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authorGravatar Mark Borgerding <mark@borgerding.net>2009-12-01 18:03:15 -0500
committerGravatar Mark Borgerding <mark@borgerding.net>2009-12-01 18:03:15 -0500
commitc05ae35441fc45ea7fd738a62657a1fb0cb097d2 (patch)
tree6d3ad79a4b90b4d015a1de3be76a4628f8c51e2d /unsupported
parentff1e9542f6df82dbefbb60f386b25334330c1f49 (diff)
parent291fd4f8dad2d2274299aadaecce8e21944248ea (diff)
merge with tip
Diffstat (limited to 'unsupported')
-rw-r--r--unsupported/Eigen/FFT35
-rw-r--r--unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h42
-rw-r--r--unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h16
-rw-r--r--unsupported/Eigen/src/NonLinearOptimization/lmpar.h46
-rw-r--r--unsupported/Eigen/src/NonLinearOptimization/qrfac.h11
-rw-r--r--unsupported/Eigen/src/NonLinearOptimization/qrsolv.h170
-rw-r--r--unsupported/Eigen/src/NonLinearOptimization/r1mpyq.h37
-rw-r--r--unsupported/doc/Doxyfile.in1
8 files changed, 134 insertions, 224 deletions
diff --git a/unsupported/Eigen/FFT b/unsupported/Eigen/FFT
index c8521bbf0..fc2efc1d6 100644
--- a/unsupported/Eigen/FFT
+++ b/unsupported/Eigen/FFT
@@ -44,11 +44,42 @@
* The build-in implementation is based on kissfft. It is a small, free, and
* reasonably efficient default.
*
- * Frontends are
+ * There are currently two frontends:
*
* - fftw (http://www.fftw.org) : faster, GPL -- incompatible with Eigen in LGPL form, bigger code size.
- * - MLK (http://en.wikipedia.org/wiki/Math_Kernel_Library) : fastest, commercial -- may be incompatible with Eigen in GPL form
+ * - MLK (http://en.wikipedia.org/wiki/Math_Kernel_Library) : fastest, commercial -- may be incompatible with Eigen in GPL form.
*
+ * \section FFTDesign Design
+ *
+ * The following design decisions were made concerning scaling and
+ * half-spectrum for real FFT.
+ *
+ * The intent is to facilitate generic programming and ease migrating code
+ * from Matlab/octave.
+ * We think the default behavior of Eigen/FFT should favor correctness and
+ * generality over speed. Of course, the caller should be able to "opt-out" from this
+ * behavior and get the speed increase if they want it.
+ *
+ * 1) %Scaling:
+ * Other libraries (FFTW,IMKL,KISSFFT) do not perform scaling, so there
+ * is a constant gain incurred after the forward&inverse transforms , so
+ * IFFT(FFT(x)) = Kx; this is done to avoid a vector-by-value multiply.
+ * The downside is that algorithms that worked correctly in Matlab/octave
+ * don't behave the same way once implemented in C++.
+ *
+ * How Eigen/FFT differs: invertible scaling is performed so IFFT( FFT(x) ) = x.
+ *
+ * 2) Real FFT half-spectrum
+ * Other libraries use only half the frequency spectrum (plus one extra
+ * sample for the Nyquist bin) for a real FFT, the other half is the
+ * conjugate-symmetric of the first half. This saves them a copy and some
+ * memory. The downside is the caller needs to have special logic for the
+ * number of bins in complex vs real.
+ *
+ * How Eigen/FFT differs: The full spectrum is returned from the forward
+ * transform. This facilitates generic template programming by obviating
+ * separate specializations for real vs complex. On the inverse
+ * transform, only half the spectrum is actually used if the output type is real.
