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) { /* Local variables */ int i, j, l; Scalar fp; Scalar parc, parl; int iter; Scalar temp, paru; 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, wa2; /* compute and store in x the gauss-newton direction. if the */ /* jacobian is rank-deficient, obtain a least squares solution. */ int nsing = n-1; wa1 = qtb; for (j = 0; j < n; ++j) { if (r(j,j) == 0. && nsing == n-1) nsing = j - 1; if (nsing < n-1) wa1[j] = 0.; } for (j = nsing; j>=0; --j) { 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) x[ipvt[j]] = 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); } // it's actually a triangularView.solveInplace(), though in a weird // way: for (j = 0; j < n; ++j) { Scalar 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) wa1[j] = r.col(j).start(j+1).dot(qtb.start(j+1)) / diag[ipvt[j]]; 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 */ wa1 = ei_sqrt(par)* diag; Matrix< Scalar, Dynamic, 1 > sdiag(n); ei_qrsolv(r, ipvt, wa1, qtb, x, sdiag); 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); } 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; }