Squashed 'third_party/eigen/' content from commit 61d72f6
Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/unsupported/Eigen/src/NonLinearOptimization/chkder.h b/unsupported/Eigen/src/NonLinearOptimization/chkder.h
new file mode 100644
index 0000000..db8ff7d
--- /dev/null
+++ b/unsupported/Eigen/src/NonLinearOptimization/chkder.h
@@ -0,0 +1,66 @@
+#define chkder_log10e 0.43429448190325182765
+#define chkder_factor 100.
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename Scalar>
+void 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
+ )
+{
+ using std::sqrt;
+ using std::abs;
+ using std::log;
+
+ typedef DenseIndex Index;
+
+ const Scalar eps = sqrt(NumTraits<Scalar>::epsilon());
+ const Scalar epsf = chkder_factor * NumTraits<Scalar>::epsilon();
+ const Scalar epslog = chkder_log10e * log(eps);
+ Scalar temp;
+
+ const Index m = fvec.size(), n = x.size();
+
+ if (mode != 2) {
+ /* mode = 1. */
+ xp.resize(n);
+ for (Index j = 0; j < n; ++j) {
+ temp = eps * abs(x[j]);
+ if (temp == 0.)
+ temp = eps;
+ xp[j] = x[j] + temp;
+ }
+ }
+ else {
+ /* mode = 2. */
+ err.setZero(m);
+ for (Index j = 0; j < n; ++j) {
+ temp = abs(x[j]);
+ if (temp == 0.)
+ temp = 1.;
+ err += temp * fjac.col(j);
+ }
+ for (Index i = 0; i < m; ++i) {
+ temp = 1.;
+ if (fvec[i] != 0. && fvecp[i] != 0. && abs(fvecp[i] - fvec[i]) >= epsf * abs(fvec[i]))
+ temp = eps * abs((fvecp[i] - fvec[i]) / eps - err[i]) / (abs(fvec[i]) + abs(fvecp[i]));
+ err[i] = 1.;
+ if (temp > NumTraits<Scalar>::epsilon() && temp < eps)
+ err[i] = (chkder_log10e * log(temp) - epslog) / epslog;
+ if (temp >= eps)
+ err[i] = 0.;
+ }
+ }
+}
+
+} // end namespace internal
+
+} // end namespace Eigen