/*---------------------------------------*/ void reorder_mc(csr_t *A, precon_t *prec, options_t *opts, int **perm) { /*---------------------------------------*/ PREC_TYPE ptype; int n, sp; /*---------------------------------------*/ ptype = opts->prectype; /*---------------------------------------*/ if (ptype != MCSOR && ptype != MCILU0) { *perm = NULL; return; } /*--------- reordering -----------*/ /*--------- by multi-color */ if (ptype == MCSOR) sp = opts->mcsor_opt->sp; else sp = opts->mcilu0_opt->sp; /*------------------------*/ n = A->n; Malloc(*perm, n, int); if (sp) mulcol_sp(A,opts,prec,*perm); else mulcol(A,opts,prec,*perm); /*------------------*/ if (ptype == MCSOR) opts->result.ncol = prec->mcsor->ncol; else opts->result.ncol = prec->mcilu0->ncol; }
void praxis( int n, double *x, int *data, double (*funct)(double *, void *data), double *in, double *out) { int illc,i,j,k,k2,nl,maxf,nf,kl,kt,ktm,emergency; double s,sl,dn,dmin,fx,f1,lds,ldt,sf,df,qf1,qd0,qd1,qa,qb,qc,m2,m4, small,vsmall,large,vlarge,scbd,ldfac,t2,macheps,reltol, abstol,h,**v,*d,*y,*z,*q0,*q1,**a,em[8],l; /* * Seed random number generator */ #ifdef MSWIN srand(34084320); #else srand48(34084320); #endif // for (i=0; i<8; ++i) x[i+1] = (double)data->x[i]; d=allocate_real_vector(1,n); y=allocate_real_vector(1,n); z=allocate_real_vector(1,n); q0=allocate_real_vector(1,n); q1=allocate_real_vector(1,n); v=allocate_real_matrix(1,n,1,n); a=allocate_real_matrix(1,n,1,n); // heuristic numbers: // // If the axes may be badly scaled (which is to be avoided if // possible), then set scbd = 10. otherwise set scbd=1. // // If the problem is known to be ill-conditioned, set ILLC = true. // // KTM is the number of iterations without improvement before the // algorithm terminates. KTM = 4 is very cautious; usually KTM = 1 // is satisfactory. // macheps=in[0]; reltol=in[1]; abstol=in[2]; maxf=in[5]; h=in[6]; scbd=in[7]; ktm=in[8]; illc = in[9] < 0.0; small=macheps*macheps; vsmall=small*small; large=1.0/small; vlarge=1.0/vsmall; m2=reltol; m4=sqrt(m2); srand(1); ldfac = (illc ? 0.1 : 0.01); kt=nl=0; nf=1; out[3]=qf1=fx=(*funct)(x, data); abstol=t2=small+fabs(abstol); dmin=small; if (h < abstol*100.0) h=abstol*100; ldt=h; inimat(1,n,1,n,v,0.0); for (i=1; i<=n; i++) v[i][i]=1.0; d[1]=qd0=qd1=0.0; dupvec(1,n,0,q1,x); inivec(1,n,q0,0.0); emergency=0; while (1) { sf=d[1]; d[1]=s=0.0; praxismin(1,2,&(d[1]),&s,&fx,0, n,x,v,&qa,&qb,&qc,qd0,qd1,q0,q1,&nf, &nl,&fx,m2,m4,dmin,ldt,reltol,abstol,small,h,funct, data); if (s <= 0.0) mulcol(1,n,1,1,v,v,-1.0); if (sf <= 0.9*d[1] || 