chkder.h
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00001 #define chkder_log10e 0.43429448190325182765
00002 #define chkder_factor 100.
00003 
00004 namespace Eigen { 
00005 
00006 namespace internal {
00007 
00008 template<typename Scalar>
00009 void chkder(
00010         const Matrix< Scalar, Dynamic, 1 >  &x,
00011         const Matrix< Scalar, Dynamic, 1 >  &fvec,
00012         const Matrix< Scalar, Dynamic, Dynamic > &fjac,
00013         Matrix< Scalar, Dynamic, 1 >  &xp,
00014         const Matrix< Scalar, Dynamic, 1 >  &fvecp,
00015         int mode,
00016         Matrix< Scalar, Dynamic, 1 >  &err
00017         )
00018 {
00019     using std::sqrt;
00020     using std::abs;
00021     using std::log;
00022     
00023     typedef DenseIndex Index;
00024 
00025     const Scalar eps = sqrt(NumTraits<Scalar>::epsilon());
00026     const Scalar epsf = chkder_factor * NumTraits<Scalar>::epsilon();
00027     const Scalar epslog = chkder_log10e * log(eps);
00028     Scalar temp;
00029 
00030     const Index m = fvec.size(), n = x.size();
00031 
00032     if (mode != 2) {
00033         /* mode = 1. */
00034         xp.resize(n);
00035         for (Index j = 0; j < n; ++j) {
00036             temp = eps * abs(x[j]);
00037             if (temp == 0.)
00038                 temp = eps;
00039             xp[j] = x[j] + temp;
00040         }
00041     }
00042     else {
00043         /* mode = 2. */
00044         err.setZero(m); 
00045         for (Index j = 0; j < n; ++j) {
00046             temp = abs(x[j]);
00047             if (temp == 0.)
00048                 temp = 1.;
00049             err += temp * fjac.col(j);
00050         }
00051         for (Index i = 0; i < m; ++i) {
00052             temp = 1.;
00053             if (fvec[i] != 0. && fvecp[i] != 0. && abs(fvecp[i] - fvec[i]) >= epsf * abs(fvec[i]))
00054                 temp = eps * abs((fvecp[i] - fvec[i]) / eps - err[i]) / (abs(fvec[i]) + abs(fvecp[i]));
00055             err[i] = 1.;
00056             if (temp > NumTraits<Scalar>::epsilon() && temp < eps)
00057                 err[i] = (chkder_log10e * log(temp) - epslog) / epslog;
00058             if (temp >= eps)
00059                 err[i] = 0.;
00060         }
00061     }
00062 }
00063 
00064 } // end namespace internal
00065 
00066 } // end namespace Eigen


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Sat Jun 8 2019 19:36:48