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hybrd : wrapper + eigenize test

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This commit is contained in:
Thomas Capricelli
2009-08-10 03:39:50 +02:00
parent 953c37f8e5
commit ec2b9f90a3
2 changed files with 95 additions and 62 deletions
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49
unsupported/Eigen/src/NonLinear/MathFunctions.h
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@@ -41,6 +41,55 @@ int ei_hybrd1(
return hybrd1(Functor::f, 0, x.size(), x.data(), fvec.data(), tol, wa.data(), lwa);
}
template<typename Functor, typename Scalar>
int ei_hybrd(
Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &x,
Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &fvec,
int &nfev,
Eigen::Matrix< Scalar, Eigen::Dynamic, Eigen::Dynamic > &fjac,
Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &R,
Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &qtf,
Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &diag,
int mode=1,
int nb_of_subdiagonals = -1,
int nb_of_superdiagonals = -1,
int maxfev = 2000,
Scalar factor = Scalar(100.),
Scalar xtol = Eigen::ei_sqrt(Eigen::machine_epsilon<Scalar>()),
Scalar epsfcn = Scalar(0.),
int nprint=0
)
{
int n = x.size();
int lr = (n*(n+1))/2;
Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > wa1(n), wa2(n), wa3(n), wa4(n);
if (nb_of_subdiagonals<0) nb_of_subdiagonals = n-1;
if (nb_of_superdiagonals<0) nb_of_superdiagonals = n-1;
fvec.resize(n);
qtf.resize(n);
R.resize(lr);
int ldfjac = n;
fjac.resize(ldfjac, n);
return hybrd(
Functor::f, 0,
n, x.data(), fvec.data(),
xtol, maxfev,
nb_of_subdiagonals, nb_of_superdiagonals,
epsfcn,
diag.data(), mode,
factor,
nprint,
&nfev,
fjac.data(), ldfjac,
R.data(), lr,
qtf.data(),
wa1.data(), wa2.data(), wa3.data(), wa4.data()
);
}
template<typename Functor, typename Scalar>
int ei_lmder1(
Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &x,