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nothing more than indentation fixes (using vim '=' command)
This commit is contained in:
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b1e0662785
commit
9e71c2827a
@ -1,10 +1,10 @@
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template<typename Scalar>
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int hybrd_template(minpack_func_nn fcn, void *p, int n, Scalar *x, Scalar *
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fvec, Scalar xtol, int maxfev, int ml, int mu,
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Scalar epsfcn, Scalar *diag, int mode, Scalar factor, int nprint, int *nfev, Scalar *
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fjac, int ldfjac, Scalar *r__, int lr, Scalar *qtf,
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Scalar *wa1, Scalar *wa2, Scalar *wa3, Scalar *wa4)
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fvec, Scalar xtol, int maxfev, int ml, int mu,
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Scalar epsfcn, Scalar *diag, int mode, Scalar factor, int nprint, int *nfev, Scalar *
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fjac, int ldfjac, Scalar *r__, int lr, Scalar *qtf,
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Scalar *wa1, Scalar *wa2, Scalar *wa3, Scalar *wa4)
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{
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/* Initialized data */
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@ -50,40 +50,40 @@ int hybrd_template(minpack_func_nn fcn, void *p, int n, Scalar *x, Scalar *
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iflag = 0;
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*nfev = 0;
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/* check the input parameters for errors. */
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/* check the input parameters for errors. */
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if (n <= 0 || xtol < 0. || maxfev <= 0 || ml < 0 || mu < 0 ||
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factor <= 0. || ldfjac < n || lr < n * (n + 1) / 2) {
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goto L300;
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factor <= 0. || ldfjac < n || lr < n * (n + 1) / 2) {
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goto L300;
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}
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if (mode != 2) {
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goto L20;
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goto L20;
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}
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for (j = 1; j <= n; ++j) {
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if (diag[j] <= 0.) {
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goto L300;
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}
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/* L10: */
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if (diag[j] <= 0.) {
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goto L300;
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}
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/* L10: */
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}
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L20:
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/* evaluate the function at the starting point */
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/* and calculate its norm. */
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/* evaluate the function at the starting point */
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/* and calculate its norm. */
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iflag = (*fcn)(p, n, &x[1], &fvec[1], 1);
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*nfev = 1;
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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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fnorm = ei_enorm<Scalar>(n, &fvec[1]);
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/* determine the number of calls to fcn needed to compute */
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/* the jacobian matrix. */
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/* determine the number of calls to fcn needed to compute */
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/* the jacobian matrix. */
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/* Computing MIN */
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/* Computing MIN */
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msum = min(ml + mu + 1, n);
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/* initialize iteration counter and monitors. */
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/* initialize iteration counter and monitors. */
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iter = 1;
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ncsuc = 0;
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@ -91,211 +91,211 @@ L20:
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nslow1 = 0;
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nslow2 = 0;
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/* beginning of the outer loop. */
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/* beginning of the outer loop. */
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L30:
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jeval = TRUE_;
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/* calculate the jacobian matrix. */
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/* calculate the jacobian matrix. */
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iflag = fdjac1(fcn, p, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac,
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ml, mu, epsfcn, &wa1[1], &wa2[1]);
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ml, mu, epsfcn, &wa1[1], &wa2[1]);
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*nfev += msum;
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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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/* compute the qr factorization of the jacobian. */
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/* compute the qr factorization of the jacobian. */
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qrfac(n, n, &fjac[fjac_offset], ldfjac, FALSE_, iwa, 1, &wa1[1], &
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wa2[1], &wa3[1]);
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wa2[1], &wa3[1]);
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/* on the first iteration and if mode is 1, scale according */
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/* to the norms of the columns of the initial jacobian. */
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/* on the first iteration and if mode is 1, scale according */
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/* to the norms of the columns of the initial jacobian. */
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if (iter != 1) {
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goto L70;
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goto L70;
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}
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if (mode == 2) {
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goto L50;
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goto L50;
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}
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for (j = 1; j <= n; ++j) {
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diag[j] = wa2[j];
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if (wa2[j] == 0.) {
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diag[j] = 1.;
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}
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/* L40: */
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diag[j] = wa2[j];
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if (wa2[j] == 0.) {
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diag[j] = 1.;
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}
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/* L40: */
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}
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L50:
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/* on the first iteration, calculate the norm of the scaled x */
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/* and initialize the step bound delta. */
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/* on the first iteration, calculate the norm of the scaled x */
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/* and initialize the step bound delta. */
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for (j = 1; j <= n; ++j) {
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wa3[j] = diag[j] * x[j];
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/* L60: */
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wa3[j] = diag[j] * x[j];
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/* L60: */
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}
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xnorm = ei_enorm<Scalar>(n, &wa3[1]);
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delta = factor * xnorm;
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if (delta == 0.) {
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delta = factor;
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delta = factor;
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}
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L70:
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/* form (q transpose)*fvec and store in qtf. */
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/* form (q transpose)*fvec and store in qtf. */
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for (i__ = 1; i__ <= n; ++i__) {
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qtf[i__] = fvec[i__];
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/* L80: */
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qtf[i__] = fvec[i__];
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/* L80: */
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}
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for (j = 1; j <= n; ++j) {
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if (fjac[j + j * fjac_dim1] == 0.) {
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goto L110;
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}
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sum = 0.;
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for (i__ = j; i__ <= n; ++i__) {
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sum += fjac[i__ + j * fjac_dim1] * qtf[i__];
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/* L90: */
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}
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temp = -sum / fjac[j + j * fjac_dim1];
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for (i__ = j; i__ <= n; ++i__) {
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qtf[i__] += fjac[i__ + j * fjac_dim1] * temp;
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/* L100: */
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}
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if (fjac[j + j * fjac_dim1] == 0.) {
