+ if (info != 0)
+ break;
+
+ /* rescale if necessary. */
+
+ if (mode != 2) /* Computing MAX */
+ diag = diag.cwise().max(wa2);
+
+ /* beginning of the inner loop. */
+ do {
+
+ /* determine the levenberg-marquardt parameter. */
+
+ ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2);
+
+ /* store the direction p and x + p. calculate the norm of p. */
+
+ wa1 = -wa1;
+ wa2 = x + wa1;
+ wa3 = diag.cwise() * 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. */
+
+ iflag = Functor::f(wa2, wa4);
+ ++nfev;
+ if (iflag < 0)
+ goto L340;
+ 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];
+ temp = wa1[l];
+ for (i = 0; i <= j; ++i)
+ wa3[i] += fjac(i,j) * temp;
+ }
+ temp1 = ei_abs2(wa3.stableNorm() / fnorm);
+ temp2 = ei_abs2(ei_sqrt(par) * pnorm / fnorm);
+ /* Computing 2nd power */
+ prered = temp1 + temp2 / Scalar(.5);
+ dirder = -(temp1 + temp2);
+
+ /* 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);
+ if (actred < 0.)
+ temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);
+ if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))
+ temp = Scalar(.1);
+ /* Computing MIN */
+ delta = temp * std::min(delta, pnorm / Scalar(.1));
+ par /= temp;
+ } else if (!(par != 0. && ratio < Scalar(.75))) {
+ delta = pnorm / Scalar(.5);
+ par = Scalar(.5) * par;
+ }
+
+ /* test for successful iteration. */
+
+ if (ratio >= Scalar(1e-4)) {
+ /* successful iteration. update x, fvec, and their norms. */
+ x = wa2;
+ wa2 = diag.cwise() * x;
+ fvec = wa4;
+ xnorm = wa2.stableNorm();
+ fnorm = fnorm1;
+ ++iter;
+ }
+
+ /* tests for convergence. */
+
+ if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1.)
+ info = 1;
+ if (delta <= xtol * xnorm)
+ info = 2;
+ if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1. && info == 2)
+ info = 3;
+ if (info != 0)
+ goto L340;
+
+ /* tests for termination and stringent tolerances. */
+
+ if (nfev >= maxfev)
+ info = 5;
+ if (ei_abs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && Scalar(.5) * ratio <= 1.)
+ info = 6;
+ if (delta <= epsilon<Scalar>() * xnorm)
+ info = 7;
+ if (gnorm <= epsilon<Scalar>())
+ info = 8;
+ if (info != 0)
+ goto L340;
+ /* end of the inner loop. repeat if iteration unsuccessful. */
+ } while (ratio < Scalar(1e-4));
+ /* end of the outer loop. */
}
-
- /* end of the outer loop. */
-
- goto L30;
L340:
/* termination, either normal or user imposed. */
-
- if (iflag < 0) {
+ if (iflag < 0)
info = iflag;
- }
- iflag = 0;
- if (nprint > 0) {
+ if (nprint > 0)
iflag = Functor::debug(x, fvec, wa3);
- }
return info;
}