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https://gitlab.com/libeigen/eigen.git
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428 lines
9.8 KiB
C++
428 lines
9.8 KiB
C++
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template<typename Scalar>
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int lmstr_template(minpack_funcderstr_mn fcn, void *p, int m, int n, Scalar *x,
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Scalar *fvec, Scalar *fjac, int ldfjac, Scalar ftol,
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Scalar xtol, Scalar gtol, int maxfev, Scalar *
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diag, int mode, Scalar factor, int nprint,
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int *nfev, int *njev, int *ipvt, Scalar *qtf,
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Scalar *wa1, Scalar *wa2, Scalar *wa3, Scalar *wa4)
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{
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/* Initialized data */
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/* System generated locals */
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int fjac_dim1, fjac_offset;
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Scalar d__1, d__2, d__3;
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/* Local variables */
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int i__, j, l;
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Scalar par, sum;
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int sing;
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int iter;
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Scalar temp, temp1, temp2;
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int iflag;
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Scalar delta;
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Scalar ratio;
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Scalar fnorm, gnorm, pnorm, xnorm, fnorm1, actred, dirder, prered;
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int info;
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/* Parameter adjustments */
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--wa4;
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--fvec;
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--wa3;
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--wa2;
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--wa1;
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--qtf;
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--ipvt;
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--diag;
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--x;
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fjac_dim1 = ldfjac;
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fjac_offset = 1 + fjac_dim1 * 1;
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fjac -= fjac_offset;
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/* Function Body */
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info = 0;
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iflag = 0;
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*nfev = 0;
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*njev = 0;
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/* check the input parameters for errors. */
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if (n <= 0 || m < n || ldfjac < n || ftol < 0. || xtol < 0. ||
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gtol < 0. || maxfev <= 0 || factor <= 0.) {
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goto L340;
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}
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if (mode != 2) {
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goto L20;
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}
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for (j = 1; j <= n; ++j) {
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if (diag[j] <= 0.) {
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goto L340;
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}
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/* L10: */
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}
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L20:
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/* evaluate the function at the starting point */
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/* and calculate its norm. */
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iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &wa3[1], 1);
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*nfev = 1;
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if (iflag < 0) {
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goto L340;
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}
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fnorm = ei_enorm<Scalar>(m, &fvec[1]);
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/* initialize levenberg-marquardt parameter and iteration counter. */
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par = 0.;
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iter = 1;
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/* beginning of the outer loop. */
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L30:
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/* if requested, call fcn to enable printing of iterates. */
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if (nprint <= 0) {
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goto L40;
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}
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iflag = 0;
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if ((iter - 1) % nprint == 0) {
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iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &wa3[1], 0);
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}
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if (iflag < 0) {
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goto L340;
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}
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L40:
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/* compute the qr factorization of the jacobian matrix */
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/* calculated one row at a time, while simultaneously */
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/* forming (q transpose)*fvec and storing the first */
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/* n components in qtf. */
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for (j = 1; j <= n; ++j) {
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qtf[j] = 0.;
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for (i__ = 1; i__ <= n; ++i__) {
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fjac[i__ + j * fjac_dim1] = 0.;
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/* L50: */
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}
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/* L60: */
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}
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iflag = 2;
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for (i__ = 1; i__ <= m; ++i__) {
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if ((*fcn)(p, m, n, &x[1], &fvec[1], &wa3[1], iflag) < 0) {
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goto L340;
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}
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temp = fvec[i__];
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rwupdt(n, &fjac[fjac_offset], ldfjac, &wa3[1], &qtf[1], &temp, &wa1[
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1], &wa2[1]);
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++iflag;
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/* L70: */
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}
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++(*njev);
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/* if the jacobian is rank deficient, call qrfac to */
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/* reorder its columns and update the components of qtf. */
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sing = FALSE_;
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for (j = 1; j <= n; ++j) {
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if (fjac[j + j * fjac_dim1] == 0.) {
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sing = TRUE_;
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}
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ipvt[j] = j;
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wa2[j] = ei_enorm<Scalar>(j, &fjac[j * fjac_dim1 + 1]);
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/* L80: */
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}
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if (! sing) {
