mirror of
https://gitlab.com/libeigen/eigen.git
synced 2025-08-12 11:49:02 +08:00
clean, remove goto's
This commit is contained in:
parent
d4968cd059
commit
91a2145cb3
@ -19,7 +19,6 @@ int ei_hybrd(
|
|||||||
)
|
)
|
||||||
{
|
{
|
||||||
const int n = x.size();
|
const int n = x.size();
|
||||||
int lr = (n*(n+1))/2;
|
|
||||||
Matrix< Scalar, Dynamic, 1 > wa1(n), wa2(n), wa3(n), wa4(n);
|
Matrix< Scalar, Dynamic, 1 > wa1(n), wa2(n), wa3(n), wa4(n);
|
||||||
|
|
||||||
|
|
||||||
@ -27,7 +26,7 @@ int ei_hybrd(
|
|||||||
if (nb_of_superdiagonals<0) nb_of_superdiagonals = n-1;
|
if (nb_of_superdiagonals<0) nb_of_superdiagonals = n-1;
|
||||||
fvec.resize(n);
|
fvec.resize(n);
|
||||||
qtf.resize(n);
|
qtf.resize(n);
|
||||||
R.resize(lr);
|
R.resize( (n*(n+1))/2);
|
||||||
fjac.resize(n, n);
|
fjac.resize(n, n);
|
||||||
|
|
||||||
/* Local variables */
|
/* Local variables */
|
||||||
@ -56,10 +55,8 @@ int ei_hybrd(
|
|||||||
|
|
||||||
/* check the input parameters for errors. */
|
/* check the input parameters for errors. */
|
||||||
|
|
||||||
if (n <= 0 || xtol < 0. || maxfev <= 0 || nb_of_subdiagonals < 0 || nb_of_superdiagonals < 0 ||
|
if (n <= 0 || xtol < 0. || maxfev <= 0 || nb_of_subdiagonals < 0 || nb_of_superdiagonals < 0 || factor <= 0. )
|
||||||
factor <= 0. || lr < n * (n + 1) / 2) {
|
|
||||||
goto L300;
|
goto L300;
|
||||||
}
|
|
||||||
if (mode == 2)
|
if (mode == 2)
|
||||||
for (j = 0; j < n; ++j)
|
for (j = 0; j < n; ++j)
|
||||||
if (diag[j] <= 0.) goto L300;
|
if (diag[j] <= 0.) goto L300;
|
||||||
@ -69,9 +66,8 @@ int ei_hybrd(
|
|||||||
|
|
||||||
iflag = Functor::f(x, fvec);
|
iflag = Functor::f(x, fvec);
|
||||||
nfev = 1;
|
nfev = 1;
|
||||||
if (iflag < 0) {
|
if (iflag < 0)
|
||||||
goto L300;
|
goto L300;
|
||||||
}
|
|
||||||
fnorm = fvec.stableNorm();
|
fnorm = fvec.stableNorm();
|
||||||
|
|
||||||
/* determine the number of calls to fcn needed to compute */
|
/* determine the number of calls to fcn needed to compute */
|
||||||
@ -90,287 +86,238 @@ int ei_hybrd(
|
|||||||
|
|
||||||
/* beginning of the outer loop. */
|
/* beginning of the outer loop. */
|
||||||
|
|
||||||
L30:
|
while (true) {
|
||||||
jeval = true;
|
jeval = true;
|
||||||
|
|
||||||
/* calculate the jacobian matrix. */
|
/* calculate the jacobian matrix. */
|
||||||
|
|
||||||
iflag = ei_fdjac1<Functor,Scalar>(x, fvec, fjac,
|
iflag = ei_fdjac1<Functor,Scalar>(x, fvec, fjac,
|
||||||
nb_of_subdiagonals, nb_of_superdiagonals, epsfcn, wa1, wa2);
|
nb_of_subdiagonals, nb_of_superdiagonals, epsfcn, wa1, wa2);
|
||||||
nfev += msum;
|
nfev += msum;
|
||||||
if (iflag < 0) {
|
if (iflag < 0)
|
||||||
goto L300;
|
break;
|
||||||
}
|
|
||||||
|
|
||||||
/* compute the qr factorization of the jacobian. */
|
/* compute the qr factorization of the jacobian. */
|
||||||
|
|
||||||
ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), false, iwa, 1, wa1.data(), wa2.data());
|
ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), false, iwa, 1, wa1.data(), wa2.data());
|
||||||
|
|
||||||
/* on the first iteration and if mode is 1, scale according */
|
/* on the first iteration and if mode is 1, scale according */
|
||||||
/* to the norms of the columns of the initial jacobian. */
|
/* to the norms of the columns of the initial jacobian. */
|
||||||
|
|
||||||
if (iter != 1) {
|
if (iter == 1) {
|
||||||
goto L70;
|
if (mode != 2)
|
||||||
}
|
for (j = 0; j < n; ++j) {
|
||||||
if (mode == 2) {
|
diag[j] = wa2[j];
|
||||||
goto L50;
|
if (wa2[j] == 0.)
|
||||||
}
|
diag[j] = 1.;
|
||||||
for (j = 0; j < n; ++j) {
|
}
|
||||||
diag[j] = wa2[j];
|
|
||||||
if (wa2[j] == 0.) {
|
/* on the first iteration, calculate the norm of the scaled x */
|
||||||
diag[j] = 1.;
|
/* and initialize the step bound delta. */
|
||||||
|
|
||||||
|
wa3 = diag.cwise() * x;
|
||||||
|
xnorm = wa3.stableNorm();
|
||||||
|
delta = factor * xnorm;
|
||||||
|
if (delta == 0.)
