xtgeo 4.14.0__cp311-cp311-manylinux_2_27_x86_64.manylinux_2_28_x86_64.whl

xtgeo/include/eigen3/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h

@@ -0,0 +1,657 @@
+// -*- 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_LEVENBERGMARQUARDT__H
+#define EIGEN_LEVENBERGMARQUARDT__H
+
+namespace Eigen { 
+
+namespace LevenbergMarquardtSpace {
+    enum Status {
+        NotStarted = -2,
+        Running = -1,
+        ImproperInputParameters = 0,
+        RelativeReductionTooSmall = 1,
+        RelativeErrorTooSmall = 2,
+        RelativeErrorAndReductionTooSmall = 3,
+        CosinusTooSmall = 4,
+        TooManyFunctionEvaluation = 5,
+        FtolTooSmall = 6,
+        XtolTooSmall = 7,
+        GtolTooSmall = 8,
+        UserAsked = 9
+    };
+}
+
+
+
+/**
+  * \ingroup NonLinearOptimization_Module
+  * \brief Performs non linear optimization over a non-linear function,
+  * using a variant of the Levenberg Marquardt algorithm.
+  *
+  * Check wikipedia for more information.
+  * http://en.wikipedia.org/wiki/Levenberg%E2%80%93Marquardt_algorithm
+  */
+template<typename FunctorType, typename Scalar=double>
+class LevenbergMarquardt
+{
+    static Scalar sqrt_epsilon()
+    {
+      using std::sqrt;
+      return sqrt(NumTraits<Scalar>::epsilon());
+    }
+    
+public:
+    LevenbergMarquardt(FunctorType &_functor)
+        : functor(_functor) { nfev = njev = iter = 0;  fnorm = gnorm = 0.; useExternalScaling=false; }
+
+    typedef DenseIndex Index;
+    
+    struct Parameters {
+        Parameters()
+            : factor(Scalar(100.))
+            , maxfev(400)
+            , ftol(sqrt_epsilon())
+            , xtol(sqrt_epsilon())
+            , gtol(Scalar(0.))
+            , epsfcn(Scalar(0.)) {}
+        Scalar factor;
+        Index maxfev;   // maximum number of function evaluation
+        Scalar ftol;
+        Scalar xtol;
+        Scalar gtol;
+        Scalar epsfcn;
+    };
+
+    typedef Matrix< Scalar, Dynamic, 1 > FVectorType;
+    typedef Matrix< Scalar, Dynamic, Dynamic > JacobianType;
+
+    LevenbergMarquardtSpace::Status lmder1(
+            FVectorType &x,
+            const Scalar tol = sqrt_epsilon()
+            );
+
+    LevenbergMarquardtSpace::Status minimize(FVectorType &x);
+    LevenbergMarquardtSpace::Status minimizeInit(FVectorType &x);
+    LevenbergMarquardtSpace::Status minimizeOneStep(FVectorType &x);
+
+    static LevenbergMarquardtSpace::Status lmdif1(
+            FunctorType &functor,
+            FVectorType &x,
+            Index *nfev,
+            const Scalar tol = sqrt_epsilon()
+            );
+
+    LevenbergMarquardtSpace::Status lmstr1(
+            FVectorType  &x,
+            const Scalar tol = sqrt_epsilon()
+            );
+
+    LevenbergMarquardtSpace::Status minimizeOptimumStorage(FVectorType  &x);
+    LevenbergMarquardtSpace::Status minimizeOptimumStorageInit(FVectorType  &x);
+    LevenbergMarquardtSpace::Status minimizeOptimumStorageOneStep(FVectorType  &x);
+
+    void resetParameters(void) { parameters = Parameters(); }
+
+    Parameters parameters;
+    FVectorType  fvec, qtf, diag;
+    JacobianType fjac;
+    PermutationMatrix<Dynamic,Dynamic> permutation;
+    Index nfev;
+    Index njev;
+    Index iter;
+    Scalar fnorm, gnorm;
+    bool useExternalScaling; 
+
+    Scalar lm_param(void) { return par; }
+private:
+    
+    FunctorType &functor;
+    Index n;
+    Index m;
+    FVectorType wa1, wa2, wa3, wa4;
+
+    Scalar par, sum;
+    Scalar temp, temp1, temp2;
+    Scalar delta;
+    Scalar ratio;
+    Scalar pnorm, xnorm, fnorm1, actred, dirder, prered;
+
+    LevenbergMarquardt& operator=(const LevenbergMarquardt&);
+};
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::lmder1(
+        FVectorType  &x,
+        const Scalar tol
+        )
+{
+    n = x.size();
+    m = functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    resetParameters();
+    parameters.ftol = tol;
+    parameters.xtol = tol;
+    parameters.maxfev = 100*(n+1);
+
+    return minimize(x);
+}
+
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimize(FVectorType  &x)
+{
+    LevenbergMarquardtSpace::Status status = minimizeInit(x);
+    if (status==LevenbergMarquardtSpace::ImproperInputParameters)
+        return status;
+    do {
+        status = minimizeOneStep(x);
+    } while (status==LevenbergMarquardtSpace::Running);
+    return status;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeInit(FVectorType  &x)
+{
+    n = x.size();
+    m = functor.values();
+
+    wa1.resize(n); wa2.resize(n); wa3.resize(n);
+    wa4.resize(m);
+    fvec.resize(m);
+    fjac.resize(m, n);
+    if (!useExternalScaling)
+        diag.resize(n);
+    eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'");
+    qtf.resize(n);
+
+    /* Function Body */
+    nfev = 0;
+    njev = 0;
+
+    /*     check the input parameters for errors. */
+    if (n <= 0 || m < n || parameters.ftol < 0. || parameters.xtol < 0. || parameters.gtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    if (useExternalScaling)
+        for (Index j = 0; j < n; ++j)
+            if (diag[j] <= 0.)
