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-rw-r--r--unsupported/Eigen/NonLinear1
-rw-r--r--unsupported/Eigen/src/NonLinear/lmdif.h99
-rw-r--r--unsupported/Eigen/src/NonLinear/lmdif1.h34
-rw-r--r--unsupported/test/NonLinear.cpp8
4 files changed, 89 insertions, 53 deletions
diff --git a/unsupported/Eigen/NonLinear b/unsupported/Eigen/NonLinear
index c177cd935..bf4141009 100644
--- a/unsupported/Eigen/NonLinear
+++ b/unsupported/Eigen/NonLinear
@@ -54,7 +54,6 @@ namespace Eigen {
#include "src/NonLinear/lmdif.h"
#include "src/NonLinear/hybrj.h"
#include "src/NonLinear/lmstr1.h"
-#include "src/NonLinear/lmdif1.h"
#include "src/NonLinear/chkder.h"
//@}
diff --git a/unsupported/Eigen/src/NonLinear/lmdif.h b/unsupported/Eigen/src/NonLinear/lmdif.h
index 1a1c32e84..2da465b72 100644
--- a/unsupported/Eigen/src/NonLinear/lmdif.h
+++ b/unsupported/Eigen/src/NonLinear/lmdif.h
@@ -1,7 +1,74 @@
+
+template<typename FunctorType, typename Scalar>
+class LevenbergMarquardtNumericalDiff
+{
+public:
+ LevenbergMarquardtNumericalDiff(const FunctorType &_functor)
+ : functor(_functor) {}
+
+ int minimize(
+ Matrix< Scalar, Dynamic, 1 > &x,
+ Matrix< Scalar, Dynamic, 1 > &fvec,
+ const Scalar tol = ei_sqrt(epsilon<Scalar>())
+ );
+
+ int minimize(
+ Matrix< Scalar, Dynamic, 1 > &x,
+ Matrix< Scalar, Dynamic, 1 > &fvec,
+ int &nfev,
+ Matrix< Scalar, Dynamic, Dynamic > &fjac,
+ VectorXi &ipvt,
+ Matrix< Scalar, Dynamic, 1 > &qtf,
+ Matrix< Scalar, Dynamic, 1 > &diag,
+ int mode=1,
+ Scalar factor = 100.,
+ int maxfev = 400,
+ Scalar ftol = ei_sqrt(epsilon<Scalar>()),
+ Scalar xtol = ei_sqrt(epsilon<Scalar>()),
+ Scalar gtol = Scalar(0.),
+ Scalar epsfcn = Scalar(0.),
+ int nprint=0
+ );
+
+private:
+ const FunctorType &functor;
+};
+
+
+template<typename FunctorType, typename Scalar>
+int LevenbergMarquardtNumericalDiff<FunctorType,Scalar>::minimize(
+ Matrix< Scalar, Dynamic, 1 > &x,
+ Matrix< Scalar, Dynamic, 1 > &fvec,
+ Scalar tol
+ )
+{
+ const int n = x.size(), m=fvec.size();
+ int info, nfev=0;
+ Matrix< Scalar, Dynamic, Dynamic > fjac(m, n);
+ Matrix< Scalar, Dynamic, 1> diag, qtf;
+ VectorXi ipvt;
+
+ /* check the input parameters for errors. */
+ if (n <= 0 || m < n || tol < 0.) {
+ printf("ei_lmder1 bad args : m,n,tol,...");
+ return 0;
+ }
+
+ info = minimize(
+ x, fvec,
+ nfev,
+ fjac, ipvt, qtf, diag,
+ 1,
+ 100.,
+ (n+1)*200,
+ tol, tol, Scalar(0.), Scalar(0.)
