sequenzo 0.1.17__cp39-cp39-win_amd64.whl → 0.1.19__cp39-cp39-win_amd64.whl

sequenzo/dissimilarity_measures/src/eigen/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h

@@ -1,601 +0,0 @@
-// -*- coding: utf-8
-// vim: set fileencoding=utf-8
-
-// This file is part of Eigen, a lightweight C++ template library
-// for linear algebra.
-//
-// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
-//
-// This Source Code Form is subject to the terms of the Mozilla
-// Public License v. 2.0. If a copy of the MPL was not distributed
-// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
-
-#ifndef EIGEN_HYBRIDNONLINEARSOLVER_H
-#define EIGEN_HYBRIDNONLINEARSOLVER_H
-
-namespace Eigen { 
-
-namespace HybridNonLinearSolverSpace { 
-    enum Status {
-        Running = -1,
-        ImproperInputParameters = 0,
-        RelativeErrorTooSmall = 1,
-        TooManyFunctionEvaluation = 2,
-        TolTooSmall = 3,
-        NotMakingProgressJacobian = 4,
-        NotMakingProgressIterations = 5,
-        UserAsked = 6
-    };
-}
-
-/**
-  * \ingroup NonLinearOptimization_Module
-  * \brief Finds a zero of a system of n
-  * nonlinear functions in n variables by a modification of the Powell
-  * hybrid method ("dogleg").
-  *
-  * The user must provide a subroutine which calculates the
-  * functions. The Jacobian is either provided by the user, or approximated
-  * using a forward-difference method.
-  *
-  */
-template<typename FunctorType, typename Scalar=double>
-class HybridNonLinearSolver
-{
-public:
-    typedef DenseIndex Index;
-
-    HybridNonLinearSolver(FunctorType &_functor)
-        : functor(_functor) { nfev=njev=iter = 0;  fnorm= 0.; useExternalScaling=false;}
-
-    struct Parameters {
-        Parameters()
-            : factor(Scalar(100.))
-            , maxfev(1000)
-            , xtol(numext::sqrt(NumTraits<Scalar>::epsilon()))
-            , nb_of_subdiagonals(-1)
-            , nb_of_superdiagonals(-1)
-            , epsfcn(Scalar(0.)) {}
-        Scalar factor;
-        Index maxfev;   // maximum number of function evaluation
-        Scalar xtol;
-        Index nb_of_subdiagonals;
-        Index nb_of_superdiagonals;
-        Scalar epsfcn;
-    };
-    typedef Matrix< Scalar, Dynamic, 1 > FVectorType;
-    typedef Matrix< Scalar, Dynamic, Dynamic > JacobianType;
-    /* TODO: if eigen provides a triangular storage, use it here */
-    typedef Matrix< Scalar, Dynamic, Dynamic > UpperTriangularType;
-
-    HybridNonLinearSolverSpace::Status hybrj1(
-            FVectorType  &x,
-            const Scalar tol = numext::sqrt(NumTraits<Scalar>::epsilon())
-            );
-
-    HybridNonLinearSolverSpace::Status solveInit(FVectorType  &x);
-    HybridNonLinearSolverSpace::Status solveOneStep(FVectorType  &x);
-    HybridNonLinearSolverSpace::Status solve(FVectorType  &x);
-
-    HybridNonLinearSolverSpace::Status hybrd1(
-            FVectorType  &x,
-            const Scalar tol = numext::sqrt(NumTraits<Scalar>::epsilon())
-            );
-
-    HybridNonLinearSolverSpace::Status solveNumericalDiffInit(FVectorType  &x);
-    HybridNonLinearSolverSpace::Status solveNumericalDiffOneStep(FVectorType  &x);
-    HybridNonLinearSolverSpace::Status solveNumericalDiff(FVectorType  &x);
-
-    void resetParameters(void) { parameters = Parameters(); }
-    Parameters parameters;
-    FVectorType  fvec, qtf, diag;
-    JacobianType fjac;
-    UpperTriangularType R;
-    Index nfev;
-    Index njev;
-    Index iter;
-    Scalar fnorm;
-    bool useExternalScaling; 
-private:
-    FunctorType &functor;
-    Index n;
-    Scalar sum;
-    bool sing;
-    Scalar temp;
-    Scalar delta;
-    bool jeval;
-    Index ncsuc;
-    Scalar ratio;
-    Scalar pnorm, xnorm, fnorm1;
-    Index nslow1, nslow2;
-    Index ncfail;
-    Scalar actred, prered;
-    FVectorType wa1, wa2, wa3, wa4;
-
-    HybridNonLinearSolver& operator=(const HybridNonLinearSolver&);
-};
-
-
-
-template<typename FunctorType, typename Scalar>
-HybridNonLinearSolverSpace::Status
-HybridNonLinearSolver<FunctorType,Scalar>::hybrj1(
-        FVectorType  &x,
-        const Scalar tol
-        )
-{
-    n = x.size();
-
-    /* check the input parameters for errors. */
-    if (n <= 0 || tol < 0.)
