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This commit is contained in:
Thomas Capricelli 2009-08-23 05:56:12 +02:00
parent 8b9b671e83
commit f01332043b
2 changed files with 64 additions and 64 deletions
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90
unsupported/Eigen/src/NonLinear/fdjac1.h
View File

@ -23,67 +23,67 @@ int ei_fdjac1(
eps = ei_sqrt((std::max(epsfcn,epsmch))); eps = ei_sqrt((std::max(epsfcn,epsmch)));
msum = ml + mu + 1; msum = ml + mu + 1;
if (msum < n) { if (msum < n) {
goto L40; goto L40;
} }
/* computation of dense approximate jacobian. */ /* computation of dense approximate jacobian. */
for (j = 0; j < n; ++j) { for (j = 0; j < n; ++j) {
temp = x[j]; temp = x[j];
h = eps * ei_abs(temp); h = eps * ei_abs(temp);
if (h == 0.) if (h == 0.)
h = eps; h = eps;
x[j] = temp + h; x[j] = temp + h;
iflag = Functor::f(x, wa1); iflag = Functor::f(x, wa1);
if (iflag < 0) if (iflag < 0)
goto L30; goto L30;
x[j] = temp; x[j] = temp;
for (i = 0; i < n; ++i) { for (i = 0; i < n; ++i) {
fjac(i,j) = (wa1[i] - fvec[i]) / h; fjac(i,j) = (wa1[i] - fvec[i]) / h;
/* L10: */ /* L10: */
} }
/* L20: */ /* L20: */
} }
L30: L30:
/* goto L110; */ /* goto L110; */
return iflag; return iflag;
L40: L40:
/* computation of banded approximate jacobian. */ /* computation of banded approximate jacobian. */
for (k = 0; k < msum; ++k) { for (k = 0; k < msum; ++k) {
for (j = k; msum< 0 ? j > n: j < n; j += msum) { for (j = k; msum< 0 ? j > n: j < n; j += msum) {
wa2[j] = x[j]; wa2[j] = x[j];
h = eps * ei_abs(wa2[j]); h = eps * ei_abs(wa2[j]);
if (h == 0.) h = eps; if (h == 0.) h = eps;
x[j] = wa2[j] + h; x[j] = wa2[j] + h;
/* L60: */ /* L60: */
} }
iflag = Functor::f(x, wa1); iflag = Functor::f(x, wa1);
if (iflag < 0) { if (iflag < 0) {
/* goto L100; */ /* goto L100; */
return iflag; return iflag;
} }
for (j = k; msum< 0 ? j > n: j < n; j += msum) { for (j = k; msum< 0 ? j > n: j < n; j += msum) {
x[j] = wa2[j]; x[j] = wa2[j];
h = eps * ei_abs(wa2[j]); h = eps * ei_abs(wa2[j]);
if (h == 0.) h = eps; if (h == 0.) h = eps;
for (i = 0; i < n; ++i) { for (i = 0; i < n; ++i) {
fjac(i,j) = 0.; fjac(i,j) = 0.;
if (i >= j - mu && i <= j + ml) { if (i >= j - mu && i <= j + ml) {
fjac(i,j) = (wa1[i] - fvec[i]) / h; fjac(i,j) = (wa1[i] - fvec[i]) / h;
} }
/* L70: */ /* L70: */
} }
/* L80: */ /* L80: */
} }
/* L90: */ /* L90: */
} }
/* L100: */ /* L100: */
/* L110: */ /* L110: */
return iflag; return iflag;
/* last card of subroutine fdjac1. */ /* last card of subroutine fdjac1. */
} /* fdjac1_ */ } /* fdjac1_ */

38
unsupported/Eigen/src/NonLinear/fdjac2.h
View File

@ -4,7 +4,7 @@ int ei_fdjac2(
Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &x,
Matrix< Scalar, Dynamic, 1 > &fvec, Matrix< Scalar, Dynamic, 1 > &fvec,
Matrix< Scalar, Dynamic, Dynamic > &fjac, Matrix< Scalar, Dynamic, Dynamic > &fjac,
Scalar epsfcn, Scalar epsfcn,
Matrix< Scalar, Dynamic, 1 > &wa) Matrix< Scalar, Dynamic, 1 > &wa)
{ {
/* Local variables */ /* Local variables */
@ -20,28 +20,28 @@ int ei_fdjac2(
eps = ei_sqrt((std::max(epsfcn,epsmch))); eps = ei_sqrt((std::max(epsfcn,epsmch)));
for (j = 0; j < n; ++j) { for (j = 0; j < n; ++j) {
temp = x[j]; temp = x[j];
h = eps * ei_abs(temp); h = eps * ei_abs(temp);
if (h == 0.) { if (h == 0.) {
h = eps; h = eps;
} }
x[j] = temp + h; x[j] = temp + h;
iflag = Functor::f(x, wa); iflag = Functor::f(x, wa);
if (iflag < 0) { if (iflag < 0) {
/* goto L30; */ /* goto L30; */
return iflag; return iflag;
} }
x[j] = temp; x[j] = temp;
for (i = 0; i < m; ++i) { for (i = 0; i < m; ++i) {
fjac(i,j) = (wa[i] - fvec[i]) / h; fjac(i,j) = (wa[i] - fvec[i]) / h;
/* L10: */ /* L10: */
} }
/* L20: */ /* L20: */
} }
/* L30: */ /* L30: */
return iflag; return iflag;
/* last card of subroutine fdjac2. */ /* last card of subroutine fdjac2. */
} /* fdjac2_ */ } /* fdjac2_ */