+ );
+ return (info==8)?4:info;
+}
+
template<typename FunctorType, typename Scalar>
-int ei_lmdif(
- const FunctorType &Functor,
+int LevenbergMarquardtNumericalDiff<FunctorType,Scalar>::minimize(
Matrix< Scalar, Dynamic, 1 > &x,
Matrix< Scalar, Dynamic, 1 > &fvec,
int &nfev,
@@ -9,14 +76,14 @@ int ei_lmdif(
VectorXi &ipvt,
Matrix< Scalar, Dynamic, 1 > &qtf,
Matrix< Scalar, Dynamic, 1 > &diag,
- int mode=1,
- Scalar factor = 100.,
- int maxfev = 400,
- Scalar ftol = ei_sqrt(epsilon<Scalar>()),
- Scalar xtol = ei_sqrt(epsilon<Scalar>()),
- Scalar gtol = Scalar(0.),
- Scalar epsfcn = Scalar(0.),
- int nprint=0
+ int mode,
+ Scalar factor,
+ int maxfev,
+ Scalar ftol,
+ Scalar xtol,
+ Scalar gtol,
+ Scalar epsfcn,
+ int nprint
)
{
const int m = fvec.size(), n = x.size();
@@ -55,7 +122,7 @@ int ei_lmdif(
/* evaluate the function at the starting point */
/* and calculate its norm. */
- iflag = Functor.f(x, fvec);
+ iflag = functor.f(x, fvec);
nfev = 1;
if (iflag < 0)
goto algo_end;
@@ -72,17 +139,17 @@ int ei_lmdif(
/* calculate the jacobian matrix. */
- iflag = ei_fdjac2(Functor, x, fvec, fjac, epsfcn);
+ iflag = ei_fdjac2(functor, x, fvec, fjac, epsfcn);
nfev += n;
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;
if ((iter - 1) % nprint == 0)
- iflag = Functor.debug(x, fvec);
+ iflag = functor.debug(x, fvec);
if (iflag < 0)
break;
}
@@ -178,7 +245,7 @@ int ei_lmdif(
/* evaluate the function at x + p and calculate its norm. */
- iflag = Functor.f(wa2, wa4);
+ iflag = functor.f(wa2, wa4);
++nfev;
if (iflag < 0)
goto algo_end;
@@ -275,7 +342,7 @@ algo_end:
if (iflag < 0)
info = iflag;
if (nprint > 0)
- iflag = Functor.debug(x, fvec);
+ iflag = functor.debug(x, fvec);
return info;
}
diff --git a/unsupported/Eigen/src/NonLinear/lmdif1.h b/unsupported/Eigen/src/NonLinear/lmdif1.h
deleted file mode 100644
index e272df4f7..000000000
--- a/unsupported/Eigen/src/NonLinear/lmdif1.h
+++ /dev/null
@@ -1,34 +0,0 @@
-
-template<typename FunctorType, typename Scalar>
-int ei_lmdif1(
- const FunctorType &Functor,
- Matrix< Scalar, Dynamic, 1 > &x,
- Matrix< Scalar, Dynamic, 1 > &fvec,
- Scalar tol = ei_sqrt(epsilon<Scalar>())
- )
-{
- const int n = x.size(), m=fvec.size();
- int info, nfev=0;
- Matrix< Scalar, Dynamic, Dynamic > fjac(m, n);
- Matrix< Scalar, Dynamic, 1> diag, qtf;
- VectorXi ipvt;
-
- /* check the input parameters for errors. */
- if (n <= 0 || m < n || tol < 0.) {
- printf("ei_lmder1 bad args : m,n,tol,...");
- return 0;
- }
-
- info = ei_lmdif(
- Functor,
- x, fvec,
- nfev,
- fjac, ipvt, qtf, diag,
- 1,
- 100.,
- (n+1)*200,
- tol, tol, Scalar(0.), Scalar(0.)
- );
- return (info==8)?4:info;
-}
-
diff --git a/unsupported/test/NonLinear.cpp b/unsupported/test/NonLinear.cpp
index 342d759e6..ca3d569cc 100644
--- a/unsupported/test/NonLinear.cpp
+++ b/unsupported/test/NonLinear.cpp
@@ -541,7 +541,9 @@ void testLmdif1()
x.setConstant(n, 1.);
// do the computation
- info = ei_lmdif1(lmdif_functor(), x, fvec);
+ lmdif_functor functor;
+ LevenbergMarquardtNumericalDiff<lmdif_functor,double> lm(functor);
+ info = lm.minimize(x, fvec);
// check return value
VERIFY( 1 == info);
@@ -569,7 +571,9 @@ void testLmdif()
x.setConstant(n, 1.);
// do the computation
- info = ei_lmdif(lmdif_functor(), x, fvec, nfev, fjac, ipvt, qtf, diag);
+ lmdif_functor functor;
+ LevenbergMarquardtNumericalDiff<lmdif_functor,double> lm(functor);
+ info = lm.minimize(x, fvec, nfev, fjac, ipvt, qtf, diag);
// check return values
VERIFY( 1 == info);
generated by cgit v1.2.3 (git 2.39.1) at 2024-06-29 03:14:24 +0000