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goto L110;
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}
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sum = 0.;
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for (i__ = j; i__ <= n; ++i__) {
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sum += fjac[i__ + j * fjac_dim1] * qtf[i__];
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/* L90: */
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}
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temp = -sum / fjac[j + j * fjac_dim1];
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for (i__ = j; i__ <= n; ++i__) {
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qtf[i__] += fjac[i__ + j * fjac_dim1] * temp;
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/* L100: */
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}
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L110:
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/* L120: */
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;
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/* L120: */
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;
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}
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/* copy the triangular factor of the qr factorization into r. */
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/* copy the triangular factor of the qr factorization into r. */
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sing = FALSE_;
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for (j = 1; j <= n; ++j) {
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l = j;
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jm1 = j - 1;
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if (jm1 < 1) {
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goto L140;
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}
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for (i__ = 1; i__ <= jm1; ++i__) {
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r__[l] = fjac[i__ + j * fjac_dim1];
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l = l + n - i__;
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/* L130: */
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}
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l = j;
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jm1 = j - 1;
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if (jm1 < 1) {
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goto L140;
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}
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for (i__ = 1; i__ <= jm1; ++i__) {
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r__[l] = fjac[i__ + j * fjac_dim1];
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l = l + n - i__;
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/* L130: */
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}
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L140:
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r__[l] = wa1[j];
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if (wa1[j] == 0.) {
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sing = TRUE_;
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}
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/* L150: */
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r__[l] = wa1[j];
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if (wa1[j] == 0.) {
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sing = TRUE_;
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}
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/* L150: */
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}
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/* accumulate the orthogonal factor in fjac. */
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/* accumulate the orthogonal factor in fjac. */
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qform(n, n, &fjac[fjac_offset], ldfjac, &wa1[1]);
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/* rescale if necessary. */
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/* rescale if necessary. */
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if (mode == 2) {
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goto L170;
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goto L170;
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}
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for (j = 1; j <= n; ++j) {
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/* Computing MAX */
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d__1 = diag[j], d__2 = wa2[j];
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diag[j] = max(d__1,d__2);
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/* L160: */
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/* Computing MAX */
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d__1 = diag[j], d__2 = wa2[j];
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diag[j] = max(d__1,d__2);
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/* L160: */
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}
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L170:
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/* beginning of the inner loop. */
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/* beginning of the inner loop. */
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L180:
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/* if requested, call fcn to enable printing of iterates. */
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/* if requested, call fcn to enable printing of iterates. */
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if (nprint <= 0) {
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goto L190;
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goto L190;
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}
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iflag = 0;
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if ((iter - 1) % nprint == 0) {
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iflag = (*fcn)(p, n, &x[1], &fvec[1], 0);
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iflag = (*fcn)(p, n, &x[1], &fvec[1], 0);
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}
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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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L190:
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/* determine the direction p. */
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/* determine the direction p. */
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dogleg(n, &r__[1], lr, &diag[1], &qtf[1], delta, &wa1[1], &wa2[1], &wa3[
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1]);
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1]);
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/* store the direction p and x + p. calculate the norm of p. */
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/* store the direction p and x + p. calculate the norm of p. */
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for (j = 1; j <= n; ++j) {
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wa1[j] = -wa1[j];
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wa2[j] = x[j] + wa1[j];
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wa3[j] = diag[j] * wa1[j];
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/* L200: */
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wa1[j] = -wa1[j];
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wa2[j] = x[j] + wa1[j];
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wa3[j] = diag[j] * wa1[j];
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/* L200: */
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}
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pnorm = ei_enorm<Scalar>(n, &wa3[1]);
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/* on the first iteration, adjust the initial step bound. */
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/* on the first iteration, adjust the initial step bound. */
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if (iter == 1) {
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delta = min(delta,pnorm);
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delta = min(delta,pnorm);
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}
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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 = (*fcn)(p, n, &wa2[1], &wa4[1], 1);
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++(*nfev);
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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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fnorm1 = ei_enorm<Scalar>(n, &wa4[1]);
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/* compute the scaled actual reduction. */
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/* compute the scaled actual reduction. */
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actred = -1.;
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if (fnorm1 < fnorm) {
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/* Computing 2nd power */
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d__1 = fnorm1 / fnorm;
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actred = 1. - d__1 * d__1;
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/* Computing 2nd power */
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d__1 = fnorm1 / fnorm;
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actred = 1. - d__1 * d__1;
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}
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/* compute the scaled predicted reduction. */
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/* compute the scaled predicted reduction. */
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l = 1;
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for (i__ = 1; i__ <= n; ++i__) {
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sum = 0.;
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for (j = i__; j <= n; ++j) {
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sum += r__[l] * wa1[j];
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++l;
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/* L210: */
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}
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wa3[i__] = qtf[i__] + sum;
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/* L220: */
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sum = 0.;
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for (j = i__; j <= n; ++j) {
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sum += r__[l] * wa1[j];
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++l;
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/* L210: */
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}
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wa3[i__] = qtf[i__] + sum;
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/* L220: */
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}
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temp = ei_enorm<Scalar>(n, &wa3[1]);
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prered = 0.;
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if (temp < fnorm) {
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/* Computing 2nd power */
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d__1 = temp / fnorm;