-        return HybridNonLinearSolverSpace::ImproperInputParameters;
-
-    resetParameters();
-    parameters.maxfev = 100*(n+1);
-    parameters.xtol = tol;
-    diag.setConstant(n, 1.);
-    useExternalScaling = true;
-    return solve(x);
-}
-
-template<typename FunctorType, typename Scalar>
-HybridNonLinearSolverSpace::Status
-HybridNonLinearSolver<FunctorType,Scalar>::solveInit(FVectorType  &x)
-{
-    n = x.size();
-
-    wa1.resize(n); wa2.resize(n); wa3.resize(n); wa4.resize(n);
-    fvec.resize(n);
-    qtf.resize(n);
-    fjac.resize(n, n);
-    if (!useExternalScaling)
-        diag.resize(n);
-    eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'");
-
-    /* Function Body */
-    nfev = 0;
-    njev = 0;
-
-    /*     check the input parameters for errors. */
-    if (n <= 0 || parameters.xtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0. )
-        return HybridNonLinearSolverSpace::ImproperInputParameters;
-    if (useExternalScaling)
-        for (Index j = 0; j < n; ++j)
-            if (diag[j] <= 0.)
-                return HybridNonLinearSolverSpace::ImproperInputParameters;
-
-    /*     evaluate the function at the starting point */
-    /*     and calculate its norm. */
-    nfev = 1;
-    if ( functor(x, fvec) < 0)
-        return HybridNonLinearSolverSpace::UserAsked;
-    fnorm = fvec.stableNorm();
-
-    /*     initialize iteration counter and monitors. */
-    iter = 1;
-    ncsuc = 0;
-    ncfail = 0;
-    nslow1 = 0;
-    nslow2 = 0;
-
-    return HybridNonLinearSolverSpace::Running;
-}
-
-template<typename FunctorType, typename Scalar>
-HybridNonLinearSolverSpace::Status
-HybridNonLinearSolver<FunctorType,Scalar>::solveOneStep(FVectorType  &x)
-{
-    using std::abs;
-    
-    eigen_assert(x.size()==n); // check the caller is not cheating us
-
-    Index j;
-    std::vector<JacobiRotation<Scalar> > v_givens(n), w_givens(n);
-
-    jeval = true;
-
-    /* calculate the jacobian matrix. */
-    if ( functor.df(x, fjac) < 0)
-        return HybridNonLinearSolverSpace::UserAsked;
-    ++njev;
-
-    wa2 = fjac.colwise().blueNorm();
-
-    /* on the first iteration and if external scaling is not used, scale according */
-    /* to the norms of the columns of the initial jacobian. */
-    if (iter == 1) {
-        if (!useExternalScaling)
-            for (j = 0; j < n; ++j)
-                diag[j] = (wa2[j]==0.) ? 1. : wa2[j];
-
-        /* on the first iteration, calculate the norm of the scaled x */
-        /* and initialize the step bound delta. */
-        xnorm = diag.cwiseProduct(x).stableNorm();
-        delta = parameters.factor * xnorm;
-        if (delta == 0.)
