dogleg, lmpar : use more eigen features

This commit is contained in:
Thomas Capricelli 2009-08-23 21:52:39 +02:00
parent 4958c53bfb
commit 930651ff9a
2 changed files with 18 additions and 43 deletions

View File

@ -47,16 +47,12 @@ void ei_dogleg(
}
}
x[j] = (qtb[j] - sum) / temp;
/* L50: */
}
/* test whether the gauss-newton direction is acceptable. */
for (j = 0; j < n; ++j) {
wa1[j] = 0.;
wa2[j] = diag[j] * x[j];
/* L60: */
}
wa1.fill(0.);
wa2 = diag.cwise() * x;
qnorm = wa2.stableNorm();
if (qnorm <= delta)
return;
@ -70,10 +66,8 @@ void ei_dogleg(
for (i = j; i < n; ++i) {
wa1[i] += r[l] * temp;
++l;
/* L70: */
}
wa1[j] /= diag[j];
/* L80: */
}
/* calculate the norm of the scaled gradient and test for */
@ -82,17 +76,13 @@ void ei_dogleg(
gnorm = wa1.stableNorm();
sgnorm = 0.;
alpha = delta / qnorm;
if (gnorm == 0.) {
if (gnorm == 0.)
goto L120;
}
/* calculate the point along the scaled gradient */
/* at which the quadratic is minimized. */
for (j = 0; j < n; ++j) {
wa1[j] = wa1[j] / gnorm / diag[j];
/* L90: */
}
wa1.cwise() /= diag*gnorm;
l = 0;
for (j = 0; j < n; ++j) {
sum = 0.;
@ -129,10 +119,8 @@ L120:
/* form appropriate convex combination of the gauss-newton */
/* direction and the scaled gradient direction. */
temp = (1. - alpha) * std::min(sgnorm,delta);
for (j = 0; j < n; ++j) {
x[j] = temp * wa1[j] + alpha * x[j];
}
temp = (1.-alpha) * std::min(sgnorm,delta);
x = temp * wa1 + alpha * x;
return;
}

View File

@ -59,23 +59,19 @@ void ei_lmpar(
/* for acceptance of the gauss-newton direction. */
iter = 0;
for (j = 0; j < n; ++j) {
wa2[j] = diag[j] * x[j];
}
wa2 = diag.cwise() * x;
dxnorm = wa2.blueNorm();
fp = dxnorm - delta;
if (fp <= Scalar(0.1) * delta) {
if (fp <= Scalar(0.1) * delta)
goto L220;
}
/* if the jacobian is not rank deficient, the newton */
/* step provides a lower bound, parl, for the zero of */
/* the function. otherwise set this bound to zero. */
parl = 0.;
if (nsing < n-1) {
if (nsing < n-1)
goto L120;
}
for (j = 0; j < n; ++j) {
l = ipvt[j]-1;
wa1[j] = diag[l] * (wa2[l] / dxnorm);
@ -94,13 +90,10 @@ L120:
for (j = 0; j < n; ++j) {
sum = 0.;
for (i = 0; i <= j; ++i) {
for (i = 0; i <= j; ++i)
sum += r(i,j) * qtb[i];
/* L130: */
}
l = ipvt[j]-1;
wa1[j] = sum / diag[l];
/* L140: */
}
gnorm = wa1.stableNorm();
paru = gnorm / delta;
@ -113,9 +106,8 @@ L120:
par = std::max(par,parl);
par = std::min(par,paru);
if (par == 0.) {
if (par == 0.)
par = gnorm / dxnorm;
}
/* beginning of an iteration. */
@ -124,20 +116,15 @@ L150:
/* evaluate the function at the current value of par. */
if (par == 0.) {
/* Computing MAX */
par = std::max(dwarf,Scalar(.001) * paru);
}
if (par == 0.)
par = std::max(dwarf,Scalar(.001) * paru); /* Computing MAX */
temp = ei_sqrt(par);
for (j = 0; j < n; ++j) {
wa1[j] = temp * diag[j];
/* L160: */
}
wa1 = temp * diag;
ei_qrsolv<Scalar>(n, r.data(), r.rows(), ipvt.data(), wa1.data(), qtb.data(), x.data(), sdiag.data(), wa2.data());
for (j = 0; j < n; ++j) {
wa2[j] = diag[j] * x[j];
/* L170: */
}
wa2 = diag.cwise() * x;
dxnorm = wa2.blueNorm();
temp = fp;
fp = dxnorm - delta;