+                return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    /*     evaluate the function at the starting point */
+    /*     and calculate its norm. */
+    nfev = 1;
+    if ( functor(x, fvec) < 0)
+        return LevenbergMarquardtSpace::UserAsked;
+    fnorm = fvec.stableNorm();
+
+    /*     initialize levenberg-marquardt parameter and iteration counter. */
+    par = 0.;
+    iter = 1;
+
+    return LevenbergMarquardtSpace::NotStarted;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(FVectorType  &x)
+{
+    using std::abs;
+    using std::sqrt;
+
+    eigen_assert(x.size()==n); // check the caller is not cheating us
+
+    /* calculate the jacobian matrix. */
+    Index df_ret = functor.df(x, fjac);
+    if (df_ret<0)
+        return LevenbergMarquardtSpace::UserAsked;
+    if (df_ret>0)
+        // numerical diff, we evaluated the function df_ret times
+        nfev += df_ret;
+    else njev++;
+
+    /* compute the qr factorization of the jacobian. */
+    wa2 = fjac.colwise().blueNorm();
+    ColPivHouseholderQR<JacobianType> qrfac(fjac);
+    fjac = qrfac.matrixQR();
+    permutation = qrfac.colsPermutation();
+
+    /* 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 (Index 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;
+    }
+
+    /* form (q transpose)*fvec and store the first n components in */
+    /* qtf. */
+    wa4 = fvec;
+    wa4.applyOnTheLeft(qrfac.householderQ().adjoint());
+    qtf = wa4.head(n);
+
+    /* compute the norm of the scaled gradient. */
+    gnorm = 0.;
+    if (fnorm != 0.)
+        for (Index j = 0; j < n; ++j)
+            if (wa2[permutation.indices()[j]] != 0.)
+                gnorm = (std::max)(gnorm, abs( fjac.col(j).head(j+1).dot(qtf.head(j+1)/fnorm) / wa2[permutation.indices()[j]]));
+
+    /* test for convergence of the gradient norm. */
+    if (gnorm <= parameters.gtol)
+        return LevenbergMarquardtSpace::CosinusTooSmall;
+
+    /* rescale if necessary. */
+    if (!useExternalScaling)
+        diag = diag.cwiseMax(wa2);
+
+    do {
+
+        /* determine the levenberg-marquardt parameter. */
+        internal::lmpar2<Scalar>(qrfac, diag, qtf, delta, par, 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 LevenbergMarquardtSpace::UserAsked;
+        ++nfev;
+        fnorm1 = wa4.stableNorm();
+
+        /* compute the scaled actual reduction. */
+        actred = -1.;
+        if (Scalar(.1) * fnorm1 < fnorm)
+            actred = 1. - numext::abs2(fnorm1 / fnorm);
+
+        /* compute the scaled predicted reduction and */
+        /* the scaled directional derivative. */
+        wa3 = fjac.template triangularView<Upper>() * (qrfac.colsPermutation().inverse() *wa1);
+        temp1 = numext::abs2(wa3.stableNorm() / fnorm);
+        temp2 = numext::abs2(sqrt(par) * pnorm / fnorm);
+        prered = temp1 + temp2 / Scalar(.5);
+        dirder = -(temp1 + temp2);
+
+        /* 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(.25)) {
+            if (actred >= 0.)
+                temp = Scalar(.5);
+            if (actred < 0.)
+                temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);
+            if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))
+                temp = Scalar(.1);
+            /* Computing MIN */
+            delta = temp * (std::min)(delta, pnorm / Scalar(.1));
+            par /= temp;
+        } else if (!(par != 0. && ratio < Scalar(.75))) {
+            delta = pnorm / Scalar(.5);
+            par = Scalar(.5) * par;
+        }
+
+        /* 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;
+        }
+
+        /* tests for convergence. */
+        if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm)
+            return LevenbergMarquardtSpace::RelativeErrorAndReductionTooSmall;
+        if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.)