-            delta = parameters.factor;
-    }
-
-    /* compute the qr factorization of the jacobian. */
-    HouseholderQR<JacobianType> qrfac(fjac); // no pivoting:
-
-    /* copy the triangular factor of the qr factorization into r. */
-    R = qrfac.matrixQR();
-
-    /* accumulate the orthogonal factor in fjac. */
-    fjac = qrfac.householderQ();
-
-    /* form (q transpose)*fvec and store in qtf. */
-    qtf = fjac.transpose() * fvec;
-
-    /* rescale if necessary. */
-    if (!useExternalScaling)
-        diag = diag.cwiseMax(wa2);
-
-    while (true) {
-        /* determine the direction p. */
-        internal::dogleg<Scalar>(R, diag, qtf, delta, wa1);
-
-        /* store the direction p and x + p. calculate the norm of p. */
-        wa1 = -wa1;
-        wa2 = x + wa1;
-        pnorm = diag.cwiseProduct(wa1).stableNorm();
-
-        /* on the first iteration, adjust the initial step bound. */
-        if (iter == 1)
-            delta = (std::min)(delta,pnorm);
-
-        /* evaluate the function at x + p and calculate its norm. */
-        if ( functor(wa2, wa4) < 0)
-            return HybridNonLinearSolverSpace::UserAsked;
-        ++nfev;
-        fnorm1 = wa4.stableNorm();
-
-        /* compute the scaled actual reduction. */
-        actred = -1.;
-        if (fnorm1 < fnorm) /* Computing 2nd power */
-            actred = 1. - numext::abs2(fnorm1 / fnorm);
-
-        /* compute the scaled predicted reduction. */
-        wa3 = R.template triangularView<Upper>()*wa1 + qtf;
-        temp = wa3.stableNorm();
-        prered = 0.;
-        if (temp < fnorm) /* Computing 2nd power */
-            prered = 1. - numext::abs2(temp / fnorm);
-
-        /* compute the ratio of the actual to the predicted reduction. */
-        ratio = 0.;
-        if (prered > 0.)
-            ratio = actred / prered;
-
-        /* update the step bound. */
-        if (ratio < Scalar(.1)) {
-            ncsuc = 0;
-            ++ncfail;
-            delta = Scalar(.5) * delta;
-        } else {
-            ncfail = 0;
-            ++ncsuc;
-            if (ratio >= Scalar(.5) || ncsuc > 1)
-                delta = (std::max)(delta, pnorm / Scalar(.5));
-            if (abs(ratio - 1.) <= Scalar(.1)) {
-                delta = pnorm / Scalar(.5);
-            }
-        }
-
-        /* test for successful iteration. */
-        if (ratio >= Scalar(1e-4)) {
-            /* successful iteration. update x, fvec, and their norms. */
-            x = wa2;
-            wa2 = diag.cwiseProduct(x);
-            fvec = wa4;
-            xnorm = wa2.stableNorm();
-            fnorm = fnorm1;
-            ++iter;
-        }
-
-        /* determine the progress of the iteration. */
-        ++nslow1;
-        if (actred >= Scalar(.001))
-            nslow1 = 0;
-        if (jeval)
-            ++nslow2;
-        if (actred >= Scalar(.1))
-            nslow2 = 0;
-
-        /* test for convergence. */
-        if (delta <= parameters.xtol * xnorm || fnorm == 0.)