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prered = 1. - d__1 * d__1;
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/* Computing 2nd power */
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d__1 = temp / fnorm;
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prered = 1. - d__1 * d__1;
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}
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/* compute the ratio of the actual to the predicted */
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/* reduction. */
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/* compute the ratio of the actual to the predicted */
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/* reduction. */
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ratio = 0.;
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if (prered > 0.) {
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ratio = actred / prered;
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ratio = actred / prered;
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}
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/* update the step bound. */
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/* update the step bound. */
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if (ratio >= p1) {
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goto L230;
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goto L230;
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}
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ncsuc = 0;
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++ncfail;
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@ -305,128 +305,128 @@ L230:
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ncfail = 0;
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++ncsuc;
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if (ratio >= p5 || ncsuc > 1) {
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/* Computing MAX */
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d__1 = delta, d__2 = pnorm / p5;
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delta = max(d__1,d__2);
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/* Computing MAX */
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d__1 = delta, d__2 = pnorm / p5;
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delta = max(d__1,d__2);
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}
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if (fabs(ratio - 1.) <= p1) {
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delta = pnorm / p5;
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delta = pnorm / p5;
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}
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L240:
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/* test for successful iteration. */
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/* test for successful iteration. */
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if (ratio < p0001) {
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goto L260;
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goto L260;
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}
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/* successful iteration. update x, fvec, and their norms. */
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/* successful iteration. update x, fvec, and their norms. */
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for (j = 1; j <= n; ++j) {
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x[j] = wa2[j];
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wa2[j] = diag[j] * x[j];
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fvec[j] = wa4[j];
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/* L250: */
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x[j] = wa2[j];
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wa2[j] = diag[j] * x[j];
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fvec[j] = wa4[j];
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/* L250: */
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}
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xnorm = ei_enorm<Scalar>(n, &wa2[1]);
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fnorm = fnorm1;
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++iter;
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L260:
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/* determine the progress of the iteration. */
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/* determine the progress of the iteration. */
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++nslow1;
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if (actred >= p001) {
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nslow1 = 0;
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nslow1 = 0;
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}
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if (jeval) {
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++nslow2;
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++nslow2;
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}
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if (actred >= p1) {
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nslow2 = 0;
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nslow2 = 0;
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}
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/* test for convergence. */
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/* test for convergence. */
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if (delta <= xtol * xnorm || fnorm == 0.) {
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info = 1;
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info = 1;
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}
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if (info != 0) {
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goto L300;
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goto L300;
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}
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/* tests for termination and stringent tolerances. */
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/* tests for termination and stringent tolerances. */
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if (*nfev >= maxfev) {
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info = 2;
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info = 2;
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}
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/* Computing MAX */
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/* Computing MAX */
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d__1 = p1 * delta;
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if (p1 * max(d__1,pnorm) <= epsilon<Scalar>() * xnorm) {
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info = 3;
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info = 3;
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}
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if (nslow2 == 5) {
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info = 4;
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info = 4;
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}
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if (nslow1 == 10) {
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info = 5;
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info = 5;
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}
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if (info != 0) {
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goto L300;
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goto L300;
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}
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/* criterion for recalculating jacobian approximation */
|
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/* by forward differences. */
|
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/* criterion for recalculating jacobian approximation */
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/* by forward differences. */
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if (ncfail == 2) {
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goto L290;
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goto L290;
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}
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/* calculate the rank one modification to the jacobian */
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/* and update qtf if necessary. */
|
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/* calculate the rank one modification to the jacobian */
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/* and update qtf if necessary. */
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|
||||
for (j = 1; j <= n; ++j) {
|
||||
sum = 0.;
|
||||
for (i__ = 1; i__ <= n; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * wa4[i__];
|
||||
/* L270: */
|
||||
}
|
||||
wa2[j] = (sum - wa3[j]) / pnorm;
|
||||
wa1[j] = diag[j] * (diag[j] * wa1[j] / pnorm);
|
||||
if (ratio >= p0001) {
|
||||
qtf[j] = sum;
|
||||
}
|
||||
/* L280: */
|
||||
sum = 0.;
|
||||
for (i__ = 1; i__ <= n; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * wa4[i__];
|
||||
/* L270: */
|
||||
}
|
||||
wa2[j] = (sum - wa3[j]) / pnorm;
|
||||
wa1[j] = diag[j] * (diag[j] * wa1[j] / pnorm);
|
||||
if (ratio >= p0001) {
|
||||
qtf[j] = sum;
|
||||
}
|
||||
/* L280: */
|
||||
}
|
||||
|
||||
/* compute the qr factorization of the updated jacobian. */
|
||||
/* compute the qr factorization of the updated jacobian. */
|
||||
|
||||
r1updt(n, n, &r__[1], lr, &wa1[1], &wa2[1], &wa3[1], &sing);
|
||||
r1mpyq(n, n, &fjac[fjac_offset], ldfjac, &wa2[1], &wa3[1]);
|
||||
r1mpyq(1, n, &qtf[1], 1, &wa2[1], &wa3[1]);
|
||||
|
||||
/* end of the inner loop. */
|
||||
/* end of the inner loop. */
|
||||
|
||||
jeval = FALSE_;
|
||||
goto L180;
|
||||
L290:
|
||||
|
||||
/* end of the outer loop. */
|
||||
/* end of the outer loop. */
|
||||
|
||||
goto L30;
|
||||
L300:
|
||||
|
||||
/* termination, either normal or user imposed. */
|
||||
/* termination, either normal or user imposed. */
|
||||
|
||||
if (iflag < 0) {
|
||||
info = iflag;
|
||||
info = iflag;
|
||||
}
|
||||
if (nprint > 0) {
|
||||
(*fcn)(p, n, &x[1], &fvec[1], 0);
|
||||
(*fcn)(p, n, &x[1], &fvec[1], 0);
|
||||
}
|
||||
return info;
|
||||
|
||||
/* last card of subroutine hybrd. */
|
||||
/* last card of subroutine hybrd. */
|
||||
|
||||
} /* hybrd_ */
|
||||
|
||||
|
@ -1,11 +1,11 @@
|
||||
|
||||
template<typename Scalar>
|
||||
int hybrj_template(minpack_funcder_nn fcn, void *p, int n, Scalar *x, Scalar *
|
||||
fvec, Scalar *fjac, int ldfjac, Scalar xtol, int
|
||||
maxfev, Scalar *diag, int mode, Scalar factor, int
|
||||
nprint, int *nfev, int *njev, Scalar *r__,
|
||||
int lr, Scalar *qtf, Scalar *wa1, Scalar *wa2,
|
||||
Scalar *wa3, Scalar *wa4)
|
||||
fvec, Scalar *fjac, int ldfjac, Scalar xtol, int
|
||||
maxfev, Scalar *diag, int mode, Scalar factor, int
|
||||
nprint, int *nfev, int *njev, Scalar *r__,
|
||||
int lr, Scalar *qtf, Scalar *wa1, Scalar *wa2,
|
||||
Scalar *wa3, Scalar *wa4)
|
||||
{
|
||||
/* Initialized data */
|
||||
|
||||
@ -52,34 +52,34 @@ int hybrj_template(minpack_funcder_nn fcn, void *p, int n, Scalar *x, Scalar *
|
||||
*nfev = 0;
|
||||
*njev = 0;
|
||||
|
||||
/* check the input parameters for errors. */
|
||||
