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move ipvt/fortran fixing deeper

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This commit is contained in:
Thomas Capricelli 2009-08-24 08:45:06 +02:00
parent 950eb4a254
commit 88f5d06b08
4 changed files with 7 additions and 11 deletions
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2
unsupported/Eigen/src/NonLinear/lmder.h
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@ -198,9 +198,7 @@ L200:
/* determine the levenberg-marquardt parameter. */ /* determine the levenberg-marquardt parameter. */
ipvt.cwise()+=1; // lmpar() expects the fortran convention (as qrfac provides)
ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2); ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2);
ipvt.cwise()-=1;
/* store the direction p and x + p. calculate the norm of p. */ /* store the direction p and x + p. calculate the norm of p. */

2
unsupported/Eigen/src/NonLinear/lmdif.h
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@ -194,9 +194,7 @@ L200:
/* determine the levenberg-marquardt parameter. */ /* determine the levenberg-marquardt parameter. */
ipvt.cwise()+=1; // lmpar() expects the fortran convention (as qrfac provides)
ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2); ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2);
ipvt.cwise()-=1;
/* store the direction p and x + p. calculate the norm of p. */ /* store the direction p and x + p. calculate the norm of p. */

12
unsupported/Eigen/src/NonLinear/lmpar.h
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@ -2,7 +2,7 @@
template <typename Scalar> template <typename Scalar>
void ei_lmpar( void ei_lmpar(
Matrix< Scalar, Dynamic, Dynamic > &r, Matrix< Scalar, Dynamic, Dynamic > &r,
const VectorXi &ipvt, VectorXi &ipvt, // TODO : const once ipvt mess fixed
const Matrix< Scalar, Dynamic, 1 > &diag, const Matrix< Scalar, Dynamic, 1 > &diag,
const Matrix< Scalar, Dynamic, 1 > &qtb, const Matrix< Scalar, Dynamic, 1 > &qtb,
Scalar delta, Scalar delta,
@ -50,7 +50,7 @@ void ei_lmpar(
} }
for (j = 0; j < n; ++j) { for (j = 0; j < n; ++j) {
l = ipvt[j]-1; l = ipvt[j];
x[l] = wa1[j]; x[l] = wa1[j];
} }
@ -73,7 +73,7 @@ void ei_lmpar(
if (nsing < n-1) if (nsing < n-1)
goto L120; goto L120;
for (j = 0; j < n; ++j) { for (j = 0; j < n; ++j) {
l = ipvt[j]-1; l = ipvt[j];
wa1[j] = diag[l] * (wa2[l] / dxnorm); wa1[j] = diag[l] * (wa2[l] / dxnorm);
} }
for (j = 0; j < n; ++j) { for (j = 0; j < n; ++j) {
@ -92,7 +92,7 @@ L120:
sum = 0.; sum = 0.;
for (i = 0; i <= j; ++i) for (i = 0; i <= j; ++i)
sum += r(i,j) * qtb[i]; sum += r(i,j) * qtb[i];
l = ipvt[j]-1; l = ipvt[j];
wa1[j] = sum / diag[l]; wa1[j] = sum / diag[l];
} }
gnorm = wa1.stableNorm(); gnorm = wa1.stableNorm();
@ -122,7 +122,9 @@ L150:
temp = ei_sqrt(par); temp = ei_sqrt(par);
wa1 = temp * diag; wa1 = temp * diag;
ipvt.cwise()+=1; // qrsolv() expects the fortran convention (as qrfac provides)
ei_qrsolv<Scalar>(n, r.data(), r.rows(), ipvt.data(), wa1.data(), qtb.data(), x.data(), sdiag.data(), wa2.data()); ei_qrsolv<Scalar>(n, r.data(), r.rows(), ipvt.data(), wa1.data(), qtb.data(), x.data(), sdiag.data(), wa2.data());
ipvt.cwise()-=1;
wa2 = diag.cwise() * x; wa2 = diag.cwise() * x;
dxnorm = wa2.blueNorm(); dxnorm = wa2.blueNorm();
@ -141,7 +143,7 @@ L150:
/* compute the newton correction. */ /* compute the newton correction. */
for (j = 0; j < n; ++j) { for (j = 0; j < n; ++j) {
l = ipvt[j]-1; l = ipvt[j];
wa1[j] = diag[l] * (wa2[l] / dxnorm); wa1[j] = diag[l] * (wa2[l] / dxnorm);
/* L180: */ /* L180: */
} }

2
unsupported/Eigen/src/NonLinear/lmstr.h
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@ -216,9 +216,7 @@ L240:
/* determine the levenberg-marquardt parameter. */ /* determine the levenberg-marquardt parameter. */
ipvt.cwise()+=1; // lmpar() expects the fortran convention (as qrfac provides)
ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2); ei_lmpar<Scalar>(fjac, ipvt, diag, qtf, delta, par, wa1, wa2);
ipvt.cwise()-=1;
/* store the direction p and x + p. calculate the norm of p. */ /* store the direction p and x + p. calculate the norm of p. */