-            return HybridNonLinearSolverSpace::RelativeErrorTooSmall;
-
-        /* tests for termination and stringent tolerances. */
-        if (nfev >= parameters.maxfev)
-            return HybridNonLinearSolverSpace::TooManyFunctionEvaluation;
-        if (Scalar(.1) * (std::max)(Scalar(.1) * delta, pnorm) <= NumTraits<Scalar>::epsilon() * xnorm)
-            return HybridNonLinearSolverSpace::TolTooSmall;
-        if (nslow2 == 5)
-            return HybridNonLinearSolverSpace::NotMakingProgressJacobian;
-        if (nslow1 == 10)
-            return HybridNonLinearSolverSpace::NotMakingProgressIterations;
-
-        /* criterion for recalculating jacobian. */
-        if (ncfail == 2)
-            break; // leave inner loop and go for the next outer loop iteration
-
-        /* calculate the rank one modification to the jacobian */
-        /* and update qtf if necessary. */
-        wa1 = diag.cwiseProduct( diag.cwiseProduct(wa1)/pnorm );
-        wa2 = fjac.transpose() * wa4;
-        if (ratio >= Scalar(1e-4))
-            qtf = wa2;
-        wa2 = (wa2-wa3)/pnorm;
-
-        /* compute the qr factorization of the updated jacobian. */
-        internal::r1updt<Scalar>(R, wa1, v_givens, w_givens, wa2, wa3, &sing);
-        internal::r1mpyq<Scalar>(n, n, fjac.data(), v_givens, w_givens);
-        internal::r1mpyq<Scalar>(1, n, qtf.data(), v_givens, w_givens);
-
-        jeval = false;
-    }
-    return HybridNonLinearSolverSpace::Running;
-}
-
-template<typename FunctorType, typename Scalar>
-HybridNonLinearSolverSpace::Status
-HybridNonLinearSolver<FunctorType,Scalar>::solve(FVectorType  &x)
-{
-    HybridNonLinearSolverSpace::Status status = solveInit(x);
-    if (status==HybridNonLinearSolverSpace::ImproperInputParameters)
-        return status;
-    while (status==HybridNonLinearSolverSpace::Running)
-        status = solveOneStep(x);
-    return status;
-}
-
-
-
-template<typename FunctorType, typename Scalar>
-HybridNonLinearSolverSpace::Status
-HybridNonLinearSolver<FunctorType,Scalar>::hybrd1(
-        FVectorType  &x,
-        const Scalar tol
-        )
-{
-    n = x.size();
-
-    /* check the input parameters for errors. */
-    if (n <= 0 || tol < 0.)
-        return HybridNonLinearSolverSpace::ImproperInputParameters;
-
-    resetParameters();
-    parameters.maxfev = 200*(n+1);
-    parameters.xtol = tol;
-
-    diag.setConstant(n, 1.);
-    useExternalScaling = true;
-    return solveNumericalDiff(x);
-}
-
-template<typename FunctorType, typename Scalar>
-HybridNonLinearSolverSpace::Status
-HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffInit(FVectorType  &x)
-{
-    n = x.size();
-
-    if (parameters.nb_of_subdiagonals<0) parameters.nb_of_subdiagonals= n-1;
-    if (parameters.nb_of_superdiagonals<0) parameters.nb_of_superdiagonals= n-1;
-
-    wa1.resize(n); wa2.resize(n); wa3.resize(n); wa4.resize(n);
-    qtf.resize(n);
-    fjac.resize(n, n);
-    fvec.resize(n);
-    if (!useExternalScaling)
-        diag.resize(n);
-    eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'");
-
-    /* Function Body */
-    nfev = 0;
-    njev = 0;
-
-    /*     check the input parameters for errors. */
-    if (n <= 0 || parameters.xtol < 0. || parameters.maxfev <= 0 || parameters.nb_of_subdiagonals< 0 || parameters.nb_of_superdiagonals< 0 || parameters.factor <= 0. )
-        return HybridNonLinearSolverSpace::ImproperInputParameters;
-    if (useExternalScaling)
-        for (Index j = 0; j < n; ++j)
-            if (diag[j] <= 0.)
