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authorGravatar Thomas Capricelli <orzel@freehackers.org>2009-08-23 21:39:47 +0200
committerGravatar Thomas Capricelli <orzel@freehackers.org>2009-08-23 21:39:47 +0200
commit5e8dee7a19391567d3aca478abf09fb1073c48ad (patch)
tree1e75cd5677956a68251a9761fc7218decbf8e38e /unsupported
parentf793dbe45c1bf82bdb6890fc57fd0a10efd2c17f (diff)
eigenize dogleg()
Diffstat (limited to 'unsupported')
-rw-r--r--unsupported/Eigen/src/NonLinear/dogleg.h67
-rw-r--r--unsupported/Eigen/src/NonLinear/hybrd.h2
-rw-r--r--unsupported/Eigen/src/NonLinear/hybrj.h2
3 files changed, 33 insertions, 38 deletions
diff --git a/unsupported/Eigen/src/NonLinear/dogleg.h b/unsupported/Eigen/src/NonLinear/dogleg.h
index 8afe43c89..b6af54a2e 100644
--- a/unsupported/Eigen/src/NonLinear/dogleg.h
+++ b/unsupported/Eigen/src/NonLinear/dogleg.h
@@ -1,8 +1,11 @@
- template <typename Scalar>
-void ei_dogleg(int n, const Scalar *r__, int /* lr*/ ,
- const Scalar *diag, const Scalar *qtb, Scalar delta, Scalar *x,
- Scalar *wa1, Scalar *wa2)
+template <typename Scalar>
+void ei_dogleg(
+ Matrix< Scalar, Dynamic, 1 > &r__,
+ const Matrix< Scalar, Dynamic, 1 > &diag,
+ const Matrix< Scalar, Dynamic, 1 > &qtb,
+ Scalar delta,
+ Matrix< Scalar, Dynamic, 1 > &x)
{
/* Local variables */
int i, j, k, l, jj, jp1;
@@ -10,30 +13,26 @@ void ei_dogleg(int n, const Scalar *r__, int /* lr*/ ,
Scalar gnorm, qnorm;
Scalar sgnorm;
- /* Parameter adjustments */
- --wa2;
- --wa1;
- --x;
- --qtb;
- --diag;
- --r__;
-
/* Function Body */
const Scalar epsmch = epsilon<Scalar>();
+ const int n = diag.size();
+ Matrix< Scalar, Dynamic, 1 > wa1(n), wa2(n);
+ assert(n==qtb.size());
+ assert(n==x.size());
/* first, calculate the gauss-newton direction. */
- jj = n * (n + 1) / 2 + 1;
- for (k = 1; k <= n; ++k) {
- j = n - k + 1;
+ jj = n * (n + 1) / 2;
+ for (k = 0; k < n; ++k) {
+ j = n - k - 1;
jp1 = j + 1;
- jj -= k;
+ jj -= k+1;
l = jj + 1;
sum = 0.;
if (n < jp1) {
goto L20;
}
- for (i = jp1; i <= n; ++i) {
+ for (i = jp1; i < n; ++i) {
sum += r__[l] * x[i];
++l;
/* L10: */
@@ -44,7 +43,7 @@ L20:
goto L40;
}
l = j;
- for (i = 1; i <= j; ++i) {
+ for (i = 0; i <= j; ++i) {
/* Computing MAX */
temp = std::max(temp,ei_abs(r__[l]));
l = l + n - i;
@@ -61,12 +60,12 @@ L40:
/* test whether the gauss-newton direction is acceptable. */
- for (j = 1; j <= n; ++j) {
+ for (j = 0; j < n; ++j) {
wa1[j] = 0.;
wa2[j] = diag[j] * x[j];
/* L60: */
}
- qnorm = Map< Matrix< Scalar, Dynamic, 1 > >(&wa2[1],n).stableNorm();
+ qnorm = wa2.stableNorm();
if (qnorm <= delta) {
/* goto L140; */
return;
@@ -75,10 +74,10 @@ L40:
/* the gauss-newton direction is not acceptable. */
/* next, calculate the scaled gradient direction. */
- l = 1;
- for (j = 1; j <= n; ++j) {
+ l = 0;
+ for (j = 0; j < n; ++j) {
temp = qtb[j];
