template int ei_hybrd( const FunctorType &Functor, Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &fvec, int &nfev, Matrix< Scalar, Dynamic, Dynamic > &fjac, Matrix< Scalar, Dynamic, 1 > &R, Matrix< Scalar, Dynamic, 1 > &qtf, Matrix< Scalar, Dynamic, 1 > &diag, int mode=1, int nb_of_subdiagonals = -1, int nb_of_superdiagonals = -1, int maxfev = 2000, Scalar factor = Scalar(100.), Scalar xtol = ei_sqrt(epsilon()), Scalar epsfcn = Scalar(0.), int nprint=0 ) { const int n = x.size(); Matrix< Scalar, Dynamic, 1 > wa1(n), wa2(n), wa3(n), wa4(n); if (nb_of_subdiagonals<0) nb_of_subdiagonals = n-1; if (nb_of_superdiagonals<0) nb_of_superdiagonals = n-1; fvec.resize(n); qtf.resize(n); R.resize( (n*(n+1))/2); fjac.resize(n, n); /* Local variables */ int i, j, l, iwa[1]; Scalar sum; int sing; int iter; Scalar temp; int msum, iflag; Scalar delta; int jeval; int ncsuc; Scalar ratio; Scalar fnorm; Scalar pnorm, xnorm, fnorm1; int nslow1, nslow2; int ncfail; Scalar actred, prered; int info; /* Function Body */ info = 0; iflag = 0; nfev = 0; /* check the input parameters for errors. */ if (n <= 0 || xtol < 0. || maxfev <= 0 || nb_of_subdiagonals < 0 || nb_of_superdiagonals < 0 || factor <= 0. ) goto algo_end; if (mode == 2) for (j = 0; j < n; ++j) if (diag[j] <= 0.) goto algo_end; /* evaluate the function at the starting point */ /* and calculate its norm. */ iflag = Functor.f(x, fvec); nfev = 1; if (iflag < 0) goto algo_end; fnorm = fvec.stableNorm(); /* determine the number of calls to fcn needed to compute */ /* the jacobian matrix. */ /* Computing MIN */ msum = std::min(nb_of_subdiagonals + nb_of_superdiagonals + 1, n); /* initialize iteration counter and monitors. */ iter = 1; ncsuc = 0; ncfail = 0; nslow1 = 0; nslow2 = 0; /* beginning of the outer loop. */ while (true) { jeval = true; /* calculate the jacobian matrix. */ iflag = ei_fdjac1(Functor, x, fvec, fjac, nb_of_subdiagonals, nb_of_superdiagonals, epsfcn, wa1, wa2); nfev += msum; if (iflag < 0) break; /* compute the qr factorization of the jacobian. */ ei_qrfac(n, n, fjac.data(), fjac.rows(), false, iwa, 1, wa1.data(), wa2.data()); /* 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) { diag[j] = wa2[j]; if (wa2[j] == 0.) diag[j] = 1.; } /* 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 = factor * xnorm; if (delta == 0.) delta = factor; } /* form (q transpose)*fvec and store in qtf. */ qtf = fvec; for (j = 0; j < n; ++j) if (fjac(j,j) != 0.) { sum = 0.; for (i = j; i < n; ++i) sum += fjac(i,j) * qtf[i]; temp = -sum / fjac(j,j); for (i = j; i < n; ++i) qtf[i] += fjac(i,j) * temp; } /* copy the triangular factor of the qr factorization into r. */ 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; } R[l] = wa1[j]; if (wa1[j] == 0.) sing = true; } /* accumulate the orthogonal factor in fjac. */ ei_qform(n, n, fjac.data(), fjac.rows(), wa1.data()); /* rescale if necessary. */ /* Computing MAX */ if (mode != 2) diag = diag.cwise().max(wa2); /* beginning of the inner loop. */ while (true) { /* 