-                return HybridNonLinearSolverSpace::ImproperInputParameters;
-
-    /*     evaluate the function at the starting point */
-    /*     and calculate its norm. */
-    nfev = 1;
-    if ( functor(x, fvec) < 0)
-        return HybridNonLinearSolverSpace::UserAsked;
-    fnorm = fvec.stableNorm();
-
-    /*     initialize iteration counter and monitors. */
-    iter = 1;
-    ncsuc = 0;
-    ncfail = 0;
-    nslow1 = 0;
-    nslow2 = 0;
-
-    return HybridNonLinearSolverSpace::Running;
-}
-
-template<typename FunctorType, typename Scalar>
-HybridNonLinearSolverSpace::Status
-HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffOneStep(FVectorType  &x)
-{
-    using std::sqrt;
-    using std::abs;
-    
-    assert(x.size()==n); // check the caller is not cheating us
-
-    Index j;
-    std::vector<JacobiRotation<Scalar> > v_givens(n), w_givens(n);
-
-    jeval = true;
-    if (parameters.nb_of_subdiagonals<0) parameters.nb_of_subdiagonals= n-1;
-    if (parameters.nb_of_superdiagonals<0) parameters.nb_of_superdiagonals= n-1;
-
-    /* calculate the jacobian matrix. */
-    if (internal::fdjac1(functor, x, fvec, fjac, parameters.nb_of_subdiagonals, parameters.nb_of_superdiagonals, parameters.epsfcn) <0)
-        return HybridNonLinearSolverSpace::UserAsked;
-    nfev += (std::min)(parameters.nb_of_subdiagonals+parameters.nb_of_superdiagonals+ 1, n);
-
-    wa2 = fjac.colwise().blueNorm();
-
-    /* on the first iteration and if external scaling is not used, scale according */
-    /* to the norms of the columns of the initial jacobian. */
-    if (iter == 1) {
-        if (!useExternalScaling)
-            for (j = 0; j < n; ++j)
-                diag[j] = (wa2[j]==0.) ? 1. : wa2[j];
-
-        /* on the first iteration, calculate the norm of the scaled x */
-        /* and initialize the step bound delta. */
-        xnorm = diag.cwiseProduct(x).stableNorm();
-        delta = parameters.factor * xnorm;
-        if (delta == 0.)
-            delta = parameters.factor;
-    }
-
-    /* compute the qr factorization of the jacobian. */
-    HouseholderQR<JacobianType> qrfac(fjac); // no pivoting:
-
-    /* copy the triangular factor of the qr factorization into r. */
-    R = qrfac.matrixQR();
-
-    /* accumulate the orthogonal factor in fjac. */
-    fjac = qrfac.householderQ();
-
-    /* form (q transpose)*fvec and store in qtf. */
-    qtf = fjac.transpose() * fvec;
-
-    /* rescale if necessary. */
-    if (!useExternalScaling)
-        diag = diag.cwiseMax(wa2);
-
-    while (true) {
-        /* determine the direction p. */
-        internal::dogleg<Scalar>(R, diag, qtf, delta, wa1);
-
-        /* store the direction p and x + p. calculate the norm of p. */
-        wa1 = -wa1;
-        wa2 = x + wa1;
-        pnorm = diag.cwiseProduct(wa1).stableNorm();
-
-        /* on the first iteration, adjust the initial step bound. */
-        if (iter == 1)
-            delta = (std::min)(delta,pnorm);
-
-        /* evaluate the function at x + p and calculate its norm. */
-        if ( functor(wa2, wa4) < 0)
-            return HybridNonLinearSolverSpace::UserAsked;
-        ++nfev;
-        fnorm1 = wa4.stableNorm();
-
-        /* compute the scaled actual reduction. */
-        actred = -1.;
-        if (fnorm1 < fnorm) /* Computing 2nd power */
-            actred = 1. - numext::abs2(fnorm1 / fnorm);
-
-        /* compute the scaled predicted reduction. */
-        wa3 = R.template triangularView<Upper>()*wa1 + qtf;
-        temp = wa3.stableNorm();
-        prered = 0.;
-        if (temp < fnorm) /* Computing 2nd power */
-            prered = 1. - numext::abs2(temp / fnorm);
-
-        /* compute the ratio of the actual to the predicted reduction. */
-        ratio = 0.;
-        if (prered > 0.)