*/
diff --git a/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h b/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h
index 6269a3d89..b2e297741 100644
--- a/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h
+++ b/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h
@@ -226,15 +226,11 @@ HybridNonLinearSolver<FunctorType,Scalar>::solveOneStep(
return UserAksed;
++njev;
- /* compute the qr factorization of the jacobian. */
-
- ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), false, iwa, wa1.data(), wa2.data());
-
+ wa2 = fjac.colwise().blueNorm();
+ /* on the first iteration and if mode is 1, scale according */
+ /* to the norms of the columns of the initial jacobian. */
if (iter == 1) {
-
- /* on the first iteration and if mode is 1, scale according */
- /* to the norms of the columns of the initial jacobian. */
if (mode != 2)
for (j = 0; j < n; ++j) {
diag[j] = wa2[j];
@@ -251,6 +247,9 @@ HybridNonLinearSolver<FunctorType,Scalar>::solveOneStep(
delta = parameters.factor;
}
+ /* compute the qr factorization of the jacobian. */
+ ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), false, iwa, wa1.data());
+
/* form (q transpose)*fvec and store in qtf. */
qtf = fvec;
@@ -269,18 +268,16 @@ HybridNonLinearSolver<FunctorType,Scalar>::solveOneStep(
sing = false;
for (j = 0; j < n; ++j) {
l = j;
- if (j)
- for (i = 0; i < j; ++i) {
- R[l] = fjac(i,j);
- l = l + n - i -1;
- }
+ for (i = 0; i < j; ++i) {
+ R[l] = fjac(i,j);
+ l = l + n - i -1;
+ }
R[l] = wa1[j];
if (wa1[j] == 0.)
sing = true;
}
/* accumulate the orthogonal factor in fjac. */
-
ei_qform<Scalar>(n, n, fjac.data(), fjac.rows(), wa1.data());
/* rescale if necessary. */
@@ -543,13 +540,10 @@ HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffOneStep(
return UserAksed;
nfev += std::min(parameters.nb_of_subdiagonals+parameters.nb_of_superdiagonals+ 1, n);
- /* compute the qr factorization of the jacobian. */
-
- ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), false, iwa, wa1.data(), wa2.data());
+ wa2 = fjac.colwise().blueNorm();
/* 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) {
@@ -560,7 +554,6 @@ HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffOneStep(
/* 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 = parameters.factor * xnorm;
@@ -568,6 +561,9 @@ HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffOneStep(
delta = parameters.factor;
}
+ /* compute the qr factorization of the jacobian. */
+ ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), false, iwa, wa1.data());
+
/* form (q transpose)*fvec and store in qtf. */
qtf = fvec;
@@ -586,18 +582,16 @@ HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffOneStep(
sing = false;
for (j = 0; j < n; ++j) {
l = j;
- if (j)
- for (i = 0; i < j; ++i) {
- R[l] = fjac(i,j);
- l = l + n - i -1;
- }
+ for (i = 0; i < j; ++i) {
+ R[l] = fjac(i,j);
+ l = l + n - i -1;
+ }
R[l] = wa1[j];
if (wa1[j] == 0.)
sing = true;
}
/* accumulate the orthogonal factor in fjac. */
-
ei_qform<Scalar>(n, n, fjac.data(), fjac.rows(), wa1.data());
/* rescale if necessary. */
diff --git a/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h b/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h
index 1a2a69561..5895fb578 100644
--- a/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h
+++ b/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h
@@ -248,8 +248,9 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
/* compute the qr factorization of the jacobian. */
- ei_qrfac<Scalar>(m, n, fjac.data(), fjac.rows(), true, ipvt.data(), wa1.data(), wa2.data());
- ipvt.cwise()-=1; // qrfac() creates ipvt with fortran convetion (1->n), convert it to c (0->n-1)
+ wa2 = fjac.colwise().blueNorm();
+ ei_qrfac<Scalar>(m, n, fjac.data(), fjac.rows(), true, ipvt.data(), wa1.data());
+ ipvt.cwise()-=1; // qrfac() creates ipvt with fortran convention (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. */
@@ -319,7 +320,7 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(
/* determine the levenberg-marquardt parameter. */
- ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2);
+ ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1);
/* store the direction p and x + p. calculate the norm of p. */
@@ -432,8 +433,6 @@ LevenbergMarquardt<FunctorType,Scalar>::lmstr1(
{
n = x.size();
m = functor.values();
- JacobianType fjac(m, n);
- VectorXi ipvt;
/* check the input parameters for errors. */
if (n <= 0 || m < n || tol < 0.)