|
||||||
|
delta = factor;
|
||||||
}
|
}
|
||||||
/* L40: */
|
|
||||||
}
|
|
||||||
L50:
|
|
||||||
|
|
||||||
/* on the first iteration, calculate the norm of the scaled x */
|
/* form (q transpose)*fvec and store in qtf. */
|
||||||
/* and initialize the step bound delta. */
|
|
||||||
|
|
||||||
wa3 = diag.cwise() * x;
|
qtf = fvec;
|
||||||
xnorm = wa3.stableNorm();
|
for (j = 0; j < n; ++j)
|
||||||
delta = factor * xnorm;
|
if (fjac(j,j) != 0.) {
|
||||||
if (delta == 0.) {
|
sum = 0.;
|
||||||
delta = factor;
|
for (i = j; i < n; ++i)
|
||||||
}
|
sum += fjac(i,j) * qtf[i];
|
||||||
L70:
|
temp = -sum / fjac(j,j);
|
||||||
|
for (i = j; i < n; ++i)
|
||||||
/* form (q transpose)*fvec and store in qtf. */
|
qtf[i] += fjac(i,j) * temp;
|
||||||
|
|
||||||
qtf = fvec;
|
|
||||||
for (j = 0; j < n; ++j) {
|
|
||||||
if (fjac(j,j) == 0.) {
|
|
||||||
goto L110;
|
|
||||||
}
|
|
||||||
sum = 0.;
|
|
||||||
for (i = j; i < n; ++i) {
|
|
||||||
sum += fjac(i,j) * qtf[i];
|
|
||||||
/* L90: */
|
|
||||||
}
|
|
||||||
temp = -sum / fjac(j,j);
|
|
||||||
for (i = j; i < n; ++i) {
|
|
||||||
qtf[i] += fjac(i,j) * temp;
|
|
||||||
/* L100: */
|
|
||||||
}
|
|
||||||
L110:
|
|
||||||
/* L120: */
|
|
||||||
;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* copy the triangular factor of the qr factorization into r. */
|
|
||||||
|
|
||||||
sing = false;
|
|
||||||
for (j = 0; j < n; ++j) {
|
|
||||||
l = j;
|
|
||||||
if (j) {
|
|
||||||
for (i = 0; i < j; ++i) {
|
|
||||||
R[l] = fjac(i,j);
|
|
||||||
l = l + n - i -1;
|
|
||||||
/* L130: */
|
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/* copy the triangular factor of the qr factorization into r. */
|
||||||
|
|
||||||
|
sing = false;
|
||||||
|
for (j = 0; j < n; ++j) {
|
||||||
|
l = j;
|
||||||
|
if (j)
|
||||||
|
for (i = 0; i < j; ++i) {
|
||||||
|
R[l] = fjac(i,j);
|
||||||
|
l = l + n - i -1;
|
||||||
|
}
|
||||||
|
R[l] = wa1[j];
|
||||||
|
if (wa1[j] == 0.)
|
||||||
|
sing = true;
|
||||||
}
|
}
|
||||||
R[l] = wa1[j];
|
|
||||||
if (wa1[j] == 0.) {
|
/* accumulate the orthogonal factor in fjac. */
|
||||||
sing = true;
|
|
||||||
|
ei_qform<Scalar>(n, n, fjac.data(), fjac.rows(), wa1.data());
|
||||||
|
|
||||||
|
/* rescale if necessary. */
|
||||||
|
|
||||||
|
/* Computing MAX */
|
||||||
|
if (mode != 2)
|
||||||
|
diag = diag.cwise().max(wa2);
|
||||||
|
|
||||||
|
/* beginning of the inner loop. */
|
||||||
|
|
||||||
|
while (true) {
|
||||||
|
/* if requested, call Functor::f to enable printing of iterates. */
|
||||||
|
|
||||||
|
if (nprint > 0) {
|
||||||
|
iflag = 0;
|
||||||
|
if ((iter - 1) % nprint == 0)
|
||||||
|
iflag = Functor::debug(x, fvec);
|
||||||
|
if (iflag < 0)
|
||||||
|
goto L300;
|
||||||
|
}
|
||||||
|
|
||||||
|
/* determine the direction p. */
|
||||||
|
|
||||||
|
ei_dogleg<Scalar>(R, diag, qtf, delta, wa1);
|
||||||
|
|
||||||
|
/* store the direction p and x + p. calculate the norm of p. */
|
||||||
|
|
||||||
|
wa1 = -wa1;
|
||||||
|
wa2 = x + wa1;
|
||||||
|
wa3 = diag.cwise() * wa1;
|
||||||
|
pnorm = wa3.stableNorm();
|
||||||
|
|
||||||
|
/* on the first iteration, adjust the initial step bound. */
|
||||||
|
|
||||||
|
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)
|
||||||
|
goto L300;
|
||||||
|
fnorm1 = wa4.stableNorm();
|
||||||
|
|
||||||
|
/* compute the scaled actual reduction. */
|
||||||
|
|
||||||
|
actred = -1.;
|
||||||
|
if (fnorm1 < fnorm) /* Computing 2nd power */
|
||||||
|
actred = 1. - ei_abs2(fnorm1 / fnorm);
|
||||||
|
|
||||||
|
/* compute the scaled predicted reduction. */
|
||||||
|
|
||||||
|
l = 0;
|
||||||
|
for (i = 0; i < n; ++i) {
|
||||||
|
sum = 0.;
|
||||||
|
for (j = i; j < n; ++j) {
|
||||||
|
sum += R[l] * wa1[j];
|
||||||
|
++l;
|
||||||
|
}
|
||||||
|
wa3[i] = qtf[i] + sum;
|
||||||
|
}
|
||||||
|
temp = wa3.stableNorm();
|
||||||
|
prered = 0.;
|
||||||
|
if (temp < fnorm) /* Computing 2nd power */
|
||||||
|
prered = 1. - ei_abs2(temp / fnorm);
|
||||||
|
|
||||||
|
/* compute the ratio of the actual to the predicted */
|
||||||
|
/* reduction. */
|
||||||
|
|
||||||
|
ratio = 0.;
|
||||||
|
if (prered > 0.)
