mirror of
https://gitlab.com/libeigen/eigen.git
synced 2025-08-14 04:35:57 +08:00
cleaning, removing goto's, uniformization (try to reduce diff between
hybr[dj].h or lm[der,dif,str].h as much as possible), for future merging.
This commit is contained in:
Thomas Capricelli
parent
91a2145cb3
commit
63071ac968
@ -46,8 +46,7 @@ int ei_lmder(
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/* check the input parameters for errors. */
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if (n <= 0 || m < n || ftol < 0. || xtol < 0. ||
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gtol < 0. || maxfev <= 0 || factor <= 0.)
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if (n <= 0 || m < n || ftol < 0. || xtol < 0. || gtol < 0. || maxfev <= 0 || factor <= 0.)
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goto L300;
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if (mode == 2)
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@ -104,8 +103,10 @@ int ei_lmder(
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if (wa2[j] == 0.)
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diag[j] = 1.;
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}
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/* on the first iteration, calculate the norm of the scaled x */
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/* and initialize the step bound delta. */
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wa3 = diag.cwise() * x;
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xnorm = wa3.stableNorm();
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delta = factor * xnorm;
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@ -147,9 +148,8 @@ int ei_lmder(
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/* test for convergence of the gradient norm. */
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if (gnorm <= gtol) {
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if (gnorm <= gtol)
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info = 4;
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}
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if (info != 0)
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break;
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@ -160,6 +160,7 @@ int ei_lmder(
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/* beginning of the inner loop. */
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do {
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/* determine the levenberg-marquardt parameter. */
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ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2);
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@ -173,9 +174,8 @@ int ei_lmder(
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/* on the first iteration, adjust the initial step bound. */
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if (iter == 1) {
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if (iter == 1)
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delta = std::min(delta,pnorm);
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}
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/* evaluate the function at x + p and calculate its norm. */
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@ -198,10 +198,9 @@ int ei_lmder(
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for (j = 0; j < n; ++j) {
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l = ipvt[j];
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temp = wa1[l];
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for (i = 0; i <= j; ++i) {
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for (i = 0; i <= j; ++i)
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wa3[i] += fjac(i,j) * temp;
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}
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}
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temp1 = ei_abs2(wa3.stableNorm() / fnorm);
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temp2 = ei_abs2(ei_sqrt(par) * pnorm / fnorm);
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/* Computing 2nd power */
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@ -227,13 +226,10 @@ int ei_lmder(
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/* Computing MIN */
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delta = temp * std::min(delta, pnorm / Scalar(.1));
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par /= temp;
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}
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else {
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if (!(par != 0. && ratio < Scalar(.75))) {
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} else if (!(par != 0. && ratio < Scalar(.75))) {
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delta = pnorm / Scalar(.5);
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par = Scalar(.5) * par;
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}
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}
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/* test for successful iteration. */
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@ -277,7 +273,6 @@ int ei_lmder(
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L300:
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/* termination, either normal or user imposed. */
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if (iflag < 0)
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info = iflag;
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if (nprint > 0)
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@ -45,10 +45,8 @@ int ei_lmdif(
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/* check the input parameters for errors. */
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if (n <= 0 || m < n || ftol < 0. || xtol < 0. ||
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gtol < 0. || maxfev <= 0 || factor <= 0.) {
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if (n <= 0 || m < n || ftol < 0. || xtol < 0. || gtol < 0. || maxfev <= 0 || factor <= 0.)