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goto L130;
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}
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qrfac(n, n, &fjac[fjac_offset], ldfjac, TRUE_, &ipvt[1], n, &wa1[1], &
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wa2[1], &wa3[1]);
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for (j = 1; j <= n; ++j) {
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if (fjac[j + j * fjac_dim1] == 0.) {
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goto L110;
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}
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sum = 0.;
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for (i__ = j; i__ <= n; ++i__) {
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sum += fjac[i__ + j * fjac_dim1] * qtf[i__];
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/* L90: */
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}
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temp = -sum / fjac[j + j * fjac_dim1];
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for (i__ = j; i__ <= n; ++i__) {
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qtf[i__] += fjac[i__ + j * fjac_dim1] * temp;
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/* L100: */
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}
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L110:
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fjac[j + j * fjac_dim1] = wa1[j];
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/* L120: */
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}
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L130:
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/* on the first iteration and if mode is 1, scale according */
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/* to the norms of the columns of the initial jacobian. */
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if (iter != 1) {
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goto L170;
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}
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if (mode == 2) {
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goto L150;
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}
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for (j = 1; j <= n; ++j) {
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diag[j] = wa2[j];
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if (wa2[j] == 0.) {
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diag[j] = 1.;
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}
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/* L140: */
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}
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L150:
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/* on the first iteration, calculate the norm of the scaled x */
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/* and initialize the step bound delta. */
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for (j = 1; j <= n; ++j) {
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wa3[j] = diag[j] * x[j];
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/* L160: */
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}
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xnorm = ei_enorm<Scalar>(n, &wa3[1]);
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delta = factor * xnorm;
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if (delta == 0.) {
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delta = factor;
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}
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L170:
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/* compute the norm of the scaled gradient. */
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gnorm = 0.;
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if (fnorm == 0.) {
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goto L210;
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}
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for (j = 1; j <= n; ++j) {
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l = ipvt[j];
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if (wa2[l] == 0.) {
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goto L190;
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}
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sum = 0.;
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for (i__ = 1; i__ <= j; ++i__) {
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sum += fjac[i__ + j * fjac_dim1] * (qtf[i__] / fnorm);
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/* L180: */
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}
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/* Computing MAX */
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d__2 = gnorm, d__3 = (d__1 = sum / wa2[l], abs(d__1));
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gnorm = max(d__2,d__3);
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L190:
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/* L200: */
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;
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}
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L210:
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/* test for convergence of the gradient norm. */
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if (gnorm <= gtol) {
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info = 4;
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}
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if (info != 0) {
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goto L340;
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}
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/* rescale if necessary. */
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if (mode == 2) {
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goto L230;
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}
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for (j = 1; j <= n; ++j) {
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/* Computing MAX */
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d__1 = diag[j], d__2 = wa2[j];
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diag[j] = max(d__1,d__2);
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/* L220: */
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}
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L230:
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/* beginning of the inner loop. */
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L240:
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/* determine the levenberg-marquardt parameter. */
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lmpar(n, &fjac[fjac_offset], ldfjac, &ipvt[1], &diag[1], &qtf[1], delta,
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&par, &wa1[1], &wa2[1], &wa3[1], &wa4[1]);
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/* store the direction p and x + p. calculate the norm of p. */
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for (j = 1; j <= n; ++j) {
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wa1[j] = -wa1[j];
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wa2[j] = x[j] + wa1[j];
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wa3[j] = diag[j] * wa1[j];
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/* L250: */
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}
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pnorm = ei_enorm<Scalar>(n, &wa3[1]);
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/* on the first iteration, adjust the initial step bound. */
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if (iter == 1) {
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delta = min(delta,pnorm);
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}
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/* evaluate the function at x + p and calculate its norm. */
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iflag = (*fcn)(p, m, n, &wa2[1], &wa4[1], &wa3[1], 1);
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++(*nfev);
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if (iflag < 0) {
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goto L340;
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}
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fnorm1 = ei_enorm<Scalar>(m, &wa4[1]);
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/* compute the scaled actual reduction. */
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actred = -1.;
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if (p1 * fnorm1 < fnorm) {
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/* Computing 2nd power */
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d__1 = fnorm1 / fnorm;
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actred = 1. - d__1 * d__1;
