From 74f660ecdff9a7ea90516394eb79fe26ac35eeba Mon Sep 17 00:00:00 2001
From: koldo <koldo@f0d560ea-af0d-0410-9eb7-867de7ffcac7>
Date: Wed, 15 Jul 2020 07:55:37 +0000
Subject: [PATCH] Eigen: Improvements in NonLinearOptimization()

git-svn-id: svn://ultimatepp.org/upp/trunk@14682 f0d560ea-af0d-0410-9eb7-867de7ffcac7
---
 uppsrc/plugin/Eigen/Eigen.cpp | 12 ++++++++++--
 uppsrc/plugin/Eigen/Eigen.h   |  4 +++-
 2 files changed, 13 insertions(+), 3 deletions(-)

diff --git a/uppsrc/plugin/Eigen/Eigen.cpp b/uppsrc/plugin/Eigen/Eigen.cpp
index 2ebe7c5f2..89aae913c 100644
--- a/uppsrc/plugin/Eigen/Eigen.cpp
+++ b/uppsrc/plugin/Eigen/Eigen.cpp
@@ -5,15 +5,23 @@ namespace Upp {
 
 using namespace Eigen;
 	
-bool NonLinearOptimization(VectorXd &y, Eigen::Index numData, Function <int(const VectorXd &b, VectorXd &residual)> Residual) {
+bool NonLinearOptimization(VectorXd &y, Eigen::Index numData, 
+			Function <int(const VectorXd &b, VectorXd &residual)> Residual,
+			double xtol, double ftol, int maxfev) {
 	Basic_functor functor(Residual);
 	functor.unknowns = y.size();
 	functor.datasetLen = numData;
 	Eigen::NumericalDiff<Basic_functor> numDiff(functor);
 	Eigen::LevenbergMarquardt<Eigen::NumericalDiff<Basic_functor> > lm(numDiff);
+	if (!IsNull(xtol))
+		lm.parameters.xtol *= xtol;
+	if (!IsNull(ftol))
+		lm.parameters.ftol *= ftol;
+	if (!IsNull(maxfev))
+		lm.parameters.maxfev = maxfev;
 	int ret = lm.minimize(y);
 	if (ret == Eigen::LevenbergMarquardtSpace::ImproperInputParameters || 
-		ret == Eigen::LevenbergMarquardtSpace::TooManyFunctionEvaluation)
+		ret == Eigen::LevenbergMarquardtSpace::TooManyFunctionEvaluation) 
 		return false;
 	return true;
 }
diff --git a/uppsrc/plugin/Eigen/Eigen.h b/uppsrc/plugin/Eigen/Eigen.h
index b8738066e..7ec758748 100644
--- a/uppsrc/plugin/Eigen/Eigen.h
+++ b/uppsrc/plugin/Eigen/Eigen.h
@@ -48,7 +48,9 @@ struct Basic_functor : NonLinearOptimizationFunctor<double> {
 	Function <int(const Eigen::VectorXd &b, Eigen::VectorXd &err)> function;
 };
 
-bool NonLinearOptimization(Eigen::VectorXd &y, Eigen::Index numData, Function <int(const Eigen::VectorXd &y, Eigen::VectorXd &residual)>residual);
+bool NonLinearOptimization(Eigen::VectorXd &y, Eigen::Index numData, 
+			Function <int(const Eigen::VectorXd &y, Eigen::VectorXd &residual)>residual,
+			double xtol = Null, double ftol = Null, int maxfev = Null);
 bool SolveNonLinearEquations(Eigen::VectorXd &y, Function <int(const Eigen::VectorXd &b, Eigen::VectorXd &residual)> Residual);
 
 template <class T>