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misc cleaning / eigenization

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This commit is contained in:
Thomas Capricelli
2010-01-28 04:19:39 +01:00
parent fcd074c928
commit 40eac2d8a0
8 changed files with 44 additions and 61 deletions
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10
unsupported/Eigen/src/NonLinearOptimization/lmpar.h
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@@ -164,7 +164,7 @@ void ei_lmpar2(
{
/* Local variables */
int i, j;
int j;
Scalar fp;
Scalar parc, parl;
int iter;
@@ -183,9 +183,11 @@ void ei_lmpar2(
/* compute and store in x the gauss-newton direction. if the */
/* jacobian is rank-deficient, obtain a least squares solution. */
// const int rank = qr.nonzeroPivots(); // exactly double(0.)
const int rank = qr.rank(); // use a threshold
wa1 = qtb; wa1.segment(rank,n-rank).setZero();
wa1 = qtb;
wa1.tail(n-rank).setZero();
qr.matrixQR().corner(TopLeft, rank, rank).template triangularView<Upper>().solveInPlace(wa1.head(rank));
x = qr.colsPermutation()*wa1;
@@ -255,10 +257,12 @@ void ei_lmpar2(
/* compute the newton correction. */
wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2/dxnorm);
// we could almost use this here, but the diagonal is outside qr, in sdiag[]
// qr.matrixQR().corner(TopLeft, n, n).transpose().template triangularView<Lower>().solveInPlace(wa1);
for (j = 0; j < n; ++j) {
wa1[j] /= sdiag[j];
temp = wa1[j];
for (i = j+1; i < n; ++i)
for (int i = j+1; i < n; ++i)
wa1[i] -= s(i,j) * temp;
}
temp = wa1.blueNorm();