-            ratio = actred / prered;
-
-        /* update the step bound. */
-        if (ratio < Scalar(.1)) {
-            ncsuc = 0;
-            ++ncfail;
-            delta = Scalar(.5) * delta;
-        } else {
-            ncfail = 0;
-            ++ncsuc;
-            if (ratio >= Scalar(.5) || ncsuc > 1)
-                delta = (std::max)(delta, pnorm / Scalar(.5));
-            if (abs(ratio - 1.) <= Scalar(.1)) {
-                delta = pnorm / Scalar(.5);
-            }
-        }
-
-        /* test for successful iteration. */
-        if (ratio >= Scalar(1e-4)) {
-            /* successful iteration. update x, fvec, and their norms. */
-            x = wa2;
-            wa2 = diag.cwiseProduct(x);
-            fvec = wa4;
-            xnorm = wa2.stableNorm();
-            fnorm = fnorm1;
-            ++iter;
-        }
-
-        /* determine the progress of the iteration. */
-        ++nslow1;
-        if (actred >= Scalar(.001))
-            nslow1 = 0;
-        if (jeval)
-            ++nslow2;
-        if (actred >= Scalar(.1))
-            nslow2 = 0;
-
-        /* test for convergence. */
-        if (delta <= parameters.xtol * xnorm || fnorm == 0.)
-            return HybridNonLinearSolverSpace::RelativeErrorTooSmall;
-
-        /* tests for termination and stringent tolerances. */
-        if (nfev >= parameters.maxfev)
-            return HybridNonLinearSolverSpace::TooManyFunctionEvaluation;
-        if (Scalar(.1) * (std::max)(Scalar(.1) * delta, pnorm) <= NumTraits<Scalar>::epsilon() * xnorm)
-            return HybridNonLinearSolverSpace::TolTooSmall;
-        if (nslow2 == 5)
-            return HybridNonLinearSolverSpace::NotMakingProgressJacobian;
-        if (nslow1 == 10)
-            return HybridNonLinearSolverSpace::NotMakingProgressIterations;
-
-        /* criterion for recalculating jacobian. */
-        if (ncfail == 2)
-            break; // leave inner loop and go for the next outer loop iteration
-
-        /* calculate the rank one modification to the jacobian */
-        /* and update qtf if necessary. */
-        wa1 = diag.cwiseProduct( diag.cwiseProduct(wa1)/pnorm );
-        wa2 = fjac.transpose() * wa4;
-        if (ratio >= Scalar(1e-4))
-            qtf = wa2;
-        wa2 = (wa2-wa3)/pnorm;
-
-        /* compute the qr factorization of the updated jacobian. */
-        internal::r1updt<Scalar>(R, wa1, v_givens, w_givens, wa2, wa3, &sing);
-        internal::r1mpyq<Scalar>(n, n, fjac.data(), v_givens, w_givens);
-        internal::r1mpyq<Scalar>(1, n, qtf.data(), v_givens, w_givens);
-
-        jeval = false;
-    }
-    return HybridNonLinearSolverSpace::Running;
-}
-
-template<typename FunctorType, typename Scalar>
-HybridNonLinearSolverSpace::Status
-HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiff(FVectorType  &x)
-{
-    HybridNonLinearSolverSpace::Status status = solveNumericalDiffInit(x);
-    if (status==HybridNonLinearSolverSpace::ImproperInputParameters)
-        return status;
-    while (status==HybridNonLinearSolverSpace::Running)
-        status = solveNumericalDiffOneStep(x);
-    return status;
-}
-
-} // end namespace Eigen
-
-#endif // EIGEN_HYBRIDNONLINEARSOLVER_H
-
-//vim: ai ts=4 sts=4 et sw=4