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author | Carlos Hernandez <chernand@google.com> | 2014-08-05 17:53:32 -0700 |
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committer | Carlos Hernandez <chernand@google.com> | 2014-08-05 17:54:05 -0700 |
commit | 7faaa9f3f0df9d23790277834d426c3d992ac3ba (patch) | |
tree | b788ae3b96daf9f5a79d8ec434e1e9edd56b3a72 /unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h | |
parent | 810535bb0c575a003b32076e5352ab8fd3f23a1c (diff) | |
download | eigen-7faaa9f3f0df9d23790277834d426c3d992ac3ba.tar.gz |
Update Eigen to the latest stable release, 3.2.2android-wear-5.1.1_r1android-wear-5.1.0_r1android-wear-5.0.0_r1android-l-preview_r2android-cts-5.1_r9android-cts-5.1_r8android-cts-5.1_r7android-cts-5.1_r6android-cts-5.1_r5android-cts-5.1_r4android-cts-5.1_r3android-cts-5.1_r28android-cts-5.1_r27android-cts-5.1_r26android-cts-5.1_r25android-cts-5.1_r24android-cts-5.1_r23android-cts-5.1_r22android-cts-5.1_r21android-cts-5.1_r20android-cts-5.1_r2android-cts-5.1_r19android-cts-5.1_r18android-cts-5.1_r17android-cts-5.1_r16android-cts-5.1_r15android-cts-5.1_r14android-cts-5.1_r13android-cts-5.1_r10android-cts-5.1_r1android-cts-5.0_r9android-cts-5.0_r8android-cts-5.0_r7android-cts-5.0_r6android-cts-5.0_r5android-cts-5.0_r4android-cts-5.0_r3android-5.1.1_r9android-5.1.1_r8android-5.1.1_r7android-5.1.1_r6android-5.1.1_r5android-5.1.1_r4android-5.1.1_r38android-5.1.1_r37android-5.1.1_r36android-5.1.1_r35android-5.1.1_r34android-5.1.1_r33android-5.1.1_r30android-5.1.1_r3android-5.1.1_r29android-5.1.1_r28android-5.1.1_r26android-5.1.1_r25android-5.1.1_r24android-5.1.1_r23android-5.1.1_r22android-5.1.1_r20android-5.1.1_r2android-5.1.1_r19android-5.1.1_r18android-5.1.1_r17android-5.1.1_r16android-5.1.1_r15android-5.1.1_r14android-5.1.1_r13android-5.1.1_r12android-5.1.1_r10android-5.1.1_r1android-5.1.0_r5android-5.1.0_r4android-5.1.0_r3android-5.1.0_r1android-5.0.2_r3android-5.0.2_r1android-5.0.1_r1android-5.0.0_r7android-5.0.0_r6android-5.0.0_r5.1android-5.0.0_r5android-5.0.0_r4android-5.0.0_r3android-5.0.0_r2android-5.0.0_r1lollipop-wear-releaselollipop-releaselollipop-mr1-wfc-releaselollipop-mr1-releaselollipop-mr1-fi-releaselollipop-mr1-devlollipop-mr1-cts-releaselollipop-devlollipop-cts-releasel-preview
./Eigen/src/Core/util/NonMPL2.h is left untouched, so that
usage of non MPL2 code is disabled.
Change-Id: I86fc9257b3c30d0ca15b268d4ef07bf038bba7ca
Diffstat (limited to 'unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h')
-rw-r--r-- | unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h | 52 |
1 files changed, 29 insertions, 23 deletions
diff --git a/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h b/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h index 075faeeb0..bfeb26fc9 100644 --- a/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h +++ b/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h @@ -55,8 +55,8 @@ public: Parameters() : factor(Scalar(100.)) , maxfev(400) - , ftol(internal::sqrt(NumTraits<Scalar>::epsilon())) - , xtol(internal::sqrt(NumTraits<Scalar>::epsilon())) + , ftol(std::sqrt(NumTraits<Scalar>::epsilon())) + , xtol(std::sqrt(NumTraits<Scalar>::epsilon())) , gtol(Scalar(0.)) , epsfcn(Scalar(0.)) {} Scalar factor; @@ -72,7 +72,7 @@ public: LevenbergMarquardtSpace::Status lmder1( FVectorType &x, - const Scalar tol = internal::sqrt(NumTraits<Scalar>::epsilon()) + const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) ); LevenbergMarquardtSpace::Status minimize(FVectorType &x); @@ -83,12 +83,12 @@ public: FunctorType &functor, FVectorType &x, Index *nfev, - const Scalar tol = internal::sqrt(NumTraits<Scalar>::epsilon()) + const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) ); LevenbergMarquardtSpace::Status lmstr1( FVectorType &x, - const Scalar tol = internal::sqrt(NumTraits<Scalar>::epsilon()) + const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) ); LevenbergMarquardtSpace::Status minimizeOptimumStorage(FVectorType &x); @@ -172,7 +172,7 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeInit(FVectorType &x) fjac.resize(m, n); if (!useExternalScaling) diag.resize(n); - assert( (!useExternalScaling || diag.size()==n) || "When useExternalScaling is set, the caller must provide a valid 'diag'"); + eigen_assert( (!useExternalScaling || diag.size()==n) || "When useExternalScaling is set, the caller must provide a valid 'diag'"); qtf.resize(n); /* Function Body */ @@ -206,7 +206,10 @@ template<typename FunctorType, typename Scalar> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(FVectorType &x) { - assert(x.size()==n); // check the caller is not cheating us + using std::abs; + using std::sqrt; + + eigen_assert(x.size()==n); // check the caller is not cheating us /* calculate the jacobian matrix. */ Index df_ret = functor.df(x, fjac); @@ -249,7 +252,7 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(FVectorType &x) if (fnorm != 0.) for (Index j = 0; j < n; ++j) if (wa2[permutation.indices()[j]] != 0.) - gnorm = (std::max)(gnorm, internal::abs( fjac.col(j).head(j+1).dot(qtf.head(j+1)/fnorm) / wa2[permutation.indices()[j]])); + gnorm = (std::max)(gnorm, abs( fjac.col(j).head(j+1).dot(qtf.head(j+1)/fnorm) / wa2[permutation.indices()[j]])); /* test for convergence of the gradient norm. */ if (gnorm <= parameters.gtol) @@ -282,13 +285,13 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(FVectorType &x) /* compute the scaled actual reduction. */ actred = -1.; if (Scalar(.1) * fnorm1 < fnorm) - actred = 1. - internal::abs2(fnorm1 / fnorm); + actred = 1. - numext::abs2(fnorm1 / fnorm); /* compute the scaled predicted reduction and */ /* the scaled directional derivative. */ wa3 = fjac.template triangularView<Upper>() * (qrfac.colsPermutation().inverse() *wa1); - temp1 = internal::abs2(wa3.stableNorm() / fnorm); - temp2 = internal::abs2(internal::sqrt(par) * pnorm / fnorm); + temp1 = numext::abs2(wa3.stableNorm() / fnorm); + temp2 = numext::abs2(sqrt(par) * pnorm / fnorm); prered = temp1 + temp2 / Scalar(.5); dirder = -(temp1 + temp2); @@ -326,9 +329,9 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(FVectorType &x) } /* tests for convergence. */ - if (internal::abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm) + if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm) return LevenbergMarquardtSpace::RelativeErrorAndReductionTooSmall; - if (internal::abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.) + if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.) return LevenbergMarquardtSpace::RelativeReductionTooSmall; if (delta <= parameters.xtol * xnorm) return LevenbergMarquardtSpace::RelativeErrorTooSmall; @@ -336,7 +339,7 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(FVectorType &x) /* tests for termination and stringent tolerances. */ if (nfev >= parameters.maxfev) return LevenbergMarquardtSpace::TooManyFunctionEvaluation; - if (internal::abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.) + if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.) return LevenbergMarquardtSpace::FtolTooSmall; if (delta <= NumTraits<Scalar>::epsilon() * xnorm) return LevenbergMarquardtSpace::XtolTooSmall; @@ -388,7 +391,7 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageInit(FVectorType fjac.resize(n, n); if (!useExternalScaling) diag.resize(n); - assert( (!useExternalScaling || diag.size()==n) || "When useExternalScaling is set, the caller must provide a valid 'diag'"); + eigen_assert( (!useExternalScaling || diag.size()==n) || "When useExternalScaling is set, the caller must provide a valid 'diag'"); qtf.resize(n); /* Function Body */ @@ -423,7 +426,10 @@ template<typename FunctorType, typename Scalar> LevenbergMarquardtSpace::Status LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(FVectorType &x) { - assert(x.size()==n); // check the caller is not cheating us + using std::abs; + using std::sqrt; + + eigen_assert(x.size()==n); // check the caller is not cheating us Index i, j; bool sing; @@ -496,7 +502,7 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(FVectorTyp if (fnorm != 0.) for (j = 0; j < n; ++j) if (wa2[permutation.indices()[j]] != 0.) - gnorm = (std::max)(gnorm, internal::abs( fjac.col(j).head(j+1).dot(qtf.head(j+1)/fnorm) / wa2[permutation.indices()[j]])); + gnorm = (std::max)(gnorm, abs( fjac.col(j).head(j+1).dot(qtf.head(j+1)/fnorm) / wa2[permutation.indices()[j]])); /* test for convergence of the gradient norm. */ if (gnorm <= parameters.gtol) @@ -529,13 +535,13 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(FVectorTyp /* compute the scaled actual reduction. */ actred = -1.; if (Scalar(.1) * fnorm1 < fnorm) - actred = 1. - internal::abs2(fnorm1 / fnorm); + actred = 1. - numext::abs2(fnorm1 / fnorm); /* compute the scaled predicted reduction and */ /* the scaled directional derivative. */ wa3 = fjac.topLeftCorner(n,n).template triangularView<Upper>() * (permutation.inverse() * wa1); - temp1 = internal::abs2(wa3.stableNorm() / fnorm); - temp2 = internal::abs2(internal::sqrt(par) * pnorm / fnorm); + temp1 = numext::abs2(wa3.stableNorm() / fnorm); + temp2 = numext::abs2(sqrt(par) * pnorm / fnorm); prered = temp1 + temp2 / Scalar(.5); dirder = -(temp1 + temp2); @@ -573,9 +579,9 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(FVectorTyp } /* tests for convergence. */ - if (internal::abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm) + if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm) return LevenbergMarquardtSpace::RelativeErrorAndReductionTooSmall; - if (internal::abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.) + if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.) return LevenbergMarquardtSpace::RelativeReductionTooSmall; if (delta <= parameters.xtol * xnorm) return LevenbergMarquardtSpace::RelativeErrorTooSmall; @@ -583,7 +589,7 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(FVectorTyp /* tests for termination and stringent tolerances. */ if (nfev >= parameters.maxfev) return LevenbergMarquardtSpace::TooManyFunctionEvaluation; - if (internal::abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.) + if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.) return LevenbergMarquardtSpace::FtolTooSmall; if (delta <= NumTraits<Scalar>::epsilon() * xnorm) return LevenbergMarquardtSpace::XtolTooSmall; |