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-rw-r--r--src/EigenUnsupported/src/LevenbergMarquardt/LMcovar.h84
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diff --git a/src/EigenUnsupported/src/LevenbergMarquardt/LMcovar.h b/src/EigenUnsupported/src/LevenbergMarquardt/LMcovar.h
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--- a/src/EigenUnsupported/src/LevenbergMarquardt/LMcovar.h
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@@ -1,84 +0,0 @@
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// This code initially comes from MINPACK whose original authors are:
-// Copyright Jorge More - Argonne National Laboratory
-// Copyright Burt Garbow - Argonne National Laboratory
-// Copyright Ken Hillstrom - Argonne National Laboratory
-//
-// This Source Code Form is subject to the terms of the Minpack license
-// (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file.
-
-#ifndef EIGEN_LMCOVAR_H
-#define EIGEN_LMCOVAR_H
-
-namespace Eigen {
-
-namespace internal {
-
-template <typename Scalar>
-void covar(
- Matrix< Scalar, Dynamic, Dynamic > &r,
- const VectorXi& ipvt,
- Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) )
-{
- using std::abs;
- /* Local variables */
- Index i, j, k, l, ii, jj;
- bool sing;
- Scalar temp;
-
- /* Function Body */
- const Index n = r.cols();
- const Scalar tolr = tol * abs(r(0,0));
- Matrix< Scalar, Dynamic, 1 > wa(n);
- eigen_assert(ipvt.size()==n);
-
- /* form the inverse of r in the full upper triangle of r. */
- l = -1;
- for (k = 0; k < n; ++k)
- if (abs(r(k,k)) > tolr) {
- r(k,k) = 1. / r(k,k);
- for (j = 0; j <= k-1; ++j) {
- temp = r(k,k) * r(j,k);
- r(j,k) = 0.;
- r.col(k).head(j+1) -= r.col(j).head(j+1) * temp;
- }
- l = k;
- }
-
- /* form the full upper triangle of the inverse of (r transpose)*r */
- /* in the full upper triangle of r. */
- for (k = 0; k <= l; ++k) {
- for (j = 0; j <= k-1; ++j)
- r.col(j).head(j+1) += r.col(k).head(j+1) * r(j,k);
- r.col(k).head(k+1) *= r(k,k);
- }
-
- /* form the full lower triangle of the covariance matrix */
- /* in the strict lower triangle of r and in wa. */
- for (j = 0; j < n; ++j) {
- jj = ipvt[j];
- sing = j > l;
- for (i = 0; i <= j; ++i) {
- if (sing)
- r(i,j) = 0.;
- ii = ipvt[i];
- if (ii > jj)
- r(ii,jj) = r(i,j);
- if (ii < jj)
- r(jj,ii) = r(i,j);
- }
- wa[jj] = r(j,j);
- }
-
- /* symmetrize the covariance matrix in r. */
- r.topLeftCorner(n,n).template triangularView<StrictlyUpper>() = r.topLeftCorner(n,n).transpose();
- r.diagonal() = wa;
-}
-
-} // end namespace internal
-
-} // end namespace Eigen
-
-#endif // EIGEN_LMCOVAR_H