@@ -537,8 +536,9 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
}
if (sing) {
ipvt.cwise()+=1;
- ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), true, ipvt.data(), wa1.data(), wa2.data());
- ipvt.cwise()-=1; // qrfac() creates ipvt with fortran convetion (1->n), convert it to c (0->n-1)
+ wa2 = fjac.colwise().blueNorm();
+ ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), true, ipvt.data(), wa1.data());
+ ipvt.cwise()-=1; // qrfac() creates ipvt with fortran convention (1->n), convert it to c (0->n-1)
for (j = 0; j < n; ++j) {
if (fjac(j,j) != 0.) {
sum = 0.;
@@ -603,7 +603,7 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(
/* determine the levenberg-marquardt parameter. */
- ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2);
+ ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1);
/* store the direction p and x + p. calculate the norm of p. */
diff --git a/unsupported/Eigen/src/NonLinearOptimization/lmpar.h b/unsupported/Eigen/src/NonLinearOptimization/lmpar.h
index c62881c81..b723a7e0a 100644
--- a/unsupported/Eigen/src/NonLinearOptimization/lmpar.h
+++ b/unsupported/Eigen/src/NonLinearOptimization/lmpar.h
@@ -7,16 +7,14 @@ void ei_lmpar(
const Matrix< Scalar, Dynamic, 1 > &qtb,
Scalar delta,
Scalar &par,
- Matrix< Scalar, Dynamic, 1 > &x,
- Matrix< Scalar, Dynamic, 1 > &sdiag)
+ Matrix< Scalar, Dynamic, 1 > &x)
{
/* Local variables */
- int i, j, k, l;
+ int i, j, l;
Scalar fp;
- Scalar sum, parc, parl;
+ Scalar parc, parl;
int iter;
Scalar temp, paru;
- int nsing;
Scalar gnorm;
Scalar dxnorm;
@@ -28,31 +26,28 @@ void ei_lmpar(
assert(n==qtb.size());
assert(n==x.size());
- Matrix< Scalar, Dynamic, 1 > wa1(n), wa2(n);
+ Matrix< Scalar, Dynamic, 1 > wa1, wa2;
/* compute and store in x the gauss-newton direction. if the */
/* jacobian is rank-deficient, obtain a least squares solution. */
- nsing = n-1;
+ int nsing = n-1;
+ wa1 = qtb;
for (j = 0; j < n; ++j) {
- wa1[j] = qtb[j];
if (r(j,j) == 0. && nsing == n-1)
nsing = j - 1;
if (nsing < n-1)
wa1[j] = 0.;
}
- for (k = 0; k <= nsing; ++k) {
- j = nsing - k;
+ for (j = nsing; j>=0; --j) {
wa1[j] /= r(j,j);
temp = wa1[j];
for (i = 0; i < j ; ++i)
wa1[i] -= r(i,j) * temp;
}
- for (j = 0; j < n; ++j) {
- l = ipvt[j];
- x[l] = wa1[j];
- }
+ for (j = 0; j < n; ++j)
+ x[ipvt[j]] = wa1[j];
/* initialize the iteration counter. */
/* evaluate the function at the origin, and test */
@@ -77,8 +72,10 @@ void ei_lmpar(
l = ipvt[j];
wa1[j] = diag[l] * (wa2[l] / dxnorm);
}
+ // it's actually a triangularView.solveInplace(), though in a weird
+ // way:
for (j = 0; j < n; ++j) {
- sum = 0.;
+ Scalar sum = 0.;
for (i = 0; i < j; ++i)
sum += r(i,j) * wa1[i];
wa1[j] = (wa1[j] - sum) / r(j,j);
@@ -89,13 +86,9 @@ void ei_lmpar(
/* calculate an upper bound, paru, for the zero of the function. */
- for (j = 0; j < n; ++j) {
- sum = 0.;
- for (i = 0; i <= j; ++i)
- sum += r(i,j) * qtb[i];
- l = ipvt[j];
- wa1[j] = sum / diag[l];
- }
+ for (j = 0; j < n; ++j)
+ wa1[j] = r.col(j).start(j+1).dot(qtb.start(j+1)) / diag[ipvt[j]];
+
gnorm = wa1.stableNorm();
paru = gnorm / delta;
if (paru == 0.)