0.9*sf >= d[1]) inivec(2,n,d,0.0); for (k=2; k<=n; k++) { dupvec(1,n,0,y,x); sf=fx; illc = (illc || kt > 0); while (1) { kl=k; df=0.0; if (illc) { /* random stop to get off resulting valley */ for (i=1; i<=n; i++) { s=z[i]=(0.1*ldt+t2*pow(10.0,kt))* #ifdef MSWIN ((double)(rand())/RAND_MAX-0.5); #else (drand48()-0.5); #endif elmveccol(1,n,i,x,v,s); } fx=(*funct)(x, data); nf++; } for (k2=k; k2<=n; k2++) { sl=fx; s=0.0; praxismin(k2,2,&(d[k2]),&s,&fx,0, n,x,v,&qa,&qb,&qc,qd0,qd1,q0,q1,&nf, &nl,&fx,m2,m4,dmin,ldt,reltol,abstol,small,h,funct, data); s = illc ? d[k2]*(s+z[k2])*(s+z[k2]) : sl-fx; if (df < s) { df=s; kl=k2; } } if (!illc && df < fabs(100.0*macheps*fx)) illc=1; else break; } for (k2=1; k2<=k-1; k2++) { s=0.0; praxismin(k2,2,&(d[k2]),&s,&fx,0, n,x,v,&qa,&qb,&qc,qd0,qd1,q0,q1,&nf, &nl,&fx,m2,m4,dmin,ldt,reltol,abstol,small,h,funct, data); } f1=fx; fx=sf; lds=0.0; for (i=1; i<=n; i++) { sl=x[i]; x[i]=y[i]; y[i] = sl -= y[i]; lds += sl*sl; } lds=sqrt(lds); if (lds > small) { for (i=kl-1; i>=k; i--) { for (j=1; j<=n; j++) v[j][i+1]=v[j][i]; d[i+1]=d[i]; } d[k]=0.0; dupcolvec(1,n,k,v,y); mulcol(1,n,k,k,v,v,1.0/lds); praxismin(k,4,&(d[k]),&lds,&f1,1, n,x,v,&qa,&qb,&qc,qd0,qd1,q0,q1,&nf, &nl,&fx,m2,m4,dmin,ldt,reltol,abstol,small,h,funct, data); if (lds <= 0.0) { lds = -lds; mulcol(1,n,k,k,v,v,-1.0); } } ldt *= ldfac; if (ldt < lds) ldt=lds; t2=m2*sqrt(vecvec(1,n,0,x,x))+abstol; kt = (ldt > 0.5*t2) ? 0 : kt+1; if (kt > ktm) { out[1]=0.0; emergency=1; } } if (emergency) break; /* quad */ s=fx; fx=qf1; qf1=s; qd1=0.0; for (i=1; i<=n; i++) { s=x[i]; x[i]=l=q1[i]; q1[i]=s; qd1 += (s-l)*(s-l); } l=qd1=sqrt(qd1); s=0.0; if ((qd0*qd1 > DBL_MIN) && (nl >=3*n*n)) { praxismin(0,2,&s,&l,&qf1,1, n,x,v,&qa,&qb,&qc,qd0,qd1,q0,q1,&nf, &nl,&fx,m2,m4,dmin,ldt,reltol,abstol,small,h,funct, data); qa=l*(l-qd1)/(qd0*(qd0+qd1)); qb=(l+qd0)*(qd1-l)/(qd0*qd1); qc=l*(l+qd0)/(qd1*(qd0+qd1)); } else { fx=qf1; qa=qb=0.0; qc=1.0; } qd0=qd1; for (i=1; i<=n; i++) { s=q0[i]; q0[i]=x[i]; x[i]=qa*s+qb*x[i]+qc*q1[i]; } /* end of quad */ dn=0.0; for (i=1; i<=n; i++) { d[i]=1.0/sqrt(d[i]); if (dn < d[i]) dn=d[i]; } for (j=1; j<=n; j++) { s=d[j]/dn; mulcol(1,n,j,j,v,v,s); } if (scbd > 1.0) { s=vlarge; for (i=1; i<=n; i++) { sl=z[i]=sqrt(mattam(1,n,i,i,v,v)); if (sl < m4) z[i]=m4; if (s > sl) s=sl; } for (i=1; i<=n; i++) { sl=s/z[i]; z[i]=1.0/sl; if (z[i] > scbd) { sl=1.0/scbd; z[i]=scbd; } mulrow(1,n,i,i,v,v,sl); } } for (i=1; i<=n; i++) ichrowcol(i+1,n,i,i,v); em[0]=em[2]=macheps; em[4]=10*n; em[6]=vsmall; dupmat(1,n,1,n,a,v); if (qrisngvaldec(a,n,n,d,v,em) != 