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wrapper for hybrj
This commit is contained in:
Thomas Capricelli
parent
120235deef
commit
1d53ce8d48
@ -89,6 +89,47 @@ int ei_hybrd(
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);
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}
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template<typename Functor, typename Scalar>
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int ei_hybrj(
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Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &x,
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Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &fvec,
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int &nfev,
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int &njev,
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Eigen::Matrix< Scalar, Eigen::Dynamic, Eigen::Dynamic > &fjac,
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Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &R,
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Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &qtf,
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Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &diag,
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int mode=1,
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int maxfev = 1000,
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Scalar factor = Scalar(100.),
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Scalar xtol = Eigen::ei_sqrt(Eigen::machine_epsilon<Scalar>()),
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int nprint=0
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)
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{
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int n = x.size();
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int lr = (n*(n+1))/2;
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Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > wa1(n), wa2(n), wa3(n), wa4(n);
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fvec.resize(n);
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qtf.resize(n);
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R.resize(lr);
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int ldfjac = n;
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fjac.resize(ldfjac, n);
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return hybrj (
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Functor::f, 0,
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n, x.data(), fvec.data(),
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fjac.data(), ldfjac,
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xtol, maxfev,
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diag.data(), mode,
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factor,
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nprint,
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&nfev,
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&njev,
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R.data(), lr,
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qtf.data(),
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wa1.data(), wa2.data(), wa3.data(), wa4.data()
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);
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}
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template<typename Functor, typename Scalar>
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int ei_lmder1(
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@ -349,100 +349,86 @@ void testHybrj1()
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for (j=1; j<=n; j++) VERIFY_IS_APPROX(x[j-1], x_ref[j-1]);
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}
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int fcn_hybrj(void * /*p*/, int n, const double *x, double *fvec, double *fjac, int ldfjac,
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int iflag)
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{
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/* subroutine fcn for hybrj example. */
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int j, k;
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double one=1, temp, temp1, temp2, three=3, two=2, zero=0, four=4;
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struct hybrj_functor {
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static int f(void * /*p*/, int n, const double *x, double *fvec, double *fjac, int ldfjac,
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int iflag)
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{
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if (iflag == 0)
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{
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/* insert print statements here when nprint is positive. */
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return 0;
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}
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/* subroutine fcn for hybrj example. */
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if (iflag != 2)
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{
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for (k=1; k <= n; k++)
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{
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temp = (three - two*x[k-1])*x[k-1];
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temp1 = zero;
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if (k != 1) temp1 = x[k-1-1];
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temp2 = zero;
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if (k != n) temp2 = x[k+1-1];
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fvec[k-1] = temp - temp1 - two*temp2 + one;
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}
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int j, k;
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double one=1, temp, temp1, temp2, three=3, two=2, zero=0, four=4;
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if (iflag == 0)
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{
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/* insert print statements here when nprint is positive. */
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return 0;
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}
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if (iflag != 2)
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{
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for (k=1; k <= n; k++)
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{
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temp = (three - two*x[k-1])*x[k-1];
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temp1 = zero;
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if (k != 1) temp1 = x[k-1-1];
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temp2 = zero;
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if (k != n) temp2 = x[k+1-1];
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fvec[k-1] = temp - temp1 - two*temp2 + one;
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}
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}
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else
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{
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for (k = 1; k <= n; k++)
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{
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for (j=1; j <= n; j++)
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{
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fjac[k-1 + ldfjac*(j-1)] = zero;
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}
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fjac[k-1 + ldfjac*(k-1)] = three - four*x[k-1];
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if (k != 1) fjac[k-1 + ldfjac*(k-1-1)] = -one;
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if (k != n) fjac[k-1 + ldfjac*(k+1-1)] = -two;
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}
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}
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return 0;
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}
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else
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{
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for (k = 1; k <= n; k++)
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{
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for (j=1; j <= n; j++)
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{
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fjac[k-1 + ldfjac*(j-1)] = zero;
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}
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fjac[k-1 + ldfjac*(k-1)] = three - four*x[k-1];
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if (k != 1) fjac[k-1 + ldfjac*(k-1-1)] = -one;
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if (k != n) fjac[k-1 + ldfjac*(k+1-1)] = -two;
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}
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}
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return 0;
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}
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};
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void testHybrj()
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{
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const int n=9;
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int info, nfev, njev, mode;
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Eigen::VectorXd x(n), fvec, diag(n), R, qtf;
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Eigen::MatrixXd fjac;
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VectorXi ipvt;
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int j, n, ldfjac, maxfev, mode, nprint, info, nfev, njev, lr;
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double xtol, factor, fnorm;
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double x[9], fvec[9], fjac[9*9], diag[9], r[45], qtf[9],
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wa1[9], wa2[9], wa3[9], wa4[9];
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/* the following starting values provide a rough fit. */
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x.setConstant(n, -1.);
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n = 9;
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/* the following starting values provide a rough solution. */
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for (j=1; j<=9; j++)
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{
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x[j-1] = -1.;
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}
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ldfjac = 9;
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lr = 45;
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/* set xtol to the square root of the machine precision. */
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/* unless high solutions are required, */
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/* this is the recommended setting. */
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xtol = sqrt(dpmpar(1));
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maxfev = 1000;
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mode = 2;
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for (j=1; j<=9; j++)
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{
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diag[j-1] = 1.;
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}
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factor = 1.e2;
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nprint = 0;
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diag.setConstant(n, 1.);
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info = hybrj(fcn_hybrj, 0, n, x, fvec, fjac, ldfjac, xtol, maxfev, diag,
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mode, factor, nprint, &nfev, &njev, r, lr, qtf,
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wa1, wa2, wa3, wa4);
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fnorm = enorm(n, fvec);
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// do the computation
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info = ei_hybrj<hybrj_functor, double>(x,fvec, nfev, njev, fjac, R, qtf, diag, mode);
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VERIFY_IS_APPROX(fnorm, 1.192636e-08);
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VERIFY(nfev==11);
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VERIFY(njev==1);
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VERIFY(info==1);
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// check return value
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VERIFY( 1 == info);
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VERIFY(nfev==11);
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VERIFY(njev==1);
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double x_ref[] = {
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// check norm
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VERIFY_IS_APPROX(fvec.norm(), 1.192636e-08);
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// check x
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VectorXd x_ref(n);
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x_ref <<
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-0.5706545, -0.6816283, -0.7017325,
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-0.7042129, -0.701369, -0.6918656,
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-0.665792, -0.5960342, -0.4164121
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};
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for (j=1; j<=n; j++) VERIFY_IS_APPROX(x[j-1], x_ref[j-1]);
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-0.665792, -0.5960342, -0.4164121;
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VERIFY_IS_APPROX(x, x_ref);
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}
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struct hybrd1_functor {
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