@@ -119,12 +112,10 @@ void ei_lmpar(
if (par == 0.)
par = std::max(dwarf,Scalar(.001) * paru); /* Computing MAX */
- temp = ei_sqrt(par);
- wa1 = temp * diag;
+ wa1 = ei_sqrt(par)* diag;
- ipvt.cwise()+=1; // qrsolv() expects the fortran convention (as qrfac provides)
- ei_qrsolv<Scalar>(n, r.data(), r.rows(), ipvt.data(), wa1.data(), qtb.data(), x.data(), sdiag.data(), wa2.data());
- ipvt.cwise()-=1;
+ Matrix< Scalar, Dynamic, 1 > sdiag(n);
+ ei_qrsolv<Scalar>(r, ipvt, wa1, qtb, x, sdiag);
wa2 = diag.cwise() * x;
dxnorm = wa2.blueNorm();
@@ -143,7 +134,6 @@ void ei_lmpar(
for (j = 0; j < n; ++j) {
l = ipvt[j];
wa1[j] = diag[l] * (wa2[l] / dxnorm);
- /* L180: */
}
for (j = 0; j < n; ++j) {
wa1[j] /= sdiag[j];
diff --git a/unsupported/Eigen/src/NonLinearOptimization/qrfac.h b/unsupported/Eigen/src/NonLinearOptimization/qrfac.h
index 481fe57d8..0c1ecf394 100644
--- a/unsupported/Eigen/src/NonLinearOptimization/qrfac.h
+++ b/unsupported/Eigen/src/NonLinearOptimization/qrfac.h
@@ -1,8 +1,7 @@
template <typename Scalar>
void ei_qrfac(int m, int n, Scalar *a, int
- lda, int pivot, int *ipvt, Scalar *rdiag,
- Scalar *acnorm)
+ lda, int pivot, int *ipvt, Scalar *rdiag)
{
/* System generated locals */
int a_dim1, a_offset;
@@ -18,7 +17,6 @@ void ei_qrfac(int m, int n, Scalar *a, int
Matrix< Scalar, Dynamic, 1 > wa(n+1);
/* Parameter adjustments */
- --acnorm;
--rdiag;
a_dim1 = lda;
a_offset = 1 + a_dim1 * 1;
@@ -31,13 +29,10 @@ void ei_qrfac(int m, int n, Scalar *a, int
/* compute the initial column norms and initialize several arrays. */
for (j = 1; j <= n; ++j) {
- acnorm[j] = Map< Matrix< Scalar, Dynamic, 1 > >(&a[j * a_dim1 + 1],m).blueNorm();
- rdiag[j] = acnorm[j];
+ rdiag[j] = Map< Matrix< Scalar, Dynamic, 1 > >(&a[j * a_dim1 + 1],m).blueNorm();
wa[j] = rdiag[j];
- if (pivot) {
+ if (pivot)
ipvt[j] = j;
- }
- /* L10: */
}
/* reduce a to r with householder transformations. */
diff --git a/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h b/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h
index 57884870c..1ee21d5ed 100644
--- a/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h
+++ b/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h
@@ -1,166 +1,92 @@
- template <typename Scalar>
-void ei_qrsolv(int n, Scalar *r__, int ldr,
- const int *ipvt, const Scalar *diag, const Scalar *qtb, Scalar *x,
- Scalar *sdiag, Scalar *wa)
-{
- /* System generated locals */
- int r_dim1, r_offset;
+template <typename Scalar>
+void ei_qrsolv(
+ Matrix< Scalar, Dynamic, Dynamic > &r,
+ VectorXi &ipvt, // TODO : const once ipvt mess fixed
+ const Matrix< Scalar, Dynamic, 1 > &diag,
+ const Matrix< Scalar, Dynamic, 1 > &qtb,
+ Matrix< Scalar, Dynamic, 1 > &x,
+ Matrix< Scalar, Dynamic, 1 > &sdiag)
+{
/* Local variables */
- int i, j, k, l, jp1, kp1;
- Scalar tan__, cos__, sin__, sum, temp, cotan;
- int nsing;
- Scalar qtbpj;
-
- /* Parameter adjustments */
- --wa;
- --sdiag;
- --x;
- --qtb;
- --diag;
- --ipvt;
- r_dim1 = ldr;
- r_offset = 1 + r_dim1 * 1;
- r__ -= r_offset;
+ int i, j, k, l;
+ Scalar sum, temp;
+ int n = r.cols();
+ Matrix< Scalar, Dynamic, 1 > wa(n);
/* Function Body */
/* copy r and (q transpose)*b to preserve input and initialize s. */
/* in particular, save the diagonal elements of r in x. */
- for (j = 1; j <= n; ++j) {
- for (i = j; i <= n; ++i) {
- r__[i + j * r_dim1] = r__[j + i * r_dim1];
- /* L10: */
- }
- x[j] = r__[j + j * r_dim1];
- wa[j] = qtb[j];
- /* L20: */
- }
+ x = r.diagonal();
+ wa = qtb;
- /* eliminate the diagonal matrix d using a givens rotation. */
+ for (j = 0; j < n; ++j)
+ for (i = j+1; i < n; ++i)
+ r(i,j) = r(j,i);
- for (j = 1; j <= n; ++j) {
+ /* eliminate the diagonal matrix d using a givens rotation. */
+ for (j = 0; j < n; ++j) {
/* prepare the row of d to be eliminated, locating the */
/* diagonal element using p from the qr factorization. */
l = ipvt[j];
- if (diag[l] == 0.) {
- goto L90;
- }
- for (k = j; k <= n; ++k) {
- sdiag[k] = 0.;
- /* L30: */
- }
+ if (diag[l] == 0.)
