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dogleg, lmpar : use more eigen features
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@ -47,16 +47,12 @@ void ei_dogleg(
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}
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}
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x[j] = (qtb[j] - sum) / temp;
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/* L50: */
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}
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/* test whether the gauss-newton direction is acceptable. */
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for (j = 0; j < n; ++j) {
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wa1[j] = 0.;
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wa2[j] = diag[j] * x[j];
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/* L60: */
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}
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wa1.fill(0.);
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wa2 = diag.cwise() * x;
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qnorm = wa2.stableNorm();
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if (qnorm <= delta)
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return;
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@ -70,10 +66,8 @@ void ei_dogleg(
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for (i = j; i < n; ++i) {
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wa1[i] += r[l] * temp;
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++l;
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/* L70: */
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}
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wa1[j] /= diag[j];
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/* L80: */
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}
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/* calculate the norm of the scaled gradient and test for */
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@ -82,17 +76,13 @@ void ei_dogleg(
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gnorm = wa1.stableNorm();
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sgnorm = 0.;
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alpha = delta / qnorm;
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if (gnorm == 0.) {
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if (gnorm == 0.)
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goto L120;
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}
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/* calculate the point along the scaled gradient */
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/* at which the quadratic is minimized. */
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for (j = 0; j < n; ++j) {
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wa1[j] = wa1[j] / gnorm / diag[j];
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/* L90: */
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}
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wa1.cwise() /= diag*gnorm;
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l = 0;
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for (j = 0; j < n; ++j) {
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sum = 0.;
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@ -129,10 +119,8 @@ L120:
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/* form appropriate convex combination of the gauss-newton */
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/* direction and the scaled gradient direction. */
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temp = (1. - alpha) * std::min(sgnorm,delta);
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for (j = 0; j < n; ++j) {
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x[j] = temp * wa1[j] + alpha * x[j];
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}
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temp = (1.-alpha) * std::min(sgnorm,delta);
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x = temp * wa1 + alpha * x;
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return;
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}
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@ -59,23 +59,19 @@ void ei_lmpar(
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/* for acceptance of the gauss-newton direction. */
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iter = 0;
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for (j = 0; j < n; ++j) {
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wa2[j] = diag[j] * x[j];
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}
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wa2 = diag.cwise() * x;
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dxnorm = wa2.blueNorm();
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fp = dxnorm - delta;
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if (fp <= Scalar(0.1) * delta) {
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if (fp <= Scalar(0.1) * delta)
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goto L220;
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}
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/* if the jacobian is not rank deficient, the newton */
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/* step provides a lower bound, parl, for the zero of */
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/* the function. otherwise set this bound to zero. */
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parl = 0.;
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if (nsing < n-1) {
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if (nsing < n-1)
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goto L120;
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}
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for (j = 0; j < n; ++j) {
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l = ipvt[j]-1;
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wa1[j] = diag[l] * (wa2[l] / dxnorm);
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@ -94,13 +90,10 @@ L120:
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for (j = 0; j < n; ++j) {
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sum = 0.;
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for (i = 0; i <= j; ++i) {
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for (i = 0; i <= j; ++i)
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sum += r(i,j) * qtb[i];
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/* L130: */
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}
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l = ipvt[j]-1;
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wa1[j] = sum / diag[l];
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/* L140: */
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}
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gnorm = wa1.stableNorm();
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paru = gnorm / delta;
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@ -113,9 +106,8 @@ L120:
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par = std::max(par,parl);
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par = std::min(par,paru);
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if (par == 0.) {
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if (par == 0.)
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par = gnorm / dxnorm;
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}
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/* beginning of an iteration. */
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@ -124,20 +116,15 @@ L150:
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/* evaluate the function at the current value of par. */
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if (par == 0.) {
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/* Computing MAX */
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par = std::max(dwarf,Scalar(.001) * paru);
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}
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if (par == 0.)
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par = std::max(dwarf,Scalar(.001) * paru); /* Computing MAX */
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temp = ei_sqrt(par);
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for (j = 0; j < n; ++j) {
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wa1[j] = temp * diag[j];
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/* L160: */
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}
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wa1 = temp * diag;
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ei_qrsolv<Scalar>(n, r.data(), r.rows(), ipvt.data(), wa1.data(), qtb.data(), x.data(), sdiag.data(), wa2.data());
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for (j = 0; j < n; ++j) {
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wa2[j] = diag[j] * x[j];
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/* L170: */
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}
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wa2 = diag.cwise() * x;
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dxnorm = wa2.blueNorm();
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temp = fp;
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fp = dxnorm - delta;
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