0) { out[1]=2.0; emergency=1; } if (emergency) break; if (scbd > 1.0) { for (i=1; i<=n; i++) mulrow(1,n,i,i,v,v,z[i]); for (i=1; i<=n; i++) { s=sqrt(tammat(1,n,i,i,v,v)); d[i] *= s; s=1.0/s; mulcol(1,n,i,i,v,v,s); } } for (i=1; i<=n; i++) { s=dn*d[i]; d[i] = (s > large) ? vsmall : ((s < small) ? vlarge : 1.0/(s*s)); } /* sort */ for (i=1; i<=n-1; i++) { k=i; s=d[i]; for (j=i+1; j<=n; j++) if (d[j] > s) { k=j; s=d[j]; } if (k > i) { d[k]=d[i]; d[i]=s; for (j=1; j<=n; j++) { s=v[j][i]; v[j][i]=v[j][k]; v[j][k]=s; } } } /* end of sort */ dmin=d[n]; if (dmin < small) dmin=small; illc = (m2*d[1]) > dmin; if (nf >= maxf) { out[1]=1.0; break; } } out[2]=fx; out[4]=nf; out[5]=nl; out[6]=ldt; free_real_vector(d,1); free_real_vector(y,1); free_real_vector(z,1); free_real_vector(q0,1); free_real_vector(q1,1); free_real_matrix(v,1,n,1); free_real_matrix(a,1,n,1); // for (i=0; i<40; ++i) data->x[i] = (double)x[i+1]; }
void peide(int n, int m, int nobs, int *nbp, real_t par[], real_t res[], int bp[], real_t **jtjinv, real_t in[], real_t out[], int (*deriv)(int,int,real_t [],real_t [],real_t,real_t []), int (*jacdfdy)(int,int,real_t [],real_t [],real_t,real_t **), int (*jacdfdp)(int,int,real_t [],real_t [],real_t,real_t **), void (*callystart)(int,int,real_t [],real_t [],real_t[]), void (*data)(int,real_t [],real_t [],int[]), void (*monitor)(int,int,int,real_t [],real_t [],int,int)) { int i,j,weight,ncol,nrow,away,max,nfe,nis,*cobs, first,sec,clean,nbpold,maxfe,fe,it,err,emergency; real_t eps1,res1,in3,in4,fac3,fac4,aux[4],*obs,*save,*tobs, **yp,*ymax,*y,**fy,**fp,w,**aid,temp, vv,ww,w2,mu,res2,fpar,fparpres,lambda,lambdamin,p,pw, reltolres,abstolres,em[8],*val,*b,*bb,*parpres,**jaco; static real_t save1[35]={1.0, 1.0, 9.0, 4.0, 0.0, 2.0/3.0, 1.0, 1.0/3.0, 36.0, 20.25, 1.0, 6.0/11.0, 1.0, 6.0/11.0, 1.0/11.0, 84.028, 53.778, 0.25, 0.48, 1.0, 0.7, 0.2, 0.02, 156.25, 108.51, 0.027778, 120.0/274.0, 1.0, 225.0/274.0, 85.0/274.0, 15.0/274.0, 1.0/274.0, 0.0, 187.69, 0.0047361}; nbpold=(*nbp); cobs=allocate_integer_vector(1,nobs); obs=allocate_real_vector(1,nobs); save=allocate_real_vector(-38,6*n); tobs=allocate_real_vector(0,nobs); ymax=allocate_real_vector(1,n); y=allocate_real_vector(1,6*n*(nbpold+m+1)); yp=allocate_real_matrix(1,nbpold+nobs,1,nbpold+m); fy=allocate_real_matrix(1,n,1,n); fp=allocate_real_matrix(1,n,1,m+nbpold); aid=allocate_real_matrix(1,m+nbpold,1,m+nbpold); for (i=0; i<=34; i++) save[-38+i]=save1[i]; (*data)(nobs,tobs,obs,cobs); weight=1; first=sec=0; clean=(*nbp > 