1 #define chkder_log10e 0.43429448190325182765
2 #define chkder_factor 100.
3
4 namespace Eigen {
5
6 namespace internal {
7
8 template<typename Scalar>
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)9 void chkder(
10 const Matrix< Scalar, Dynamic, 1 > &x,
11 const Matrix< Scalar, Dynamic, 1 > &fvec,
12 const Matrix< Scalar, Dynamic, Dynamic > &fjac,
13 Matrix< Scalar, Dynamic, 1 > &xp,
14 const Matrix< Scalar, Dynamic, 1 > &fvecp,
15 int mode,
16 Matrix< Scalar, Dynamic, 1 > &err
17 )
18 {
19 using std::sqrt;
20 using std::abs;
21 using std::log;
22
23 typedef DenseIndex Index;
24
25 const Scalar eps = sqrt(NumTraits<Scalar>::epsilon());
26 const Scalar epsf = chkder_factor * NumTraits<Scalar>::epsilon();
27 const Scalar epslog = chkder_log10e * log(eps);
28 Scalar temp;
29
30 const Index m = fvec.size(), n = x.size();
31
32 if (mode != 2) {
33 /* mode = 1. */
34 xp.resize(n);
35 for (Index j = 0; j < n; ++j) {
36 temp = eps * abs(x[j]);
37 if (temp == 0.)
38 temp = eps;
39 xp[j] = x[j] + temp;
40 }
41 }
42 else {
43 /* mode = 2. */
44 err.setZero(m);
45 for (Index j = 0; j < n; ++j) {
46 temp = abs(x[j]);
47 if (temp == 0.)
48 temp = 1.;
49 err += temp * fjac.col(j);
50 }
51 for (Index i = 0; i < m; ++i) {
52 temp = 1.;
53 if (fvec[i] != 0. && fvecp[i] != 0. && abs(fvecp[i] - fvec[i]) >= epsf * abs(fvec[i]))
54 temp = eps * abs((fvecp[i] - fvec[i]) / eps - err[i]) / (abs(fvec[i]) + abs(fvecp[i]));
55 err[i] = 1.;
56 if (temp > NumTraits<Scalar>::epsilon() && temp < eps)
57 err[i] = (chkder_log10e * log(temp) - epslog) / epslog;
58 if (temp >= eps)
59 err[i] = 0.;
60 }
61 }
62 }
63
64 } // end namespace internal
65
66 } // end namespace Eigen
67