|
||||||
|
ratio = actred / prered;
|
||||||
|
|
||||||
|
/* update the step bound. */
|
||||||
|
|
||||||
|
if (ratio < Scalar(.1)) {
|
||||||
|
ncsuc = 0;
|
||||||
|
++ncfail;
|
||||||
|
delta = Scalar(.5) * delta;
|
||||||
|
} else {
|
||||||
|
ncfail = 0;
|
||||||
|
++ncsuc;
|
||||||
|
if (ratio >= Scalar(.5) || ncsuc > 1) /* Computing MAX */
|
||||||
|
delta = std::max(delta, pnorm / Scalar(.5));
|
||||||
|
if (ei_abs(ratio - 1.) <= Scalar(.1)) {
|
||||||
|
delta = pnorm / Scalar(.5);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/* test for successful iteration. */
|
||||||
|
|
||||||
|
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;
|
||||||
|
}
|
||||||
|
|
||||||
|
/* determine the progress of the iteration. */
|
||||||
|
|
||||||
|
++nslow1;
|
||||||
|
if (actred >= Scalar(.001))
|
||||||
|
nslow1 = 0;
|
||||||
|
if (jeval)
|
||||||
|
++nslow2;
|
||||||
|
if (actred >= Scalar(.1))
|
||||||
|
nslow2 = 0;
|
||||||
|
|
||||||
|
/* test for convergence. */
|
||||||
|
|
||||||
|
if (delta <= xtol * xnorm || fnorm == 0.)
|
||||||
|
info = 1;
|
||||||
|
if (info != 0)
|
||||||
|
goto L300;
|
||||||
|
|
||||||
|
/* tests for termination and stringent tolerances. */
|
||||||
|
|
||||||
|
if (nfev >= maxfev)
|
||||||
|
info = 2;
|
||||||
|
/* Computing MAX */
|
||||||
|
if (Scalar(.1) * std::max(Scalar(.1) * delta, pnorm) <= epsilon<Scalar>() * xnorm)
|
||||||
|
info = 3;
|
||||||
|
if (nslow2 == 5)
|
||||||
|
info = 4;
|
||||||
|
if (nslow1 == 10)
|
||||||
|
info = 5;
|
||||||
|
if (info != 0)
|
||||||
|
goto L300;
|
||||||
|
|
||||||
|
/* criterion for recalculating jacobian approximation */
|
||||||
|
/* by forward differences. */
|
||||||
|
|
||||||
|
if (ncfail == 2)
|
||||||
|
break;
|
||||||
|
|
||||||
|
/* calculate the rank one modification to the jacobian */
|
||||||
|
/* and update qtf if necessary. */
|
||||||
|
|
||||||
|
for (j = 0; j < n; ++j) {
|
||||||
|
sum = wa4.dot(fjac.col(j));
|
||||||
|
wa2[j] = (sum - wa3[j]) / pnorm;
|
||||||
|
wa1[j] = diag[j] * (diag[j] * wa1[j] / pnorm);
|
||||||
|
if (ratio >= Scalar(1e-4))
|
||||||
|
qtf[j] = sum;
|
||||||
|
}
|
||||||
|
|
||||||
|
/* compute the qr factorization of the updated jacobian. */
|
||||||
|
|
||||||
|
ei_r1updt<Scalar>(n, n, R.data(), R.size(), wa1.data(), wa2.data(), wa3.data(), &sing);
|
||||||
|
ei_r1mpyq<Scalar>(n, n, fjac.data(), fjac.rows(), wa2.data(), wa3.data());
|
||||||
|
ei_r1mpyq<Scalar>(1, n, qtf.data(), 1, wa2.data(), wa3.data());
|
||||||
|
|
||||||
|
/* end of the inner loop. */
|
||||||
|
|
||||||
|
jeval = false;
|
||||||
}
|
}
|
||||||
/* L150: */
|
/* end of the outer loop. */
|
||||||
}
|
}
|
||||||
|
|
||||||
/* accumulate the orthogonal factor in fjac. */
|
|
||||||
|
|
||||||
ei_qform<Scalar>(n, n, fjac.data(), fjac.rows(), wa1.data());
|
|
||||||
|
|
||||||
/* rescale if necessary. */
|
|
||||||
|
|
||||||
if (mode == 2) {
|
|
||||||
goto L170;
|
|
||||||
}
|
|
||||||
/* Computing MAX */
|
|
||||||
diag = diag.cwise().max(wa2);
|
|
||||||
L170:
|
|
||||||
|
|
||||||
/* beginning of the inner loop. */
|
|
||||||
|
|
||||||
L180:
|
|
||||||
/* if requested, call Functor::f to enable printing of iterates. */
|
|
||||||
|
|
||||||
if (nprint <= 0) {
|
|
||||||
goto L190;
|
|
||||||
}
|
|
||||||
iflag = 0;
|
|
||||||
if ((iter - 1) % nprint == 0)
|
|
||||||
iflag = Functor::debug(x, fvec);
|
|
||||||
if (iflag < 0)
|
|
||||||
goto L300;
|
|
||||||
L190:
|
|
||||||
|
|
||||||
/* determine the direction p. */
|
|
||||||
|
|
||||||
ei_dogleg<Scalar>(R, diag, qtf, delta, wa1);
|
|
||||||
|
|
||||||
/* store the direction p and x + p. calculate the norm of p. */
|
|
||||||
|
|
||||||
wa1 = -wa1;
|
|
||||||
wa2 = x + wa1;
|
|
||||||
wa3 = diag.cwise() * wa1;
|
|
||||||
pnorm = wa3.stableNorm();
|
|
||||||
|
|
||||||
/* on the first iteration, adjust the initial step bound. */
|
|
||||||
|
|
||||||
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)