/* check the input parameters for errors. */
|
||||
|
||||
if (n <= 0 || ldfjac < n || xtol < 0. || maxfev <= 0 || factor <=
|
||||
0. || lr < n * (n + 1) / 2) {
|
||||
goto L300;
|
||||
0. || lr < n * (n + 1) / 2) {
|
||||
goto L300;
|
||||
}
|
||||
if (mode != 2) {
|
||||
goto L20;
|
||||
goto L20;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
if (diag[j] <= 0.) {
|
||||
goto L300;
|
||||
}
|
||||
/* L10: */
|
||||
if (diag[j] <= 0.) {
|
||||
goto L300;
|
||||
}
|
||||
/* L10: */
|
||||
}
|
||||
L20:
|
||||
|
||||
/* evaluate the function at the starting point */
|
||||
/* and calculate its norm. */
|
||||
/* evaluate the function at the starting point */
|
||||
/* and calculate its norm. */
|
||||
|
||||
iflag = (*fcn)(p, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, 1);
|
||||
*nfev = 1;
|
||||
if (iflag < 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
fnorm = ei_enorm<Scalar>(n, &fvec[1]);
|
||||
|
||||
/* initialize iteration counter and monitors. */
|
||||
/* initialize iteration counter and monitors. */
|
||||
|
||||
iter = 1;
|
||||
ncsuc = 0;
|
||||
@ -87,210 +87,210 @@ L20:
|
||||
nslow1 = 0;
|
||||
nslow2 = 0;
|
||||
|
||||
/* beginning of the outer loop. */
|
||||
/* beginning of the outer loop. */
|
||||
|
||||
L30:
|
||||
jeval = TRUE_;
|
||||
|
||||
/* calculate the jacobian matrix. */
|
||||
/* calculate the jacobian matrix. */
|
||||
|
||||
iflag = (*fcn)(p, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, 2);
|
||||
++(*njev);
|
||||
if (iflag < 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
|
||||
/* compute the qr factorization of the jacobian. */
|
||||
/* compute the qr factorization of the jacobian. */
|
||||
|
||||
qrfac(n, n, &fjac[fjac_offset], ldfjac, FALSE_, iwa, 1, &wa1[1], &
|
||||
wa2[1], &wa3[1]);
|
||||
wa2[1], &wa3[1]);
|
||||
|
||||
/* on the first iteration and if mode is 1, scale according */
|
||||
/* to the norms of the columns of the initial jacobian. */
|
||||
/* on the first iteration and if mode is 1, scale according */
|
||||
/* to the norms of the columns of the initial jacobian. */
|
||||
|
||||
if (iter != 1) {
|
||||
goto L70;
|
||||
goto L70;
|
||||
}
|
||||
if (mode == 2) {
|
||||
goto L50;
|
||||
goto L50;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
diag[j] = wa2[j];
|
||||
if (wa2[j] == 0.) {
|
||||
diag[j] = 1.;
|
||||
}
|
||||
/* L40: */
|
||||
diag[j] = wa2[j];
|
||||
if (wa2[j] == 0.) {
|
||||
diag[j] = 1.;
|
||||
}
|
||||
/* L40: */
|
||||
}
|
||||
L50:
|
||||
|
||||
/* on the first iteration, calculate the norm of the scaled x */
|
||||
/* and initialize the step bound delta. */
|
||||
/* on the first iteration, calculate the norm of the scaled x */
|
||||
/* and initialize the step bound delta. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
wa3[j] = diag[j] * x[j];
|
||||
/* L60: */
|
||||
wa3[j] = diag[j] * x[j];
|
||||
/* L60: */
|
||||
}
|
||||
xnorm = ei_enorm<Scalar>(n, &wa3[1]);
|
||||
delta = factor * xnorm;
|
||||
if (delta == 0.) {
|
||||
delta = factor;
|
||||
delta = factor;
|
||||
}
|
||||
L70:
|
||||
|
||||
/* form (q transpose)*fvec and store in qtf. */
|
||||
/* form (q transpose)*fvec and store in qtf. */
|
||||
|
||||
for (i__ = 1; i__ <= n; ++i__) {
|
||||
qtf[i__] = fvec[i__];
|
||||
/* L80: */
|
||||
qtf[i__] = fvec[i__];
|
||||
/* L80: */
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
if (fjac[j + j * fjac_dim1] == 0.) {
|
||||
goto L110;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = j; i__ <= n; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * qtf[i__];
|
||||
/* L90: */
|
||||
}
|
||||
temp = -sum / fjac[j + j * fjac_dim1];
|
||||
for (i__ = j; i__ <= n; ++i__) {
|
||||
qtf[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L100: */
|
||||
}
|
||||
if (fjac[j + j * fjac_dim1] == 0.) {
|
||||
goto L110;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = j; i__ <= n; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * qtf[i__];
|
||||
/* L90: */
|
||||
}
|
||||
temp = -sum / fjac[j + j * fjac_dim1];
|
||||
for (i__ = j; i__ <= n; ++i__) {
|
||||
qtf[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L100: */
|
||||
}
|
||||
L110:
|
||||
/* L120: */
|
||||
;
|
||||
/* L120: */
|
||||
;
|
||||
}
|
||||
|
||||
/* copy the triangular factor of the qr factorization into r. */
|
||||
/* copy the triangular factor of the qr factorization into r. */
|
||||
|
||||
sing = FALSE_;
|
||||
for (j = 1; j <= n; ++j) {
|
||||
l = j;
|
||||
jm1 = j - 1;
|
||||
if (jm1 < 1) {
|
||||
goto L140;
|
||||
}
|
||||
for (i__ = 1; i__ <= jm1; ++i__) {
|
||||
r__[l] = fjac[i__ + j * fjac_dim1];
|
||||
l = l + n - i__;
|
||||
/* L130: */
|
||||
}
|
||||
l = j;
|
||||
jm1 = j - 1;
|
||||
if (jm1 < 1) {
|
||||
goto L140;
|
||||
}
|
||||
for (i__ = 1; i__ <= jm1; ++i__) {
|
||||
r__[l] = fjac[i__ + j * fjac_dim1];
|
||||
l = l + n - i__;
|
||||
/* L130: */
|
||||
}
|
||||
L140:
|
||||
r__[l] = wa1[j];
|
||||
if (wa1[j] == 0.) {
|
||||
sing = TRUE_;
|
||||
}
|
||||
/* L150: */
|
||||
r__[l] = wa1[j];
|
||||
if (wa1[j] == 0.) {
|
||||
sing = TRUE_;
|
||||
}
|
||||
/* L150: */
|
||||
}
|
||||
|
||||
/* accumulate the orthogonal factor in fjac. */
|
||||
/* accumulate the orthogonal factor in fjac. */
|
||||
|
||||
qform(n, n, &fjac[fjac_offset], ldfjac, &wa1[1]);
|
||||
|
||||
/* rescale if necessary. */
|
||||
/* rescale if necessary. */
|
||||
|
||||
if (mode == 2) {
|
||||
goto L170;
|
||||
goto L170;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
/* Computing MAX */
|
||||
d__1 = diag[j], d__2 = wa2[j];
|
||||
diag[j] = max(d__1,d__2);
|
||||
/* L160: */
|
||||
/* Computing MAX */
|
||||
d__1 = diag[j], d__2 = wa2[j];
|
||||
diag[j] = max(d__1,d__2);
|
||||
/* L160: */
|
||||
}
|
||||
L170:
|
||||
|
||||
/* beginning of the inner loop. */
|
||||
/* beginning of the inner loop. */
|
||||
|
||||
L180:
|
||||
|
||||
/* if requested, call fcn to enable printing of iterates. */
|
||||
/* if requested, call fcn to enable printing of iterates. */
|
||||
|
||||
if (nprint <= 0) {
|
||||
goto L190;
|
||||
goto L190;
|
||||
}
|
||||
iflag = 0;
|
||||
if ((iter - 1) % nprint == 0) {
|
||||
iflag = (*fcn)(p, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, 0);
|
||||
iflag = (*fcn)(p, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, 0);
|
||||
}
|
||||
if (iflag < 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
L190:
|
||||
|
||||
/* determine the direction p. */
|
||||
/* determine the direction p. */
|
||||
|
||||
dogleg(n, &r__[1], lr, &diag[1], &qtf[1], delta, &wa1[1], &wa2[1], &wa3[
|
||||
1]);
|
||||
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. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
wa1[j] = -wa1[j];
|
||||
wa2[j] = x[j] + wa1[j];
|
||||
wa3[j] = diag[j] * wa1[j];
|
||||
/* L200: */
|
||||
wa1[j] = -wa1[j];
|
||||
wa2[j] = x[j] + wa1[j];
|
||||
wa3[j] = diag[j] * wa1[j];
|
||||
/* L200: */
|
||||
}
|
||||
pnorm = ei_enorm<Scalar>(n, &wa3[1]);
|
||||
|
||||
/* on the first iteration, adjust the initial step bound. */
|
||||
/* on the first iteration, adjust the initial step bound. */
|
||||
|
||||
if (iter == 1) {
|
||||
delta = min(delta,pnorm);
|
||||
delta = min(delta,pnorm);
|
||||
}
|
||||
|
||||
/* evaluate the function at x + p and calculate its norm. */
|
||||
/* evaluate the function at x + p and calculate its norm. */
|
||||
|
||||
iflag = (*fcn)(p, n, &wa2[1], &wa4[1], &fjac[fjac_offset], ldfjac, 1);
|
||||
++(*nfev);
|
||||
if (iflag < 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
fnorm1 = ei_enorm<Scalar>(n, &wa4[1]);
|
||||
|
||||
/* compute the scaled actual reduction. */
|
||||
/* compute the scaled actual reduction. */
|
||||
|
||||
actred = -1.;
|
||||
if (fnorm1 < fnorm) {
|
||||
/* Computing 2nd power */
|
||||
d__1 = fnorm1 / fnorm;
|
||||
actred = 1. - d__1 * d__1;
|
||||
/* Computing 2nd power */
|
||||
d__1 = fnorm1 / fnorm;
|
||||
actred = 1. - d__1 * d__1;
|
||||
}
|
||||
|
||||
/* compute the scaled predicted reduction. */
|
||||
/* compute the scaled predicted reduction. */
|
||||
|
||||
l = 1;
|
||||
for (i__ = 1; i__ <= n; ++i__) {
|
||||
sum = 0.;
|
||||
for (j = i__; j <= n; ++j) {
|
||||
sum += r__[l] * wa1[j];
|
||||
++l;
|
||||
/* L210: */
|
||||
}
|
||||
wa3[i__] = qtf[i__] + sum;
|
||||
/* L220: */
|
||||
sum = 0.;
|
||||
for (j = i__; j <= n; ++j) {
|
||||
sum += r__[l] * wa1[j];
|
||||
++l;
|
||||
/* L210: */
|
||||
}
|
||||
wa3[i__] = qtf[i__] + sum;
|
||||
/* L220: */
|
||||
}
|
||||
temp = ei_enorm<Scalar>(n, &wa3[1]);
|
||||
prered = 0.;
|
||||
if (temp < fnorm) {
|
||||
/* Computing 2nd power */
|
||||
d__1 = temp / fnorm;
|
||||
prered = 1. - d__1 * d__1;
|
||||
/* Computing 2nd power */
|
||||
d__1 = temp / fnorm;
|
||||
prered = 1. - d__1 * d__1;
|
||||
}
|
||||
|
||||
/* compute the ratio of the actual to the predicted */
|
||||
/* reduction. */
|
||||
/* compute the ratio of the actual to the predicted */
|
||||
/* reduction. */
|
||||
|
||||
ratio = 0.;
|
||||
if (prered > 0.) {
|
||||
ratio = actred / prered;
|
||||
ratio = actred / prered;
|
||||
}
|
||||
|
||||
/* update the step bound. */
|
||||
/* update the step bound. */
|
||||
|
||||
if (ratio >= p1) {
|
||||
goto L230;
|
||||
goto L230;
|
||||
}
|
||||
ncsuc = 0;
|
||||
++ncfail;
|
||||
@ -300,127 +300,127 @@ L230:
|
||||
ncfail = 0;
|
||||
++ncsuc;
|
||||
if (ratio >= p5 || ncsuc > 1) {
|
||||
/* Computing MAX */
|
||||
d__1 = delta, d__2 = pnorm / p5;
|
||||
delta = max(d__1,d__2);
|
||||
/* Computing MAX */
|
||||
d__1 = delta, d__2 = pnorm / p5;
|
||||
delta = max(d__1,d__2);
|
||||
}
|
||||
if (fabs(ratio - 1.) <= p1) {
|
||||
delta = pnorm / p5;
|
||||
delta = pnorm / p5;
|
||||
}
|
||||
L240:
|
||||
|
||||
/* test for successful iteration. */
|
||||
/* test for successful iteration. */
|
||||
|
||||
if (ratio < p0001) {
|
||||
goto L260;
|
||||
goto L260;
|
||||
}
|
||||
|
||||
/* successful iteration. update x, fvec, and their norms. */
|
||||
/* successful iteration. update x, fvec, and their norms. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
x[j] = wa2[j];
|
||||
wa2[j] = diag[j] * x[j];
|
||||
fvec[j] = wa4[j];
|
||||
/* L250: */
|
||||
x[j] = wa2[j];
|
||||
wa2[j] = diag[j] * x[j];
|
||||
fvec[j] = wa4[j];
|
||||
/* L250: */
|
||||
}
|
||||
xnorm = ei_enorm<Scalar>(n, &wa2[1]);
|
||||
fnorm = fnorm1;
|
||||
++iter;
|
||||
L260:
|
||||
|
||||
/* determine the progress of the iteration. */
|
||||
/* determine the progress of the iteration. */
|
||||
|
||||
++nslow1;
|
||||
if (actred >= p001) {
|
||||
nslow1 = 0;
|
||||
nslow1 = 0;
|
||||
}
|
||||
if (jeval) {
|
||||
++nslow2;
|
||||
++nslow2;
|
||||
}
|
||||
if (actred >= p1) {
|
||||
nslow2 = 0;
|
||||
nslow2 = 0;
|
||||
}
|
||||
|
||||
/* test for convergence. */
|
||||
/* test for convergence. */
|
||||
|
||||
if (delta <= xtol * xnorm || fnorm == 0.) {
|
||||
info = 1;
|
||||
info = 1;
|
||||
}
|
||||
if (info != 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
|
||||
/* tests for termination and stringent tolerances. */
|
||||
/* tests for termination and stringent tolerances. */
|
||||
|
||||
if (*nfev >= maxfev) {
|
||||
info = 2;
|
||||
info = 2;
|
||||
}
|
||||
/* Computing MAX */
|
||||
/* Computing MAX */
|
||||
d__1 = p1 * delta;
|
||||
if (p1 * max(d__1,pnorm) <= epsilon<Scalar>() * xnorm) {
|
||||
info = 3;
|
||||
info = 3;
|
||||
}
|
||||
if (nslow2 == 5) {
|
||||
info = 4;
|
||||
info = 4;
|
||||
}
|
||||
if (nslow1 == 10) {
|
||||
info = 5;
|
||||
info = 5;
|
||||
}
|
||||
if (info != 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
|
||||
/* criterion for recalculating jacobian. */
|
||||
/* criterion for recalculating jacobian. */
|
||||
|
||||
if (ncfail == 2) {
