|
|
namespace Eigen { |
|
|
|
|
|
namespace internal { |
|
|
|
|
|
template<typename FunctorType, typename Scalar> |
|
|
DenseIndex fdjac1( |
|
|
const FunctorType &Functor, |
|
|
Matrix< Scalar, Dynamic, 1 > &x, |
|
|
Matrix< Scalar, Dynamic, 1 > &fvec, |
|
|
Matrix< Scalar, Dynamic, Dynamic > &fjac, |
|
|
DenseIndex ml, DenseIndex mu, |
|
|
Scalar epsfcn) |
|
|
{ |
|
|
using std::sqrt; |
|
|
using std::abs; |
|
|
|
|
|
typedef DenseIndex Index; |
|
|
|
|
|
|
|
|
Scalar h; |
|
|
Index j, k; |
|
|
Scalar eps, temp; |
|
|
Index msum; |
|
|
int iflag; |
|
|
Index start, length; |
|
|
|
|
|
|
|
|
const Scalar epsmch = NumTraits<Scalar>::epsilon(); |
|
|
const Index n = x.size(); |
|
|
eigen_assert(fvec.size()==n); |
|
|
Matrix< Scalar, Dynamic, 1 > wa1(n); |
|
|
Matrix< Scalar, Dynamic, 1 > wa2(n); |
|
|
|
|
|
eps = sqrt((std::max)(epsfcn,epsmch)); |
|
|
msum = ml + mu + 1; |
|
|
if (msum >= n) { |
|
|
|
|
|
for (j = 0; j < n; ++j) { |
|
|
temp = x[j]; |
|
|
h = eps * abs(temp); |
|
|
if (h == 0.) |
|
|
h = eps; |
|
|
x[j] = temp + h; |
|
|
iflag = Functor(x, wa1); |
|
|
if (iflag < 0) |
|
|
return iflag; |
|
|
x[j] = temp; |
|
|
fjac.col(j) = (wa1-fvec)/h; |
|
|
} |
|
|
|
|
|
}else { |
|
|
|
|
|
for (k = 0; k < msum; ++k) { |
|
|
for (j = k; (msum<0) ? (j>n): (j<n); j += msum) { |
|
|
wa2[j] = x[j]; |
|
|
h = eps * abs(wa2[j]); |
|
|
if (h == 0.) h = eps; |
|
|
x[j] = wa2[j] + h; |
|
|
} |
|
|
iflag = Functor(x, wa1); |
|
|
if (iflag < 0) |
|
|
return iflag; |
|
|
for (j = k; (msum<0) ? (j>n): (j<n); j += msum) { |
|
|
x[j] = wa2[j]; |
|
|
h = eps * abs(wa2[j]); |
|
|
if (h == 0.) h = eps; |
|
|
fjac.col(j).setZero(); |
|
|
start = std::max<Index>(0,j-mu); |
|
|
length = (std::min)(n-1, j+ml) - start + 1; |
|
|
fjac.col(j).segment(start, length) = ( wa1.segment(start, length)-fvec.segment(start, length))/h; |
|
|
} |
|
|
} |
|
|
} |
|
|
return 0; |
|
|
} |
|
|
|
|
|
} |
|
|
|
|
|
} |
|
|
|
