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Tobias Wood
2023-11-29 11:12:48 +00:00
parent 9ea520fc45
commit f38e16c193
534 changed files with 103368 additions and 116934 deletions
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69
unsupported/Eigen/src/NonLinearOptimization/rwupdt.h
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@@ -1,52 +1,47 @@
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
namespace Eigen {
namespace Eigen {
namespace internal {
template <typename Scalar>
void rwupdt(
Matrix< Scalar, Dynamic, Dynamic > &r,
const Matrix< Scalar, Dynamic, 1> &w,
Matrix< Scalar, Dynamic, 1> &b,
Scalar alpha)
{
typedef DenseIndex Index;
void rwupdt(Matrix<Scalar, Dynamic, Dynamic> &r, const Matrix<Scalar, Dynamic, 1> &w, Matrix<Scalar, Dynamic, 1> &b,
Scalar alpha) {
typedef DenseIndex Index;
const Index n = r.cols();
eigen_assert(r.rows()>=n);
std::vector<JacobiRotation<Scalar> > givens(n);
const Index n = r.cols();
eigen_assert(r.rows() >= n);
std::vector<JacobiRotation<Scalar> > givens(n);
/* Local variables */
Scalar temp, rowj;
/* Local variables */
Scalar temp, rowj;
/* Function Body */
for (Index j = 0; j < n; ++j) {
rowj = w[j];
/* Function Body */
for (Index j = 0; j < n; ++j) {
rowj = w[j];
/* apply the previous transformations to */
/* r(i,j), i=0,1,...,j-1, and to w(j). */
for (Index i = 0; i < j; ++i) {
temp = givens[i].c() * r(i,j) + givens[i].s() * rowj;
rowj = -givens[i].s() * r(i,j) + givens[i].c() * rowj;
r(i,j) = temp;
}
/* determine a givens rotation which eliminates w(j). */
givens[j].makeGivens(-r(j,j), rowj);
if (rowj == 0.)
continue; // givens[j] is identity
/* apply the current transformation to r(j,j), b(j), and alpha. */
r(j,j) = givens[j].c() * r(j,j) + givens[j].s() * rowj;
temp = givens[j].c() * b[j] + givens[j].s() * alpha;
alpha = -givens[j].s() * b[j] + givens[j].c() * alpha;
b[j] = temp;
/* apply the previous transformations to */
/* r(i,j), i=0,1,...,j-1, and to w(j). */
for (Index i = 0; i < j; ++i) {
temp = givens[i].c() * r(i, j) + givens[i].s() * rowj;
rowj = -givens[i].s() * r(i, j) + givens[i].c() * rowj;
r(i, j) = temp;
}
/* determine a givens rotation which eliminates w(j). */
givens[j].makeGivens(-r(j, j), rowj);
if (rowj == 0.) continue; // givens[j] is identity
/* apply the current transformation to r(j,j), b(j), and alpha. */
r(j, j) = givens[j].c() * r(j, j) + givens[j].s() * rowj;
temp = givens[j].c() * b[j] + givens[j].s() * alpha;
alpha = -givens[j].s() * b[j] + givens[j].c() * alpha;
b[j] = temp;
}
}
} // end namespace internal
} // end namespace internal
} // end namespace Eigen
} // end namespace Eigen