0); aux[2]=FLT_EPSILON; eps1=1.0e10; out[1]=0.0; bp[0]=max=0; /* smooth integration without break-points */ if (!peidefunct(nobs,m,par,res, n,m,nobs,nbp,first,&sec,&max,&nis,eps1,weight,bp, save,ymax,y,yp,fy,fp,cobs,tobs,obs,in,aux,clean,deriv, jacdfdy,jacdfdp,callystart,monitor)) goto Escape; res1=sqrt(vecvec(1,nobs,0,res,res)); nfe=1; if (in[5] == 1.0) { out[1]=1.0; goto Escape; } if (clean) { first=1; clean=0; fac3=sqrt(sqrt(in[3]/res1)); fac4=sqrt(sqrt(in[4]/res1)); eps1=res1*fac4; if (!peidefunct(nobs,m,par,res, n,m,nobs,nbp,first,&sec,&max,&nis,eps1,weight,bp, save,ymax,y,yp,fy,fp,cobs,tobs,obs,in,aux,clean,deriv, jacdfdy,jacdfdp,callystart,monitor)) goto Escape; first=0; } else nfe=0; ncol=m+(*nbp); nrow=nobs+(*nbp); sec=1; in3=in[3]; in4=in[4]; in[3]=res1; weight=away=0; out[4]=out[5]=w=0.0; temp=sqrt(weight)+1.0; weight=temp*temp; while (weight != 16 && *nbp > 0) { if (away == 0 && w != 0.0) { /* if no break-points were omitted then one function function evaluation is saved */ w=weight/w; for (i=nobs+1; i<=nrow; i++) { for (j=1; j<=ncol; j++) yp[i][j] *= w; res[i] *= w; } sec=1; nfe--; } in[3] *= fac3*weight; in[4]=eps1; (*monitor)(2,ncol,nrow,par,res,weight,nis); /* marquardt's method */ val=allocate_real_vector(1,ncol); b=allocate_real_vector(1,ncol); bb=allocate_real_vector(1,ncol); parpres=allocate_real_vector(1,ncol); jaco=allocate_real_matrix(1,nrow,1,ncol); vv=10.0; w2=0.5; mu=0.01; ww = (in[6] < 1.0e-7) ? 1.0e-8 : 1.0e-1*in[6]; em[0]=em[2]=em[6]=in[0]; em[4]=10*ncol; reltolres=in[3]; abstolres=in[4]*in[4]; maxfe=in[5]; err=0; fe=it=1; p=fpar=res2=0.0; pw = -log(ww*in[0])/2.30; if (!peidefunct(nrow,ncol,par,res, n,m,nobs,nbp,first,&sec,&max,&nis,eps1, weight,bp,save,ymax,y,yp,fy,fp,cobs,tobs,obs, in,aux,clean,deriv,jacdfdy,jacdfdp, callystart,monitor)) err=3; else { fpar=vecvec(1,nrow,0,res,res); out[3]=sqrt(fpar); emergency=0; it=1; do { dupmat(1,nrow,1,ncol,jaco,yp); i=qrisngvaldec(jaco,nrow,ncol,val,aid,em); if (it == 1) lambda=in[6]*vecvec(1,ncol,0,val,val); else if (p == 0.0) lambda *= w2; for (i=1; i<=ncol; i++) b[i]=val[i]*tamvec(1,nrow,i,jaco,res); while (1) { for (i=1; i<=ncol; i++) bb[i]=b[i]/(val[i]*val[i]+lambda); for (i=1; i<=ncol; i++) parpres[i]=par[i]-matvec(1,ncol,i,aid,bb); fe++; if (fe >= maxfe) err=1; else if (!peidefunct(nrow,ncol,parpres,res, n,m,nobs,nbp,first,&sec,&max,&nis, eps1,weight,bp,save,ymax,y,yp,fy,fp, cobs,tobs,obs,in,aux,clean,deriv, jacdfdy,jacdfdp,callystart,monitor)) err=2; if (err != 0) { emergency=1; break; } fparpres=vecvec(1,nrow,0,res,res); res2=fpar-fparpres; if (res2 < mu*vecvec(1,ncol,0,b,bb)) { p += 1.0; lambda *= vv; if (p == 1.0) { lambdamin=ww*vecvec(1,ncol,0,val,val); if (lambda < lambdamin) lambda=lambdamin; } if (p >= pw) { err=4; emergency=1; break; } } else { dupvec(1,ncol,0,par,parpres); fpar=fparpres; break; } } if (emergency) break; it++; } while (fpar>abstolres && res2>reltolres*fpar+abstolres); for (i=1; i<=ncol; i++) mulcol(1,ncol,i,i,jaco,aid,1.0/(val[i]+in[0])); for (i=1; i<=ncol; i++) for (j=1; j<=i; j++) aid[i][j]=aid[j][i]=mattam(1,ncol,i,j,jaco,jaco); lambda=lambdamin=val[1]; for (i=2; i<=ncol; i++) if (val[i] > lambda) lambda=val[i]; else if (val[i] < lambdamin) lambdamin=val[i]; temp=lambda/(lambdamin+in[0]); out[7]=temp*temp; out[2]=sqrt(fpar); out[6]=sqrt(res2+fpar)-out[2]; } out[4]=fe; out[5]=it-1; out[1]=err; free_real_vector(val,1); free_real_vector(b,1); free_real_vector(bb,1); free_real_vector(parpres,1); free_real_matrix(jaco,1,nrow,1); if (out[1] > 0.0) goto Escape; /* the relative starting value of lambda is adjusted to the last value of lambda used */ away=out[4]-out[5]-1.0; in[6] *= pow(5.0,away)*pow(2.0,away-out[5]); nfe += out[4]; w=weight; temp=sqrt(weight)+1.0; eps1=temp*temp*in[4]*fac4; away=0; /* omit useless break-points */ for (j=1; j<=(*nbp); j++) if (fabs(obs[bp[j]]+res[bp[j]]-par[j+m]) < eps1) { (*nbp)--; for (i=j; i<=(*nbp); i++) bp[i]=bp[i+1]; dupvec(j+m,(*nbp)+m,1,par,par); j--; away++; bp[*nbp+1]=0; } ncol -= away; nrow -= away; temp=sqrt(weight)+1.0; weight=temp*temp; } in[3]=in3; in[4]=in4; *nbp=0; weight=1; (*monitor)(2,m,nobs,par,res,weight,nis); /* marquardt's method */ val=allocate_real_vector(1,m); b=allocate_real_vector(1,m); bb=allocate_real_vector(1,m); parpres=allocate_real_vector(1,m); jaco=allocate_real_matrix(1,nobs,1,m); vv=10.0; w2=0.5; mu=0.01; ww = (in[6] < 1.0e-7) ? 1.0e-8 : 1.0e-1*in[6]; em[0]=em[2]=em[6]=in[0]; em[4]=10*m; reltolres=in[3]; abstolres=in[4]*in[4]; maxfe=in[5]; err=0; fe=it=1; p=fpar=res2=0.0; pw = -log(ww*in[0])/2.30; if (!peidefunct(nobs,m,par,res, n,m,nobs,nbp,first,&sec,&max,&nis,eps1,weight,bp, save,ymax,y,yp,fy,fp,cobs,tobs,obs,in,aux,clean, deriv,jacdfdy,jacdfdp,callystart,monitor)) err=3; else { fpar=vecvec(1,nobs,0,res,res); out[3]=sqrt(fpar); emergency=0; it=1; do { dupmat(1,nobs,1,m,jaco,yp); i=qrisngvaldec(jaco,nobs,m,val,jtjinv,em); if (it == 1) lambda=in[6]*vecvec(1,m,0,val,val); else if (p == 0.0) lambda *= w2; for (i=1; i<=m; i++) b[i]=val[i]*tamvec(1,nobs,i,jaco,res); while (1) { for (i=1; i<=m; i++) bb[i]=b[i]/(val[i]*val[i]+lambda); for (i=1; i<=m; i++) parpres[i]=par[i]-matvec(1,m,i,jtjinv,bb); fe++; if (fe >= maxfe) err=1; else if (!peidefunct(nobs,m,parpres,res, n,m,nobs,nbp,first,&sec,&max,&nis,eps1, weight,bp,save,ymax,y,yp,fy,fp,cobs,tobs, obs,in,aux,clean,deriv,jacdfdy,jacdfdp, callystart,monitor)) err=2; if (err != 0) { emergency=1; break; } fparpres=vecvec(1,nobs,0,res,res); res2=fpar-fparpres; if (res2 < mu*vecvec(1,m,0,b,bb)) { p += 1.0; lambda *= vv; if (p == 1.0) { lambdamin=ww*vecvec(1,m,0,val,val); if (lambda < lambdamin) lambda=lambdamin; } if (p >= pw) { err=4; emergency=1; break; } } else { dupvec(1,m,0,par,parpres); fpar=fparpres; break; } } if (emergency) break; it++; } while (fpar>abstolres && res2>reltolres*fpar+abstolres); for (i=1; i<=m; i++) mulcol(1,m,i,i,jaco,jtjinv,1.0/(val[i]+in[0])); for (i=1; i<=m; i++) for (j=1; j<=i; j++) jtjinv[i][j]=jtjinv[j][i]=mattam(1,m,i,j,jaco,jaco); lambda=lambdamin=val[1]; for (i=2; i<=m; i++) if (val[i] > lambda) lambda=val[i]; else if (val[i] < lambdamin) lambdamin=val[i]; temp=lambda/(lambdamin+in[0]); out[7]=temp*temp; out[2]=sqrt(fpar); out[6]=sqrt(res2+fpar)-out[2]; } out[4]=fe; out[5]=it-1; out[1]=err; free_real_vector(val,1); free_real_vector(b,1); free_real_vector(bb,1); free_real_vector(parpres,1); free_real_matrix(jaco,1,nobs,1); nfe += out[4]; Escape: if (out[1] == 3.0) out[1]=2.0; else if (out[1] == 4.0) out[1]=6.0; if (save[-3] != 0.0) out[1]=save[-3]; out[3]=res1; out[4]=nfe; out[5]=max; free_integer_vector(cobs,1); free_real_vector(obs,1); free_real_vector(save,-38); free_real_vector(tobs,0); free_real_vector(ymax,1); free_real_vector(y,1); free_real_matrix(yp,1,nbpold+nobs,1); free_real_matrix(fy,1,n,1); free_real_matrix(fp,1,n,1); free_real_matrix(aid,1,m+nbpold,1); }
/*------------------------------------------------------------------------------- calculate the least squares solution of an overdetermined system of nonlinear equations with Marquardt's method -------------------------------------------------------------------------------*/ void Ti_Optimization::MarquardtforCylinderFitting( int m, int n, double**g_pnt, double* const par, double*& g, double**v, int (*funct)(int m, int n, double* const par, double* g,double**g_pnt), void (*jacobian)(int m, int n, double* const par, double*& g, double **jac,double**g_pnt), double in[], double out[] ) { int maxfe,fe,it,i,j,err,emergency; double vv,ww,w,mu,res,fpar,fparpres,lambda,lambdamin,p,pw,reltolres, abstolres,em[8],*val,*b,*bb,*parpres,**jac,temp; val = allocate_real_vector(1,n); b = allocate_real_vector(1,n); bb = allocate_real_vector(1,n); parpres = allocate_real_vector(1,n); jac = allocate_real_matrix(1,m,1,n); assert( (val != NULL) && (b != NULL) && (bb != NULL) && (parpres!