|
||||
goto L290;
|
||||
goto L290;
|
||||
}
|
||||
|
||||
/* calculate the rank one modification to the jacobian */
|
||||
/* and update qtf if necessary. */
|
||||
/* calculate the rank one modification to the jacobian */
|
||||
/* and update qtf if necessary. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
sum = 0.;
|
||||
for (i__ = 1; i__ <= n; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * wa4[i__];
|
||||
/* L270: */
|
||||
}
|
||||
wa2[j] = (sum - wa3[j]) / pnorm;
|
||||
wa1[j] = diag[j] * (diag[j] * wa1[j] / pnorm);
|
||||
if (ratio >= p0001) {
|
||||
qtf[j] = sum;
|
||||
}
|
||||
/* L280: */
|
||||
sum = 0.;
|
||||
for (i__ = 1; i__ <= n; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * wa4[i__];
|
||||
/* L270: */
|
||||
}
|
||||
wa2[j] = (sum - wa3[j]) / pnorm;
|
||||
wa1[j] = diag[j] * (diag[j] * wa1[j] / pnorm);
|
||||
if (ratio >= p0001) {
|
||||
qtf[j] = sum;
|
||||
}
|
||||
/* L280: */
|
||||
}
|
||||
|
||||
/* compute the qr factorization of the updated jacobian. */
|
||||
/* compute the qr factorization of the updated jacobian. */
|
||||
|
||||
r1updt(n, n, &r__[1], lr, &wa1[1], &wa2[1], &wa3[1], &sing);
|
||||
r1mpyq(n, n, &fjac[fjac_offset], ldfjac, &wa2[1], &wa3[1]);
|
||||
r1mpyq(1, n, &qtf[1], 1, &wa2[1], &wa3[1]);
|
||||
|
||||
/* end of the inner loop. */
|
||||
/* end of the inner loop. */
|
||||
|
||||
jeval = FALSE_;
|
||||
goto L180;
|
||||
L290:
|
||||
|
||||
/* end of the outer loop. */
|
||||
/* end of the outer loop. */
|
||||
|
||||
goto L30;
|
||||
L300:
|
||||
|
||||
/* termination, either normal or user imposed. */
|
||||
/* termination, either normal or user imposed. */
|
||||
|
||||
if (iflag < 0) {
|
||||
info = iflag;
|
||||
info = iflag;
|
||||
}
|
||||
if (nprint > 0) {
|
||||
iflag = (*fcn)(p, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, 0);
|
||||
iflag = (*fcn)(p, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, 0);
|
||||
}
|
||||
return info;
|
||||
|
||||
/* last card of subroutine hybrj. */
|
||||
/* last card of subroutine hybrj. */
|
||||
|
||||
} /* hybrj_ */
|
||||
|
||||
|
@ -1,11 +1,11 @@
|
||||
|
||||
template<typename Scalar>
|
||||
int lmder_template(minpack_funcder_mn fcn, void *p, int m, int n, Scalar *x,
|
||||
Scalar *fvec, Scalar *fjac, int ldfjac, Scalar ftol,
|
||||
Scalar xtol, Scalar gtol, int maxfev, Scalar *
|
||||
diag, int mode, Scalar factor, int nprint,
|
||||
int *nfev, int *njev, int *ipvt, Scalar *qtf,
|
||||
Scalar *wa1, Scalar *wa2, Scalar *wa3, Scalar *wa4)
|
||||
Scalar *fvec, Scalar *fjac, int ldfjac, Scalar ftol,
|
||||
Scalar xtol, Scalar gtol, int maxfev, Scalar *
|
||||
diag, int mode, Scalar factor, int nprint,
|
||||
int *nfev, int *njev, int *ipvt, Scalar *qtf,
|
||||
Scalar *wa1, Scalar *wa2, Scalar *wa3, Scalar *wa4)
|
||||
{
|
||||
/* Initialized data */
|
||||
|
||||
@ -45,359 +45,359 @@ int lmder_template(minpack_funcder_mn fcn, void *p, int m, int n, Scalar *x,
|
||||
*nfev = 0;
|
||||
*njev = 0;
|
||||
|
||||
/* check the input parameters for errors. */
|
||||
/* check the input parameters for errors. */
|
||||
|
||||
if (n <= 0 || m < n || ldfjac < m || ftol < 0. || xtol < 0. ||
|
||||
gtol < 0. || maxfev <= 0 || factor <= 0.) {
|
||||
goto L300;
|
||||
gtol < 0. || maxfev <= 0 || factor <= 0.) {
|
||||
goto L300;
|
||||
}
|
||||
if (mode != 2) {
|
||||
goto L20;
|
||||
goto L20;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
if (diag[j] <= 0.) {
|
||||
goto L300;
|
||||
}
|
||||
/* L10: */
|
||||
if (diag[j] <= 0.) {
|
||||
goto L300;
|
||||
}
|
||||
/* L10: */
|
||||
}
|
||||
L20:
|
||||
|
||||
/* evaluate the function at the starting point */
|
||||
/* and calculate its norm. */
|
||||
/* evaluate the function at the starting point */
|
||||
/* and calculate its norm. */
|
||||
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, 1);
|
||||
*nfev = 1;
|
||||
if (iflag < 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
fnorm = ei_enorm<Scalar>(m, &fvec[1]);
|
||||
|
||||
/* initialize levenberg-marquardt parameter and iteration counter. */
|
||||
/* initialize levenberg-marquardt parameter and iteration counter. */
|
||||
|
||||
par = 0.;
|
||||
iter = 1;
|
||||
|
||||
/* beginning of the outer loop. */
|
||||
/* beginning of the outer loop. */
|
||||
|
||||
L30:
|
||||
|
||||
/* calculate the jacobian matrix. */
|
||||
/* calculate the jacobian matrix. */
|
||||
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, 2);
|
||||
++(*njev);
|
||||
if (iflag < 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
|
||||
/* if requested, call fcn to enable printing of iterates. */
|
||||
/* if requested, call fcn to enable printing of iterates. */
|
||||
|
||||
if (nprint <= 0) {
|
||||
goto L40;
|
||||
goto L40;
|
||||
}
|
||||
iflag = 0;
|
||||
if ((iter - 1) % nprint == 0) {
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, 0);
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, 0);
|
||||
}
|
||||
if (iflag < 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
L40:
|
||||
|
||||
/* compute the qr factorization of the jacobian. */
|
||||
/* compute the qr factorization of the jacobian. */
|
||||
|
||||
qrfac(m, n, &fjac[fjac_offset], ldfjac, TRUE_, &ipvt[1], n, &wa1[1], &
|
||||
wa2[1], &wa3[1]);
|
||||
wa2[1], &wa3[1]);
|
||||
|
||||
/* on the first iteration and if mode is 1, scale according */
|
||||
/* to the norms of the columns of the initial jacobian. */
|
||||
/* on the first iteration and if mode is 1, scale according */
|
||||
/* to the norms of the columns of the initial jacobian. */
|
||||
|
||||
if (iter != 1) {
|
||||
goto L80;
|
||||
goto L80;
|
||||
}
|
||||
if (mode == 2) {
|
||||
goto L60;
|
||||
goto L60;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
diag[j] = wa2[j];
|
||||
if (wa2[j] == 0.) {
|
||||
diag[j] = 1.;
|
||||
}
|
||||
/* L50: */
|
||||
diag[j] = wa2[j];
|
||||
if (wa2[j] == 0.) {
|
||||
diag[j] = 1.;
|
||||
}
|
||||
/* L50: */
|
||||
}
|
||||
L60:
|
||||
|
||||
/* on the first iteration, calculate the norm of the scaled x */
|
||||
/* and initialize the step bound delta. */
|
||||
/* on the first iteration, calculate the norm of the scaled x */
|
||||
/* and initialize the step bound delta. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
wa3[j] = diag[j] * x[j];
|
||||
/* L70: */
|
||||
wa3[j] = diag[j] * x[j];
|
||||
/* L70: */
|
||||
}
|
||||
xnorm = ei_enorm<Scalar>(n, &wa3[1]);
|
||||
delta = factor * xnorm;
|
||||
if (delta == 0.) {
|
||||
delta = factor;
|
||||
delta = factor;
|
||||
}
|
||||
L80:
|
||||
|
||||
/* form (q transpose)*fvec and store the first n components in */
|
||||
/* qtf. */
|
||||
/* form (q transpose)*fvec and store the first n components in */
|
||||
/* qtf. */
|
||||
|
||||
for (i__ = 1; i__ <= m; ++i__) {
|
||||
wa4[i__] = fvec[i__];
|
||||
/* L90: */
|
||||
wa4[i__] = fvec[i__];
|
||||
/* L90: */
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
if (fjac[j + j * fjac_dim1] == 0.) {
|
||||
goto L120;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = j; i__ <= m; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * wa4[i__];
|
||||
/* L100: */
|
||||
}
|
||||
temp = -sum / fjac[j + j * fjac_dim1];
|
||||
for (i__ = j; i__ <= m; ++i__) {
|
||||
wa4[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L110: */
|
||||
}
|
||||
if (fjac[j + j * fjac_dim1] == 0.) {
|
||||
goto L120;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = j; i__ <= m; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * wa4[i__];
|
||||
/* L100: */
|
||||
}
|
||||
temp = -sum / fjac[j + j * fjac_dim1];
|
||||
for (i__ = j; i__ <= m; ++i__) {
|
||||
wa4[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L110: */
|
||||
}
|
||||
L120:
|
||||
fjac[j + j * fjac_dim1] = wa1[j];
|
||||
qtf[j] = wa4[j];
|
||||
/* L130: */
|
||||
fjac[j + j * fjac_dim1] = wa1[j];
|
||||
qtf[j] = wa4[j];
|
||||
/* L130: */
|
||||
}
|
||||
|
||||
/* compute the norm of the scaled gradient. */
|
||||
/* compute the norm of the scaled gradient. */
|
||||
|
||||
gnorm = 0.;
|
||||
if (fnorm == 0.) {
|
||||
goto L170;
|
||||
goto L170;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
l = ipvt[j];
|
||||
if (wa2[l] == 0.) {
|
||||
goto L150;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = 1; i__ <= j; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * (qtf[i__] / fnorm);
|
||||
/* L140: */
|
||||
}
|
||||
/* Computing MAX */
|
||||
d__2 = gnorm, d__3 = fabs(sum / wa2[l]);
|
||||
gnorm = max(d__2,d__3);
|
||||
l = ipvt[j];
|
||||
if (wa2[l] == 0.) {
|
||||
goto L150;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = 1; i__ <= j; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * (qtf[i__] / fnorm);
|
||||
/* L140: */
|
||||
}
|
||||
/* Computing MAX */
|
||||
d__2 = gnorm, d__3 = fabs(sum / wa2[l]);
|
||||
gnorm = max(d__2,d__3);
|
||||
L150:
|
||||
/* L160: */
|
||||
;
|
||||
/* L160: */
|
||||
;
|
||||
}
|
||||
L170:
|
||||
|
||||
/* test for convergence of the gradient norm. */
|
||||
/* test for convergence of the gradient norm. */
|
||||
|
||||
if (gnorm <= gtol) {
|
||||
info = 4;
|
||||
info = 4;
|
||||
}
|
||||
if (info != 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
|
||||
/* rescale if necessary. */
|
||||
/* rescale if necessary. */
|
||||
|
||||
if (mode == 2) {
|
||||
goto L190;
|
||||
goto L190;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
/* Computing MAX */
|
||||
d__1 = diag[j], d__2 = wa2[j];
|
||||
diag[j] = max(d__1,d__2);
|
||||
/* L180: */
|
||||
/* Computing MAX */
|
||||
d__1 = diag[j], d__2 = wa2[j];
|
||||
diag[j] = max(d__1,d__2);
|
||||
/* L180: */
|
||||
}
|
||||
L190:
|
||||
|
||||
/* beginning of the inner loop. */
|
||||
/* beginning of the inner loop. */
|
||||
|
||||
L200:
|
||||
|
||||
/* determine the levenberg-marquardt parameter. */
|
||||
/* determine the levenberg-marquardt parameter. */
|
||||
|
||||
lmpar(n, &fjac[fjac_offset], ldfjac, &ipvt[1], &diag[1], &qtf[1], delta,
|
||||
&par, &wa1[1], &wa2[1], &wa3[1], &wa4[1]);
|
||||
&par, &wa1[1], &wa2[1], &wa3[1], &wa4[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. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
wa1[j] = -wa1[j];
|
||||
wa2[j] = x[j] + wa1[j];
|
||||
wa3[j] = diag[j] * wa1[j];
|
||||
/* L210: */
|
||||
wa1[j] = -wa1[j];
|
||||
wa2[j] = x[j] + wa1[j];
|
||||
wa3[j] = diag[j] * wa1[j];
|
||||
/* L210: */
|
||||
}
|
||||
pnorm = ei_enorm<Scalar>(n, &wa3[1]);
|
||||
|
||||
/* on the first iteration, adjust the initial step bound. */
|
||||
/* on the first iteration, adjust the initial step bound. */
|
||||
|
||||
if (iter == 1) {
|
||||
delta = min(delta,pnorm);
|
||||
delta = min(delta,pnorm);
|
||||
}
|
||||
|
||||
/* evaluate the function at x + p and calculate its norm. */
|
||||
/* evaluate the function at x + p and calculate its norm. */
|
||||
|
||||
iflag = (*fcn)(p, m, n, &wa2[1], &wa4[1], &fjac[fjac_offset], ldfjac, 1);
|
||||
++(*nfev);
|
||||
if (iflag < 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
fnorm1 = ei_enorm<Scalar>(m, &wa4[1]);
|
||||
|
||||
/* compute the scaled actual reduction. */
|
||||
/* compute the scaled actual reduction. */
|
||||
|
||||
actred = -1.;
|
||||
if (p1 * fnorm1 < fnorm) {
|
||||
/* Computing 2nd power */
|
||||
d__1 = fnorm1 / fnorm;
|
||||
actred = 1. - d__1 * d__1;
|
||||
/* Computing 2nd power */
|
||||
d__1 = fnorm1 / fnorm;
|
||||
actred = 1. - d__1 * d__1;
|
||||
}
|
||||
|
||||
/* compute the scaled predicted reduction and */
|
||||
/* the scaled directional derivative. */
|
||||
/* compute the scaled predicted reduction and */
|
||||
/* the scaled directional derivative. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
wa3[j] = 0.;