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); if (iflag < 0) goto algo_end; } /* determine the direction p. */ ei_dogleg(R, diag, qtf, delta, wa1); /* store the direction p and x + p. calculate the norm of p. */ wa1 = -wa1; wa2 = x + wa1; wa3 = diag.cwise() * wa1; pnorm = wa3.stableNorm(); /* on the first iteration, adjust the initial step bound. */ if (iter == 1) delta = std::min(delta,pnorm); /* evaluate the function at x + p and calculate its norm. */ iflag = Functor.f(wa2, wa4); ++nfev; if (iflag < 0) goto algo_end; fnorm1 = wa4.stableNorm(); /* compute the scaled actual reduction. */ actred = -1.; if (fnorm1 < fnorm) /* Computing 2nd power */ actred = 1. - ei_abs2(fnorm1 / fnorm); /* compute the scaled predicted reduction. */ l = 0; for (i = 0; i < n; ++i) { sum = 0.; for (j = i; j < n; ++j) { sum += R[l] * wa1[j]; ++l; } wa3[i] = qtf[i] + sum; } temp = wa3.stableNorm(); prered = 0.; if (temp < fnorm) /* Computing 2nd power */ prered = 1. - ei_abs2(temp / fnorm); /* compute the ratio of the actual to the predicted */ /* reduction. */ ratio = 0.; if (prered > 0.) ratio = actred / prered; /* update the step bound. */ if (ratio < Scalar(.1)) { ncsuc = 0; ++ncfail; delta = Scalar(.5) * delta; } else { ncfail = 0; ++ncsuc; if (ratio >= Scalar(.5) || ncsuc > 1) /* Computing MAX */ delta = std::max(delta, pnorm / Scalar(.5)); if (ei_abs(ratio - 1.) <= Scalar(.1)) { delta = pnorm / Scalar(.5); } } /* test for successful iteration. */ if (ratio >= Scalar(1e-4)) { /* successful iteration. update x, fvec, and their norms. */ x = wa2; wa2 = diag.cwise() * x; fvec = wa4; xnorm = wa2.stableNorm(); fnorm = fnorm1; ++iter; } /* determine the progress of the iteration. */ ++nslow1; if (actred >= Scalar(.001)) nslow1 = 0; if (jeval) ++nslow2; if (actred >= Scalar(.1)) nslow2 = 0; /* test for convergence. */ if (delta <= xtol * xnorm || fnorm == 0.) info = 1; if (info != 0) goto algo_end; /* tests for termination and stringent tolerances. */ if (nfev >= maxfev) info = 2; /* Computing MAX */ if (Scalar(.1) * std::max(Scalar(.1) * delta, pnorm) <= epsilon() * xnorm) info = 3; if (nslow2 == 5) info = 4; if (nslow1 == 10) info = 5; if (info != 0) goto algo_end; /* criterion for recalculating jacobian approximation */ /* by forward differences. */ if (ncfail == 2) break; /* calculate the rank one modification to the jacobian */ /* and update qtf if necessary. */ for (j = 0; j < n; ++j) { sum = wa4.dot(fjac.col(j)); wa2[j] = (sum - wa3[j]) / pnorm; wa1[j] = diag[j] * (diag[j] * wa1[j] / pnorm); if (ratio >= Scalar(1e-4)) qtf[j] = sum; } /* compute the qr factorization of the updated jacobian. */ ei_r1updt(n, n, R.data(), R.size(), wa1.data(), wa2.data(), wa3.data(), &sing); ei_r1mpyq(n, n, fjac.data(), fjac.rows(), wa2.data(), wa3.data()); ei_r1mpyq(1, n, qtf.data(), 1, wa2.data(), wa3.data()); /* end of the inner loop. */ jeval = false; } /* end of the outer loop. */ } algo_end: /* termination, either normal or user imposed. */ if (iflag < 0) info = iflag; if (nprint > 0) iflag = Functor.debug(x, fvec); return info; }