= NULL)&& (jac != NULL) ); vv = 10.0; w = 0.5; mu = 0.01; ww = (in[6] < 1.0e-7) ? 1.0e-8 : 1.0e-1*in[6]; em[0] = em[2] = em[6] = in[0]; em[4] = 10*n; reltolres =in[3]; abstolres=in[4]*in[4]; maxfe=(int)in[5]; err=0; fe=it=1; p=fpar=res=0.0; pw = -log(ww*in[0])/2.30; if (!(*funct)(m,n,par,g,g_pnt)) { err=3; out[4]=fe; out[5]=it-1; out[1]=err; free_real_vector(val,1); free_real_vector(b,1); free_real_vector(bb,1); free_real_vector(parpres,1); free_real_matrix(jac,1,m,1); return; } fpar=vecvec(1,m,0,g,g);// norm of residual vector out[3]=sqrt(fpar); emergency=0; it=1; do { (*jacobian)(m,n,par,g,jac,g_pnt); i = qrisngvaldec(jac,m,n,val,v,em); if (it == 1) lambda = in[6]*vecvec(1,n,0,val,val); else if (p == 0.0) lambda *= w; for (i=1; i<=n; i++) b[i] = val[i]*tamvec(1,m,i,jac,g); while (1) { for (i=1; i<=n; i++) bb[i]=b[i]/(val[i]*val[i]+lambda); for (i=1; i<=n; i++) parpres[i]=par[i]-matvec(1,n,i,v,bb); //normalization ,this section only used for cylinder fitting, //when it is used in other situations,it should be removed temp = sqrt(parpres[4]*parpres[4]+parpres[5]*parpres[5]+parpres[6]*parpres[6]); parpres[4] /= temp; parpres[5] /= temp; parpres[6] /= temp; //end normalization fe++; if (fe >= maxfe) err=1; else if (!(*funct)(m,n,parpres,g,g_pnt)) err=2; if (err != 0) { emergency = 1; break; } fparpres=vecvec(1,m,0,g,g); res=fpar-fparpres; if (res < mu*vecvec(1,n,0,b,bb)) { p += 1.0; lambda *= vv; if (p == 1.0) { lambdamin=ww*vecvec(1,n,0,val,val); if (lambda < lambdamin) lambda=lambdamin; } if (p >= pw) { err=4; emergency=1; break; } } // end if else { dupvec(1,n,0,par,parpres); fpar=fparpres; break; } // end else } // end while if (emergency) break; it++; } while ( (fpar > abstolres) && (res > reltolres*fpar+abstolres) ); for (i=1; i<=n; i++) mulcol(1,n,i,i,jac,v,1.0/(val[i]+in[0])); for (i=1; i<=n; i++) { for (j=1; j<=i; j++) v[i][j]=v[j][i]=mattam(1,n,i,j,jac,jac); lambda=lambdamin=val[1]; } for (i=2; i<=n; i++) { if (val[i] > lambda) lambda=val[i]; else { if (val[i] < lambdamin) lambdamin=val[i]; } } temp=lambda/(lambdamin+in[0]); out[7]=temp*temp; out[2]=sqrt(fpar); out[6]=sqrt(res+fpar)-out[2]; out[4]=fe; out[5]=it-1; out[1]=err; if(val != NULL) { free_real_vector(val,1); val = NULL; } if (b != NULL) { free_real_vector(b,1); b = NULL; } if(bb!=NULL) { free_real_vector(bb,1); bb = NULL; } if(parpres != NULL) { free_real_vector(parpres,1); parpres = NULL; } if (jac != NULL) { free_real_matrix(jac,1,m,1); jac = NULL; } }