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66 lines
1.8 KiB
66 lines
1.8 KiB
#define chkder_log10e 0.43429448190325182765
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#define chkder_factor 100.
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namespace Eigen {
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namespace internal {
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template<typename Scalar>
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void chkder(
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const Matrix< Scalar, Dynamic, 1 > &x,
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const Matrix< Scalar, Dynamic, 1 > &fvec,
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const Matrix< Scalar, Dynamic, Dynamic > &fjac,
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Matrix< Scalar, Dynamic, 1 > &xp,
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const Matrix< Scalar, Dynamic, 1 > &fvecp,
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int mode,
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Matrix< Scalar, Dynamic, 1 > &err
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)
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{
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using std::sqrt;
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using std::abs;
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using std::log;
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typedef DenseIndex Index;
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const Scalar eps = sqrt(NumTraits<Scalar>::epsilon());
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const Scalar epsf = chkder_factor * NumTraits<Scalar>::epsilon();
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const Scalar epslog = chkder_log10e * log(eps);
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Scalar temp;
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const Index m = fvec.size(), n = x.size();
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if (mode != 2) {
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/* mode = 1. */
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xp.resize(n);
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for (Index j = 0; j < n; ++j) {
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temp = eps * abs(x[j]);
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if (temp == 0.)
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temp = eps;
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xp[j] = x[j] + temp;
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}
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}
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else {
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/* mode = 2. */
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err.setZero(m);
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for (Index j = 0; j < n; ++j) {
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temp = abs(x[j]);
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if (temp == 0.)
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temp = 1.;
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err += temp * fjac.col(j);
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}
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for (Index i = 0; i < m; ++i) {
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temp = 1.;
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if (fvec[i] != 0. && fvecp[i] != 0. && abs(fvecp[i] - fvec[i]) >= epsf * abs(fvec[i]))
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temp = eps * abs((fvecp[i] - fvec[i]) / eps - err[i]) / (abs(fvec[i]) + abs(fvecp[i]));
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err[i] = 1.;
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if (temp > NumTraits<Scalar>::epsilon() && temp < eps)
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err[i] = (chkder_log10e * log(temp) - epslog) / epslog;
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if (temp >= eps)
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err[i] = 0.;
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}
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}
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}
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} // end namespace internal
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} // end namespace Eigen
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