blob: d0974a0afaa4f26b68c80e7cfbc4d7fc1578b879 [file] [log] [blame]
#define chkder_log10e 0.43429448190325182765
#define chkder_factor 100.
#include "./InternalHeaderCheck.h"
namespace Eigen {
namespace internal {
template<typename Scalar>
void chkder(
const Matrix< Scalar, Dynamic, 1 > &x,
const Matrix< Scalar, Dynamic, 1 > &fvec,
const Matrix< Scalar, Dynamic, Dynamic > &fjac,
Matrix< Scalar, Dynamic, 1 > &xp,
const Matrix< Scalar, Dynamic, 1 > &fvecp,
int mode,
Matrix< Scalar, Dynamic, 1 > &err
)
{
using std::sqrt;
using std::abs;
using std::log;
typedef DenseIndex Index;
const Scalar eps = sqrt(NumTraits<Scalar>::epsilon());
const Scalar epsf = chkder_factor * NumTraits<Scalar>::epsilon();
const Scalar epslog = chkder_log10e * log(eps);
Scalar temp;
const Index m = fvec.size(), n = x.size();
if (mode != 2) {
/* mode = 1. */
xp.resize(n);
for (Index j = 0; j < n; ++j) {
temp = eps * abs(x[j]);
if (temp == 0.)
temp = eps;
xp[j] = x[j] + temp;
}
}
else {
/* mode = 2. */
err.setZero(m);
for (Index j = 0; j < n; ++j) {
temp = abs(x[j]);
if (temp == 0.)
temp = 1.;
err += temp * fjac.col(j);
}
for (Index i = 0; i < m; ++i) {
temp = 1.;
if (fvec[i] != 0. && fvecp[i] != 0. && abs(fvecp[i] - fvec[i]) >= epsf * abs(fvec[i]))
temp = eps * abs((fvecp[i] - fvec[i]) / eps - err[i]) / (abs(fvec[i]) + abs(fvecp[i]));
err[i] = 1.;
if (temp > NumTraits<Scalar>::epsilon() && temp < eps)
err[i] = (chkder_log10e * log(temp) - epslog) / epslog;
if (temp >= eps)
err[i] = 0.;
}
}
}
} // end namespace internal
} // end namespace Eigen