|
|
||||||
goto L300;
|
|
||||||
fnorm1 = wa4.stableNorm();
|
|
||||||
|
|
||||||
/* compute the scaled actual reduction. */
|
|
||||||
|
|
||||||
actred = -1.;
|
|
||||||
if (fnorm1 < fnorm) /* Computing 2nd power */
|
|
||||||
actred = 1. - ei_abs2(fnorm1 / fnorm);
|
|
||||||
|
|
||||||
/* compute the scaled predicted reduction. */
|
|
||||||
|
|
||||||
l = 0;
|
|
||||||
for (i = 0; i < n; ++i) {
|
|
||||||
sum = 0.;
|
|
||||||
for (j = i; j < n; ++j) {
|
|
||||||
sum += R[l] * wa1[j];
|
|
||||||
++l;
|
|
||||||
/* L210: */
|
|
||||||
}
|
|
||||||
wa3[i] = qtf[i] + sum;
|
|
||||||
/* L220: */
|
|
||||||
}
|
|
||||||
temp = wa3.stableNorm();
|
|
||||||
prered = 0.;
|
|
||||||
if (temp < fnorm) /* Computing 2nd power */
|
|
||||||
prered = 1. - ei_abs2(temp / fnorm);
|
|
||||||
|
|
||||||
/* compute the ratio of the actual to the predicted */
|
|
||||||
/* reduction. */
|
|
||||||
|
|
||||||
ratio = 0.;
|
|
||||||
if (prered > 0.) {
|
|
||||||
ratio = actred / prered;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* update the step bound. */
|
|
||||||
|
|
||||||
if (ratio >= Scalar(.1)) {
|
|
||||||
goto L230;
|
|
||||||
}
|
|
||||||
ncsuc = 0;
|
|
||||||
++ncfail;
|
|
||||||
delta = Scalar(.5) * delta;
|
|
||||||
goto L240;
|
|
||||||
L230:
|
|
||||||
ncfail = 0;
|
|
||||||
++ncsuc;
|
|
||||||
if (ratio >= Scalar(.5) || ncsuc > 1) /* Computing MAX */
|
|
||||||
delta = std::max(delta, pnorm / Scalar(.5));
|
|
||||||
if (ei_abs(ratio - 1.) <= Scalar(.1)) {
|
|
||||||
delta = pnorm / Scalar(.5);
|
|
||||||
}
|
|
||||||
L240:
|
|
||||||
|
|
||||||
/* test for successful iteration. */
|
|
||||||
|
|
||||||
if (ratio < Scalar(1e-4)) {
|
|
||||||
goto L260;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* successful iteration. update x, fvec, and their norms. */
|
|
||||||
|
|
||||||
x = wa2;
|
|
||||||
wa2 = diag.cwise() * x;
|
|
||||||
fvec = wa4;
|
|
||||||
xnorm = wa2.stableNorm();
|
|
||||||
fnorm = fnorm1;
|
|
||||||
++iter;
|
|
||||||
L260:
|
|
||||||
|
|
||||||
/* determine the progress of the iteration. */
|
|
||||||
|
|
||||||
++nslow1;
|
|
||||||
if (actred >= Scalar(.001)) {
|
|
||||||
nslow1 = 0;
|
|
||||||
}
|
|
||||||
if (jeval) {
|
|
||||||
++nslow2;
|
|
||||||
}
|
|
||||||
if (actred >= Scalar(.1)) {
|
|
||||||
nslow2 = 0;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* test for convergence. */
|
|
||||||
|
|
||||||
if (delta <= xtol * xnorm || fnorm == 0.) {
|
|
||||||
info = 1;
|
|
||||||
}
|
|
||||||
if (info != 0) {
|
|
||||||
goto L300;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* tests for termination and stringent tolerances. */
|
|
||||||
|
|
||||||
if (nfev >= maxfev) {
|
|
||||||
info = 2;
|
|
||||||
}
|
|
||||||
/* Computing MAX */
|
|
||||||
if (Scalar(.1) * std::max(Scalar(.1) * delta, pnorm) <= epsilon<Scalar>() * xnorm)
|
|
||||||
info = 3;
|
|
||||||
if (nslow2 == 5)
|
|
||||||
info = 4;
|
|
||||||
if (nslow1 == 10)
|
|
||||||
info = 5;
|
|
||||||
if (info != 0)
|
|
||||||
goto L300;
|
|
||||||
|
|
||||||
/* criterion for recalculating jacobian approximation */
|
|
||||||
/* by forward differences. */
|
|
||||||
|
|
||||||
if (ncfail == 2)
|
|
||||||
goto L290;
|
|
||||||
|
|
||||||
/* calculate the rank one modification to the jacobian */
|
|
||||||
/* and update qtf if necessary. */
|
|
||||||
|
|
||||||
for (j = 0; j < n; ++j) {
|
|
||||||
sum = wa4.dot(fjac.col(j));
|
|
||||||
wa2[j] = (sum - wa3[j]) / pnorm;
|
|
||||||
wa1[j] = diag[j] * (diag[j] * wa1[j] / pnorm);
|
|
||||||
if (ratio >= Scalar(1e-4))
|
|
||||||
qtf[j] = sum;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* compute the qr factorization of the updated jacobian. */
|
|
||||||
|
|
||||||
ei_r1updt<Scalar>(n, n, R.data(), lr, wa1.data(), wa2.data(), wa3.data(), &sing);
|
|
||||||
ei_r1mpyq<Scalar>(n, n, fjac.data(), fjac.rows(), wa2.data(), wa3.data());
|
|
||||||
ei_r1mpyq<Scalar>(1, n, qtf.data(), 1, wa2.data(), wa3.data());
