unsupported/Eigen/src/NonLinearOptimization/fdjac1.h

// IWYU pragma: private
#include "./InternalHeaderCheck.h"

namespace Eigen {

namespace internal {

template <typename FunctorType, typename Scalar>
DenseIndex fdjac1(const FunctorType &Functor, Matrix<Scalar, Dynamic, 1> &x, Matrix<Scalar, Dynamic, 1> &fvec,
                  Matrix<Scalar, Dynamic, Dynamic> &fjac, DenseIndex ml, DenseIndex mu, Scalar epsfcn) {
  using std::abs;
  using std::sqrt;

  typedef DenseIndex Index;

  /* Local variables */
  Scalar h;
  Index j, k;
  Scalar eps, temp;
  Index msum;
  int iflag;
  Index start, length;

  /* Function Body */
  const Scalar epsmch = NumTraits<Scalar>::epsilon();
  const Index n = x.size();
  eigen_assert(fvec.size() == n);
  Matrix<Scalar, Dynamic, 1> wa1(n);
  Matrix<Scalar, Dynamic, 1> wa2(n);

  eps = sqrt((std::max)(epsfcn, epsmch));
  msum = ml + mu + 1;
  if (msum >= n) {
    /* computation of dense approximate jacobian. */
    for (j = 0; j < n; ++j) {
      temp = x[j];
      h = eps * abs(temp);
      if (h == 0.) h = eps;
      x[j] = temp + h;
      iflag = Functor(x, wa1);
      if (iflag < 0) return iflag;
      x[j] = temp;
      fjac.col(j) = (wa1 - fvec) / h;
    }

  } else {
    /* computation of banded approximate jacobian. */
    for (k = 0; k < msum; ++k) {
      for (j = k; (msum < 0) ? (j > n) : (j < n); j += msum) {
        wa2[j] = x[j];
        h = eps * abs(wa2[j]);
        if (h == 0.) h = eps;
        x[j] = wa2[j] + h;
      }
      iflag = Functor(x, wa1);
      if (iflag < 0) return iflag;
      for (j = k; (msum < 0) ? (j > n) : (j < n); j += msum) {
        x[j] = wa2[j];
        h = eps * abs(wa2[j]);
        if (h == 0.) h = eps;
        fjac.col(j).setZero();
        start = std::max<Index>(0, j - mu);
        length = (std::min)(n - 1, j + ml) - start + 1;
        fjac.col(j).segment(start, length) = (wa1.segment(start, length) - fvec.segment(start, length)) / h;
      }
    }
  }
  return 0;
}

}  // end namespace internal

}  // end namespace Eigen