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use machine precision from eigen instead of the one from cminpack. The test

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pass though they would not if using a value of 2.220e-16 (the real value
for 'double' is 2.22044604926e-16). How sensitive those tests are :)
This commit is contained in:
Thomas Capricelli
2009-08-19 19:56:51 +02:00
parent 3093e92da5
commit 01622e9855
7 changed files with 91 additions and 46 deletions
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71
unsupported/Eigen/NonLinear
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@@ -48,7 +48,78 @@ namespace Eigen {
#define p001 .001
#define p0001 1e-4
#if 1
#include <cminpack.h>
#else
/* Declarations for minpack */
typedef int (*minpack_func_nn)(void *p, int n, const double *x, double *fvec, int iflag );
typedef int (*minpack_funcder_nn)(void *p, int n, const double *x, double *fvec, double *fjac, int ldfjac, int iflag );
typedef int (*minpack_func_mn)(void *p, int m, int n, const double *x, double *fvec, int iflag );
typedef int (*minpack_funcder_mn)(void *p, int m, int n, const double *x, double *fvec, double *fjac, int ldfjac, int iflag );
typedef int (*minpack_funcderstr_mn)(void *p, int m, int n, const double *x, double *fvec, double *fjrow, int iflag );
/* MINPACK functions: */
int hybrd1 ( minpack_func_nn fcn, void *p, int n, double *x, double *fvec, double tol,
double *wa, int lwa );
int hybrd ( minpack_func_nn fcn,
void *p, int n, double *x, double *fvec, double xtol, int maxfev,
int ml, int mu, double epsfcn, double *diag, int mode,
double factor, int nprint, int *nfev,
double *fjac, int ldfjac, double *r, int lr, double *qtf,
double *wa1, double *wa2, double *wa3, double *wa4);
int hybrj1 ( minpack_funcder_nn fcn, void *p, int n, double *x,
double *fvec, double *fjac, int ldfjac, double tol,
double *wa, int lwa );
int hybrj ( minpack_funcder_nn fcn, void *p, int n, double *x,
double *fvec, double *fjac, int ldfjac, double xtol,
int maxfev, double *diag, int mode, double factor,
int nprint, int *nfev, int *njev, double *r,
int lr, double *qtf, double *wa1, double *wa2,
double *wa3, double *wa4 );
int lmdif1 ( minpack_func_mn fcn,
void *p, int m, int n, double *x, double *fvec, double tol,
int *iwa, double *wa, int lwa );
int lmdif ( minpack_func_mn fcn,
void *p, int m, int n, double *x, double *fvec, double ftol,
double xtol, double gtol, int maxfev, double epsfcn,
double *diag, int mode, double factor, int nprint,
int *nfev, double *fjac, int ldfjac, int *ipvt,
double *qtf, double *wa1, double *wa2, double *wa3,
double *wa4 );
int lmder1 ( minpack_funcder_mn fcn,
void *p, int m, int n, double *x, double *fvec, double *fjac,
int ldfjac, double tol, int *ipvt,
double *wa, int lwa );
int lmder ( minpack_funcder_mn fcn,
void *p, int m, int n, double *x, double *fvec, double *fjac,
int ldfjac, double ftol, double xtol, double gtol,
int maxfev, double *diag, int mode, double factor,
int nprint, int *nfev, int *njev, int *ipvt,
double *qtf, double *wa1, double *wa2, double *wa3,
double *wa4 );
int lmstr1 ( minpack_funcderstr_mn fcn, void *p, int m, int n,
double *x, double *fvec, double *fjac, int ldfjac,
double tol, int *ipvt, double *wa, int lwa );
int lmstr ( minpack_funcderstr_mn fcn, void *p, int m,
int n, double *x, double *fvec, double *fjac,
int ldfjac, double ftol, double xtol, double gtol,
int maxfev, double *diag, int mode, double factor,
int nprint, int *nfev, int *njev, int *ipvt,
double *qtf, double *wa1, double *wa2, double *wa3,
double *wa4 );
void chkder ( int m, int n, const double *x, double *fvec, double *fjac,
int ldfjac, double *xp, double *fvecp, int mode,
double *err );
#endif
#include "src/NonLinear/lmder1.h"
#include "src/NonLinear/lmder.h"
#include "src/NonLinear/hybrd1.h"