| 1 | /////////////////////////////////////////////////////////////////////////////////
|
|---|
| 2 | //
|
|---|
| 3 | // Levenberg - Marquardt non-linear minimization algorithm
|
|---|
| 4 | // Copyright (C) 2004-06 Manolis Lourakis (lourakis at ics forth gr)
|
|---|
| 5 | // Institute of Computer Science, Foundation for Research & Technology - Hellas
|
|---|
| 6 | // Heraklion, Crete, Greece.
|
|---|
| 7 | //
|
|---|
| 8 | // This program is free software; you can redistribute it and/or modify
|
|---|
| 9 | // it under the terms of the GNU General Public License as published by
|
|---|
| 10 | // the Free Software Foundation; either version 2 of the License, or
|
|---|
| 11 | // (at your option) any later version.
|
|---|
| 12 | //
|
|---|
| 13 | // This program is distributed in the hope that it will be useful,
|
|---|
| 14 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|---|
| 15 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|---|
| 16 | // GNU General Public License for more details.
|
|---|
| 17 | //
|
|---|
| 18 | /////////////////////////////////////////////////////////////////////////////////
|
|---|
| 19 |
|
|---|
| 20 | /********************************************************************************
|
|---|
| 21 | * combined box and linear equation constraints Levenberg-Marquardt nonlinear
|
|---|
| 22 | * minimization. The same core code is used with appropriate #defines to derive
|
|---|
| 23 | * single and double precision versions, see also lmblec_core.c
|
|---|
| 24 | ********************************************************************************/
|
|---|
| 25 |
|
|---|
| 26 | #include <stdio.h>
|
|---|
| 27 | #include <stdlib.h>
|
|---|
| 28 | #include <math.h>
|
|---|
| 29 | #include <float.h>
|
|---|
| 30 |
|
|---|
| 31 | #include "levmar.h"
|
|---|
| 32 | #include "misc.h"
|
|---|
| 33 |
|
|---|
| 34 | #ifndef HAVE_LAPACK
|
|---|
| 35 |
|
|---|
| 36 | #ifdef _MSC_VER
|
|---|
| 37 | #pragma message("Combined box and linearly constrained optimization requires LAPACK and was not compiled!")
|
|---|
| 38 | #else
|
|---|
| 39 | #warning Combined box and linearly constrained optimization requires LAPACK and was not compiled!
|
|---|
| 40 | #endif // _MSC_VER
|
|---|
| 41 |
|
|---|
| 42 | #else // LAPACK present
|
|---|
| 43 |
|
|---|
| 44 | #if !defined(LM_DBL_PREC) && !defined(LM_SNGL_PREC)
|
|---|
| 45 | #error At least one of LM_DBL_PREC, LM_SNGL_PREC should be defined!
|
|---|
| 46 | #endif
|
|---|
| 47 |
|
|---|
| 48 |
|
|---|
| 49 | #ifdef LM_SNGL_PREC
|
|---|
| 50 | /* single precision (float) definitions */
|
|---|
| 51 | #define LM_REAL float
|
|---|
| 52 | #define LM_PREFIX s
|
|---|
| 53 |
|
|---|
| 54 | #define LM_REAL_MAX FLT_MAX
|
|---|
| 55 | #define LM_REAL_MIN -FLT_MAX
|
|---|
| 56 | #define __SUBCNST(x) x##F
|
|---|
| 57 | #define LM_CNST(x) __SUBCNST(x) // force substitution
|
|---|
| 58 |
|
|---|
| 59 | #include "lmblec_core.c" // read in core code
|
|---|
| 60 |
|
|---|
| 61 | #undef LM_REAL
|
|---|
| 62 | #undef LM_PREFIX
|
|---|
| 63 | #undef LM_REAL_MAX
|
|---|
| 64 | #undef LM_REAL_MIN
|
|---|
| 65 | #undef __SUBCNST
|
|---|
| 66 | #undef LM_CNST
|
|---|
| 67 | #endif /* LM_SNGL_PREC */
|
|---|
| 68 |
|
|---|
| 69 | #ifdef LM_DBL_PREC
|
|---|
| 70 | /* double precision definitions */
|
|---|
| 71 | #define LM_REAL double
|
|---|
| 72 | #define LM_PREFIX d
|
|---|
| 73 |
|
|---|
| 74 | #define LM_REAL_MAX DBL_MAX
|
|---|
| 75 | #define LM_REAL_MIN -DBL_MAX
|
|---|
| 76 | #define LM_CNST(x) (x)
|
|---|
| 77 |
|
|---|
| 78 | #include "lmblec_core.c" // read in core code
|
|---|
| 79 |
|
|---|
| 80 | #undef LM_REAL
|
|---|
| 81 | #undef LM_PREFIX
|
|---|
| 82 | #undef LM_REAL_MAX
|
|---|
| 83 | #undef LM_REAL_MIN
|
|---|
| 84 | #undef LM_CNST
|
|---|
| 85 | #endif /* LM_DBL_PREC */
|
|---|
| 86 |
|
|---|
| 87 | #endif /* HAVE_LAPACK */
|
|---|