|
|
||||||
|
|
||||||
/* end of the inner loop. */
|
|
||||||
|
|
||||||
jeval = false;
|
|
||||||
goto L180;
|
|
||||||
L290:
|
|
||||||
|
|
||||||
/* end of the outer loop. */
|
|
||||||
|
|
||||||
goto L30;
|
|
||||||
L300:
|
L300:
|
||||||
|
|
||||||
/* termination, either normal or user imposed. */
|
/* termination, either normal or user imposed. */
|
||||||
|
if (iflag < 0)
|
||||||
if (iflag < 0) {
|
|
||||||
info = iflag;
|
info = iflag;
|
||||||
}
|
|
||||||
if (nprint > 0)
|
if (nprint > 0)
|
||||||
iflag = Functor::debug(x, fvec);
|
iflag = Functor::debug(x, fvec);
|
||||||
return info;
|
return info;
|
||||||
|
@ -17,12 +17,11 @@ int ei_hybrj(
|
|||||||
)
|
)
|
||||||
{
|
{
|
||||||
const int n = x.size();
|
const int n = x.size();
|
||||||
const int lr = (n*(n+1))/2;
|
|
||||||
Matrix< Scalar, Dynamic, 1 > wa1(n), wa2(n), wa3(n), wa4(n);
|
Matrix< Scalar, Dynamic, 1 > wa1(n), wa2(n), wa3(n), wa4(n);
|
||||||
|
|
||||||
fvec.resize(n);
|
fvec.resize(n);
|
||||||
qtf.resize(n);
|
qtf.resize(n);
|
||||||
R.resize(lr);
|
R.resize( (n*(n+1))/2);
|
||||||
fjac.resize(n, n);
|
fjac.resize(n, n);
|
||||||
|
|
||||||
/* Local variables */
|
/* Local variables */
|
||||||
@ -51,10 +50,8 @@ int ei_hybrj(
|
|||||||
|
|
||||||
/* check the input parameters for errors. */
|
/* check the input parameters for errors. */
|
||||||
|
|
||||||
if (n <= 0 || xtol < 0. || maxfev <= 0 || factor <=
|
if (n <= 0 || xtol < 0. || maxfev <= 0 || factor <= 0. )
|
||||||
0. || lr < n * (n + 1) / 2) {
|
|
||||||
goto L300;
|
goto L300;
|
||||||
}
|
|
||||||
if (mode == 2)
|
if (mode == 2)
|
||||||
for (j = 0; j < n; ++j)
|
for (j = 0; j < n; ++j)
|
||||||
if (diag[j] <= 0.) goto L300;
|
if (diag[j] <= 0.) goto L300;
|
||||||
@ -64,9 +61,8 @@ int ei_hybrj(
|
|||||||
|
|
||||||
iflag = Functor::f(x, fvec);
|
iflag = Functor::f(x, fvec);
|
||||||
nfev = 1;
|
nfev = 1;
|
||||||
if (iflag < 0) {
|
if (iflag < 0)
|
||||||
goto L300;
|
goto L300;
|
||||||
}
|
|
||||||
fnorm = fvec.stableNorm();
|
fnorm = fvec.stableNorm();
|
||||||
|
|
||||||
/* initialize iteration counter and monitors. */
|
/* initialize iteration counter and monitors. */
|
||||||
@ -79,285 +75,236 @@ int ei_hybrj(
|
|||||||
|
|
||||||
/* beginning of the outer loop. */
|
/* beginning of the outer loop. */
|
||||||
|
|
||||||
L30:
|
while (true) {
|
||||||
jeval = true;
|
jeval = true;
|
||||||
|
|
||||||
/* calculate the jacobian matrix. */
|
/* calculate the jacobian matrix. */
|
||||||
|
|
||||||
iflag = Functor::df(x, fjac);
|
iflag = Functor::df(x, fjac);
|
||||||
++njev;
|
++njev;
|
||||||
if (iflag < 0) {
|
if (iflag < 0)
|
||||||
goto L300;
|
break;
|
||||||
}
|
|
||||||
|
|
||||||
/* compute the qr factorization of the jacobian. */
|
/* compute the qr factorization of the jacobian. */
|
||||||
|
|
||||||
ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), false, iwa, 1, wa1.data(), wa2.data());
|
ei_qrfac<Scalar>(n, n, fjac.data(), fjac.rows(), false, iwa, 1, wa1.data(), wa2.data());
|
||||||
|
|
||||||
/* on the first iteration and if mode is 1, scale according */
|
/* on the first iteration and if mode is 1, scale according */
|
||||||
/* to the norms of the columns of the initial jacobian. */
|
/* to the norms of the columns of the initial jacobian. */
|
||||||
|
|
||||||
if (iter != 1) {
|
if (iter == 1) {
|
||||||
goto L70;
|
if (mode != 2)
|
||||||
}
|
for (j = 0; j < n; ++j) {
|
||||||
if (mode == 2) {
|
diag[j] = wa2[j];
|
||||||
goto L50;
|
if (wa2[j] == 0.)
|
||||||
}
|
diag[j] = 1.;
|
||||||
for (j = 0; j < n; ++j) {
|
}
|
||||||
diag[j] = wa2[j];
|
|
||||||
if (wa2[j] == 0.) {
|
/* on the first iteration, calculate the norm of the scaled x */
|
||||||
diag[j] = 1.;
|
/* and initialize the step bound delta. */
|
||||||
|
|
||||||
|
wa3 = diag.cwise() * x;
|
||||||
|
xnorm = wa3.stableNorm();
|
||||||
|
delta = factor * xnorm;
|
||||||
|
if (delta == 0.)