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goto L300;
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}
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if (mode == 2)
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for (j = 0; j < n; ++j)
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if (diag[j] <= 0.) goto L300;
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@ -58,9 +56,8 @@ int ei_lmdif(
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iflag = Functor::f(x, fvec);
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nfev = 1;
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if (iflag < 0) {
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if (iflag < 0)
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goto L300;
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}
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fnorm = fvec.stableNorm();
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/* initialize levenberg-marquardt parameter and iteration counter. */
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@ -70,29 +67,24 @@ int ei_lmdif(
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/* beginning of the outer loop. */
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L30:
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while (true) {
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/* calculate the jacobian matrix. */
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iflag = ei_fdjac2<Functor,Scalar>(x, fvec, fjac, epsfcn, wa4);
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nfev += n;
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if (iflag < 0) {
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goto L300;
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}
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if (iflag < 0)
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break;
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/* if requested, call Functor::f to enable printing of iterates. */
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if (nprint <= 0) {
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goto L40;
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}
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if (nprint > 0) {
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iflag = 0;
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if ((iter - 1) % nprint == 0) {
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if ((iter - 1) % nprint == 0)
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iflag = Functor::debug(x, fvec);
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if (iflag < 0)
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break;
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}
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if (iflag < 0) {
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goto L300;
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}
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L40:
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/* compute the qr factorization of the jacobian. */
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@ -102,20 +94,13 @@ L40:
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/* on the first iteration and if mode is 1, scale according */
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/* to the norms of the columns of the initial jacobian. */
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if (iter != 1) {
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goto L80;
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}
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if (mode == 2) {
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goto L60;
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}
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if (iter == 1) {
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if (mode != 2)
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for (j = 0; j < n; ++j) {
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diag[j] = wa2[j];
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if (wa2[j] == 0.) {
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if (wa2[j] == 0.)
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diag[j] = 1.;
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}
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/* L50: */
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}
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L60:
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/* on the first iteration, calculate the norm of the scaled x */
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/* and initialize the step bound delta. */
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@ -123,41 +108,31 @@ L60:
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wa3 = diag.cwise() * x;
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xnorm = wa3.stableNorm();
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delta = factor * xnorm;
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if (delta == 0.) {
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if (delta == 0.)
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delta = factor;
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}
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L80:
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/* form (q transpose)*fvec and store the first n components in */
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/* qtf. */
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wa4 = fvec;
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for (j = 0; j < n; ++j) {
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if (fjac(j,j) == 0.) {
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goto L120;
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}
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if (fjac(j,j) != 0.) {
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sum = 0.;
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for (i = j; i < m; ++i) {
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for (i = j; i < m; ++i)
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sum += fjac(i,j) * wa4[i];
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/* L100: */
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}
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temp = -sum / fjac(j,j);
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for (i = j; i < m; ++i) {
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for (i = j; i < m; ++i)
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wa4[i] += fjac(i,j) * temp;
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/* L110: */
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}
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L120:
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fjac(j,j) = wa1[j];
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qtf[j] = wa4[j];
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/* L130: */
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}
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/* compute the norm of the scaled gradient. */
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gnorm = 0.;
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if (fnorm == 0.) {
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goto L170;
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}
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if (fnorm != 0.)
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for (j = 0; j < n; ++j) {
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l = ipvt[j];
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if (wa2[l] != 0.) {
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@ -168,29 +143,21 @@ L120:
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gnorm = std::max(gnorm, ei_abs(sum / wa2[l]));
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}
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}
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L170:
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/* test for convergence of the gradient norm. */
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if (gnorm <= gtol) {
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if (gnorm <= gtol)
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info = 4;
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}
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if (info != 0) {
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goto L300;
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}
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if (info != 0)
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break;
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/* rescale if necessary. */
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if (mode == 2) {
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goto L190;
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}
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/* Computing MAX */
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if (mode != 2) /* Computing MAX */
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diag = diag.cwise().max(wa2);
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L190:
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/* beginning of the inner loop. */
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L200:
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do {
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/* determine the levenberg-marquardt parameter. */
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@ -205,17 +172,15 @@ L200:
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/* on the first iteration, adjust the initial step bound. */
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if (iter == 1) {
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if (iter == 1)
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delta = std::min(delta,pnorm);
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}
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/* evaluate the function at x + p and calculate its norm. */
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iflag = Functor::f(wa2, wa4);
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++nfev;
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if (iflag < 0) {
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if (iflag < 0)
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goto L300;
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}
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fnorm1 = wa4.stableNorm();
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/* compute the scaled actual reduction. */
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@ -231,11 +196,8 @@ L200:
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for (j = 0; j < n; ++j) {
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l = ipvt[j];
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temp = wa1[l];
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for (i = 0; i <= j; ++i) {
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for (i = 0; i <= j; ++i)
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wa3[i] += fjac(i,j) * temp;
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/* L220: */
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}
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/* L230: */
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}
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temp1 = ei_abs2(wa3.stableNorm() / fnorm);
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temp2 = ei_abs2(ei_sqrt(par) * pnorm / fnorm);
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@ -247,106 +209,72 @@ L200:
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/* reduction. */
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ratio = 0.;
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if (prered != 0.) {
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if (prered != 0.)