+            return LevenbergMarquardtSpace::RelativeReductionTooSmall;
+        if (delta <= parameters.xtol * xnorm)
+            return LevenbergMarquardtSpace::RelativeErrorTooSmall;
+
+        /* tests for termination and stringent tolerances. */
+        if (nfev >= parameters.maxfev)
+            return LevenbergMarquardtSpace::TooManyFunctionEvaluation;
+        if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.)
+            return LevenbergMarquardtSpace::FtolTooSmall;
+        if (delta <= NumTraits<Scalar>::epsilon() * xnorm)
+            return LevenbergMarquardtSpace::XtolTooSmall;
+        if (gnorm <= NumTraits<Scalar>::epsilon())
+            return LevenbergMarquardtSpace::GtolTooSmall;
+
+    } while (ratio < Scalar(1e-4));
+
+    return LevenbergMarquardtSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::lmstr1(
+        FVectorType  &x,
+        const Scalar tol
+        )
+{
+    n = x.size();
+    m = functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    resetParameters();
+    parameters.ftol = tol;
+    parameters.xtol = tol;
+    parameters.maxfev = 100*(n+1);
+
+    return minimizeOptimumStorage(x);
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageInit(FVectorType  &x)
+{
+    n = x.size();
+    m = functor.values();
+
+    wa1.resize(n); wa2.resize(n); wa3.resize(n);
+    wa4.resize(m);
+    fvec.resize(m);
+    // Only R is stored in fjac. Q is only used to compute 'qtf', which is
+    // Q.transpose()*rhs. qtf will be updated using givens rotation,
+    // instead of storing them in Q.
+    // The purpose it to only use a nxn matrix, instead of mxn here, so
+    // that we can handle cases where m>>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'");
+    qtf.resize(n);
+
+    /* Function Body */
+    nfev = 0;
+    njev = 0;
+
+    /*     check the input parameters for errors. */
+    if (n <= 0 || m < n || parameters.ftol < 0. || parameters.xtol < 0. || parameters.gtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    if (useExternalScaling)
+        for (Index j = 0; j < n; ++j)
+            if (diag[j] <= 0.)
+                return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    /*     evaluate the function at the starting point */
+    /*     and calculate its norm. */
+    nfev = 1;
+    if ( functor(x, fvec) < 0)
+        return LevenbergMarquardtSpace::UserAsked;
+    fnorm = fvec.stableNorm();
+
+    /*     initialize levenberg-marquardt parameter and iteration counter. */
+    par = 0.;
+    iter = 1;
+
+    return LevenbergMarquardtSpace::NotStarted;
+}
+
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(FVectorType  &x)
+{
+    using std::abs;
+    using std::sqrt;
+    
+    eigen_assert(x.size()==n); // check the caller is not cheating us
+
+    Index i, j;
+    bool sing;
+
+    /* compute the qr factorization of the jacobian matrix */
+    /* calculated one row at a time, while simultaneously */
+    /* forming (q transpose)*fvec and storing the first */
+    /* n components in qtf. */
+    qtf.fill(0.);
+    fjac.fill(0.);
+    Index rownb = 2;
+    for (i = 0; i < m; ++i) {
+        if (functor.df(x, wa3, rownb) < 0) return LevenbergMarquardtSpace::UserAsked;
+        internal::rwupdt<Scalar>(fjac, wa3, qtf, fvec[i]);
+        ++rownb;
+    }
+    ++njev;
+
+    /* if the jacobian is rank deficient, call qrfac to */
+    /* reorder its columns and update the components of qtf. */
+    sing = false;
+    for (j = 0; j < n; ++j) {
+        if (fjac(j,j) == 0.)
+            sing = true;
+        wa2[j] = fjac.col(j).head(j).stableNorm();
+    }
+    permutation.setIdentity(n);
+    if (sing) {
+        wa2 = fjac.colwise().blueNorm();
+        // TODO We have no unit test covering this code path, do not modify
+        // until it is carefully tested
+        ColPivHouseholderQR<JacobianType> qrfac(fjac);
+        fjac = qrfac.matrixQR();
+        wa1 = fjac.diagonal();
+        fjac.diagonal() = qrfac.hCoeffs();
+        permutation = qrfac.colsPermutation();
+        // TODO : avoid this:
+        for(Index ii=0; ii< fjac.cols(); ii++) fjac.col(ii).segment(ii+1, fjac.rows()-ii-1) *= fjac(ii,ii); // rescale vectors
+
+        for (j = 0; j < n; ++j) {
+            if (fjac(j,j) != 0.) {
+                sum = 0.;
+                for (i = j; i < n; ++i)
+                    sum += fjac(i,j) * qtf[i];
+                temp = -sum / fjac(j,j);
+                for (i = j; i < n; ++i)
+                    qtf[i] += fjac(i,j) * temp;
+            }
+            fjac(j,j) = wa1[j];
+        }
+    }
+
+    /* 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 norm of the scaled gradient. */
+    gnorm = 0.;
+    if (fnorm != 0.)
