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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// This code initially comes from MINPACK whose original authors are:
+// Copyright Jorge More - Argonne National Laboratory
+// Copyright Burt Garbow - Argonne National Laboratory
+// Copyright Ken Hillstrom - Argonne National Laboratory
+//
+// This Source Code Form is subject to the terms of the Minpack license
+// (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file.
+
+#ifndef EIGEN_LMPAR_H
+#define EIGEN_LMPAR_H
+
+namespace Eigen {
+
+namespace internal {
+
+ template <typename QRSolver, typename VectorType>
+ void lmpar2(
+ const QRSolver &qr,
+ const VectorType &diag,
+ const VectorType &qtb,
+ typename VectorType::Scalar m_delta,
+ typename VectorType::Scalar &par,
+ VectorType &x)
+
+ {
+ using std::sqrt;
+ using std::abs;
+ typedef typename QRSolver::MatrixType MatrixType;
+ typedef typename QRSolver::Scalar Scalar;
+ typedef typename QRSolver::Index Index;
+
+ /* Local variables */
+ Index j;
+ Scalar fp;
+ Scalar parc, parl;
+ Index iter;
+ Scalar temp, paru;
+ Scalar gnorm;
+ Scalar dxnorm;
+
+
+ /* Function Body */
+ const Scalar dwarf = (std::numeric_limits<Scalar>::min)();
+ const Index n = qr.matrixQR().cols();
+ assert(n==diag.size());
+ assert(n==qtb.size());
+
+ VectorType wa1, wa2;
+
+ /* compute and store in x the gauss-newton direction. if the */
+ /* jacobian is rank-deficient, obtain a least squares solution. */
+
+ // const Index rank = qr.nonzeroPivots(); // exactly double(0.)
+ const Index rank = qr.rank(); // use a threshold
+ wa1 = qtb;
+ wa1.tail(n-rank).setZero();
+ //FIXME There is no solve in place for sparse triangularView
+ //qr.matrixQR().topLeftCorner(rank, rank).template triangularView<Upper>().solveInPlace(wa1.head(rank));
+ wa1.head(rank) = qr.matrixQR().topLeftCorner(rank, rank).template triangularView<Upper>().solve(qtb.head(rank));
+
+ x = qr.colsPermutation()*wa1;
+
+ /* initialize the iteration counter. */
+ /* evaluate the function at the origin, and test */
+ /* for acceptance of the gauss-newton direction. */
+ iter = 0;
+ wa2 = diag.cwiseProduct(x);
+ dxnorm = wa2.blueNorm();
+ fp = dxnorm - m_delta;
+ if (fp <= Scalar(0.1) * m_delta) {
+ par = 0;
+ return;
+ }
+
+ /* 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 (rank==n) {
+ wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2)/dxnorm;
+ qr.matrixQR().topLeftCorner(n, n).transpose().template triangularView<Lower>().solveInPlace(wa1);
+ temp = wa1.blueNorm();
+ parl = fp / m_delta / temp / temp;
+ }
+
+ /* calculate an upper bound, paru, for the zero of the function. */
+ for (j = 0; j < n; ++j)
+ wa1[j] = qr.matrixQR().col(j).head(j+1).dot(qtb.head(j+1)) / diag[qr.colsPermutation().indices()(j)];
+
+ gnorm = wa1.stableNorm();
+ paru = gnorm / m_delta;
+ if (paru == 0.)
+ paru = dwarf / (std::min)(m_delta,Scalar(0.1));
+
+ /* if the input par lies outside of the interval (parl,paru), */
+ /* set par to the closer endpoint. */
+ par = (std::max)(par,parl);
+ par = (std::min)(par,paru);
+ if (par == 0.)
+ par = gnorm / dxnorm;
+
+ /* beginning of an iteration. */
+ MatrixType s;
+ s = qr.matrixQR();
+ while (true) {
+ ++iter;
+
+ /* evaluate the function at the current value of par. */
+ if (par == 0.)
+ par = (std::max)(dwarf,Scalar(.001) * paru); /* Computing MAX */
+ wa1 = sqrt(par)* diag;
+
+ VectorType sdiag(n);
+ lmqrsolv(s, qr.colsPermutation(), wa1, qtb, x, sdiag);
+
+ wa2 = diag.cwiseProduct(x);
+ dxnorm = wa2.blueNorm();
+ temp = fp;
+ fp = dxnorm - m_delta;
+
+ /* if the function is small enough, accept the current value */
+ /* of par. also test for the exceptional cases where parl */
+ /* is zero or the number of iterations has reached 10. */
+ if (abs(fp) <= Scalar(0.1) * m_delta || (parl == 0. && fp <= temp && temp < 0.) || iter == 10)
+ break;
+
+ /* compute the newton correction. */
+ wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2/dxnorm);
+ // we could almost use this here, but the diagonal is outside qr, in sdiag[]
+ // qr.matrixQR().topLeftCorner(n, n).transpose().template triangularView<Lower>().solveInPlace(wa1);
+ for (j = 0; j < n; ++j) {
+ wa1[j] /= sdiag[j];
+ temp = wa1[j];
+ for (Index i = j+1; i < n; ++i)
+ wa1[i] -= s.coeff(i,j) * temp;
+ }
+ temp = wa1.blueNorm();
+ parc = fp / m_delta / temp / temp;
+
+ /* depending on the sign of the function, update parl or paru. */
+ if (fp > 0.)
+ parl = (std::max)(parl,par);
+ if (fp < 0.)
+ paru = (std::min)(paru,par);
+
+ /* compute an improved estimate for par. */
+ par = (std::max)(parl,par+parc);
+ }
+ if (iter == 0)
+ par = 0.;
+ return;
+ }
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_LMPAR_H