+ break;
+ sdiag.segment(j,n-j).setZero();
sdiag[j] = diag[l];
/* the transformations to eliminate the row of d */
/* modify only a single element of (q transpose)*b */
/* beyond the first n, which is initially zero. */
- qtbpj = 0.;
- for (k = j; k <= n; ++k) {
-
+ Scalar qtbpj = 0.;
+ for (k = j; k < n; ++k) {
/* determine a givens rotation which eliminates the */
/* appropriate element in the current row of d. */
-
- if (sdiag[k] == 0.)
- goto L70;
- if ( ei_abs(r__[k + k * r_dim1]) >= ei_abs(sdiag[k]))
- goto L40;
- cotan = r__[k + k * r_dim1] / sdiag[k];
- /* Computing 2nd power */
- sin__ = Scalar(.5) / ei_sqrt(Scalar(0.25) + Scalar(0.25) * ei_abs2(cotan));
- cos__ = sin__ * cotan;
- goto L50;
-L40:
- tan__ = sdiag[k] / r__[k + k * r_dim1];
- /* Computing 2nd power */
- cos__ = Scalar(.5) / ei_sqrt(Scalar(0.25) + Scalar(0.25) * ei_abs2(tan__));
- sin__ = cos__ * tan__;
-L50:
+ PlanarRotation<Scalar> givens;
+ givens.makeGivens(-r(k,k), sdiag[k]);
/* compute the modified diagonal element of r and */
/* the modified element of ((q transpose)*b,0). */
- r__[k + k * r_dim1] = cos__ * r__[k + k * r_dim1] + sin__ * sdiag[
- k];
- temp = cos__ * wa[k] + sin__ * qtbpj;
- qtbpj = -sin__ * wa[k] + cos__ * qtbpj;
+ r(k,k) = givens.c() * r(k,k) + givens.s() * sdiag[k];
+ temp = givens.c() * wa[k] + givens.s() * qtbpj;
+ qtbpj = -givens.s() * wa[k] + givens.c() * qtbpj;
wa[k] = temp;
/* accumulate the tranformation in the row of s. */
-
- kp1 = k + 1;
- if (n < kp1) {
- goto L70;
+ for (i = k+1; i<n; ++i) {
+ temp = givens.c() * r(i,k) + givens.s() * sdiag[i];
+ sdiag[i] = -givens.s() * r(i,k) + givens.c() * sdiag[i];
+ r(i,k) = temp;
}
- for (i = kp1; i <= n; ++i) {
- temp = cos__ * r__[i + k * r_dim1] + sin__ * sdiag[i];
- sdiag[i] = -sin__ * r__[i + k * r_dim1] + cos__ * sdiag[
- i];
- r__[i + k * r_dim1] = temp;
- /* L60: */
- }
-L70:
- /* L80: */
- ;
}
-L90:
-
- /* store the diagonal element of s and restore */
- /* the corresponding diagonal element of r. */
-
- sdiag[j] = r__[j + j * r_dim1];
- r__[j + j * r_dim1] = x[j];
- /* L100: */
}
+ // restore
+ sdiag = r.diagonal();
+ r.diagonal() = x;
+
/* solve the triangular system for z. if the system is */
/* singular, then obtain a least squares solution. */
- nsing = n;
- for (j = 1; j <= n; ++j) {
- if (sdiag[j] == 0. && nsing == n) {
- nsing = j - 1;
- }
- if (nsing < n) {
- wa[j] = 0.;
- }
- /* L110: */
- }
- if (nsing < 1) {
- goto L150;
- }
- for (k = 1; k <= nsing; ++k) {
- j = nsing - k + 1;
+ int nsing;
+ for (nsing=0; nsing<n && sdiag[nsing]!=0; nsing++);
+ wa.segment(nsing,n-nsing).setZero();
+ nsing--; // nsing is the last nonsingular index