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}
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/* compute the scaled predicted reduction and */
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/* the scaled directional derivative. */
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for (j = 1; j <= n; ++j) {
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wa3[j] = 0.;
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l = ipvt[j];
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temp = wa1[l];
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for (i__ = 1; i__ <= j; ++i__) {
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wa3[i__] += fjac[i__ + j * fjac_dim1] * temp;
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/* L260: */
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}
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/* L270: */
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}
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temp1 = ei_enorm<Scalar>(n, &wa3[1]) / fnorm;
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temp2 = sqrt(par) * pnorm / fnorm;
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/* Computing 2nd power */
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d__1 = temp1;
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/* Computing 2nd power */
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d__2 = temp2;
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prered = d__1 * d__1 + d__2 * d__2 / p5;
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/* Computing 2nd power */
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d__1 = temp1;
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/* Computing 2nd power */
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d__2 = temp2;
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dirder = -(d__1 * d__1 + d__2 * d__2);
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/* compute the ratio of the actual to the predicted */
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/* reduction. */
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ratio = 0.;
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if (prered != 0.) {
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ratio = actred / prered;
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}
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/* update the step bound. */
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if (ratio > p25) {
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goto L280;
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}
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if (actred >= 0.) {
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temp = p5;
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}
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if (actred < 0.) {
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temp = p5 * dirder / (dirder + p5 * actred);
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}
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if (p1 * fnorm1 >= fnorm || temp < p1) {
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temp = p1;
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}
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/* Computing MIN */
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d__1 = delta, d__2 = pnorm / p1;
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delta = temp * min(d__1,d__2);
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par /= temp;
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goto L300;
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L280:
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if (par != 0. && ratio < p75) {
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goto L290;
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}
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delta = pnorm / p5;
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par = p5 * par;
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L290:
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L300:
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/* test for successful iteration. */
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if (ratio < p0001) {
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goto L330;
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}
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/* successful iteration. update x, fvec, and their norms. */
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for (j = 1; j <= n; ++j) {
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x[j] = wa2[j];
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wa2[j] = diag[j] * x[j];
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/* L310: */
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}
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for (i__ = 1; i__ <= m; ++i__) {
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fvec[i__] = wa4[i__];
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/* L320: */
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}
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xnorm = ei_enorm<Scalar>(n, &wa2[1]);
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fnorm = fnorm1;
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++iter;
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L330:
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/* tests for convergence. */
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if (abs(actred) <= ftol && prered <= ftol && p5 * ratio <= 1.) {
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info = 1;
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}
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if (delta <= xtol * xnorm) {
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info = 2;
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}
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if (abs(actred) <= ftol && prered <= ftol && p5 * ratio <= 1. && info
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== 2) {
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info = 3;
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}
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if (info != 0) {
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goto L340;
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}
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/* tests for termination and stringent tolerances. */
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if (*nfev >= maxfev) {
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info = 5;
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}
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if (abs(actred) <= epsilon<Scalar>() && prered <= epsilon<Scalar>() && p5 * ratio <= 1.) {
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info = 6;
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}
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if (delta <= epsilon<Scalar>() * xnorm) {
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info = 7;
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}
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if (gnorm <= epsilon<Scalar>()) {
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info = 8;
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}
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if (info != 0) {
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goto L340;
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}
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/* end of the inner loop. repeat if iteration unsuccessful. */
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if (ratio < p0001) {
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goto L240;
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}
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/* end of the outer loop. */
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goto L30;
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L340:
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/* termination, either normal or user imposed. */
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if (iflag < 0) {
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info = iflag;
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}
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iflag = 0;
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if (nprint > 0) {
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iflag = (*fcn)(p, m, n, &x[1], &fvec[1], &wa3[1], 0);
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}
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return info;
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/* last card of subroutine lmstr. */
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} /* lmstr_ */
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