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https://gitlab.com/libeigen/eigen.git
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use eigen objects for hybrj and lmstr
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3251e12258
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8a27e774f8
@ -70,7 +70,7 @@ L20:
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/* evaluate the function at the starting point */
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/* evaluate the function at the starting point */
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/* and calculate its norm. */
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/* and calculate its norm. */
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iflag = Functor::f(n, x.data(), fvec.data(), fjac.data(), ldfjac, 1);
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iflag = Functor::f(x, fvec, fjac, 1);
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nfev = 1;
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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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goto L300;
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@ -92,7 +92,7 @@ L30:
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/* calculate the jacobian matrix. */
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/* calculate the jacobian matrix. */
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iflag = Functor::f(n, x.data(), fvec.data(), fjac.data(), ldfjac, 2);
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iflag = Functor::f(x, fvec, fjac, 2);
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++njev;
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++njev;
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if (iflag < 0) {
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if (iflag < 0) {
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goto L300;
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goto L300;
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@ -202,9 +202,8 @@ L180:
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goto L190;
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goto L190;
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}
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}
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iflag = 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::f(n, x.data(), fvec.data(), fjac.data(), ldfjac, 0);
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iflag = Functor::f(x, fvec, fjac, 0);
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}
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if (iflag < 0) {
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if (iflag < 0) {
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goto L300;
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goto L300;
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}
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}
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@ -232,7 +231,7 @@ L190:
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/* evaluate the function at x + p and calculate its norm. */
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/* evaluate the function at x + p and calculate its norm. */
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iflag = Functor::f(n, wa2.data(), wa4.data(), fjac.data(), ldfjac, 1);
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iflag = Functor::f(wa2, wa4, fjac, 1);
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++nfev;
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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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goto L300;
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@ -395,9 +394,8 @@ L300:
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if (iflag < 0) {
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if (iflag < 0) {
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info = iflag;
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info = iflag;
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}
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}
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if (nprint > 0) {
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if (nprint > 0)
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iflag = Functor::f(n, x.data(), fvec.data(), fjac.data(), ldfjac, 0);
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iflag = Functor::f(x, fvec, fjac, 0);
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}
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return info;
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return info;
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/* last card of subroutine hybrj. */
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/* last card of subroutine hybrj. */
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@ -66,7 +66,7 @@ L20:
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/* evaluate the function at the starting point */
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/* evaluate the function at the starting point */
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/* and calculate its norm. */
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/* and calculate its norm. */
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iflag = Functor::f(m, n, x.data(), fvec.data(), wa3.data(), 1);
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iflag = Functor::f(x, fvec, wa3, 1);
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nfev = 1;
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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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goto L340;
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@ -89,7 +89,7 @@ L30:
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}
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}
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iflag = 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::f(m, n, x.data(), fvec.data(), wa3.data(), 0);
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iflag = Functor::f(x, fvec, wa3, 0);
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}
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}
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if (iflag < 0) {
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if (iflag < 0) {
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goto L340;
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goto L340;
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@ -111,7 +111,7 @@ L40:
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}
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}
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iflag = 2;
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iflag = 2;
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for (i = 0; i < m; ++i) {
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for (i = 0; i < m; ++i) {
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if (Functor::f(m, n, x.data(), fvec.data(), wa3.data(), iflag) < 0) {
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if (Functor::f(x, fvec, wa3, iflag) < 0) {
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goto L340;
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goto L340;
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}
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}
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temp = fvec[i];
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temp = fvec[i];
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@ -264,7 +264,7 @@ L240:
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/* evaluate the function at x + p and calculate its norm. */
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/* evaluate the function at x + p and calculate its norm. */
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iflag = Functor::f(m, n, wa2.data(), wa4.data(), wa3.data(), 1);
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iflag = Functor::f(wa2, wa4, wa3, 1);
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++nfev;
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++nfev;
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if (iflag < 0) {
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if (iflag < 0) {
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goto L340;
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goto L340;
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@ -406,7 +406,7 @@ L340:
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}
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}
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iflag = 0;
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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::f(m, n, x.data(), fvec.data(), wa3.data(), 0);
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iflag = Functor::f(x, fvec, wa3, 0);
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}
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}
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return info;
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return info;
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@ -217,13 +217,17 @@ void testLmder()
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}
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}
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struct hybrj_functor {
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struct hybrj_functor {
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static int f(int n, const double *x, double *fvec, double *fjac, int ldfjac,
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static int f(const VectorXd &x, VectorXd &fvec, MatrixXd &fjac, int iflag)
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int iflag)
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{
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{
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/* subroutine fcn for hybrj1 example. */
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/* subroutine fcn for hybrj1 example. */
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int j, k;
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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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double one=1, temp, temp1, temp2, three=3, two=2, zero=0, four=4;
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const int n = x.size();
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assert(fvec.size()==n);
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assert(fjac.rows()==n);
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assert(fjac.cols()==n);
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if (iflag != 2)
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if (iflag != 2)
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{
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{
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@ -242,12 +246,10 @@ struct hybrj_functor {
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for (k = 0; k < n; k++)
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for (k = 0; k < n; k++)
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{
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{
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for (j = 0; j < n; j++)
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for (j = 0; j < n; j++)
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{
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fjac(k,j) = zero;
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fjac[k + ldfjac*(j)] = zero;
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fjac(k,k) = three - four*x[k];
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}
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if (k) fjac(k,k-1) = -one;
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fjac[k + ldfjac*(k)] = three - four*x[k];
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if (k != n-1) fjac(k,k+1) = -two;
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if (k) fjac[k + ldfjac*(k-1)] = -one;
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if (k != n-1) fjac[k + ldfjac*(k+1)] = -two;
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}
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}
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}
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}
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return 0;
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return 0;
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@ -398,7 +400,7 @@ void testHybrd()
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}
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}
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struct lmstr_functor {
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struct lmstr_functor {
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static int f(int /*m*/, int /*n*/, const double *x, double *fvec, double *fjrow, int iflag)
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static int f(const VectorXd &x, VectorXd &fvec, VectorXd &fjrow, int iflag)
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{
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{
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/* subroutine fcn for lmstr1 example. */
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/* subroutine fcn for lmstr1 example. */
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int i;
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int i;
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@ -406,6 +408,10 @@ struct lmstr_functor {
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double y[15]={1.4e-1, 1.8e-1, 2.2e-1, 2.5e-1, 2.9e-1, 3.2e-1, 3.5e-1,
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double y[15]={1.4e-1, 1.8e-1, 2.2e-1, 2.5e-1, 2.9e-1, 3.2e-1, 3.5e-1,
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3.9e-1, 3.7e-1, 5.8e-1, 7.3e-1, 9.6e-1, 1.34, 2.1, 4.39};
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3.9e-1, 3.7e-1, 5.8e-1, 7.3e-1, 9.6e-1, 1.34, 2.1, 4.39};
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assert(15==fvec.size());
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assert(3==x.size());
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assert(fjrow.size()==x.size());
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if (iflag < 2)
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if (iflag < 2)
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{
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{
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for (i=0; i<15; i++)
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for (i=0; i<15; i++)
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