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ratio = actred / prered;
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}
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/* update the step bound. */
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if (ratio > Scalar(.25)) {
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goto L240;
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}
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if (actred >= 0.) {
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if (ratio <= Scalar(.25)) {
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if (actred >= 0.)
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temp = Scalar(.5);
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}
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if (actred < 0.) {
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if (actred < 0.)
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temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);
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}
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if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))
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temp = Scalar(.1);
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/* Computing MIN */
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delta = temp * std::min(delta, pnorm / Scalar(.1));
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par /= temp;
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goto L260;
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L240:
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if (par != 0. && ratio < Scalar(.75)) {
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goto L250;
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}
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} else if (!(par != 0. && ratio < Scalar(.75))) {
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delta = pnorm / Scalar(.5);
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par = Scalar(.5) * par;
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L250:
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L260:
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}
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/* test for successful iteration. */
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if (ratio < Scalar(1e-4)) {
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goto L290;
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}
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if (ratio >= Scalar(1e-4)) {
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/* successful iteration. update x, fvec, and their norms. */
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x = wa2;
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wa2 = diag.cwise() * x;
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fvec = wa4;
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xnorm = wa2.stableNorm();
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fnorm = fnorm1;
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++iter;
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L290:
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}
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/* tests for convergence. */
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if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1.) {
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if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1.)
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info = 1;
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}
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if (delta <= xtol * xnorm) {
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if (delta <= xtol * xnorm)
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info = 2;
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}
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if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1. && info
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== 2) {
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if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1. && info == 2)
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info = 3;
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}
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if (info != 0) {
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if (info != 0)
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goto L300;
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}
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/* tests for termination and stringent tolerances. */
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if (nfev >= maxfev) {
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if (nfev >= maxfev)
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info = 5;
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}
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if (ei_abs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && Scalar(.5) * ratio <= 1.) {
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if (ei_abs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && Scalar(.5) * ratio <= 1.)
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info = 6;
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}
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if (delta <= epsilon<Scalar>() * xnorm) {
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if (delta <= epsilon<Scalar>() * xnorm)
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info = 7;
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}
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if (gnorm <= epsilon<Scalar>()) {
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if (gnorm <= epsilon<Scalar>())
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info = 8;
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}
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if (info != 0) {
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if (info != 0)
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goto L300;
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}
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/* end of the inner loop. repeat if iteration unsuccessful. */
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if (ratio < Scalar(1e-4)) {
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goto L200;
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}
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} while (ratio < Scalar(1e-4));
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/* end of the outer loop. */
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goto L30;
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}
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L300:
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/* termination, either normal or user imposed. */
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if (iflag < 0) {
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if (iflag < 0)
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info = iflag;
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}
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iflag = 0;
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if (nprint > 0) {
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if (nprint > 0)
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iflag = Functor::debug(x, fvec);
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}
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return info;
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}
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@ -46,22 +46,19 @@ int ei_lmstr(
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/* check the input parameters for errors. */
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if (n <= 0 || m < n || ftol < 0. || xtol < 0. ||
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gtol < 0. || maxfev <= 0 || factor <= 0.) {
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if (n <= 0 || m < n || ftol < 0. || xtol < 0. || gtol < 0. || maxfev <= 0 || factor <= 0.)
