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Packit |
67cb25 |
static void compute_diag (const gsl_matrix * J, gsl_vector * diag);
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Packit |
67cb25 |
static void update_diag (const gsl_matrix * J, gsl_vector * diag);
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Packit |
67cb25 |
static double compute_delta (gsl_vector * diag, gsl_vector * x);
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Packit |
67cb25 |
static double scaled_enorm (const gsl_vector * d, const gsl_vector * f);
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Packit |
67cb25 |
static double enorm (const gsl_vector * f);
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Packit |
67cb25 |
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Packit |
67cb25 |
static double
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Packit |
67cb25 |
enorm (const gsl_vector * f)
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67cb25 |
{
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67cb25 |
return gsl_blas_dnrm2 (f);
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67cb25 |
}
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Packit |
67cb25 |
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Packit |
67cb25 |
static double
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Packit |
67cb25 |
scaled_enorm (const gsl_vector * d, const gsl_vector * f)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
double e2 = 0;
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67cb25 |
size_t i, n = f->size;
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Packit |
67cb25 |
for (i = 0; i < n; i++)
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Packit |
67cb25 |
{
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67cb25 |
double fi = gsl_vector_get (f, i);
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Packit |
67cb25 |
double di = gsl_vector_get (d, i);
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Packit |
67cb25 |
double u = di * fi;
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Packit |
67cb25 |
e2 += u * u;
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Packit |
67cb25 |
}
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Packit |
67cb25 |
return sqrt (e2);
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Packit |
67cb25 |
}
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Packit |
67cb25 |
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Packit |
67cb25 |
static double
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Packit |
67cb25 |
compute_delta (gsl_vector * diag, gsl_vector * x)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
double Dx = scaled_enorm (diag, x);
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Packit |
67cb25 |
double factor = 100; /* generally recommended value from MINPACK */
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Packit |
67cb25 |
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Packit |
67cb25 |
return (Dx > 0) ? factor * Dx : factor;
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Packit |
67cb25 |
}
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Packit |
67cb25 |
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Packit |
67cb25 |
static double
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Packit |
67cb25 |
compute_actual_reduction (double fnorm, double fnorm1)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
double actred;
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Packit |
67cb25 |
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Packit |
67cb25 |
if (0.1 * fnorm1 < fnorm)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
double u = fnorm1 / fnorm;
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Packit |
67cb25 |
actred = 1 - u * u;
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Packit |
67cb25 |
}
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Packit |
67cb25 |
else
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Packit |
67cb25 |
{
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Packit |
67cb25 |
actred = -1;
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Packit |
67cb25 |
}
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Packit |
67cb25 |
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Packit |
67cb25 |
return actred;
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Packit |
67cb25 |
}
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Packit |
67cb25 |
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Packit |
67cb25 |
static void
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Packit |
67cb25 |
compute_diag (const gsl_matrix * J, gsl_vector * diag)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
size_t j, p = J->size2;
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Packit |
67cb25 |
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Packit |
67cb25 |
for (j = 0; j < p; j++)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
gsl_vector_const_view v = gsl_matrix_const_column(J, j);
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Packit |
67cb25 |
double norm = gsl_blas_dnrm2(&v.vector);
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Packit |
67cb25 |
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Packit |
67cb25 |
if (norm == 0)
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Packit |
67cb25 |
norm = 1.0;
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Packit |
67cb25 |
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Packit |
67cb25 |
gsl_vector_set (diag, j, norm);
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Packit |
67cb25 |
}
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Packit |
67cb25 |
}
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Packit |
67cb25 |
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Packit |
67cb25 |
static void
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Packit |
67cb25 |
update_diag (const gsl_matrix * J, gsl_vector * diag)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
size_t j, p = J->size2;
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Packit |
67cb25 |
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Packit |
67cb25 |
for (j = 0; j < p; j++)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
gsl_vector_const_view v = gsl_matrix_const_column(J, j);
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Packit |
67cb25 |
double norm = gsl_blas_dnrm2(&v.vector);
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Packit |
67cb25 |
double *diagj = gsl_vector_ptr(diag, j);
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Packit |
67cb25 |
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Packit |
67cb25 |
if (norm == 0)
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Packit |
67cb25 |
norm = 1.0;
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Packit |
67cb25 |
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Packit |
67cb25 |
*diagj = GSL_MAX(*diagj, norm);
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Packit |
67cb25 |
}
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Packit |
67cb25 |
}
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Packit |
67cb25 |
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Packit |
67cb25 |
static void
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Packit |
67cb25 |
compute_rptdx (const gsl_matrix * r, const gsl_permutation * p,
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Packit |
67cb25 |
const gsl_vector * dx, gsl_vector * rptdx)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
size_t i, j, N = dx->size;
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Packit |
67cb25 |
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Packit |
67cb25 |
for (i = 0; i < N; i++)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
double sum = 0;
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Packit |
67cb25 |
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Packit |
67cb25 |
for (j = i; j < N; j++)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
size_t pj = gsl_permutation_get (p, j);
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Packit |
67cb25 |
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Packit |
67cb25 |
sum += gsl_matrix_get (r, i, j) * gsl_vector_get (dx, pj);
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Packit |
67cb25 |
}
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Packit |
67cb25 |
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Packit |
67cb25 |
gsl_vector_set (rptdx, i, sum);
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Packit |
67cb25 |
}
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Packit |
67cb25 |
}
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Packit |
67cb25 |
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Packit |
67cb25 |
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Packit |
67cb25 |
static void
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Packit |
67cb25 |
compute_trial_step (gsl_vector * x, gsl_vector * dx, gsl_vector * x_trial)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
size_t i, N = x->size;
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Packit |
67cb25 |
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Packit |
67cb25 |
for (i = 0; i < N; i++)
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Packit |
67cb25 |
{
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Packit |
67cb25 |
double pi = gsl_vector_get (dx, i);
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Packit |
67cb25 |
double xi = gsl_vector_get (x, i);
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Packit |
67cb25 |
gsl_vector_set (x_trial, i, xi + pi);
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Packit |
67cb25 |
}
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Packit |
67cb25 |
}
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Packit |
67cb25 |
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