- for (i = j; i <= n; ++i) {
+ for (i = j; i < n; ++i) {
wa1[i] += r__[l] * temp;
++l;
/* L70: */
@@ -90,7 +89,7 @@ L40:
/* calculate the norm of the scaled gradient and test for */
/* the special case in which the scaled gradient is zero. */
- gnorm = Map< Matrix< Scalar, Dynamic, 1 > >(&wa1[1],n).stableNorm();
+ gnorm = wa1.stableNorm();
sgnorm = 0.;
alpha = delta / qnorm;
if (gnorm == 0.) {
@@ -100,14 +99,14 @@ L40:
/* calculate the point along the scaled gradient */
/* at which the quadratic is minimized. */
- for (j = 1; j <= n; ++j) {
+ for (j = 0; j < n; ++j) {
wa1[j] = wa1[j] / gnorm / diag[j];
/* L90: */
}
- l = 1;
- for (j = 1; j <= n; ++j) {
+ l = 0;
+ for (j = 0; j < n; ++j) {
sum = 0.;
- for (i = j; i <= n; ++i) {
+ for (i = j; i < n; ++i) {
sum += r__[l] * wa1[i];
++l;
/* L100: */
@@ -115,7 +114,7 @@ L40:
wa2[j] = sum;
/* L110: */
}
- temp = Map< Matrix< Scalar, Dynamic, 1 > >(&wa2[1],n).stableNorm();
+ temp = wa2.stableNorm();
sgnorm = gnorm / temp / temp;
/* test whether the scaled gradient direction is acceptable. */
@@ -129,7 +128,7 @@ L40:
/* finally, calculate the point along the dogleg */
/* at which the quadratic is minimized. */
- bnorm = Map< Matrix< Scalar, Dynamic, 1 > >(&qtb[1],n).stableNorm();
+ bnorm = qtb.stableNorm();
temp = bnorm / gnorm * (bnorm / qnorm) * (sgnorm / delta);
/* Computing 2nd power */
temp = temp - delta / qnorm * ei_abs2(sgnorm / delta) + ei_sqrt(ei_abs2(temp - delta / qnorm) + (1.-ei_abs2(delta / qnorm)) * (1.-ei_abs2(sgnorm / delta)));
@@ -141,14 +140,10 @@ L120:
/* direction and the scaled gradient direction. */
temp = (1. - alpha) * std::min(sgnorm,delta);
- for (j = 1; j <= n; ++j) {
+ for (j = 0; j < n; ++j) {
x[j] = temp * wa1[j] + alpha * x[j];
- /* L130: */
}
- /* L140: */
return;
- /* last card of subroutine dogleg. */
-
-} /* dogleg_ */
+}
diff --git a/unsupported/Eigen/src/NonLinear/hybrd.h b/unsupported/Eigen/src/NonLinear/hybrd.h
index 3b17e444b..987373cb6 100644
--- a/unsupported/Eigen/src/NonLinear/hybrd.h
+++ b/unsupported/Eigen/src/NonLinear/hybrd.h
@@ -209,7 +209,7 @@ L190:
/* determine the direction p. */
- ei_dogleg<Scalar>(n, R.data(), lr, diag.data(), qtf.data(), delta, wa1.data(), wa2.data(), wa3.data());
+ ei_dogleg<Scalar>(R, diag, qtf, delta, wa1);
/* store the direction p and x + p. calculate the norm of p. */
diff --git a/unsupported/Eigen/src/NonLinear/hybrj.h b/unsupported/Eigen/src/NonLinear/hybrj.h
index 78c8a00a8..ef4d88c60 100644
--- a/unsupported/Eigen/src/NonLinear/hybrj.h
+++ b/unsupported/Eigen/src/NonLinear/hybrj.h
@@ -198,7 +198,7 @@ L190:
/* determine the direction p. */
- ei_dogleg<Scalar>(n, R.data(), lr, diag.data(), qtf.data(), delta, wa1.data(), wa2.data(), wa3.data());
+ ei_dogleg<Scalar>(R, diag, qtf, delta, wa1);
/* store the direction p and x + p. calculate the norm of p. */