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authorGravatar Thomas Capricelli <orzel@freehackers.org>2009-08-23 03:54:40 +0200
committerGravatar Thomas Capricelli <orzel@freehackers.org>2009-08-23 03:54:40 +0200
commitf2fcbb0207dc1cd3d76c8cffacf92af36ab858ba (patch)
tree9a6431546c68c6bec8856aba9f2ebeef4a8c14be /unsupported
parent8a27e774f89521a7d12c250bccece23ffd93c2e6 (diff)
use eigen objects for ei_fdjac*(), this is a prerequisite before porting
hybrd/lmdif..
Diffstat (limited to 'unsupported')
-rw-r--r--unsupported/Eigen/src/NonLinear/fdjac1.h74
-rw-r--r--unsupported/Eigen/src/NonLinear/fdjac2.h40
-rw-r--r--unsupported/Eigen/src/NonLinear/hybrd.h4
-rw-r--r--unsupported/Eigen/src/NonLinear/lmdif.h3
4 files changed, 51 insertions, 70 deletions
diff --git a/unsupported/Eigen/src/NonLinear/fdjac1.h b/unsupported/Eigen/src/NonLinear/fdjac1.h
index 9d5b68ce2..9388bd347 100644
--- a/unsupported/Eigen/src/NonLinear/fdjac1.h
+++ b/unsupported/Eigen/src/NonLinear/fdjac1.h
@@ -1,30 +1,24 @@
template <typename Scalar>
-int ei_fdjac1(minpack_func_nn fcn, int n, Scalar *x, const Scalar *
- fvec, Scalar *fjac, int ldfjac, int ml,
- int mu, Scalar epsfcn, Scalar *wa1, Scalar *wa2)
+int ei_fdjac1(minpack_func_nn fcn,
+ Matrix< Scalar, Dynamic, 1 > &x,
+ Matrix< Scalar, Dynamic, 1 > &fvec,
+ Matrix< Scalar, Dynamic, Dynamic > &fjac,
+ int ml, int mu,
+ Scalar epsfcn,
+ Matrix< Scalar, Dynamic, 1 > &wa1,
+ Matrix< Scalar, Dynamic, 1 > &wa2)
{
- /* System generated locals */
- int fjac_dim1, fjac_offset;
-
/* Local variables */
- Scalar h__;
+ Scalar h;
int i, j, k;
Scalar eps, temp;
int msum;
int iflag = 0;
- /* Parameter adjustments */
- --wa2;
- --wa1;
- --fvec;
- --x;
- fjac_dim1 = ldfjac;
- fjac_offset = 1 + fjac_dim1 * 1;
- fjac -= fjac_offset;
-
/* Function Body */
const Scalar epsmch = epsilon<Scalar>();
+ const int n = x.size();
eps = ei_sqrt((std::max(epsfcn,epsmch)));
msum = ml + mu + 1;
@@ -34,20 +28,18 @@ int ei_fdjac1(minpack_func_nn fcn, int n, Scalar *x, const Scalar *
/* computation of dense approximate jacobian. */
- for (j = 1; j <= n; ++j) {
+ for (j = 0; j < n; ++j) {
temp = x[j];
- h__ = eps * ei_abs(temp);
- if (h__ == 0.) {
- h__ = eps;
- }
- x[j] = temp + h__;
- iflag = (*fcn)(n, &x[1], &wa1[1], 1);
- if (iflag < 0) {
+ h = eps * ei_abs(temp);
+ if (h == 0.)
+ h = eps;
+ x[j] = temp + h;
+ iflag = (*fcn)(n, x.data(), wa1.data(), 1);
+ if (iflag < 0)
goto L30;
- }
x[j] = temp;
- for (i = 1; i <= n; ++i) {
- fjac[i + j * fjac_dim1] = (wa1[i] - fvec[i]) / h__;
+ for (i = 0; i < n; ++i) {
+ fjac(i,j) = (wa1[i] - fvec[i]) / h;
/* L10: */
}
/* L20: */
@@ -59,31 +51,27 @@ L40:
/* computation of banded approximate jacobian. */
- for (k = 1; k <= msum; ++k) {
- for (j = k; msum< 0 ? j >= n: j <= n; j += msum) {
+ for (k = 0; k < msum; ++k) {
+ for (j = k; msum< 0 ? j > n: j < n; j += msum) {
wa2[j] = x[j];
- h__ = eps * ei_abs(wa2[j]);
- if (h__ == 0.) {
- h__ = eps;
- }
- x[j] = wa2[j] + h__;
+ h = eps * ei_abs(wa2[j]);
+ if (h == 0.) h = eps;
+ x[j] = wa2[j] + h;
/* L60: */
}
- iflag = (*fcn)(n, &x[1], &wa1[1], 1);
+ iflag = (*fcn)(n, x.data(), wa1.data(), 1);
if (iflag < 0) {
/* goto L100; */
return iflag;
}
