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eigen/unsupported/Eigen/src/NonLinear/fdjac2.h

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template <typename Scalar>
int ei_fdjac2(minpack_func_mn fcn, void *p, int m, int n, Scalar *x,
const Scalar *fvec, Scalar *fjac, int ldfjac,
Scalar epsfcn, Scalar *wa)
{
/* System generated locals */
int fjac_dim1, fjac_offset, i__1, i__2;
/* Local variables */
Scalar h__;
int i__, j;
Scalar eps, temp, epsmch;
int iflag;
/* Parameter adjustments */
--wa;
--fvec;
--x;
fjac_dim1 = ldfjac;
fjac_offset = 1 + fjac_dim1 * 1;
fjac -= fjac_offset;
/* Function Body */
/* epsmch is the machine precision. */
epsmch = epsilon<Scalar>();
eps = ei_sqrt((std::max(epsfcn,epsmch)));
i__1 = n;
for (j = 1; j <= i__1; ++j) {
temp = x[j];
h__ = eps * ei_abs(temp);
if (h__ == 0.) {
h__ = eps;
}
x[j] = temp + h__;
iflag = (*fcn)(p, m, n, &x[1], &wa[1], 1);
if (iflag < 0) {
/* goto L30; */
return iflag;
}
x[j] = temp;
i__2 = m;
for (i__ = 1; i__ <= i__2; ++i__) {
fjac[i__ + j * fjac_dim1] = (wa[i__] - fvec[i__]) / h__;
/* L10: */
}
/* L20: */
}
/* L30: */
return iflag;
/* last card of subroutine fdjac2. */
} /* fdjac2_ */