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some more (thoroughly checked) eigenization

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This commit is contained in:
Thomas Capricelli
2010-01-26 01:43:58 +01:00
parent bdb0e9fcd0
commit c759814f11
2 changed files with 19 additions and 20 deletions
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12
unsupported/Eigen/src/NonLinearOptimization/lmpar.h
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@@ -178,7 +178,7 @@ void ei_lmpar2(
{
/* Local variables */
int i, j, l;
int i, j;
Scalar fp;
Scalar parc, parl;
int iter;
@@ -225,10 +225,7 @@ void ei_lmpar2(
parl = 0.;
if (rank==n) {
for (j = 0; j < n; ++j) {
l = qr.colsPermutation().indices()(j);
wa1[j] = diag[l] * (wa2[l] / dxnorm);
}
wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2)/dxnorm;
qr.matrixQR().corner(TopLeft, n, n).transpose().template triangularView<Lower>().solveInPlace(wa1);
temp = wa1.blueNorm();
parl = fp / delta / temp / temp;
@@ -282,10 +279,7 @@ void ei_lmpar2(
/* compute the newton correction. */
for (j = 0; j < n; ++j) {
l = qr.colsPermutation().indices()[j];
wa1[j] = diag[l] * (wa2[l] / dxnorm);
}
wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2/dxnorm);
for (j = 0; j < n; ++j) {
wa1[j] /= sdiag[j];
temp = wa1[j];