rename NonLinear to NonLinearOptimization

unsupported/Eigen/src/NonLinearOptimization/rwupdt.h

@@ -0,0 +1,80 @@
+
+template <typename Scalar>
+void ei_rwupdt(int n, Scalar *r__, int ldr, 
+	const Scalar *w, Scalar *b, Scalar *alpha, Scalar *cos__, 
+	Scalar *sin__)
+{
+    /* System generated locals */
+    int r_dim1, r_offset;
+
+    /* Local variables */
+    int i, j, jm1;
+    Scalar tan__, temp, rowj, cotan;
+
+    /* Parameter adjustments */
+    --sin__;
+    --cos__;
+    --b;
+    --w;
+    r_dim1 = ldr;
+    r_offset = 1 + r_dim1 * 1;
+    r__ -= r_offset;
+
+    /* Function Body */
+
+    for (j = 1; j <= n; ++j) {
+	rowj = w[j];
+	jm1 = j - 1;
+
+/*        apply the previous transformations to */
+/*        r(i,j), i=1,2,...,j-1, and to w(j). */
+
+	if (jm1 < 1) {
+	    goto L20;
+	}
+	for (i = 1; i <= jm1; ++i) {
+	    temp = cos__[i] * r__[i + j * r_dim1] + sin__[i] * rowj;
+	    rowj = -sin__[i] * r__[i + j * r_dim1] + cos__[i] * rowj;
+	    r__[i + j * r_dim1] = temp;
+/* L10: */
+	}
+L20:
+
+/*        determine a givens rotation which eliminates w(j). */
+
+	cos__[j] = 1.;
+	sin__[j] = 0.;
+	if (rowj == 0.) {
+	    goto L50;
+	}
+	if (ei_abs(r__[j + j * r_dim1]) >= ei_abs(rowj))
+	    goto L30;
+	cotan = r__[j + j * r_dim1] / rowj;
+/* Computing 2nd power */
+	sin__[j] = Scalar(.5) / ei_sqrt(Scalar(0.25) + Scalar(0.25) * ei_abs2(cotan));
+	cos__[j] = sin__[j] * cotan;
+	goto L40;
+L30:
+	tan__ = rowj / r__[j + j * r_dim1];
+/* Computing 2nd power */
+	cos__[j] = Scalar(.5) / ei_sqrt(Scalar(0.25) + Scalar(0.25) * ei_abs2(tan__));
+	sin__[j] = cos__[j] * tan__;
+L40:
+
+/*        apply the current transformation to r(j,j), b(j), and alpha. */
+
+	r__[j + j * r_dim1] = cos__[j] * r__[j + j * r_dim1] + sin__[j] * 
+		rowj;
+	temp = cos__[j] * b[j] + sin__[j] * *alpha;
+	*alpha = -sin__[j] * b[j] + cos__[j] * *alpha;
+	b[j] = temp;
+L50:
+/* L60: */
+	;
+    }
+    return;
+
+/*     last card of subroutine rwupdt. */
+
+} /* rwupdt_ */
+