|
||||||
|
delta = factor;
|
||||||
}
|
}
|
||||||
/* L40: */
|
|
||||||
}
|
|
||||||
L50:
|
|
||||||
|
|
||||||
/* on the first iteration, calculate the norm of the scaled x */
|
/* form (q transpose)*fvec and store in qtf. */
|
||||||
/* and initialize the step bound delta. */
|
|
||||||
|
|
||||||
wa3 = diag.cwise() * x;
|
qtf = fvec;
|
||||||
xnorm = wa3.stableNorm();
|
for (j = 0; j < n; ++j)
|
||||||
delta = factor * xnorm;
|
if (fjac(j,j) != 0.) {
|
||||||
if (delta == 0.) {
|
sum = 0.;
|
||||||
delta = factor;
|
for (i = j; i < n; ++i)
|
||||||
}
|
sum += fjac(i,j) * qtf[i];
|
||||||
L70:
|
temp = -sum / fjac(j,j);
|
||||||
|
for (i = j; i < n; ++i)
|
||||||
/* form (q transpose)*fvec and store in qtf. */
|
qtf[i] += fjac(i,j) * temp;
|
||||||
|
|
||||||
qtf = fvec;
|
|
||||||
for (j = 0; j < n; ++j) {
|
|
||||||
if (fjac(j,j) == 0.) {
|
|
||||||
goto L110;
|
|
||||||
}
|
|
||||||
sum = 0.;
|
|
||||||
for (i = j; i < n; ++i) {
|
|
||||||
sum += fjac(i,j) * qtf[i];
|
|
||||||
/* L90: */
|
|
||||||
}
|
|
||||||
temp = -sum / fjac(j,j);
|
|
||||||
for (i = j; i < n; ++i) {
|
|
||||||
qtf[i] += fjac(i,j) * temp;
|
|
||||||
/* L100: */
|
|
||||||
}
|
|
||||||
L110:
|
|
||||||
/* L120: */
|
|
||||||
;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* copy the triangular factor of the qr factorization into r. */
|
|
||||||
|
|
||||||
sing = false;
|
|
||||||
for (j = 0; j < n; ++j) {
|
|
||||||
l = j;
|
|
||||||
if (j) {
|
|
||||||
for (i = 0; i < j; ++i) {
|
|
||||||
R[l] = fjac(i,j);
|
|
||||||
l = l + n - i -1;
|
|
||||||
/* L130: */
|
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/* copy the triangular factor of the qr factorization into r. */
|
||||||
|
|
||||||
|
sing = false;
|
||||||
|
for (j = 0; j < n; ++j) {
|
||||||
|
l = j;
|
||||||
|
if (j)
|
||||||
|
for (i = 0; i < j; ++i) {
|
||||||
|
R[l] = fjac(i,j);
|
||||||
|
l = l + n - i -1;
|
||||||
|
}
|
||||||
|
R[l] = wa1[j];
|
||||||
|
if (wa1[j] == 0.)
|
||||||
|
sing = true;
|
||||||
}
|
}
|
||||||
R[l] = wa1[j];
|
|
||||||
if (wa1[j] == 0.) {
|
/* accumulate the orthogonal factor in fjac. */
|
||||||
sing = true;
|
|
||||||
|
ei_qform<Scalar>(n, n, fjac.data(), fjac.rows(), wa1.data());
|
||||||
|
|
||||||
|
/* rescale if necessary. */
|
||||||
|
|
||||||
|
/* Computing MAX */
|
||||||
|
if (mode != 2)
|
||||||
|
diag = diag.cwise().max(wa2);
|
||||||
|
|
||||||
|
/* beginning of the inner loop. */
|
||||||
|
|
||||||
|
while (true) {
|
||||||
|
/* if requested, call Functor::f to enable printing of iterates. */
|
||||||
|
|
||||||
|
if (nprint > 0) {
|
||||||
|
iflag = 0;
|
||||||
|
if ((iter - 1) % nprint == 0)
|
||||||
|
iflag = Functor::debug(x, fvec, fjac);
|
||||||
|
if (iflag < 0)
|
||||||
|
goto L300;
|
||||||
|
}
|
||||||
|
|
||||||
|
/* determine the direction p. */
|
||||||
|
|
||||||
|
ei_dogleg<Scalar>(R, diag, qtf, delta, wa1);
|
||||||
|
|
||||||
|
/* store the direction p and x + p. calculate the norm of p. */
|
||||||
|
|
||||||
|
wa1 = -wa1;
|
||||||
|
wa2 = x + wa1;
|
||||||
|
wa3 = diag.cwise() * wa1;
|
||||||
|
pnorm = wa3.stableNorm();
|
||||||
|
|
||||||
|
/* on the first iteration, adjust the initial step bound. */
|
||||||
|
|
||||||
|
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)
|
||||||
|
goto L300;
|
||||||
|
fnorm1 = wa4.stableNorm();
|
||||||
|
|
||||||
|
/* compute the scaled actual reduction. */
|
||||||
|
|
||||||
|
actred = -1.;
|
||||||
|
if (fnorm1 < fnorm) /* Computing 2nd power */
|
||||||
|
actred = 1. - ei_abs2(fnorm1 / fnorm);
|
||||||
|
|
||||||
|
/* compute the scaled predicted reduction. */
|
||||||
|
|
||||||
|
l = 0;
|
||||||
|
for (i = 0; i < n; ++i) {
|
||||||
|
sum = 0.;
|
||||||
|
for (j = i; j < n; ++j) {
|
||||||
|
sum += R[l] * wa1[j];
|
||||||
|
++l;
|
||||||
|
}
|
||||||
|
wa3[i] = qtf[i] + sum;
|
||||||
|
}
|
||||||
|
temp = wa3.stableNorm();
|
||||||
|
prered = 0.;
|
||||||
|
if (temp < fnorm) /* Computing 2nd power */
|
||||||
|
prered = 1. - ei_abs2(temp / fnorm);
|
||||||
|
|
||||||
|
/* compute the ratio of the actual to the predicted */
|
||||||
|
/* reduction. */
|
||||||
|
|
||||||
|
ratio = 0.;
|
||||||
|
if (prered > 0.)
