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#define chkder_log10e 0.43429448190325182765 |
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#define chkder_factor 100. |
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namespace Eigen { |
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namespace internal { |
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template<typename Scalar> |
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void chkder( |
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const Matrix< Scalar, Dynamic, 1 > &x, |
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const Matrix< Scalar, Dynamic, 1 > &fvec, |
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const Matrix< Scalar, Dynamic, Dynamic > &fjac, |
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Matrix< Scalar, Dynamic, 1 > &xp, |
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const Matrix< Scalar, Dynamic, 1 > &fvecp, |
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int mode, |
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Matrix< Scalar, Dynamic, 1 > &err |
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) |
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{ |
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using std::sqrt; |
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using std::abs; |
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using std::log; |
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typedef DenseIndex Index; |
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const Scalar eps = sqrt(NumTraits<Scalar>::epsilon()); |
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const Scalar epsf = chkder_factor * NumTraits<Scalar>::epsilon(); |
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const Scalar epslog = chkder_log10e * log(eps); |
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Scalar temp; |
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const Index m = fvec.size(), n = x.size(); |
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if (mode != 2) { |
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xp.resize(n); |
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for (Index j = 0; j < n; ++j) { |
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temp = eps * abs(x[j]); |
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if (temp == 0.) |
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temp = eps; |
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xp[j] = x[j] + temp; |
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} |
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} |
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else { |
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err.setZero(m); |
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for (Index j = 0; j < n; ++j) { |
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temp = abs(x[j]); |
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if (temp == 0.) |
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temp = 1.; |
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err += temp * fjac.col(j); |
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} |
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for (Index i = 0; i < m; ++i) { |
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temp = 1.; |
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if (fvec[i] != 0. && fvecp[i] != 0. && abs(fvecp[i] - fvec[i]) >= epsf * abs(fvec[i])) |
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temp = eps * abs((fvecp[i] - fvec[i]) / eps - err[i]) / (abs(fvec[i]) + abs(fvecp[i])); |
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err[i] = 1.; |
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if (temp > NumTraits<Scalar>::epsilon() && temp < eps) |
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err[i] = (chkder_log10e * log(temp) - epslog) / epslog; |
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if (temp >= eps) |
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err[i] = 0.; |
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} |
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} |
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} |
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} |
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} |
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