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goto L340;
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}
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if (mode == 2)
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for (j = 0; j < n; ++j)
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if (diag[j] <= 0.) goto L300;
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if (diag[j] <= 0.) goto L340;
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/* evaluate the function at the starting point */
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/* and calculate its norm. */
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iflag = Functor::f(x, fvec);
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nfev = 1;
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if (iflag < 0) {
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if (iflag < 0)
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goto L340;
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}
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fnorm = fvec.stableNorm();
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/* initialize levenberg-marquardt parameter and iteration counter. */
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@ -71,21 +68,17 @@ int ei_lmstr(
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/* beginning of the outer loop. */
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L30:
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while (true) {
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/* if requested, call Functor::f to enable printing of iterates. */
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if (nprint <= 0) {
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goto L40;
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}
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if (nprint > 0) {
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iflag = 0;
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if ((iter - 1) % nprint == 0) {
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if ((iter - 1) % nprint == 0)
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iflag = Functor::debug(x, fvec, wa3);
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if (iflag < 0)
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break;
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}
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if (iflag < 0) {
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goto L340;
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}
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L40:
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/* compute the qr factorization of the jacobian matrix */
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/* calculated one row at a time, while simultaneously */
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@ -97,7 +90,7 @@ L40:
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iflag = 2;
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for (i = 0; i < m; ++i) {
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if (Functor::df(x, wa3, iflag) < 0)
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goto L340;
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break;
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temp = fvec[i];
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ei_rwupdt<Scalar>(n, fjac.data(), fjac.rows(), wa3.data(), qtf.data(), &temp, wa1.data(), wa2.data());
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++iflag;
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@ -115,45 +108,33 @@ L40:
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ipvt[j] = j;
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wa2[j] = fjac.col(j).start(j).stableNorm();
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}
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if (! sing)
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goto L130;
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if (sing) {
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ipvt.cwise()+=1;
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ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), true, ipvt.data(), n, wa1.data(), wa2.data());
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ipvt.cwise()-=1; // qrfac() creates ipvt with fortran convetion (1->n), convert it to c (0->n-1)
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for (j = 0; j < n; ++j) {
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if (fjac(j,j) == 0.)
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goto L110;
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if (fjac(j,j) != 0.) {
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sum = 0.;
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for (i = j; i < n; ++i) {
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for (i = j; i < n; ++i)
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sum += fjac(i,j) * qtf[i];
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}
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temp = -sum / fjac(j,j);
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for (i = j; i < n; ++i) {
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for (i = j; i < n; ++i)
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||||
qtf[i] += fjac(i,j) * temp;
|
||||
}
|
||||
L110:
|
||||
fjac(j,j) = wa1[j];
|
||||
/* L120: */
|
||||
}
|
||||
L130:
|
||||
}
|
||||
|
||||
/* on the first iteration and if mode is 1, scale according */
|
||||
/* to the norms of the columns of the initial jacobian. */
|
||||
|
||||
if (iter != 1) {
|
||||
goto L170;
|
||||
}
|
||||
if (mode == 2) {
|
||||
goto L150;
|
||||
}
|
||||
if (iter == 1) {
|
||||
if (mode != 2)
|
||||
for (j = 0; j < n; ++j) {
|
||||
diag[j] = wa2[j];
|
||||
if (wa2[j] == 0.) {
|
||||
if (wa2[j] == 0.)
