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eigenization of ei_covar()

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Thomas Capricelli
2009-08-24 17:47:35 +02:00
parent f69869c42a
commit 17905c7399
2 changed files with 45 additions and 60 deletions
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12
unsupported/test/NonLinear.cpp
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@@ -166,7 +166,7 @@ void testLmder()
{
const int m=15, n=3;
int info, nfev=0, njev=0;
double fnorm, covfac, covar_ftol;
double fnorm, covfac;
VectorXd x(n), fvec(m), diag(n), qtf;
MatrixXd fjac;
VectorXi ipvt;
@@ -192,11 +192,9 @@ void testLmder()
VERIFY_IS_APPROX(x, x_ref);
// check covariance
covar_ftol = epsilon<double>();
covfac = fnorm*fnorm/(m-n);
VectorXd wa(n);
ipvt.cwise()+=1; // covar() expects the fortran convention (as qrfac provides)
ei_covar<double>(n, fjac.data(), m, ipvt.data(), covar_ftol, wa.data());
ei_covar<double>(fjac, ipvt);
MatrixXd cov_ref(n,n);
cov_ref <<
@@ -543,7 +541,7 @@ void testLmdif()
{
const int m=15, n=3;
int info, nfev=0;
double fnorm, covfac, covar_ftol;
double fnorm, covfac;
VectorXd x(n), fvec(m), diag(n), qtf;
MatrixXd fjac;
VectorXi ipvt;
@@ -568,11 +566,9 @@ void testLmdif()
VERIFY_IS_APPROX(x, x_ref);
// check covariance
covar_ftol = epsilon<double>();
covfac = fnorm*fnorm/(m-n);
VectorXd wa(n);
ipvt.cwise()+=1; // covar() expects the fortran convention (as qrfac provides)
ei_covar<double>(n, fjac.data(), m, ipvt.data(), covar_ftol, wa.data());
ei_covar<double>(fjac, ipvt);
MatrixXd cov_ref(n,n);
cov_ref <<