|
||||
l = ipvt[j];
|
||||
temp = wa1[l];
|
||||
for (i__ = 1; i__ <= j; ++i__) {
|
||||
wa3[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L220: */
|
||||
}
|
||||
/* L230: */
|
||||
wa3[j] = 0.;
|
||||
l = ipvt[j];
|
||||
temp = wa1[l];
|
||||
for (i__ = 1; i__ <= j; ++i__) {
|
||||
wa3[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L220: */
|
||||
}
|
||||
/* L230: */
|
||||
}
|
||||
temp1 = ei_enorm<Scalar>(n, &wa3[1]) / fnorm;
|
||||
temp2 = sqrt(par) * pnorm / fnorm;
|
||||
/* Computing 2nd power */
|
||||
/* Computing 2nd power */
|
||||
d__1 = temp1;
|
||||
/* Computing 2nd power */
|
||||
/* Computing 2nd power */
|
||||
d__2 = temp2;
|
||||
prered = d__1 * d__1 + d__2 * d__2 / p5;
|
||||
/* Computing 2nd power */
|
||||
/* Computing 2nd power */
|
||||
d__1 = temp1;
|
||||
/* Computing 2nd power */
|
||||
/* Computing 2nd power */
|
||||
d__2 = temp2;
|
||||
dirder = -(d__1 * d__1 + d__2 * d__2);
|
||||
|
||||
/* compute the ratio of the actual to the predicted */
|
||||
/* reduction. */
|
||||
/* compute the ratio of the actual to the predicted */
|
||||
/* reduction. */
|
||||
|
||||
ratio = 0.;
|
||||
if (prered != 0.) {
|
||||
ratio = actred / prered;
|
||||
ratio = actred / prered;
|
||||
}
|
||||
|
||||
/* update the step bound. */
|
||||
/* update the step bound. */
|
||||
|
||||
if (ratio > p25) {
|
||||
goto L240;
|
||||
goto L240;
|
||||
}
|
||||
if (actred >= 0.) {
|
||||
temp = p5;
|
||||
temp = p5;
|
||||
}
|
||||
if (actred < 0.) {
|
||||
temp = p5 * dirder / (dirder + p5 * actred);
|
||||
temp = p5 * dirder / (dirder + p5 * actred);
|
||||
}
|
||||
if (p1 * fnorm1 >= fnorm || temp < p1) {
|
||||
temp = p1;
|
||||
temp = p1;
|
||||
}
|
||||
/* Computing MIN */
|
||||
/* Computing MIN */
|
||||
d__1 = delta, d__2 = pnorm / p1;
|
||||
delta = temp * min(d__1,d__2);
|
||||
par /= temp;
|
||||
goto L260;
|
||||
L240:
|
||||
if (par != 0. && ratio < p75) {
|
||||
goto L250;
|
||||
goto L250;
|
||||
}
|
||||
delta = pnorm / p5;
|
||||
par = p5 * par;
|
||||
L250:
|
||||
L260:
|
||||
|
||||
/* test for successful iteration. */
|
||||
/* test for successful iteration. */
|
||||
|
||||
if (ratio < p0001) {
|
||||
goto L290;
|
||||
goto L290;
|
||||
}
|
||||
|
||||
/* successful iteration. update x, fvec, and their norms. */
|
||||
/* successful iteration. update x, fvec, and their norms. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
x[j] = wa2[j];
|
||||
wa2[j] = diag[j] * x[j];
|
||||
/* L270: */
|
||||
x[j] = wa2[j];
|
||||
wa2[j] = diag[j] * x[j];
|
||||
/* L270: */
|
||||
}
|
||||
for (i__ = 1; i__ <= m; ++i__) {
|
||||
fvec[i__] = wa4[i__];
|
||||
/* L280: */
|
||||
fvec[i__] = wa4[i__];
|
||||
/* L280: */
|
||||
}
|
||||
xnorm = ei_enorm<Scalar>(n, &wa2[1]);
|
||||
fnorm = fnorm1;
|
||||
++iter;
|
||||
L290:
|
||||
|
||||
/* tests for convergence. */
|
||||
/* tests for convergence. */
|
||||
|
||||
if (fabs(actred) <= ftol && prered <= ftol && p5 * ratio <= 1.) {
|
||||
info = 1;
|
||||
info = 1;
|
||||
}
|
||||
if (delta <= xtol * xnorm) {
|
||||
info = 2;
|
||||
info = 2;
|
||||
}
|
||||
if (fabs(actred) <= ftol && prered <= ftol && p5 * ratio <= 1. && info
|
||||
== 2) {
|
||||
info = 3;
|
||||
== 2) {
|
||||
info = 3;
|
||||
}
|
||||
if (info != 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
|
||||
/* tests for termination and stringent tolerances. */
|
||||
/* tests for termination and stringent tolerances. */
|
||||
|
||||
if (*nfev >= maxfev) {
|
||||
info = 5;
|
||||
info = 5;
|
||||
}
|
||||
if (fabs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && p5 * ratio <= 1.) {
|
||||
info = 6;
|
||||
info = 6;
|
||||
}
|
||||
if (delta <= epsilon<Scalar>() * xnorm) {
|
||||
info = 7;
|
||||
info = 7;
|
||||
}
|
||||
if (gnorm <= epsilon<Scalar>()) {
|
||||
info = 8;
|
||||
info = 8;
|
||||
}
|
||||
if (info != 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
|
||||
/* end of the inner loop. repeat if iteration unsuccessful. */
|
||||
/* end of the inner loop. repeat if iteration unsuccessful. */
|
||||
|
||||
if (ratio < p0001) {
|
||||
goto L200;
|
||||
goto L200;
|
||||
}
|
||||
|
||||
/* end of the outer loop. */
|
||||
/* end of the outer loop. */
|
||||
|
||||
goto L30;
|
||||
L300:
|
||||
|
||||
/* termination, either normal or user imposed. */
|
||||
/* termination, either normal or user imposed. */
|
||||
|
||||
if (iflag < 0) {
|
||||
info = iflag;
|
||||
info = iflag;
|
||||
}
|
||||
iflag = 0;
|
||||
if (nprint > 0) {
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, 0);
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, 0);
|
||||
}
|
||||
return info;
|
||||
|
||||
/* last card of subroutine lmder. */
|
||||
/* last card of subroutine lmder. */
|
||||
|
||||
} /* lmder_ */
|
||||
|
||||
|
@ -1,12 +1,12 @@
|
||||
|
||||
template<typename Scalar>
|
||||
int lmdif_template(minpack_func_mn fcn, void *p, int m, int n, Scalar *x,
|
||||
Scalar *fvec, Scalar ftol, Scalar xtol, Scalar gtol,
|
||||
int maxfev, Scalar epsfcn, Scalar *diag, int
|
||||
mode, Scalar factor, int nprint, int *
|
||||
nfev, Scalar *fjac, int ldfjac, int *ipvt, Scalar *
|
||||
qtf, Scalar *wa1, Scalar *wa2, Scalar *wa3, Scalar *
|
||||
wa4)
|
||||
Scalar *fvec, Scalar ftol, Scalar xtol, Scalar gtol,
|
||||
int maxfev, Scalar epsfcn, Scalar *diag, int
|
||||
mode, Scalar factor, int nprint, int *
|
||||
nfev, Scalar *fjac, int ldfjac, int *ipvt, Scalar *
|
||||
qtf, Scalar *wa1, Scalar *wa2, Scalar *wa3, Scalar *
|
||||
wa4)
|
||||
{
|
||||
/* Initialized data */
|
||||
|
||||
@ -46,360 +46,360 @@ int lmdif_template(minpack_func_mn fcn, void *p, int m, int n, Scalar *x,
|
||||
iflag = 0;
|
||||
*nfev = 0;
|
||||
|
||||
/* check the input parameters for errors. */
|
||||
/* check the input parameters for errors. */
|
||||
|
||||
if (n <= 0 || m < n || ldfjac < m || ftol < 0. || xtol < 0. ||
|
||||
gtol < 0. || maxfev <= 0 || factor <= 0.) {
|
||||
goto L300;
|
||||
gtol < 0. || maxfev <= 0 || factor <= 0.) {
|
||||
goto L300;
|
||||
}
|
||||
if (mode != 2) {
|
||||
goto L20;
|
||||
goto L20;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
if (diag[j] <= 0.) {
|
||||
goto L300;
|
||||
}
|
||||
/* L10: */
|
||||
if (diag[j] <= 0.) {
|
||||
goto L300;
|
||||
}
|
||||
/* L10: */
|
||||
}
|
||||
L20:
|
||||
|
||||
/* evaluate the function at the starting point */
|
||||
/* and calculate its norm. */
|
||||
/* evaluate the function at the starting point */
|
||||
/* and calculate its norm. */
|
||||
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], 1);
|
||||
*nfev = 1;
|
||||
if (iflag < 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
fnorm = ei_enorm<Scalar>(m, &fvec[1]);
|
||||
|
||||
/* initialize levenberg-marquardt parameter and iteration counter. */
|
||||
/* initialize levenberg-marquardt parameter and iteration counter. */
|
||||
|
||||
par = 0.;
|
||||
iter = 1;
|
||||
|
||||
/* beginning of the outer loop. */
|
||||
/* beginning of the outer loop. */
|
||||
|
||||
L30:
|
||||
|
||||
/* calculate the jacobian matrix. */
|
||||
/* calculate the jacobian matrix. */
|
||||
|
||||
iflag = fdjac2(fcn, p, m, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac,
|
||||
epsfcn, &wa4[1]);
|
||||
epsfcn, &wa4[1]);
|
||||
*nfev += n;
|
||||
if (iflag < 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
|
||||
/* if requested, call fcn to enable printing of iterates. */
|
||||
/* if requested, call fcn to enable printing of iterates. */
|
||||
|
||||
if (nprint <= 0) {
|
||||
goto L40;
|
||||
goto L40;
|
||||
}
|
||||
iflag = 0;
|
||||
if ((iter - 1) % nprint == 0) {
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], 0);
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], 0);
|
||||
}
|
||||
if (iflag < 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
L40:
|
||||
|
||||
/* compute the qr factorization of the jacobian. */
|
||||
/* compute the qr factorization of the jacobian. */
|
||||
|
||||
qrfac(m, n, &fjac[fjac_offset], ldfjac, TRUE_, &ipvt[1], n, &wa1[1], &
|
||||
wa2[1], &wa3[1]);
|
||||
wa2[1], &wa3[1]);
|
||||
|
||||
/* on the first iteration and if mode is 1, scale according */
|
||||
/* to the norms of the columns of the initial jacobian. */
|
||||
/* on the first iteration and if mode is 1, scale according */
|
||||
/* to the norms of the columns of the initial jacobian. */
|
||||
|
||||
if (iter != 1) {
|
||||
goto L80;
|
||||
goto L80;
|
||||
}
|
||||
if (mode == 2) {
|
||||
goto L60;
|
||||
goto L60;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
diag[j] = wa2[j];
|
||||
if (wa2[j] == 0.) {
|
||||
diag[j] = 1.;
|
||||
}
|
||||
/* L50: */
|
||||
diag[j] = wa2[j];
|
||||
if (wa2[j] == 0.) {
|
||||
diag[j] = 1.;
|
||||
}
|
||||
/* L50: */
|
||||
}
|
||||
L60:
|
||||
|
||||
/* on the first iteration, calculate the norm of the scaled x */
|
||||
/* and initialize the step bound delta. */
|
||||
/* on the first iteration, calculate the norm of the scaled x */
|
||||
/* and initialize the step bound delta. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
wa3[j] = diag[j] * x[j];
|
||||
/* L70: */
|
||||
wa3[j] = diag[j] * x[j];
|
||||
/* L70: */
|
||||
}
|
||||
xnorm = ei_enorm<Scalar>(n, &wa3[1]);
|
||||
delta = factor * xnorm;
|
||||
if (delta == 0.) {
|
||||
delta = factor;
|
||||
delta = factor;
|
||||
}
|
||||
L80:
|
||||
|
||||
/* form (q transpose)*fvec and store the first n components in */
|
||||
/* qtf. */
|
||||
/* form (q transpose)*fvec and store the first n components in */
|
||||
/* qtf. */
|
||||
|
||||
for (i__ = 1; i__ <= m; ++i__) {
|
||||
wa4[i__] = fvec[i__];
|
||||
/* L90: */
|
||||
wa4[i__] = fvec[i__];
|
||||
/* L90: */
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
if (fjac[j + j * fjac_dim1] == 0.) {
|
||||
goto L120;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = j; i__ <= m; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * wa4[i__];
|
||||
/* L100: */
|
||||
}
|
||||
temp = -sum / fjac[j + j * fjac_dim1];
|
||||
for (i__ = j; i__ <= m; ++i__) {
|
||||
wa4[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L110: */
|
||||
}
|
||||
if (fjac[j + j * fjac_dim1] == 0.) {
|
||||
goto L120;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = j; i__ <= m; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * wa4[i__];
|
||||
/* L100: */
|
||||
}
|
||||
temp = -sum / fjac[j + j * fjac_dim1];
|
||||
for (i__ = j; i__ <= m; ++i__) {
|
||||
wa4[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L110: */
|
||||
}
|
||||
L120:
|
||||
fjac[j + j * fjac_dim1] = wa1[j];
|
||||
qtf[j] = wa4[j];
|
||||
/* L130: */
|
||||
fjac[j + j * fjac_dim1] = wa1[j];
|
||||
qtf[j] = wa4[j];
|
||||
/* L130: */
|
||||
}
|
||||
|
||||
/* compute the norm of the scaled gradient. */
|
||||
/* compute the norm of the scaled gradient. */
|
||||
|
||||
gnorm = 0.;
|
||||
if (fnorm == 0.) {
|
||||
goto L170;
|
||||
goto L170;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
l = ipvt[j];
|
||||
if (wa2[l] == 0.) {
|
||||
goto L150;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = 1; i__ <= j; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * (qtf[i__] / fnorm);
|
||||
/* L140: */
|
||||
}
|
||||
/* Computing MAX */
|
||||
d__2 = gnorm, d__3 = fabs(sum / wa2[l]);
|
||||
gnorm = max(d__2,d__3);
|
||||
l = ipvt[j];
|
||||
if (wa2[l] == 0.) {
|
||||
goto L150;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = 1; i__ <= j; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * (qtf[i__] / fnorm);
|
||||
/* L140: */
|
||||
}
|
||||
/* Computing MAX */
|
||||
d__2 = gnorm, d__3 = fabs(sum / wa2[l]);
|
||||
gnorm = max(d__2,d__3);
|
||||
L150:
|
||||
/* L160: */
|
||||
;
|
||||
/* L160: */
|
||||
;
|
||||
}
|
||||
