rename NonLinear to NonLinearOptimization

2026-04-10 11:34:33 +08:00 · 2009-11-09 03:27:15 +01:00
parent 09cb27c587
commit 71a3e96b49
16 changed files with 15 additions and 15 deletions
--- a/unsupported/Eigen/src/NonLinearOptimization/covar.h
+++ b/unsupported/Eigen/src/NonLinearOptimization/covar.h
@@ -0,0 +1,74 @@
+
+    template <typename Scalar>
+void ei_covar(
+        Matrix< Scalar, Dynamic, Dynamic > &r,
+        const VectorXi &ipvt,
+        Scalar tol = ei_sqrt(epsilon<Scalar>()) )
+{
+    /* Local variables */
+    int i, j, k, l, ii, jj;
+    int sing;
+    Scalar temp;
+
+    /* Function Body */
+    const int n = r.cols();
+    const Scalar tolr = tol * ei_abs(r[0]);
+    Matrix< Scalar, Dynamic, 1 > wa(n);
+    assert(ipvt.size()==n);
+
+    /*     form the inverse of r in the full upper triangle of r. */
+
+    l = -1;
+    for (k = 0; k < n; ++k)
+        if (ei_abs(r(k,k)) > tolr) {
+            r(k,k) = 1. / r(k,k);
+            for (j = 0; j <= k-1; ++j) {
+                temp = r(k,k) * r(j,k);
+                r(j,k) = 0.;
+                for (i = 0; i <= j; ++i)
+                    r(i,k) -= temp * r(i,j);
+            }
+            l = k;
+        }
+
+    /*     form the full upper triangle of the inverse of (r transpose)*r */
+    /*     in the full upper triangle of r. */
+
+    for (k = 0; k <= l; ++k) {
+        for (j = 0; j <= k-1; ++j) {
+            temp = r(j,k);
+            for (i = 0; i <= j; ++i)
+                r(i,j) += temp * r(i,k);
+        }
+        temp = r(k,k);
+        for (i = 0; i <= k; ++i)
+            r(i,k) = temp * r(i,k);
+    }
+
+    /*     form the full lower triangle of the covariance matrix */
+    /*     in the strict lower triangle of r and in wa. */
+
+    for (j = 0; j < n; ++j) {
+        jj = ipvt[j];
+        sing = j > l;
+        for (i = 0; i <= j; ++i) {
+            if (sing)
+                r(i,j) = 0.;
+            ii = ipvt[i];
+            if (ii > jj)
+                r(ii,jj) = r(i,j);
+            if (ii < jj)
+                r(jj,ii) = r(i,j);
+        }
+        wa[jj] = r(j,j);
+    }
+
+    /*     symmetrize the covariance matrix in r. */
+
+    for (j = 0; j < n; ++j) {
+        for (i = 0; i <= j; ++i)
+            r(i,j) = r(j,i);
+        r(j,j) = wa[j];
+    }
+}
+