|
||||||
|
ratio = actred / prered;
|
||||||
|
|
||||||
|
/* update the step bound. */
|
||||||
|
|
||||||
|
if (ratio < Scalar(.1)) {
|
||||||
|
ncsuc = 0;
|
||||||
|
++ncfail;
|
||||||
|
delta = Scalar(.5) * delta;
|
||||||
|
} else {
|
||||||
|
ncfail = 0;
|
||||||
|
++ncsuc;
|
||||||
|
if (ratio >= Scalar(.5) || ncsuc > 1) /* Computing MAX */
|
||||||
|
delta = std::max(delta, pnorm / Scalar(.5));
|
||||||
|
if (ei_abs(ratio - 1.) <= Scalar(.1)) {
|
||||||
|
delta = pnorm / Scalar(.5);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/* test for successful iteration. */
|
||||||
|
|
||||||
|
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;
|
||||||
|
}
|
||||||
|
|
||||||
|
/* determine the progress of the iteration. */
|
||||||
|
|
||||||
|
++nslow1;
|
||||||
|
if (actred >= Scalar(.001))
|
||||||
|
nslow1 = 0;
|
||||||
|
if (jeval)
|
||||||
|
++nslow2;
|
||||||
|
if (actred >= Scalar(.1))
|
||||||
|
nslow2 = 0;
|
||||||
|
|
||||||
|
/* test for convergence. */
|
||||||
|
|
||||||
|
if (delta <= xtol * xnorm || fnorm == 0.)
|
||||||
|
info = 1;
|
||||||
|
if (info != 0)
|
||||||
|
goto L300;
|
||||||
|
|
||||||
|
/* tests for termination and stringent tolerances. */
|
||||||
|
|
||||||
|
if (nfev >= maxfev)
|
||||||
|
info = 2;
|
||||||
|
/* Computing MAX */
|
||||||
|
if (Scalar(.1) * std::max(Scalar(.1) * delta, pnorm) <= epsilon<Scalar>() * xnorm)
|
||||||
|
info = 3;
|
||||||
|
if (nslow2 == 5)
|
||||||
|
info = 4;
|
||||||
|
if (nslow1 == 10)
|
||||||
|
info = 5;
|
||||||
|
if (info != 0)
|
||||||
|
goto L300;
|
||||||
|
|
||||||
|
/* criterion for recalculating jacobian. */
|
||||||
|
|
||||||
|
if (ncfail == 2)
|
||||||
|
break;
|
||||||
|
|
||||||
|
/* calculate the rank one modification to the jacobian */
|
||||||
|
/* and update qtf if necessary. */
|
||||||
|
|
||||||
|
for (j = 0; j < n; ++j) {
|
||||||
|
sum = wa4.dot(fjac.col(j));
|
||||||
|
wa2[j] = (sum - wa3[j]) / pnorm;
|
||||||
|
wa1[j] = diag[j] * (diag[j] * wa1[j] / pnorm);
|
||||||
|
if (ratio >= Scalar(1e-4))
|
||||||
|
qtf[j] = sum;
|
||||||
|
}
|
||||||
|
|
||||||
|
/* compute the qr factorization of the updated jacobian. */
|
||||||
|
|
||||||
|
ei_r1updt<Scalar>(n, n, R.data(), R.size(), wa1.data(), wa2.data(), wa3.data(), &sing);
|
||||||
|
ei_r1mpyq<Scalar>(n, n, fjac.data(), fjac.rows(), wa2.data(), wa3.data());
|
||||||
|
ei_r1mpyq<Scalar>(1, n, qtf.data(), 1, wa2.data(), wa3.data());
|
||||||
|
|
||||||
|
/* end of the inner loop. */
|
||||||
|
|
||||||
|
jeval = false;
|
||||||
}
|
}
|
||||||
/* L150: */
|
/* end of the outer loop. */
|
||||||
}
|
}
|
||||||
|
|
||||||
/* accumulate the orthogonal factor in fjac. */
|
|
||||||
|
|
||||||
ei_qform<Scalar>(n, n, fjac.data(), fjac.rows(), wa1.data());
|
|
||||||
|
|
||||||
/* rescale if necessary. */
|
|
||||||
|
|
||||||
if (mode == 2) {
|
|
||||||
goto L170;
|
|
||||||
}
|
|
||||||
/* Computing MAX */
|
|
||||||
diag = diag.cwise().max(wa2);
|
|
||||||
L170:
|
|
||||||
|
|
||||||
/* beginning of the inner loop. */
|
|
||||||
|
|
||||||
L180:
|
|
||||||
/* if requested, call Functor::f to enable printing of iterates. */
|
|
||||||
|
|
||||||
if (nprint <= 0) {
|
|
||||||
goto L190;
|
|
||||||
}
|
|
||||||
iflag = 0;
|
|
||||||
if ((iter - 1) % nprint == 0)
|
|
||||||
iflag = Functor::debug(x, fvec, fjac);
|
|
||||||
if (iflag < 0)
|
|
||||||
goto L300;
|
|
||||||
L190:
|
|
||||||
|
|
||||||
/* determine the direction p. */
|
|
||||||
|
|
||||||
ei_dogleg<Scalar>(R, diag, qtf, delta, wa1);
|
|
||||||
|
|
||||||
/* store the direction p and x + p. calculate the norm of p. */
|
|
||||||
|
|
||||||
wa1 = -wa1;
|
|
||||||
wa2 = x + wa1;
|
|
||||||
wa3 = diag.cwise() * wa1;
|
|
||||||
pnorm = wa3.stableNorm();
|
|
||||||
|
|
||||||
/* on the first iteration, adjust the initial step bound. */
|
|
||||||
|
|
||||||
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)
|
|
||||||
goto L300;
|
|
||||||
fnorm1 = wa4.stableNorm();
|
|
||||||
|
|
||||||
/* compute the scaled actual reduction. */
|
|
||||||
|
|
||||||
actred = -1.;
|
|
||||||
if (fnorm1 < fnorm) /* Computing 2nd power */
|
|
||||||
actred = 1. - ei_abs2(fnorm1 / fnorm);
|
|
||||||
|
|
||||||
/* compute the scaled predicted reduction. */