L170:
|
||||
|
||||
/* test for convergence of the gradient norm. */
|
||||
/* test for convergence of the gradient norm. */
|
||||
|
||||
if (gnorm <= gtol) {
|
||||
info = 4;
|
||||
info = 4;
|
||||
}
|
||||
if (info != 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
|
||||
/* rescale if necessary. */
|
||||
/* rescale if necessary. */
|
||||
|
||||
if (mode == 2) {
|
||||
goto L190;
|
||||
goto L190;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
/* Computing MAX */
|
||||
d__1 = diag[j], d__2 = wa2[j];
|
||||
diag[j] = max(d__1,d__2);
|
||||
/* L180: */
|
||||
/* Computing MAX */
|
||||
d__1 = diag[j], d__2 = wa2[j];
|
||||
diag[j] = max(d__1,d__2);
|
||||
/* L180: */
|
||||
}
|
||||
L190:
|
||||
|
||||
/* beginning of the inner loop. */
|
||||
/* beginning of the inner loop. */
|
||||
|
||||
L200:
|
||||
|
||||
/* determine the levenberg-marquardt parameter. */
|
||||
/* determine the levenberg-marquardt parameter. */
|
||||
|
||||
lmpar(n, &fjac[fjac_offset], ldfjac, &ipvt[1], &diag[1], &qtf[1], delta,
|
||||
&par, &wa1[1], &wa2[1], &wa3[1], &wa4[1]);
|
||||
&par, &wa1[1], &wa2[1], &wa3[1], &wa4[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. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
wa1[j] = -wa1[j];
|
||||
wa2[j] = x[j] + wa1[j];
|
||||
wa3[j] = diag[j] * wa1[j];
|
||||
/* L210: */
|
||||
wa1[j] = -wa1[j];
|
||||
wa2[j] = x[j] + wa1[j];
|
||||
wa3[j] = diag[j] * wa1[j];
|
||||
/* L210: */
|
||||
}
|
||||
pnorm = ei_enorm<Scalar>(n, &wa3[1]);
|
||||
|
||||
/* on the first iteration, adjust the initial step bound. */
|
||||
/* on the first iteration, adjust the initial step bound. */
|
||||
|
||||
if (iter == 1) {
|
||||
delta = min(delta,pnorm);
|
||||
delta = min(delta,pnorm);
|
||||
}
|
||||
|
||||
/* evaluate the function at x + p and calculate its norm. */
|
||||
/* evaluate the function at x + p and calculate its norm. */
|
||||
|
||||
iflag = (*fcn)(p, m, n, &wa2[1], &wa4[1], 1);
|
||||
++(*nfev);
|
||||
if (iflag < 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
fnorm1 = ei_enorm<Scalar>(m, &wa4[1]);
|
||||
|
||||
/* compute the scaled actual reduction. */
|
||||
/* compute the scaled actual reduction. */
|
||||
|
||||
actred = -1.;
|
||||
if (p1 * fnorm1 < fnorm) {
|
||||
/* Computing 2nd power */
|
||||
d__1 = fnorm1 / fnorm;
|
||||
actred = 1. - d__1 * d__1;
|
||||
/* Computing 2nd power */
|
||||
d__1 = fnorm1 / fnorm;
|
||||
actred = 1. - d__1 * d__1;
|
||||
}
|
||||
|
||||
/* compute the scaled predicted reduction and */
|
||||
/* the scaled directional derivative. */
|
||||
/* compute the scaled predicted reduction and */
|
||||
/* the scaled directional derivative. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
wa3[j] = 0.;
|
||||
l = ipvt[j];
|
||||
temp = wa1[l];
|
||||
for (i__ = 1; i__ <= j; ++i__) {
|
||||
wa3[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L220: */
|
||||
}
|
||||
/* L230: */
|
||||
wa3[j] = 0.;
|
||||
l = ipvt[j];
|
||||
temp = wa1[l];
|
||||
for (i__ = 1; i__ <= j; ++i__) {
|
||||
wa3[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L220: */
|
||||
}
|
||||
/* L230: */
|
||||
}
|
||||
temp1 = ei_enorm<Scalar>(n, &wa3[1]) / fnorm;
|
||||
temp2 = sqrt(par) * pnorm / fnorm;
|
||||
/* Computing 2nd power */
|
||||
/* Computing 2nd power */
|
||||
d__1 = temp1;
|
||||
/* Computing 2nd power */
|
||||
/* Computing 2nd power */
|
||||
d__2 = temp2;
|
||||
prered = d__1 * d__1 + d__2 * d__2 / p5;
|
||||
/* Computing 2nd power */
|
||||
/* Computing 2nd power */
|
||||
d__1 = temp1;
|
||||
/* Computing 2nd power */
|
||||
/* Computing 2nd power */
|
||||
d__2 = temp2;
|
||||
dirder = -(d__1 * d__1 + d__2 * d__2);
|
||||
|
||||
/* compute the ratio of the actual to the predicted */
|
||||
/* reduction. */
|
||||
/* compute the ratio of the actual to the predicted */
|
||||
/* reduction. */
|
||||
|
||||
ratio = 0.;
|
||||
if (prered != 0.) {
|
||||
ratio = actred / prered;
|
||||
ratio = actred / prered;
|
||||
}
|
||||
|
||||
/* update the step bound. */
|
||||
/* update the step bound. */
|
||||
|
||||
if (ratio > p25) {
|
||||
goto L240;
|
||||
goto L240;
|
||||
}
|
||||
if (actred >= 0.) {
|
||||
temp = p5;
|
||||
temp = p5;
|
||||
}
|
||||
if (actred < 0.) {
|
||||
temp = p5 * dirder / (dirder + p5 * actred);
|
||||
temp = p5 * dirder / (dirder + p5 * actred);
|
||||
}
|
||||
if (p1 * fnorm1 >= fnorm || temp < p1) {
|
||||
temp = p1;
|
||||
temp = p1;
|
||||
}
|
||||
/* Computing MIN */
|
||||
/* Computing MIN */
|
||||
d__1 = delta, d__2 = pnorm / p1;
|
||||
delta = temp * min(d__1,d__2);
|
||||
par /= temp;
|
||||
goto L260;
|
||||
L240:
|
||||
if (par != 0. && ratio < p75) {
|
||||
goto L250;
|
||||
goto L250;
|
||||
}
|
||||
delta = pnorm / p5;
|
||||
par = p5 * par;
|
||||
L250:
|
||||
L260:
|
||||
|
||||
/* test for successful iteration. */
|
||||
/* test for successful iteration. */
|
||||
|
||||
if (ratio < p0001) {
|
||||
goto L290;
|
||||
goto L290;
|
||||
}
|
||||
|
||||
/* successful iteration. update x, fvec, and their norms. */
|
||||
/* successful iteration. update x, fvec, and their norms. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
x[j] = wa2[j];
|
||||
wa2[j] = diag[j] * x[j];
|
||||
/* L270: */
|
||||
x[j] = wa2[j];
|
||||
wa2[j] = diag[j] * x[j];
|
||||
/* L270: */
|
||||
}
|
||||
for (i__ = 1; i__ <= m; ++i__) {
|
||||
fvec[i__] = wa4[i__];
|
||||
/* L280: */
|
||||
fvec[i__] = wa4[i__];
|
||||
/* L280: */
|
||||
}
|
||||
xnorm = ei_enorm<Scalar>(n, &wa2[1]);
|
||||
fnorm = fnorm1;
|
||||
++iter;
|
||||
L290:
|
||||
|
||||
/* tests for convergence. */
|
||||
/* tests for convergence. */
|
||||
|
||||
if (fabs(actred) <= ftol && prered <= ftol && p5 * ratio <= 1.) {
|
||||
info = 1;
|
||||
info = 1;
|
||||
}
|
||||
if (delta <= xtol * xnorm) {
|
||||
info = 2;
|
||||
info = 2;
|
||||
}
|
||||
if (fabs(actred) <= ftol && prered <= ftol && p5 * ratio <= 1. && info
|
||||
== 2) {
|
||||
info = 3;
|
||||
== 2) {
|
||||
info = 3;
|
||||
}
|
||||
if (info != 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
|
||||
/* tests for termination and stringent tolerances. */
|
||||
/* tests for termination and stringent tolerances. */
|
||||
|
||||
if (*nfev >= maxfev) {
|
||||
info = 5;
|
||||
info = 5;
|
||||
}
|
||||
if (fabs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && p5 * ratio <= 1.) {
|
||||
info = 6;
|
||||
info = 6;
|
||||
}
|
||||
if (delta <= epsilon<Scalar>() * xnorm) {
|
||||
info = 7;
|
||||
info = 7;
|
||||
}
|
||||
if (gnorm <= epsilon<Scalar>()) {
|
||||
info = 8;
|
||||
info = 8;
|
||||
}
|
||||
if (info != 0) {
|
||||
goto L300;
|
||||
goto L300;
|
||||
}
|
||||
|
||||
/* end of the inner loop. repeat if iteration unsuccessful. */
|
||||
/* end of the inner loop. repeat if iteration unsuccessful. */
|
||||
|
||||
if (ratio < p0001) {
|
||||
goto L200;
|
||||
goto L200;
|
||||
}
|
||||
|
||||
/* end of the outer loop. */
|
||||
/* end of the outer loop. */
|
||||
|
||||
goto L30;
|
||||
L300:
|
||||
|
||||
/* termination, either normal or user imposed. */
|
||||
/* termination, either normal or user imposed. */
|
||||
|
||||
if (iflag < 0) {
|
||||
info = iflag;
|
||||
info = iflag;
|
||||
}
|
||||
iflag = 0;
|
||||
if (nprint > 0) {
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], 0);
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], 0);
|
||||
}
|
||||
return info;
|
||||
|
||||
/* last card of subroutine lmdif. */
|
||||
/* last card of subroutine lmdif. */
|
||||
|
||||
} /* lmdif_ */
|
||||
|
||||
|
@ -1,11 +1,11 @@
|
||||
|
||||
template<typename Scalar>
|
||||
int lmstr_template(minpack_funcderstr_mn fcn, void *p, int m, int n, Scalar *x,
|
||||
Scalar *fvec, Scalar *fjac, int ldfjac, Scalar ftol,
|
||||
Scalar xtol, Scalar gtol, int maxfev, Scalar *
|
||||
diag, int mode, Scalar factor, int nprint,
|
||||
int *nfev, int *njev, int *ipvt, Scalar *qtf,
|
||||
Scalar *wa1, Scalar *wa2, Scalar *wa3, Scalar *wa4)
|
||||
Scalar *fvec, Scalar *fjac, int ldfjac, Scalar ftol,
|
||||
Scalar xtol, Scalar gtol, int maxfev, Scalar *
|
||||
diag, int mode, Scalar factor, int nprint,
|
||||
int *nfev, int *njev, int *ipvt, Scalar *qtf,
|
||||
Scalar *wa1, Scalar *wa2, Scalar *wa3, Scalar *wa4)
|
||||
{
|
||||
/* Initialized data */
|
||||
|
||||
@ -46,382 +46,382 @@ int lmstr_template(minpack_funcderstr_mn fcn, void *p, int m, int n, Scalar *x,
|
||||
*nfev = 0;
|
||||
*njev = 0;
|
||||
|
||||
/* check the input parameters for errors. */
|
||||
/* check the input parameters for errors. */
|
||||
|
||||
if (n <= 0 || m < n || ldfjac < n || ftol < 0. || xtol < 0. ||
|
||||
gtol < 0. || maxfev <= 0 || factor <= 0.) {
|
||||
goto L340;
|
||||
gtol < 0. || maxfev <= 0 || factor <= 0.) {
|
||||
goto L340;
|
||||
}
|
||||
if (mode != 2) {
|
||||
goto L20;
|
||||
goto L20;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
if (diag[j] <= 0.) {
|
||||
goto L340;
|
||||
}
|
||||
/* L10: */
|
||||
if (diag[j] <= 0.) {
|
||||
goto L340;
|
||||
}
|
||||
/* L10: */
|
||||
}
|
||||
L20:
|
||||
|
||||
/* evaluate the function at the starting point */
|
||||
/* and calculate its norm. */
|
||||
/* evaluate the function at the starting point */
|
||||
/* and calculate its norm. */
|
||||
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &wa3[1], 1);
|
||||
*nfev = 1;
|
||||
if (iflag < 0) {
|
||||
goto L340;
|
||||
goto L340;
|
||||
}
|
||||
fnorm = ei_enorm<Scalar>(m, &fvec[1]);
|
||||
|
||||
/* initialize levenberg-marquardt parameter and iteration counter. */
|
||||
/* initialize levenberg-marquardt parameter and iteration counter. */
|
||||
|
||||
par = 0.;
|
||||
iter = 1;
|
||||
|
||||
/* beginning of the outer loop. */
|
||||
/* beginning of the outer loop. */
|
||||
|
||||
L30:
|
||||
|
||||
/* if requested, call fcn to enable printing of iterates. */
|
||||
/* if requested, call fcn to enable printing of iterates. */
|
||||
|
||||
if (nprint <= 0) {
|
||||
goto L40;
|
||||
goto L40;
|
||||
}
|
||||
iflag = 0;
|
||||
if ((iter - 1) % nprint == 0) {
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &wa3[1], 0);
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &wa3[1], 0);
|
||||
}
|
||||
if (iflag < 0) {
|
||||
goto L340;
|
||||
goto L340;
|
||||
}
|
||||
L40:
|
||||
|
||||
/* compute the qr factorization of the jacobian matrix */
|
||||
/* calculated one row at a time, while simultaneously */
|
||||
/* forming (q transpose)*fvec and storing the first */
|
||||
/* n components in qtf. */
|
||||
/* compute the qr factorization of the jacobian matrix */
|
||||
/* calculated one row at a time, while simultaneously */
|
||||
/* forming (q transpose)*fvec and storing the first */
|
||||
/* n components in qtf. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
qtf[j] = 0.;
|
||||
for (i__ = 1; i__ <= n; ++i__) {
|
||||
fjac[i__ + j * fjac_dim1] = 0.;
|
||||
/* L50: */
|
||||
}
|
||||
/* L60: */
|
||||
qtf[j] = 0.;
|
||||
for (i__ = 1; i__ <= n; ++i__) {
|
||||
fjac[i__ + j * fjac_dim1] = 0.;
|
||||
/* L50: */
|
||||
}
|
||||
/* L60: */
|
||||
}
|
||||
iflag = 2;
|
||||
for (i__ = 1; i__ <= m; ++i__) {
|
||||
if ((*fcn)(p, m, n, &x[1], &fvec[1], &wa3[1], iflag) < 0) {
|
||||
goto L340;
|
||||
}
|
||||
temp = fvec[i__];
|
||||
rwupdt(n, &fjac[fjac_offset], ldfjac, &wa3[1], &qtf[1], &temp, &wa1[
|
||||
1], &wa2[1]);
|
||||
++iflag;
|
||||
/* L70: */
|
||||
if ((*fcn)(p, m, n, &x[1], &fvec[1], &wa3[1], iflag) < 0) {
|
||||
goto L340;
|
||||
}
|
||||
temp = fvec[i__];
|
||||
rwupdt(n, &fjac[fjac_offset], ldfjac, &wa3[1], &qtf[1], &temp, &wa1[
|
||||
1], &wa2[1]);
|
||||
++iflag;
|
||||
/* L70: */
|
||||
}
|
||||
++(*njev);
|
||||
|
||||
/* if the jacobian is rank deficient, call qrfac to */