|
||||
diag[j] = 1.;
|
||||
}
|
||||
/* L140: */
|
||||
}
|
||||
L150:
|
||||
|
||||
/* on the first iteration, calculate the norm of the scaled x */
|
||||
/* and initialize the step bound delta. */
|
||||
@ -161,17 +142,14 @@ L150:
|
||||
wa3 = diag.cwise() * x;
|
||||
xnorm = wa3.stableNorm();
|
||||
delta = factor * xnorm;
|
||||
if (delta == 0.) {
|
||||
if (delta == 0.)
|
||||
delta = factor;
|
||||
}
|
||||
L170:
|
||||
|
||||
/* compute the norm of the scaled gradient. */
|
||||
|
||||
gnorm = 0.;
|
||||
if (fnorm == 0.) {
|
||||
goto L210;
|
||||
}
|
||||
if (fnorm != 0.)
|
||||
for (j = 0; j < n; ++j) {
|
||||
l = ipvt[j];
|
||||
if (wa2[l] != 0.) {
|
||||
@ -182,29 +160,21 @@ L170:
|
||||
gnorm = std::max(gnorm, ei_abs(sum / wa2[l]));
|
||||
}
|
||||
}
|
||||
L210:
|
||||
|
||||
/* test for convergence of the gradient norm. */
|
||||
|
||||
if (gnorm <= gtol) {
|
||||
if (gnorm <= gtol)
|
||||
info = 4;
|
||||
}
|
||||
if (info != 0) {
|
||||
goto L340;
|
||||
}
|
||||
if (info != 0)
|
||||
break;
|
||||
|
||||
/* rescale if necessary. */
|
||||
|
||||
if (mode == 2) {
|
||||
goto L230;
|
||||
}
|
||||
/* Computing MAX */
|
||||
if (mode != 2) /* Computing MAX */
|
||||
diag = diag.cwise().max(wa2);
|
||||
L230:
|
||||
|
||||
/* beginning of the inner loop. */
|
||||
|
||||
L240:
|
||||
do {
|
||||
|
||||
/* determine the levenberg-marquardt parameter. */
|
||||
|
||||
@ -219,17 +189,15 @@ L240:
|
||||
|
||||
/* on the first iteration, adjust the initial step bound. */
|
||||
|
||||
if (iter == 1) {
|
||||
if (iter == 1)
|
||||
delta = std::min(delta,pnorm);
|
||||
}
|
||||
|
||||
/* evaluate the function at x + p and calculate its norm. */
|
||||
|
||||
iflag = Functor::f(wa2, wa4);
|
||||
++nfev;
|
||||
if (iflag < 0) {
|
||||
if (iflag < 0)
|
||||
goto L340;
|
||||
}
|
||||
fnorm1 = wa4.stableNorm();
|
||||
|
||||
/* compute the scaled actual reduction. */
|
||||
@ -245,11 +213,8 @@ L240:
|
||||
for (j = 0; j < n; ++j) {
|
||||
l = ipvt[j];
|
||||
temp = wa1[l];
|
||||
for (i = 0; i <= j; ++i) {
|
||||
for (i = 0; i <= j; ++i)
|
||||
wa3[i] += fjac(i,j) * temp;
|
||||
/* L260: */
|
||||
}
|
||||
/* L270: */
|
||||
}
|
||||
temp1 = ei_abs2(wa3.stableNorm() / fnorm);
|
||||
temp2 = ei_abs2(ei_sqrt(par) * pnorm / fnorm);
|
||||
@ -261,107 +226,72 @@ L240:
|
||||
/* reduction. */
|
||||
|
||||
ratio = 0.;
|
||||
if (prered != 0.) {
|
||||
if (prered != 0.)
|
||||
ratio = actred / prered;
|
||||
}
|
||||
|
||||
/* update the step bound. */
|
||||
|
||||
if (ratio > Scalar(.25)) {
|
||||
goto L280;
|
||||
}
|
||||
if (actred >= 0.) {
|
||||
if (ratio <= Scalar(.25)) {
|
||||
if (actred >= 0.)
