template void ei_dogleg( Matrix< Scalar, Dynamic, 1 > &r, const Matrix< Scalar, Dynamic, 1 > &diag, const Matrix< Scalar, Dynamic, 1 > &qtb, Scalar delta, Matrix< Scalar, Dynamic, 1 > &x) { /* Local variables */ int i, j, k, l, jj; Scalar sum, temp, alpha, bnorm; Scalar gnorm, qnorm; Scalar sgnorm; /* Function Body */ const Scalar epsmch = epsilon(); const int n = diag.size(); Matrix< Scalar, Dynamic, 1 > wa1(n), wa2(n); assert(n==qtb.size()); assert(n==x.size()); /* first, calculate the gauss-newton direction. */ jj = n * (n + 1) / 2; for (k = 0; k < n; ++k) { j = n - k - 1; jj -= k+1; l = jj + 1; sum = 0.; for (i = j+1; i < n; ++i) { sum += r[l] * x[i]; ++l; } temp = r[jj]; if (temp == 0.) { l = j; for (i = 0; i <= j; ++i) { /* Computing MAX */ temp = std::max(temp,ei_abs(r[l])); l = l + n - i; } temp = epsmch * temp; if (temp == 0.) temp = epsmch; } x[j] = (qtb[j] - sum) / temp; } /* test whether the gauss-newton direction is acceptable. */ wa1.fill(0.); wa2 = diag.cwise() * x; qnorm = wa2.stableNorm(); if (qnorm <= delta) return; /* the gauss-newton direction is not acceptable. */ /* next, calculate the scaled gradient direction. */ l = 0; for (j = 0; j < n; ++j) { temp = qtb[j]; for (i = j; i < n; ++i) { wa1[i] += r[l] * temp; ++l; } wa1[j] /= diag[j]; } /* calculate the norm of the scaled gradient and test for */ /* the special case in which the scaled gradient is zero. */ gnorm = wa1.stableNorm(); sgnorm = 0.; alpha = delta / qnorm; if (gnorm == 0.) goto algo_end; /* calculate the point along the scaled gradient */ /* at which the quadratic is minimized. */ wa1.cwise() /= diag*gnorm; l = 0; for (j = 0; j < n; ++j) { sum = 0.; for (i = j; i < n; ++i) { sum += r[l] * wa1[i]; ++l; /* L100: */ } wa2[j] = sum; /* L110: */ } temp = wa2.stableNorm(); sgnorm = gnorm / temp / temp; /* test whether the scaled gradient direction is acceptable. */ alpha = 0.; if (sgnorm >= delta) goto algo_end; /* the scaled gradient direction is not acceptable. */ /* finally, calculate the point along the dogleg */ /* at which the quadratic is minimized. */ bnorm = qtb.stableNorm(); temp = bnorm / gnorm * (bnorm / qnorm) * (sgnorm / delta); /* Computing 2nd power */ temp = temp - delta / qnorm * ei_abs2(sgnorm / delta) + ei_sqrt(ei_abs2(temp - delta / qnorm) + (1.-ei_abs2(delta / qnorm)) * (1.-ei_abs2(sgnorm / delta))); /* Computing 2nd power */ alpha = delta / qnorm * (1. - ei_abs2(sgnorm / delta)) / temp; algo_end: /* form appropriate convex combination of the gauss-newton */ /* direction and the scaled gradient direction. */ temp = (1.-alpha) * std::min(sgnorm,delta); x = temp * wa1 + alpha * x; return; }