- for (j = k; msum< 0 ? j >= n: j <= n; j += msum) {
+ for (j = k; msum< 0 ? j > n: j < n; j += msum) {
x[j] = wa2[j];
- h__ = eps * ei_abs(wa2[j]);
- if (h__ == 0.) {
- h__ = eps;
- }
- for (i = 1; i <= n; ++i) {
- fjac[i + j * fjac_dim1] = 0.;
+ h = eps * ei_abs(wa2[j]);
+ if (h == 0.) h = eps;
+ for (i = 0; i < n; ++i) {
+ fjac(i,j) = 0.;
if (i >= j - mu && i <= j + ml) {
- fjac[i + j * fjac_dim1] = (wa1[i] - fvec[i]) / h__;
+ fjac(i,j) = (wa1[i] - fvec[i]) / h;
}
/* L70: */
}
diff --git a/unsupported/Eigen/src/NonLinear/fdjac2.h b/unsupported/Eigen/src/NonLinear/fdjac2.h
index 730bc1dfc..c8cd74b20 100644
--- a/unsupported/Eigen/src/NonLinear/fdjac2.h
+++ b/unsupported/Eigen/src/NonLinear/fdjac2.h
@@ -1,45 +1,39 @@
template <typename Scalar>
-int ei_fdjac2(minpack_func_mn fcn, int m, int n, Scalar *x,
- const Scalar *fvec, Scalar *fjac, int ldfjac,
- Scalar epsfcn, Scalar *wa)
+int ei_fdjac2(minpack_func_mn fcn,
+ Matrix< Scalar, Dynamic, 1 > &x,
+ Matrix< Scalar, Dynamic, 1 > &fvec,
+ Matrix< Scalar, Dynamic, Dynamic > &fjac,
+ Scalar epsfcn,
+ Matrix< Scalar, Dynamic, 1 > &wa)
{
- /* System generated locals */
- int fjac_dim1, fjac_offset;
-
/* Local variables */
- Scalar h__;
+ Scalar h;
int i, j;
Scalar eps, temp;
int iflag;
- /* Parameter adjustments */
- --wa;
- --fvec;
- --x;
- fjac_dim1 = ldfjac;
- fjac_offset = 1 + fjac_dim1 * 1;
- fjac -= fjac_offset;
-
/* Function Body */
const Scalar epsmch = epsilon<Scalar>();
+ const int n = x.size();
+ const int m = fvec.size();
eps = ei_sqrt((std::max(epsfcn,epsmch)));
- for (j = 1; j <= n; ++j) {
+ for (j = 0; j < n; ++j) {
temp = x[j];
- h__ = eps * ei_abs(temp);
- if (h__ == 0.) {
- h__ = eps;
+ h = eps * ei_abs(temp);
+ if (h == 0.) {
+ h = eps;
}
- x[j] = temp + h__;
- iflag = (*fcn)(m, n, &x[1], &wa[1], 1);
+ x[j] = temp + h;
+ iflag = (*fcn)(m, n, x.data(), wa.data(), 1);
if (iflag < 0) {
/* goto L30; */
return iflag;
}
x[j] = temp;
- for (i = 1; i <= m; ++i) {
- fjac[i + j * fjac_dim1] = (wa[i] - fvec[i]) / h__;
+ for (i = 0; i < m; ++i) {
+ fjac(i,j) = (wa[i] - fvec[i]) / h;
/* L10: */
}
/* L20: */
diff --git a/unsupported/Eigen/src/NonLinear/hybrd.h b/unsupported/Eigen/src/NonLinear/hybrd.h
index 82554cdcf..b3cf51727 100644
--- a/unsupported/Eigen/src/NonLinear/hybrd.h
+++ b/unsupported/Eigen/src/NonLinear/hybrd.h
@@ -103,8 +103,8 @@ L30:
/* calculate the jacobian matrix. */
- iflag = ei_fdjac1<Scalar>(Functor::f, n, x.data(), fvec.data(), fjac.data(), ldfjac,
- nb_of_subdiagonals, nb_of_superdiagonals, epsfcn, wa1.data(), wa2.data());
+ iflag = ei_fdjac1<Scalar>(Functor::f, x, fvec, fjac,
+ nb_of_subdiagonals, nb_of_superdiagonals, epsfcn, wa1, wa2);
nfev += msum;
if (iflag < 0) {
goto L300;
diff --git a/unsupported/Eigen/src/NonLinear/lmdif.h b/unsupported/Eigen/src/NonLinear/lmdif.h
index 3df6effd9..ae50edd58 100644
--- a/unsupported/Eigen/src/NonLinear/lmdif.h
+++ b/unsupported/Eigen/src/NonLinear/lmdif.h
@@ -84,8 +84,7 @@ L30:
/* calculate the jacobian matrix. */
- iflag = ei_fdjac2<Scalar>(Functor::f, m, n, x.data(), fvec.data(), fjac.data(), ldfjac,
- epsfcn, wa4.data());
+ iflag = ei_fdjac2<Scalar>(Functor::f, x, fvec, fjac, epsfcn, wa4);
nfev += n;
if (iflag < 0) {
goto L300;