|
|
||||||
|
|
||||||
l = 0;
|
|
||||||
for (i = 0; i < n; ++i) {
|
|
||||||
sum = 0.;
|
|
||||||
for (j = i; j < n; ++j) {
|
|
||||||
sum += R[l] * wa1[j];
|
|
||||||
++l;
|
|
||||||
/* L210: */
|
|
||||||
}
|
|
||||||
wa3[i] = qtf[i] + sum;
|
|
||||||
/* L220: */
|
|
||||||
}
|
|
||||||
temp = wa3.stableNorm();
|
|
||||||
prered = 0.;
|
|
||||||
if (temp < fnorm) /* Computing 2nd power */
|
|
||||||
prered = 1. - ei_abs2(temp / fnorm);
|
|
||||||
|
|
||||||
/* compute the ratio of the actual to the predicted */
|
|
||||||
/* reduction. */
|
|
||||||
|
|
||||||
ratio = 0.;
|
|
||||||
if (prered > 0.) {
|
|
||||||
ratio = actred / prered;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* update the step bound. */
|
|
||||||
|
|
||||||
if (ratio >= Scalar(.1)) {
|
|
||||||
goto L230;
|
|
||||||
}
|
|
||||||
ncsuc = 0;
|
|
||||||
++ncfail;
|
|
||||||
delta = Scalar(.5) * delta;
|
|
||||||
goto L240;
|
|
||||||
L230:
|
|
||||||
ncfail = 0;
|
|
||||||
++ncsuc;
|
|
||||||
if (ratio >= Scalar(.5) || ncsuc > 1) /* Computing MAX */
|
|
||||||
delta = std::max(delta, pnorm / Scalar(.5));
|
|
||||||
if (ei_abs(ratio - 1.) <= Scalar(.1)) {
|
|
||||||
delta = pnorm / Scalar(.5);
|
|
||||||
}
|
|
||||||
L240:
|
|
||||||
|
|
||||||
/* test for successful iteration. */
|
|
||||||
|
|
||||||
if (ratio < Scalar(1e-4)) {
|
|
||||||
goto L260;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* successful iteration. update x, fvec, and their norms. */
|
|
||||||
|
|
||||||
x = wa2;
|
|
||||||
wa2 = diag.cwise() * x;
|
|
||||||
fvec = wa4;
|
|
||||||
xnorm = wa2.stableNorm();
|
|
||||||
fnorm = fnorm1;
|
|
||||||
++iter;
|
|
||||||
L260:
|
|
||||||
|
|
||||||
/* determine the progress of the iteration. */
|
|
||||||
|
|
||||||
++nslow1;
|
|
||||||
if (actred >= Scalar(.001)) {
|
|
||||||
nslow1 = 0;
|
|
||||||
}
|
|
||||||
if (jeval) {
|
|
||||||
++nslow2;
|
|
||||||
}
|
|
||||||
if (actred >= Scalar(.1)) {
|
|
||||||
nslow2 = 0;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* test for convergence. */
|
|
||||||
|
|
||||||
if (delta <= xtol * xnorm || fnorm == 0.) {
|
|
||||||
info = 1;
|
|
||||||
}
|
|
||||||
if (info != 0) {
|
|
||||||
goto L300;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* tests for termination and stringent tolerances. */
|
|
||||||
|
|
||||||
if (nfev >= maxfev) {
|
|
||||||
info = 2;
|
|
||||||
}
|
|
||||||
/* Computing MAX */
|
|
||||||
if (Scalar(.1) * std::max(Scalar(.1) * delta, pnorm) <= epsilon<Scalar>() * xnorm)
|
|
||||||
info = 3;
|
|
||||||
if (nslow2 == 5)
|
|
||||||
info = 4;
|
|
||||||
if (nslow1 == 10)
|
|
||||||
info = 5;
|
|
||||||
if (info != 0)
|
|
||||||
goto L300;
|
|
||||||
|
|
||||||
/* criterion for recalculating jacobian. */
|
|
||||||
|
|
||||||
if (ncfail == 2)
|
|
||||||
goto L290;
|
|
||||||
|
|
||||||
/* calculate the rank one modification to the jacobian */
|
|
||||||
/* and update qtf if necessary. */
|
|
||||||
|
|
||||||
for (j = 0; j < n; ++j) {
|
|
||||||
sum = wa4.dot(fjac.col(j));
|
|
||||||
wa2[j] = (sum - wa3[j]) / pnorm;
|
|
||||||
wa1[j] = diag[j] * (diag[j] * wa1[j] / pnorm);
|
|
||||||
if (ratio >= Scalar(1e-4))
|
|
||||||
qtf[j] = sum;
|
|
||||||
}
|
|
||||||
|
|
||||||
/* compute the qr factorization of the updated jacobian. */
|
|
||||||
|
|
||||||
ei_r1updt<Scalar>(n, n, R.data(), lr, wa1.data(), wa2.data(), wa3.data(), &sing);
|
|
||||||
ei_r1mpyq<Scalar>(n, n, fjac.data(), fjac.rows(), wa2.data(), wa3.data());
|
|
||||||
ei_r1mpyq<Scalar>(1, n, qtf.data(), 1, wa2.data(), wa3.data());
|
|
||||||
|
|
||||||
/* end of the inner loop. */
|
|
||||||
|
|
||||||
jeval = false;
|
|
||||||
goto L180;
|
|
||||||
L290:
|
|
||||||
|
|
||||||
/* end of the outer loop. */
|
|
||||||
|
|
||||||
goto L30;
|
|
||||||
L300:
|
L300:
|
||||||
|
|
||||||
/* termination, either normal or user imposed. */
|
/* termination, either normal or user imposed. */
|
||||||
|
if (iflag < 0)
|
||||||
if (iflag < 0) {
|
|
||||||
info = iflag;
|
info = iflag;
|
||||||
}
|
|
||||||
if (nprint > 0)
|
if (nprint > 0)
|
||||||
iflag = Functor::debug(x, fvec, fjac);
|
iflag = Functor::debug(x, fvec, fjac);
|
||||||
return info;
|
return info;
|
||||||
|
Loading…
x
Reference in New Issue
Block a user