|
||||
/* reorder its columns and update the components of qtf. */
|
||||
/* if the jacobian is rank deficient, call qrfac to */
|
||||
/* reorder its columns and update the components of qtf. */
|
||||
|
||||
sing = FALSE_;
|
||||
for (j = 1; j <= n; ++j) {
|
||||
if (fjac[j + j * fjac_dim1] == 0.) {
|
||||
sing = TRUE_;
|
||||
}
|
||||
ipvt[j] = j;
|
||||
wa2[j] = ei_enorm<Scalar>(j, &fjac[j * fjac_dim1 + 1]);
|
||||
/* L80: */
|
||||
if (fjac[j + j * fjac_dim1] == 0.) {
|
||||
sing = TRUE_;
|
||||
}
|
||||
ipvt[j] = j;
|
||||
wa2[j] = ei_enorm<Scalar>(j, &fjac[j * fjac_dim1 + 1]);
|
||||
/* L80: */
|
||||
}
|
||||
if (! sing) {
|
||||
goto L130;
|
||||
goto L130;
|
||||
}
|
||||
qrfac(n, n, &fjac[fjac_offset], ldfjac, TRUE_, &ipvt[1], n, &wa1[1], &
|
||||
wa2[1], &wa3[1]);
|
||||
wa2[1], &wa3[1]);
|
||||
for (j = 1; j <= n; ++j) {
|
||||
if (fjac[j + j * fjac_dim1] == 0.) {
|
||||
goto L110;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = j; i__ <= n; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * qtf[i__];
|
||||
/* L90: */
|
||||
}
|
||||
temp = -sum / fjac[j + j * fjac_dim1];
|
||||
for (i__ = j; i__ <= n; ++i__) {
|
||||
qtf[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L100: */
|
||||
}
|
||||
if (fjac[j + j * fjac_dim1] == 0.) {
|
||||
goto L110;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = j; i__ <= n; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * qtf[i__];
|
||||
/* L90: */
|
||||
}
|
||||
temp = -sum / fjac[j + j * fjac_dim1];
|
||||
for (i__ = j; i__ <= n; ++i__) {
|
||||
qtf[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L100: */
|
||||
}
|
||||
L110:
|
||||
fjac[j + j * fjac_dim1] = wa1[j];
|
||||
/* L120: */
|
||||
fjac[j + j * fjac_dim1] = wa1[j];
|
||||
/* L120: */
|
||||
}
|
||||
L130:
|
||||
|
||||
/* on the first iteration and if mode is 1, scale according */
|
||||
/* to the norms of the columns of the initial jacobian. */
|
||||
/* on the first iteration and if mode is 1, scale according */
|
||||
/* to the norms of the columns of the initial jacobian. */
|
||||
|
||||
if (iter != 1) {
|
||||
goto L170;
|
||||
goto L170;
|
||||
}
|
||||
if (mode == 2) {
|
||||
goto L150;
|
||||
goto L150;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
diag[j] = wa2[j];
|
||||
if (wa2[j] == 0.) {
|
||||
diag[j] = 1.;
|
||||
}
|
||||
/* L140: */
|
||||
diag[j] = wa2[j];
|
||||
if (wa2[j] == 0.) {
|
||||
diag[j] = 1.;
|
||||
}
|
||||
/* L140: */
|
||||
}
|
||||
L150:
|
||||
|
||||
/* on the first iteration, calculate the norm of the scaled x */
|
||||
/* and initialize the step bound delta. */
|
||||
/* on the first iteration, calculate the norm of the scaled x */
|
||||
/* and initialize the step bound delta. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
wa3[j] = diag[j] * x[j];
|
||||
/* L160: */
|
||||
wa3[j] = diag[j] * x[j];
|
||||
/* L160: */
|
||||
}
|
||||
xnorm = ei_enorm<Scalar>(n, &wa3[1]);
|
||||
delta = factor * xnorm;
|
||||
if (delta == 0.) {
|
||||
delta = factor;
|
||||
delta = factor;
|
||||
}
|
||||
L170:
|
||||
|
||||
/* compute the norm of the scaled gradient. */
|
||||
/* compute the norm of the scaled gradient. */
|
||||
|
||||
gnorm = 0.;
|
||||
if (fnorm == 0.) {
|
||||
goto L210;
|
||||
goto L210;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
l = ipvt[j];
|
||||
if (wa2[l] == 0.) {
|
||||
goto L190;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = 1; i__ <= j; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * (qtf[i__] / fnorm);
|
||||
/* L180: */
|
||||
}
|
||||
/* Computing MAX */
|
||||
d__2 = gnorm, d__3 = (d__1 = sum / wa2[l], abs(d__1));
|
||||
gnorm = max(d__2,d__3);
|
||||
l = ipvt[j];
|
||||
if (wa2[l] == 0.) {
|
||||
goto L190;
|
||||
}
|
||||
sum = 0.;
|
||||
for (i__ = 1; i__ <= j; ++i__) {
|
||||
sum += fjac[i__ + j * fjac_dim1] * (qtf[i__] / fnorm);
|
||||
/* L180: */
|
||||
}
|
||||
/* Computing MAX */
|
||||
d__2 = gnorm, d__3 = (d__1 = sum / wa2[l], abs(d__1));
|
||||
gnorm = max(d__2,d__3);
|
||||
L190:
|
||||
/* L200: */
|
||||
;
|
||||
/* L200: */
|
||||
;
|
||||
}
|
||||
L210:
|
||||
|
||||
/* test for convergence of the gradient norm. */
|
||||
/* test for convergence of the gradient norm. */
|
||||
|
||||
if (gnorm <= gtol) {
|
||||
info = 4;
|
||||
info = 4;
|
||||
}
|
||||
if (info != 0) {
|
||||
goto L340;
|
||||
goto L340;
|
||||
}
|
||||
|
||||
/* rescale if necessary. */
|
||||
/* rescale if necessary. */
|
||||
|
||||
if (mode == 2) {
|
||||
goto L230;
|
||||
goto L230;
|
||||
}
|
||||
for (j = 1; j <= n; ++j) {
|
||||
/* Computing MAX */
|
||||
d__1 = diag[j], d__2 = wa2[j];
|
||||
diag[j] = max(d__1,d__2);
|
||||
/* L220: */
|
||||
/* Computing MAX */
|
||||
d__1 = diag[j], d__2 = wa2[j];
|
||||
diag[j] = max(d__1,d__2);
|
||||
/* L220: */
|
||||
}
|
||||
L230:
|
||||
|
||||
/* beginning of the inner loop. */
|
||||
/* beginning of the inner loop. */
|
||||
|
||||
L240:
|
||||
|
||||
/* determine the levenberg-marquardt parameter. */
|
||||
/* determine the levenberg-marquardt parameter. */
|
||||
|
||||
lmpar(n, &fjac[fjac_offset], ldfjac, &ipvt[1], &diag[1], &qtf[1], delta,
|
||||
&par, &wa1[1], &wa2[1], &wa3[1], &wa4[1]);
|
||||
&par, &wa1[1], &wa2[1], &wa3[1], &wa4[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. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
wa1[j] = -wa1[j];
|
||||
wa2[j] = x[j] + wa1[j];
|
||||
wa3[j] = diag[j] * wa1[j];
|
||||
/* L250: */
|
||||
wa1[j] = -wa1[j];
|
||||
wa2[j] = x[j] + wa1[j];
|
||||
wa3[j] = diag[j] * wa1[j];
|
||||
/* L250: */
|
||||
}
|
||||
pnorm = ei_enorm<Scalar>(n, &wa3[1]);
|
||||
|
||||
/* on the first iteration, adjust the initial step bound. */
|
||||
/* on the first iteration, adjust the initial step bound. */
|
||||
|
||||
if (iter == 1) {
|
||||
delta = min(delta,pnorm);
|
||||
delta = min(delta,pnorm);
|
||||
}
|
||||
|
||||
/* evaluate the function at x + p and calculate its norm. */
|
||||
/* evaluate the function at x + p and calculate its norm. */
|
||||
|
||||
iflag = (*fcn)(p, m, n, &wa2[1], &wa4[1], &wa3[1], 1);
|
||||
++(*nfev);
|
||||
if (iflag < 0) {
|
||||
goto L340;
|
||||
goto L340;
|
||||
}
|
||||
fnorm1 = ei_enorm<Scalar>(m, &wa4[1]);
|
||||
|
||||
/* compute the scaled actual reduction. */
|
||||
/* compute the scaled actual reduction. */
|
||||
|
||||
actred = -1.;
|
||||
if (p1 * fnorm1 < fnorm) {
|
||||
/* Computing 2nd power */
|
||||
d__1 = fnorm1 / fnorm;
|
||||
actred = 1. - d__1 * d__1;
|
||||
/* Computing 2nd power */
|
||||
d__1 = fnorm1 / fnorm;
|
||||
actred = 1. - d__1 * d__1;
|
||||
}
|
||||
|
||||
/* compute the scaled predicted reduction and */
|
||||
/* the scaled directional derivative. */
|
||||
/* compute the scaled predicted reduction and */
|
||||
/* the scaled directional derivative. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
wa3[j] = 0.;
|
||||
l = ipvt[j];
|
||||
temp = wa1[l];
|
||||
for (i__ = 1; i__ <= j; ++i__) {
|
||||
wa3[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L260: */
|
||||
}
|
||||
/* L270: */
|
||||
wa3[j] = 0.;
|
||||
l = ipvt[j];
|
||||
temp = wa1[l];
|
||||
for (i__ = 1; i__ <= j; ++i__) {
|
||||
wa3[i__] += fjac[i__ + j * fjac_dim1] * temp;
|
||||
/* L260: */
|
||||
}
|
||||
/* L270: */
|
||||
}
|
||||
temp1 = ei_enorm<Scalar>(n, &wa3[1]) / fnorm;
|
||||
temp2 = sqrt(par) * pnorm / fnorm;
|
||||
/* Computing 2nd power */
|
||||
/* Computing 2nd power */
|
||||
d__1 = temp1;
|
||||
/* Computing 2nd power */
|
||||
/* Computing 2nd power */
|
||||
d__2 = temp2;
|
||||
prered = d__1 * d__1 + d__2 * d__2 / p5;
|
||||
/* Computing 2nd power */
|
||||
/* Computing 2nd power */
|
||||
d__1 = temp1;
|
||||
/* Computing 2nd power */
|
||||
/* Computing 2nd power */
|
||||
d__2 = temp2;
|
||||
dirder = -(d__1 * d__1 + d__2 * d__2);
|
||||
|
||||
/* compute the ratio of the actual to the predicted */
|
||||
/* reduction. */
|
||||
/* compute the ratio of the actual to the predicted */
|
||||
/* reduction. */
|
||||
|
||||
ratio = 0.;
|
||||
if (prered != 0.) {
|
||||
ratio = actred / prered;
|
||||
ratio = actred / prered;
|
||||
}
|
||||
|
||||
/* update the step bound. */
|
||||
/* update the step bound. */
|
||||
|
||||
if (ratio > p25) {
|
||||
goto L280;
|
||||
goto L280;
|
||||
}
|
||||
if (actred >= 0.) {
|
||||
temp = p5;
|
||||
temp = p5;
|
||||
}
|
||||
if (actred < 0.) {
|
||||
temp = p5 * dirder / (dirder + p5 * actred);
|
||||
temp = p5 * dirder / (dirder + p5 * actred);
|
||||
}
|
||||
if (p1 * fnorm1 >= fnorm || temp < p1) {
|
||||
temp = p1;
|
||||
temp = p1;
|
||||
}
|
||||
/* Computing MIN */
|
||||
/* Computing MIN */
|
||||
d__1 = delta, d__2 = pnorm / p1;
|
||||
delta = temp * min(d__1,d__2);
|
||||
par /= temp;
|
||||
goto L300;
|
||||
L280:
|
||||
if (par != 0. && ratio < p75) {
|
||||
goto L290;
|
||||
goto L290;
|
||||
}
|
||||
delta = pnorm / p5;
|
||||
par = p5 * par;
|
||||
L290:
|
||||
L300:
|
||||
|
||||
/* test for successful iteration. */
|
||||
/* test for successful iteration. */
|
||||
|
||||
if (ratio < p0001) {
|
||||
goto L330;
|
||||
goto L330;
|
||||
}
|
||||
|
||||
/* successful iteration. update x, fvec, and their norms. */
|
||||
/* successful iteration. update x, fvec, and their norms. */
|
||||
|
||||
for (j = 1; j <= n; ++j) {
|
||||
x[j] = wa2[j];
|
||||
wa2[j] = diag[j] * x[j];
|
||||
/* L310: */
|
||||
x[j] = wa2[j];
|
||||
wa2[j] = diag[j] * x[j];
|
||||
/* L310: */
|
||||
}
|
||||
for (i__ = 1; i__ <= m; ++i__) {
|
||||
fvec[i__] = wa4[i__];
|
||||
/* L320: */
|
||||
fvec[i__] = wa4[i__];
|
||||
/* L320: */
|
||||
}
|
||||
xnorm = ei_enorm<Scalar>(n, &wa2[1]);
|
||||
fnorm = fnorm1;
|
||||
++iter;
|
||||
L330:
|
||||
|
||||
/* tests for convergence. */
|
||||
/* tests for convergence. */
|
||||
|
||||
if (abs(actred) <= ftol && prered <= ftol && p5 * ratio <= 1.) {
|
||||
info = 1;
|
||||
info = 1;
|
||||
}
|
||||
if (delta <= xtol * xnorm) {
|
||||
info = 2;
|
||||
info = 2;
|
||||
}
|
||||
if (abs(actred) <= ftol && prered <= ftol && p5 * ratio <= 1. && info
|
||||
== 2) {
|
||||
info = 3;
|
||||
== 2) {
|
||||
info = 3;
|
||||
}
|
||||
if (info != 0) {
|
||||
goto L340;
|
||||
goto L340;
|
||||
}
|
||||
|
||||
/* tests for termination and stringent tolerances. */
|
||||
/* tests for termination and stringent tolerances. */
|
||||
|
||||
if (*nfev >= maxfev) {
|
||||
info = 5;
|
||||
info = 5;
|
||||
}
|
||||
if (abs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && p5 * ratio <= 1.) {
|
||||
info = 6;
|
||||
info = 6;
|
||||
}
|
||||
if (delta <= epsilon<Scalar>() * xnorm) {
|
||||
info = 7;
|
||||
info = 7;
|
||||
}
|
||||
if (gnorm <= epsilon<Scalar>()) {
|
||||
info = 8;
|
||||
info = 8;
|
||||
}
|
||||
if (info != 0) {
|
||||
goto L340;
|
||||
goto L340;
|
||||
}
|
||||
|
||||
/* end of the inner loop. repeat if iteration unsuccessful. */
|
||||
/* end of the inner loop. repeat if iteration unsuccessful. */
|
||||
|
||||
if (ratio < p0001) {
|
||||
goto L240;
|
||||
goto L240;
|
||||
}
|
||||
|
||||
/* end of the outer loop. */
|
||||
/* end of the outer loop. */
|
||||
|
||||
goto L30;
|
||||
L340:
|
||||
|
||||
/* termination, either normal or user imposed. */
|
||||
/* termination, either normal or user imposed. */
|
||||
|
||||
if (iflag < 0) {
|
||||
info = iflag;
|
||||
info = iflag;
|
||||
}
|
||||
iflag = 0;
|
||||
if (nprint > 0) {
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &wa3[1], 0);
|
||||
iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &wa3[1], 0);
|
||||
}
|
||||
return info;
|
||||
|
||||
/* last card of subroutine lmstr. */
|
||||
/* last card of subroutine lmstr. */
|
||||
|
||||
} /* lmstr_ */
|
||||
|
||||
|
Loading…
x
Reference in New Issue
Block a user