raw import of covar() : this is the last one, and we now do not depend on

the cminpack library anymore.

unsupported/Eigen/src/NonLinear/covar.h

@@ -0,0 +1,129 @@
+
+template <typename Scalar>
+void ei_covar(int n, Scalar *r__, int ldr, 
+	const int *ipvt, Scalar tol, Scalar *wa)
+{
+    /* System generated locals */
+    int r_dim1, r_offset, i__1, i__2, i__3;
+
+    /* Local variables */
+    int i__, j, k, l, ii, jj, km1;
+    int sing;
+    Scalar temp, tolr;
+
+    /* Parameter adjustments */
+    --wa;
+    --ipvt;
+    tolr = tol * ei_abs(r__[0]);
+    r_dim1 = ldr;
+    r_offset = 1 + r_dim1;
+    r__ -= r_offset;
+
+    /* Function Body */
+
+/*     form the inverse of r in the full upper triangle of r. */
+
+    l = 0;
+    i__1 = n;
+    for (k = 1; k <= i__1; ++k) {
+	if (ei_abs(r__[k + k * r_dim1]) <= tolr) {
+	    goto L50;
+	}
+	r__[k + k * r_dim1] = 1. / r__[k + k * r_dim1];
+	km1 = k - 1;
+	if (km1 < 1) {
+	    goto L30;
+	}
+	i__2 = km1;
+	for (j = 1; j <= i__2; ++j) {
+	    temp = r__[k + k * r_dim1] * r__[j + k * r_dim1];
+	    r__[j + k * r_dim1] = 0.;
+	    i__3 = j;
+	    for (i__ = 1; i__ <= i__3; ++i__) {
+		r__[i__ + k * r_dim1] -= temp * r__[i__ + j * r_dim1];
+/* L10: */
+	    }
+/* L20: */
+	}
+L30:
+	l = k;
+/* L40: */
+    }
+L50:
+
+/*     form the full upper triangle of the inverse of (r transpose)*r */
+/*     in the full upper triangle of r. */
+
+    if (l < 1) {
+	goto L110;
+    }
+    i__1 = l;
+    for (k = 1; k <= i__1; ++k) {
+	km1 = k - 1;
+	if (km1 < 1) {
+	    goto L80;
+	}
+	i__2 = km1;
+	for (j = 1; j <= i__2; ++j) {
+	    temp = r__[j + k * r_dim1];
+	    i__3 = j;
+	    for (i__ = 1; i__ <= i__3; ++i__) {
+		r__[i__ + j * r_dim1] += temp * r__[i__ + k * r_dim1];
+/* L60: */
+	    }
+/* L70: */
+	}
+L80:
+	temp = r__[k + k * r_dim1];
+	i__2 = k;
+	for (i__ = 1; i__ <= i__2; ++i__) {
+	    r__[i__ + k * r_dim1] = temp * r__[i__ + k * r_dim1];
+/* L90: */
+	}
+/* L100: */
+    }
+L110:
+
+/*     form the full lower triangle of the covariance matrix */
+/*     in the strict lower triangle of r and in wa. */
+
+    i__1 = n;
+    for (j = 1; j <= i__1; ++j) {
+	jj = ipvt[j];
+	sing = j > l;
+	i__2 = j;
+	for (i__ = 1; i__ <= i__2; ++i__) {
+	    if (sing) {
+		r__[i__ + j * r_dim1] = 0.;
+	    }
+	    ii = ipvt[i__];
+	    if (ii > jj) {
+		r__[ii + jj * r_dim1] = r__[i__ + j * r_dim1];
+	    }
+	    if (ii < jj) {
+		r__[jj + ii * r_dim1] = r__[i__ + j * r_dim1];
+	    }
+/* L120: */
+	}
+	wa[jj] = r__[j + j * r_dim1];
+/* L130: */
+    }
+
+/*     symmetrize the covariance matrix in r. */
+
+    i__1 = n;
+    for (j = 1; j <= i__1; ++j) {
+	i__2 = j;
+	for (i__ = 1; i__ <= i__2; ++i__) {
+	    r__[i__ + j * r_dim1] = r__[j + i__ * r_dim1];
+/* L140: */
+	}
+	r__[j + j * r_dim1] = wa[j];
+/* L150: */
+    }
+    /*return 0;*/
+
+/*     last card of subroutine covar. */
+
+} /* covar_ */
+