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porting hybrd1 to eigen

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This commit is contained in:
Thomas Capricelli 2009-08-20 22:36:24 +02:00
parent de7d14b2b3
commit 6027c4bedf
3 changed files with 28 additions and 71 deletions
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2
unsupported/Eigen/NonLinear
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@ -128,7 +128,6 @@ Scalar ei_enorm ( int n, const Scalar *x ){
} }
#include "src/NonLinear/lmder.h" #include "src/NonLinear/lmder.h"
#include "src/NonLinear/hybrd1.h"
#include "src/NonLinear/hybrd.h" #include "src/NonLinear/hybrd.h"
#include "src/NonLinear/lmstr.h" #include "src/NonLinear/lmstr.h"
#include "src/NonLinear/lmdif1.h" #include "src/NonLinear/lmdif1.h"
@ -139,6 +138,7 @@ Scalar ei_enorm ( int n, const Scalar *x ){
#include "src/NonLinear/MathFunctions.h" #include "src/NonLinear/MathFunctions.h"
#include "src/NonLinear/lmder1.h" #include "src/NonLinear/lmder1.h"
#include "src/NonLinear/lmstr1.h" #include "src/NonLinear/lmstr1.h"
#include "src/NonLinear/hybrd1.h"
//@} //@}

14
unsupported/Eigen/src/NonLinear/MathFunctions.h
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@ -25,20 +25,6 @@
#ifndef EIGEN_NONLINEAR_MATHFUNCTIONS_H #ifndef EIGEN_NONLINEAR_MATHFUNCTIONS_H
#define EIGEN_NONLINEAR_MATHFUNCTIONS_H #define EIGEN_NONLINEAR_MATHFUNCTIONS_H
template<typename Functor, typename Scalar>
int ei_hybrd1(
Matrix< Scalar, Dynamic, 1 > &x,
Matrix< Scalar, Dynamic, 1 > &fvec,
Scalar tol = ei_sqrt(epsilon<Scalar>())
)
{
int lwa = (x.size()*(3*x.size()+13))/2;
Matrix< Scalar, Dynamic, 1 > wa(lwa);
fvec.resize(x.size());
return hybrd1_template<Scalar>(Functor::f, 0, x.size(), x.data(), fvec.data(), tol, wa.data(), lwa);
}
template<typename Functor, typename Scalar> template<typename Functor, typename Scalar>
int ei_hybrd( int ei_hybrd(
Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &x,

81
unsupported/Eigen/src/NonLinear/hybrd1.h
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@ -1,63 +1,34 @@
template<typename Scalar> template<typename Functor, typename Scalar>
int hybrd1_template(minpack_func_nn fcn, void *p, int n, Scalar *x, Scalar * int ei_hybrd1(
fvec, Scalar tol, Scalar *wa, int lwa) Matrix< Scalar, Dynamic, 1 > &x,
Matrix< Scalar, Dynamic, 1 > &fvec,
Scalar tol = ei_sqrt(epsilon<Scalar>())
)
{ {
/* Initialized data */ const int n = x.size();
int info, nfev;
const Scalar factor = 100.; Matrix< Scalar, Dynamic, Dynamic > fjac;
Matrix< Scalar, Dynamic, 1> R, qtf, diag;
/* System generated locals */
int i__1;
/* Local variables */
int j, ml, lr, mu, mode, nfev;
Scalar xtol;
int index;
Scalar epsfcn;
int maxfev, nprint;
int info;
/* Parameter adjustments */
--fvec;
--x;
--wa;
/* Function Body */
info = 0;
/* check the input parameters for errors. */ /* check the input parameters for errors. */
if (n <= 0 || tol < 0.) {
if (n <= 0 || tol < 0. || lwa < n * (n * 3 + 13) / 2) { printf("ei_hybrd1 bad args : n,tol,...");
/* goto L20; */ return 0;
return info;
} }
/* call hybrd. */ diag.setConstant(n, 1.);
info = ei_hybrd<Functor,Scalar>(
maxfev = (n + 1) * 200; x, fvec,
xtol = tol; nfev,
ml = n - 1; fjac,
mu = n - 1; R, qtf, diag,
epsfcn = 0.; 2,
mode = 2; -1, -1,
i__1 = n; (n+1)*200,
for (j = 1; j <= i__1; ++j) { 100.,
wa[j] = 1.; tol, Scalar(0.)
/* L10: */ );
} return (info==5)?4:info;
nprint = 0;
lr = n * (n + 1) / 2;
index = n * 6 + lr;
info = hybrd(fcn, p, n, &x[1], &fvec[1], xtol, maxfev, ml, mu, epsfcn, &
wa[1], mode, factor, nprint, &nfev, &wa[index + 1], n, &
wa[n * 6 + 1], lr, &wa[n + 1], &wa[(n << 1) + 1], &wa[n * 3
+ 1], &wa[(n << 2) + 1], &wa[n * 5 + 1]);
if (info == 5) {
info = 4;
}
/* L20: */
return info;
} }