|
||||
temp = Scalar(.5);
|
||||
}
|
||||
if (actred < 0.) {
|
||||
if (actred < 0.)
|
||||
temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);
|
||||
}
|
||||
if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))
|
||||
temp = Scalar(.1);
|
||||
/* Computing MIN */
|
||||
delta = temp * std::min(delta, pnorm / Scalar(.1));
|
||||
|
||||
par /= temp;
|
||||
goto L300;
|
||||
L280:
|
||||
if (par != 0. && ratio < Scalar(.75)) {
|
||||
goto L290;
|
||||
}
|
||||
} else if (!(par != 0. && ratio < Scalar(.75))) {
|
||||
delta = pnorm / Scalar(.5);
|
||||
par = Scalar(.5) * par;
|
||||
L290:
|
||||
L300:
|
||||
}
|
||||
|
||||
/* test for successful iteration. */
|
||||
|
||||
if (ratio < Scalar(1e-4)) {
|
||||
goto L330;
|
||||
}
|
||||
|
||||
if (ratio >= Scalar(1e-4)) {
|
||||
/* successful iteration. update x, fvec, and their norms. */
|
||||
|
||||
x = wa2;
|
||||
wa2 = diag.cwise() * x;
|
||||
fvec = wa4;
|
||||
xnorm = wa2.stableNorm();
|
||||
fnorm = fnorm1;
|
||||
++iter;
|
||||
L330:
|
||||
}
|
||||
|
||||
/* tests for convergence. */
|
||||
|
||||
if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1.) {
|
||||
if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1.)
|
||||
info = 1;
|
||||
}
|
||||
if (delta <= xtol * xnorm) {
|
||||
if (delta <= xtol * xnorm)
|
||||
info = 2;
|
||||
}
|
||||
if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1. && info
|
||||
== 2) {
|
||||
if (ei_abs(actred) <= ftol && prered <= ftol && Scalar(.5) * ratio <= 1. && info == 2)
|
||||
info = 3;
|
||||
}
|
||||
if (info != 0) {
|
||||
if (info != 0)
|
||||
goto L340;
|
||||
}
|
||||
|
||||
/* tests for termination and stringent tolerances. */
|
||||
|
||||
if (nfev >= maxfev) {
|
||||
if (nfev >= maxfev)
|
||||
info = 5;
|
||||
}
|
||||
if (ei_abs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && Scalar(.5) * ratio <= 1.) {
|
||||
if (ei_abs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && Scalar(.5) * ratio <= 1.)
|
||||
info = 6;
|
||||
}
|
||||
if (delta <= epsilon<Scalar>() * xnorm) {
|
||||
if (delta <= epsilon<Scalar>() * xnorm)
|
||||
info = 7;
|
||||
}
|
||||
if (gnorm <= epsilon<Scalar>()) {
|
||||
if (gnorm <= epsilon<Scalar>())
|
||||
info = 8;
|
||||
}
|
||||
if (info != 0) {
|
||||
if (info != 0)
|
||||
goto L340;
|
||||
}
|
||||
|
||||
/* end of the inner loop. repeat if iteration unsuccessful. */
|
||||
|
||||
if (ratio < Scalar(1e-4)) {
|
||||
goto L240;
|
||||
}
|
||||
|
||||
} while (ratio < Scalar(1e-4));
|
||||
/* end of the outer loop. */
|
||||
|
||||
goto L30;
|
||||
}
|
||||
L340:
|
||||
|
||||
/* termination, either normal or user imposed. */
|
||||
|
||||
if (iflag < 0) {
|
||||
if (iflag < 0)
|
||||
info = iflag;
|
||||
}
|
||||
iflag = 0;
|
||||
if (nprint > 0) {
|
||||
if (nprint > 0)
|
||||
iflag = Functor::debug(x, fvec, wa3);
|
||||
}
|
||||
return info;
|
||||
}
|
||||
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user