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authorGravatar Thomas Capricelli <orzel@freehackers.org>2009-08-23 21:52:39 +0200
committerGravatar Thomas Capricelli <orzel@freehackers.org>2009-08-23 21:52:39 +0200
commit930651ff9a6318c8f6edcc36a15ca25edafdce56 (patch)
tree39cc1bc2967f4bdfea5373b185f1aec50a8234bb /unsupported/Eigen
parent4958c53bfb5c8442040929166cd4862e2815490d (diff)
dogleg, lmpar : use more eigen features
Diffstat (limited to 'unsupported/Eigen')
-rw-r--r--unsupported/Eigen/src/NonLinear/dogleg.h24
-rw-r--r--unsupported/Eigen/src/NonLinear/lmpar.h37
2 files changed, 18 insertions, 43 deletions
diff --git a/unsupported/Eigen/src/NonLinear/dogleg.h b/unsupported/Eigen/src/NonLinear/dogleg.h
index ea475041f..cc1283847 100644
--- a/unsupported/Eigen/src/NonLinear/dogleg.h
+++ b/unsupported/Eigen/src/NonLinear/dogleg.h
@@ -47,16 +47,12 @@ void ei_dogleg(
}
}
x[j] = (qtb[j] - sum) / temp;
- /* L50: */
}
/* test whether the gauss-newton direction is acceptable. */
- for (j = 0; j < n; ++j) {
- wa1[j] = 0.;
- wa2[j] = diag[j] * x[j];
- /* L60: */
- }
+ wa1.fill(0.);
+ wa2 = diag.cwise() * x;
qnorm = wa2.stableNorm();
if (qnorm <= delta)
return;
@@ -70,10 +66,8 @@ void ei_dogleg(
for (i = j; i < n; ++i) {
wa1[i] += r[l] * temp;
++l;
- /* L70: */
}
wa1[j] /= diag[j];
- /* L80: */
}
/* calculate the norm of the scaled gradient and test for */
@@ -82,17 +76,13 @@ void ei_dogleg(
gnorm = wa1.stableNorm();
sgnorm = 0.;
alpha = delta / qnorm;
- if (gnorm == 0.) {
+ if (gnorm == 0.)
goto L120;
- }
/* calculate the point along the scaled gradient */
/* at which the quadratic is minimized. */
- for (j = 0; j < n; ++j) {
- wa1[j] = wa1[j] / gnorm / diag[j];
- /* L90: */
- }
+ wa1.cwise() /= diag*gnorm;
l = 0;
for (j = 0; j < n; ++j) {
sum = 0.;
@@ -129,10 +119,8 @@ L120:
/* form appropriate convex combination of the gauss-newton */
/* direction and the scaled gradient direction. */
- temp = (1. - alpha) * std::min(sgnorm,delta);
- for (j = 0; j < n; ++j) {
- x[j] = temp * wa1[j] + alpha * x[j];
- }
+ temp = (1.-alpha) * std::min(sgnorm,delta);
+ x = temp * wa1 + alpha * x;
return;
}
diff --git a/unsupported/Eigen/src/NonLinear/lmpar.h b/unsupported/Eigen/src/NonLinear/lmpar.h
index 663b0cd7b..28fcf390b 100644
--- a/unsupported/Eigen/src/NonLinear/lmpar.h
+++ b/unsupported/Eigen/src/NonLinear/lmpar.h
@@ -59,23 +59,19 @@ void ei_lmpar(
/* for acceptance of the gauss-newton direction. */
iter = 0;
- for (j = 0; j < n; ++j) {
- wa2[j] = diag[j] * x[j];
- }
+ wa2 = diag.cwise() * x;
dxnorm = wa2.blueNorm();
fp = dxnorm - delta;
- if (fp <= Scalar(0.1) * delta) {
+ if (fp <= Scalar(0.1) * delta)
goto L220;
- }
/* 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) {
+ if (nsing < n-1)
goto L120;
- }
for (j = 0; j < n; ++j) {
l = ipvt[j]-1;
wa1[j] = diag[l] * (wa2[l] / dxnorm);
@@ -94,13 +90,10 @@ L120:
for (j = 0; j < n; ++j) {
sum = 0.;
- for (i = 0; i <= j; ++i) {
+ for (i = 0; i <= j; ++i)
sum += r(i,j) * qtb[i];
- /* L130: */
- }
l = ipvt[j]-1;
wa1[j] = sum / diag[l];
- /* L140: */
}
gnorm = wa1.stableNorm();
paru = gnorm / delta;
@@ -113,9 +106,8 @@ L120:
par = std::max(par,parl);
par = std::min(par,paru);
- if (par == 0.) {
+ if (par == 0.)
par = gnorm / dxnorm;
- }
/* beginning of an iteration. */
@@ -124,20 +116,15 @@ L150:
/* evaluate the function at the current value of par. */
- if (par == 0.) {
- /* Computing MAX */
- par = std::max(dwarf,Scalar(.001) * paru);
- }
+ if (par == 0.)
+ par = std::max(dwarf,Scalar(.001) * paru); /* Computing MAX */
+
temp = ei_sqrt(par);
- for (j = 0; j < n; ++j) {
- wa1[j] = temp * diag[j];
- /* L160: */
- }
+ wa1 = temp * diag;
+
ei_qrsolv<Scalar>(n, r.data(), r.rows(), ipvt.data(), wa1.data(), qtb.data(), x.data(), sdiag.data(), wa2.data());
- for (j = 0; j < n; ++j) {
- wa2[j] = diag[j] * x[j];
- /* L170: */
- }
+
+ wa2 = diag.cwise() * x;
dxnorm = wa2.blueNorm();
temp = fp;
fp = dxnorm - delta;