+
+ for (j = nsing; j>=0; j--) {
sum = 0.;
- jp1 = j + 1;
- if (nsing < jp1) {
- goto L130;
- }
- for (i = jp1; i <= nsing; ++i) {
- sum += r__[i + j * r_dim1] * wa[i];
- /* L120: */
- }
-L130:
+ for (i = j+1; i <= nsing; ++i)
+ sum += r(i,j) * wa[i];
wa[j] = (wa[j] - sum) / sdiag[j];
- /* L140: */
}
-L150:
/* permute the components of z back to components of x. */
-
- for (j = 1; j <= n; ++j) {
- l = ipvt[j];
- x[l] = wa[j];
- /* L160: */
- }
- return;
-
- /* last card of subroutine qrsolv. */
-
-} /* qrsolv_ */
+ for (j = 0; j < n; ++j) x[ipvt[j]] = wa[j];
+}
diff --git a/unsupported/Eigen/src/NonLinearOptimization/r1mpyq.h b/unsupported/Eigen/src/NonLinearOptimization/r1mpyq.h
index a06072a54..70a6d30c3 100644
--- a/unsupported/Eigen/src/NonLinearOptimization/r1mpyq.h
+++ b/unsupported/Eigen/src/NonLinearOptimization/r1mpyq.h
@@ -18,28 +18,18 @@ void ei_r1mpyq(int m, int n, Scalar *a, int
a -= a_offset;
/* Function Body */
-
- /* apply the first set of givens rotations to a. */
-
nm1 = n - 1;
- if (nm1 < 1) {
- /* goto L50; */
+ if (nm1 < 1)
return;
- }
+
+ /* apply the first set of givens rotations to a. */
for (nmj = 1; nmj <= nm1; ++nmj) {
j = n - nmj;
if (ei_abs(v[j]) > 1.) {
cos__ = 1. / v[j];
- }
- if (ei_abs(v[j]) > 1.) {
- /* Computing 2nd power */
sin__ = ei_sqrt(1. - ei_abs2(cos__));
- }
- if (ei_abs(v[j]) <= 1.) {
+ } else {
sin__ = v[j];
- }
- if (ei_abs(v[j]) <= 1.) {
- /* Computing 2nd power */
cos__ = ei_sqrt(1. - ei_abs2(sin__));
}
for (i = 1; i <= m; ++i) {
@@ -47,26 +37,15 @@ void ei_r1mpyq(int m, int n, Scalar *a, int
a[i + n * a_dim1] = sin__ * a[i + j * a_dim1] + cos__ * a[
i + n * a_dim1];
a[i + j * a_dim1] = temp;
- /* L10: */
}
- /* L20: */
}
-
/* apply the second set of givens rotations to a. */
-
for (j = 1; j <= nm1; ++j) {
if (ei_abs(w[j]) > 1.) {
cos__ = 1. / w[j];
- }
- if (ei_abs(w[j]) > 1.) {
- /* Computing 2nd power */
sin__ = ei_sqrt(1. - ei_abs2(cos__));
- }
- if (ei_abs(w[j]) <= 1.) {
+ } else {
sin__ = w[j];
- }
- if (ei_abs(w[j]) <= 1.) {
- /* Computing 2nd power */
cos__ = ei_sqrt(1. - ei_abs2(sin__));
}
for (i = 1; i <= m; ++i) {
@@ -74,14 +53,8 @@ void ei_r1mpyq(int m, int n, Scalar *a, int
a[i + n * a_dim1] = -sin__ * a[i + j * a_dim1] + cos__ * a[
i + n * a_dim1];
a[i + j * a_dim1] = temp;
- /* L30: */
}
- /* L40: */
}
- /* L50: */
return;
-
- /* last card of subroutine r1mpyq. */
-
} /* r1mpyq_ */
diff --git a/unsupported/doc/Doxyfile.in b/unsupported/doc/Doxyfile.in
index a9c7d6004..e55d53f7e 100644
--- a/unsupported/doc/Doxyfile.in
+++ b/unsupported/doc/Doxyfile.in
@@ -601,6 +601,7 @@ EXCLUDE_PATTERNS = CMake* \
*.txt \
*.sh \
*.diff \
+ *.orig \
diff
*~