template void ei_lmpar( Matrix< Scalar, Dynamic, Dynamic > &r, VectorXi &ipvt, // TODO : const once ipvt mess fixed const Matrix< Scalar, Dynamic, 1 > &diag, const Matrix< Scalar, Dynamic, 1 > &qtb, Scalar delta, Scalar &par, Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &sdiag) { /* Local variables */ int i, j, k, l; Scalar fp; Scalar sum, parc, parl; int iter; Scalar temp, paru; int nsing; Scalar gnorm; Scalar dxnorm; /* Function Body */ const Scalar dwarf = std::numeric_limits::min(); const int n = r.cols(); assert(n==diag.size()); assert(n==qtb.size()); assert(n==x.size()); Matrix< Scalar, Dynamic, 1 > wa1(n), wa2(n); /* compute and store in x the gauss-newton direction. if the */ /* jacobian is rank-deficient, obtain a least squares solution. */ nsing = n-1; for (j = 0; j < n; ++j) { wa1[j] = qtb[j]; if (r(j,j) == 0. && nsing == n-1) nsing = j - 1; if (nsing < n-1) wa1[j] = 0.; } for (k = 0; k <= nsing; ++k) { j = nsing - k; wa1[j] /= r(j,j); temp = wa1[j]; for (i = 0; i < j ; ++i) wa1[i] -= r(i,j) * temp; } for (j = 0; j < n; ++j) { l = ipvt[j]; x[l] = wa1[j]; } /* initialize the iteration counter. */ /* evaluate the function at the origin, and test */ /* for acceptance of the gauss-newton direction. */ iter = 0; wa2 = diag.cwise() * x; dxnorm = wa2.blueNorm(); fp = dxnorm - delta; if (fp <= Scalar(0.1) * 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 (nsing >= n-1) { for (j = 0; j < n; ++j) { l = ipvt[j]; wa1[j] = diag[l] * (wa2[l] / dxnorm); } for (j = 0; j < n; ++j) { sum = 0.; for (i = 0; i < j; ++i) sum += r(i,j) * wa1[i]; wa1[j] = (wa1[j] - sum) / r(j,j); } temp = wa1.blueNorm(); parl = fp / delta / temp / temp; } /* calculate an upper bound, paru, for the zero of the function. */ for (j = 0; j < n; ++j) { sum = 0.; for (i = 0; i <= j; ++i) sum += r(i,j) * qtb[i]; l = ipvt[j]; wa1[j] = sum / diag[l]; } gnorm = wa1.stableNorm(); paru = gnorm / delta; if (paru == 0.) paru = dwarf / std::min(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. */ while (true) { ++iter; /* evaluate the function at the current value of par. */ if (par == 0.) par = std::max(dwarf,Scalar(.001) * paru); /* Computing MAX */ temp = ei_sqrt(par); wa1 = temp * diag; ipvt.cwise()+=1; // qrsolv() expects the fortran convention (as qrfac provides) ei_qrsolv(n, r.data(), r.rows(), ipvt.data(), wa1.data(), qtb.data(), x.data(), sdiag.data(), wa2.data()); ipvt.cwise()-=1; wa2 = diag.cwise() * x; dxnorm = wa2.blueNorm(); temp = fp; fp = dxnorm - 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 (ei_abs(fp) <= Scalar(0.1) * delta || (parl == 0. && fp <= temp && temp < 0.) || iter == 10) break; /* compute the newton correction. */ for (j = 0; j < n; ++j) { l = ipvt[j]; wa1[j] = diag[l] * (wa2[l] / dxnorm); /* L180: */ } for (j = 0; j < n; ++j) { wa1[j] /= sdiag[j]; temp = wa1[j]; for (i = j+1; i < n; ++i) wa1[i] -= r(i,j) * temp; } temp = wa1.blueNorm(); parc = fp / 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. */ /* Computing MAX */ par = std::max(parl,par+parc); /* end of an iteration. */ } /* termination. */ if (iter == 0) par = 0.; return; }