aboutsummaryrefslogtreecommitdiffhomepage
path: root/unsupported/Eigen/src/NonLinear/fdjac1.h
blob: b9ec75bd48da0f5ccea6864de23d6fc27ab6e163 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89

template<typename Functor, typename Scalar>
int ei_fdjac1(
        Matrix< Scalar, Dynamic, 1 >  &x,
        Matrix< Scalar, Dynamic, 1 >  &fvec,
        Matrix< Scalar, Dynamic, Dynamic > &fjac,
        int ml, int mu,
        Scalar epsfcn,
        Matrix< Scalar, Dynamic, 1 >  &wa1,
        Matrix< Scalar, Dynamic, 1 >  &wa2)
{
    /* Local variables */
    Scalar h;
    int i, j, k;
    Scalar eps, temp;
    int msum;
    int iflag = 0;

    /* Function Body */
    const Scalar epsmch = epsilon<Scalar>();
    const int n = x.size();

    eps = ei_sqrt((std::max(epsfcn,epsmch)));
    msum = ml + mu + 1;
    if (msum < n) {
        goto L40;
    }

    /*        computation of dense approximate jacobian. */

    for (j = 0; j < n; ++j) {
        temp = x[j];
        h = eps * ei_abs(temp);
        if (h == 0.)
            h = eps;
        x[j] = temp + h;
        iflag = Functor::f(x, wa1);
        if (iflag < 0)
            goto L30;
        x[j] = temp;
        for (i = 0; i < n; ++i) {
            fjac(i,j) = (wa1[i] - fvec[i]) / h;
            /* L10: */
        }
        /* L20: */
    }
L30:
    /* goto L110; */
    return iflag;
L40:

    /*        computation of banded approximate jacobian. */

    for (k = 0; k < msum; ++k) {
        for (j = k; msum< 0 ? j > n: j < n; j += msum) {
            wa2[j] = x[j];
            h = eps * ei_abs(wa2[j]);
            if (h == 0.) h = eps;
            x[j] = wa2[j] + h;
            /* L60: */
        }
        iflag = Functor::f(x, wa1);
        if (iflag < 0) {
            /* goto L100; */
            return iflag;
        }
        for (j = k; msum< 0 ? j > n: j < n; j += msum) {
            x[j] = wa2[j];
            h = eps * ei_abs(wa2[j]);
            if (h == 0.) h = eps;
            for (i = 0; i < n; ++i) {
                fjac(i,j) = 0.;
                if (i >= j - mu && i <= j + ml) {
                    fjac(i,j) = (wa1[i] - fvec[i]) / h;
                }
                /* L70: */
            }
            /* L80: */
        }
        /* L90: */
    }
    /* L100: */
    /* L110: */
    return iflag;

    /*     last card of subroutine fdjac1. */

} /* fdjac1_ */