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authorCarlos Hernandez <chernand@google.com>2014-08-05 17:53:32 -0700
committerCarlos Hernandez <chernand@google.com>2014-08-05 17:54:05 -0700
commit7faaa9f3f0df9d23790277834d426c3d992ac3ba (patch)
treeb788ae3b96daf9f5a79d8ec434e1e9edd56b3a72 /unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h
parent810535bb0c575a003b32076e5352ab8fd3f23a1c (diff)
downloadeigen-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.h52
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;