+        for (j = 0; j < n; ++j)
+            if (wa2[permutation.indices()[j]] != 0.)
+                gnorm = (std::max)(gnorm, abs( fjac.col(j).head(j+1).dot(qtf.head(j+1)/fnorm) / wa2[permutation.indices()[j]]));
+
+    /* test for convergence of the gradient norm. */
+    if (gnorm <= parameters.gtol)
+        return LevenbergMarquardtSpace::CosinusTooSmall;
+
+    /* rescale if necessary. */
+    if (!useExternalScaling)
+        diag = diag.cwiseMax(wa2);
+
+    do {
+
+        /* determine the levenberg-marquardt parameter. */
+        internal::lmpar<Scalar>(fjac, permutation.indices(), diag, qtf, delta, par, 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 LevenbergMarquardtSpace::UserAsked;
+        ++nfev;
+        fnorm1 = wa4.stableNorm();
+
+        /* compute the scaled actual reduction. */
+        actred = -1.;
+        if (Scalar(.1) * fnorm1 < fnorm)
+            actred = 1. - numext::abs2(fnorm1 / fnorm);
+
+        /* compute the scaled predicted reduction and */
+        /* the scaled directional derivative. */
+        wa3 = fjac.topLeftCorner(n,n).template triangularView<Upper>() * (permutation.inverse() * wa1);
+        temp1 = numext::abs2(wa3.stableNorm() / fnorm);
+        temp2 = numext::abs2(sqrt(par) * pnorm / fnorm);
+        prered = temp1 + temp2 / Scalar(.5);
+        dirder = -(temp1 + temp2);
+
+        /* 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(.25)) {
+            if (actred >= 0.)
+                temp = Scalar(.5);
+            if (actred < 0.)
+                temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);
+            if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))
+                temp = Scalar(.1);
+            /* Computing MIN */
+            delta = temp * (std::min)(delta, pnorm / Scalar(.1));
+            par /= temp;
+        } else if (!(par != 0. && ratio < Scalar(.75))) {
+            delta = pnorm / Scalar(.5);
+            par = Scalar(.5) * par;
+        }
+
+        /* 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;
+        }
+
+        /* tests for convergence. */
+        if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm)
+            return LevenbergMarquardtSpace::RelativeErrorAndReductionTooSmall;
+        if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.)
+            return LevenbergMarquardtSpace::RelativeReductionTooSmall;
+        if (delta <= parameters.xtol * xnorm)
+            return LevenbergMarquardtSpace::RelativeErrorTooSmall;
+
+        /* tests for termination and stringent tolerances. */
+        if (nfev >= parameters.maxfev)
+            return LevenbergMarquardtSpace::TooManyFunctionEvaluation;
+        if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.)
+            return LevenbergMarquardtSpace::FtolTooSmall;
+        if (delta <= NumTraits<Scalar>::epsilon() * xnorm)
+            return LevenbergMarquardtSpace::XtolTooSmall;
+        if (gnorm <= NumTraits<Scalar>::epsilon())
+            return LevenbergMarquardtSpace::GtolTooSmall;
+
+    } while (ratio < Scalar(1e-4));
+
+    return LevenbergMarquardtSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorage(FVectorType  &x)
+{
+    LevenbergMarquardtSpace::Status status = minimizeOptimumStorageInit(x);
+    if (status==LevenbergMarquardtSpace::ImproperInputParameters)
+        return status;
+    do {
+        status = minimizeOptimumStorageOneStep(x);
+    } while (status==LevenbergMarquardtSpace::Running);
+    return status;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::lmdif1(
+        FunctorType &functor,
+        FVectorType  &x,
+        Index *nfev,
+        const Scalar tol
+        )
+{
+    Index n = x.size();
+    Index m = functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    NumericalDiff<FunctorType> numDiff(functor);
+    // embedded LevenbergMarquardt
+    LevenbergMarquardt<NumericalDiff<FunctorType>, Scalar > lm(numDiff);
+    lm.parameters.ftol = tol;
+    lm.parameters.xtol = tol;
+    lm.parameters.maxfev = 200*(n+1);
+
+    LevenbergMarquardtSpace::Status info = LevenbergMarquardtSpace::Status(lm.minimize(x));
+    if (nfev)
+        * nfev = lm.nfev;
+    return info;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_LEVENBERGMARQUARDT__H
+
+//vim: ai ts=4 sts=4 et sw=4