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eigen/unsupported/Eigen/src/NonLinear/fdjac1.h

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template <typename Scalar>
int ei_fdjac1(minpack_func_nn fcn, void *p, int n, Scalar *x, const Scalar *
fvec, Scalar *fjac, int ldfjac, int ml,
int mu, Scalar epsfcn, Scalar *wa1, Scalar *wa2)
{
/* System generated locals */
int fjac_dim1, fjac_offset, i__1, i__2, i__3, i__4;
/* Local variables */
Scalar h__;
int i__, j, k;
Scalar eps, temp;
int msum;
Scalar epsmch;
int iflag = 0;
/* Parameter adjustments */
--wa2;
--wa1;
--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)));
msum = ml + mu + 1;
if (msum < n) {
goto L40;
}
/* computation of dense approximate jacobian. */
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, n, &x[1], &wa1[1], 1);
if (iflag < 0) {
goto L30;
}
x[j] = temp;
i__2 = n;
for (i__ = 1; i__ <= i__2; ++i__) {
fjac[i__ + j * fjac_dim1] = (wa1[i__] - fvec[i__]) / h__;
/* L10: */
}
/* L20: */
}
L30:
/* goto L110; */
return iflag;
L40:
/* computation of banded approximate jacobian. */
i__1 = msum;
for (k = 1; k <= i__1; ++k) {
i__2 = n;
i__3 = msum;
for (j = k; i__3 < 0 ? j >= i__2 : j <= i__2; j += i__3) {
wa2[j] = x[j];
h__ = eps * ei_abs(wa2[j]);
if (h__ == 0.) {
h__ = eps;
}
x[j] = wa2[j] + h__;
/* L60: */
}
iflag = (*fcn)(p, n, &x[1], &wa1[1], 1);
if (iflag < 0) {
/* goto L100; */
return iflag;
}
i__3 = n;
i__2 = msum;
for (j = k; i__2 < 0 ? j >= i__3 : j <= i__3; j += i__2) {
x[j] = wa2[j];
h__ = eps * ei_abs(wa2[j]);
if (h__ == 0.) {
h__ = eps;
}
i__4 = n;
for (i__ = 1; i__ <= i__4; ++i__) {
fjac[i__ + j * fjac_dim1] = 0.;
if (i__ >= j - mu && i__ <= j + ml) {
fjac[i__ + j * fjac_dim1] = (wa1[i__] - fvec[i__]) / h__;
}
/* L70: */
}
/* L80: */
}
/* L90: */
}
/* L100: */
/* L110: */
return iflag;
/* last card of subroutine fdjac1. */
} /* fdjac1_ */