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porting chkder to eigen

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This commit is contained in:
Thomas Capricelli 2009-08-20 23:26:40 +02:00
parent 2e3fa34b9f
commit 275a658ec5
2 changed files with 49 additions and 89 deletions
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26
unsupported/Eigen/src/NonLinear/MathFunctions.h
View File

@ -247,31 +247,5 @@ int ei_lmdif(
); );
} }
template<typename Scalar>
void ei_chkder(
Matrix< Scalar, Dynamic, 1 > &x,
Matrix< Scalar, Dynamic, 1 > &fvec,
Matrix< Scalar, Dynamic, Dynamic > &fjac,
Matrix< Scalar, Dynamic, 1 > &xp,
Matrix< Scalar, Dynamic, 1 > &fvecp,
int mode,
Matrix< Scalar, Dynamic, 1 > &err
)
{
int ldfjac = fvec.size();
if (mode==1)
xp.resize(ldfjac);
else
err.resize(ldfjac);
chkder_template<Scalar>(
fvec.size(), x.size(), x.data(), fvec.data(),
fjac.data(), ldfjac,
xp.data(),
fvecp.data(),
mode,
err.data()
);
}
#endif // EIGEN_NONLINEAR_MATHFUNCTIONS_H #endif // EIGEN_NONLINEAR_MATHFUNCTIONS_H

112
unsupported/Eigen/src/NonLinear/chkder.h
View File

@ -2,75 +2,61 @@
#define chkder_log10e 0.43429448190325182765 #define chkder_log10e 0.43429448190325182765
#define chkder_factor 100. #define chkder_factor 100.
/* Table of constant values */ template<typename Scalar>
void ei_chkder(
template<typename Scalar> Matrix< Scalar, Dynamic, 1 > &x,
void chkder_template(int m, int n, const Scalar *x, Matrix< Scalar, Dynamic, 1 > &fvec,
Scalar *fvec, Scalar *fjac, int ldfjac, Scalar *xp, Matrix< Scalar, Dynamic, Dynamic > &fjac,
Scalar *fvecp, int mode, Scalar *err) Matrix< Scalar, Dynamic, 1 > &xp,
Matrix< Scalar, Dynamic, 1 > &fvecp,
int mode,
Matrix< Scalar, Dynamic, 1 > &err
)
{ {
/* System generated locals */
int fjac_offset;
/* Local variables */
int i__, j;
Scalar temp;
/* Parameter adjustments */
--err;
--fvecp;
--fvec;
--xp;
--x;
fjac_offset = 1 + ldfjac;
fjac -= fjac_offset;
/* Function Body */
const Scalar eps = ei_sqrt(epsilon<Scalar>()); const Scalar eps = ei_sqrt(epsilon<Scalar>());
if (mode != 2) {
/* mode = 1. */
for (j = 1; j <= n; ++j) {
temp = eps * fabs(x[j]);
if (temp == 0.) {
temp = eps;
}
xp[j] = x[j] + temp;
}
return;
}
/* mode = 2. */
const Scalar epsf = chkder_factor * epsilon<Scalar>(); const Scalar epsf = chkder_factor * epsilon<Scalar>();
const Scalar epslog = chkder_log10e * log(eps); const Scalar epslog = chkder_log10e * log(eps);
for (i__ = 1; i__ <= m; ++i__) { Scalar temp;
err[i__] = 0.; int i,j;
const int m = fvec.size(), n = x.size();
int ldfjac = m;
if (mode != 2) {
xp.resize(ldfjac);
/* mode = 1. */
for (j = 0; j < n; ++j) {
temp = eps * ei_abs(x[j]);
if (temp == 0.)
temp = eps;
xp[j] = x[j] + temp;
}
} }
for (j = 1; j <= n; ++j) { else {
temp = fabs(x[j]); /* mode = 2. */
if (temp == 0.) { err.setZero(ldfjac);
for (j = 0; j < n; ++j) {
temp = ei_abs(x[j]);
if (temp == 0.)
temp = 1.;
err += temp * fjac.col(j);
}
for (i = 0; i < m; ++i) {
temp = 1.; temp = 1.;
} if (fvec[i] != 0. && fvecp[i] != 0. && ei_abs(fvecp[i] -
for (i__ = 1; i__ <= m; ++i__) { fvec[i]) >= epsf * ei_abs(fvec[i]))
err[i__] += temp * fjac[i__ + j * ldfjac]; {
} temp = eps * ei_abs((fvecp[i] - fvec[i]) / eps - err[i])
} / (ei_abs(fvec[i]) +
for (i__ = 1; i__ <= m; ++i__) { ei_abs(fvecp[i]));
temp = 1.; }
if (fvec[i__] != 0. && fvecp[i__] != 0. && fabs(fvecp[i__] - err[i] = 1.;
fvec[i__]) >= epsf * fabs(fvec[i__])) if (temp > epsilon<Scalar>() && temp < eps) {
{ err[i] = (chkder_log10e * log(temp) - epslog) / epslog;
temp = eps * fabs((fvecp[i__] - fvec[i__]) / eps - err[i__]) }
/ (fabs(fvec[i__]) + if (temp >= eps) {
fabs(fvecp[i__])); err[i] = 0.;
} }
err[i__] = 1.;
if (temp > epsilon<Scalar>() && temp < eps) {
err[i__] = (chkder_log10e * log(temp) - epslog) / epslog;
}
if (temp >= eps) {
err[i__] = 0.;
} }
} }
} /* chkder_ */ } /* chkder_ */