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use NR::;
use crateelapsed_time;
use ;
use ;
use Instant;
/// DONT USE IN PRODUCTION CODE
/// MODULE IS UNDER CONSTRUCTION
///
/// ALGORITHM: Levenberg-Marquardt Method (LMDER)
/// INPUT:
/// - fcn: user function that computes F(x) and Jacobian J(x)
/// - m: number of functions
/// - n: number of variables (n ≤ m)
/// - x: initial guess (length n)
/// - ftol, xtol, gtol: convergence tolerances
/// - maxfev: maximum function evaluations
/// - mode: scaling mode (1=auto, 2=user-provided)
/// - factor: initial step bound factor
/// - diag: scaling factors (if mode=2)
/*
OUTPUT:
- x: solution vector
- info: termination status
- nfev, njev: function/jacobian evaluation counts
CONSTANTS:
p1 = 0.1, p5 = 0.5, p25 = 0.25, p75 = 0.75, p0001 = 0.0001
INITIALIZATION:
1. Validate input parameters
2. Evaluate F(x₀) and compute fnorm = ||F(x₀)||
3. Set par = 0 (Levenberg-Marquardt parameter)
4. Set iter = 1
MAIN OUTER LOOP:
REPEAT:
// Compute Jacobian matrix
5. Call fcn to compute J(x) at current x
// QR factorization of Jacobian
6. Compute QR factorization: J*P = Q*R
Store permutation in ipvt[]
// First iteration scaling
7. IF iter == 1:
IF mode == 1:
Set diag[j] = column norms of J (or 1 if zero)
Compute xnorm = ||diag ⊙ x||
Set delta = factor * xnorm (or factor if xnorm=0)
// Form Q^T * F(x)
8. Compute qtf = first n components of Q^T * F(x)
// Compute gradient norm
9. Compute gnorm = ||J^T * F(x)|| (scaled)
// Test gradient convergence
10. IF gnorm ≤ gtol:
Set info = 4 and TERMINATE
// Update scaling
11. IF mode == 1:
Update diag[j] = max(diag[j], column_norm[j])
INNER LOOP:
REPEAT:
// Solve trust region subproblem
12. Call LMPAR to solve:
(J^T*J + par*D²)*p = -J^T*F(x)
subject to ||D*p|| ≤ delta
Returns step p in wa1[]
// Prepare trial point
13. Set p = -wa1 (negate step)
Set x_trial = x + p
Compute pnorm = ||diag ⊙ p||
// Adjust step bound on first iteration
14. IF iter == 1:
delta = min(delta, pnorm)
// Evaluate at trial point
15. Compute F(x_trial) and fnorm1 = ||F(x_trial)||
// Compute actual reduction
16. IF 0.1*fnorm1 < fnorm:
actred = 1 - (fnorm1/fnorm)²
ELSE:
actred = -1
// Compute predicted reduction
17. Compute temp1 = ||J*p||/fnorm
Compute temp2 = sqrt(par)*pnorm/fnorm
prered = temp1² + temp2²/0.5
dirder = -(temp1² + temp2²)
// Compute reduction ratio
18. IF prered ≠ 0:
ratio = actred/prered
ELSE:
ratio = 0
// Update trust region radius
19. IF ratio > 0.25:
IF par == 0 OR ratio < 0.75:
delta = pnorm/0.5
par = 0.5*par
ELSE:
IF actred ≥ 0: temp = 0.5
IF actred < 0: temp = 0.5*dirder/(dirder + 0.5*actred)
IF 0.1*fnorm1 ≥ fnorm OR temp < 0.1: temp = 0.1
delta = temp * min(delta, pnorm/0.1)
par = par/temp
// Test for successful iteration
20. IF ratio < 0.0001:
CONTINUE inner loop (unsuccessful step)
// Accept step
21. x = x_trial
F(x) = F(x_trial)
fnorm = fnorm1
iter = iter + 1
// Test convergence
22. IF |actred| ≤ ftol AND prered ≤ ftol AND 0.5*ratio ≤ 1:
info = 1
23. IF delta ≤ xtol*xnorm:
info = 2
24. IF conditions 22 AND 23:
info = 3
25. IF info ≠ 0: TERMINATE
// Test for failure
26. IF nfev ≥ maxfev: info = 5, TERMINATE
27. IF |actred| ≤ machine_precision AND prered ≤ machine_precision AND 0.5*ratio ≤ 1:
info = 6, TERMINATE
28. IF delta ≤ machine_precision*xnorm: info = 7, TERMINATE
29. IF gnorm ≤ machine_precision: info = 8, TERMINATE
BREAK inner loop (successful step)
END INNER LOOP
END OUTER LOOP
TERMINATION CODES:
info = 1: Both actual and predicted reductions ≤ ftol
info = 2: Relative error between iterates ≤ xtol
info = 3: Both conditions 1 and 2 hold
info = 4: Gradient orthogonality ≤ gtol
info = 5: Maximum function evaluations reached
info = 6: ftol too small (no further reduction possible)
info = 7: xtol too small (no further improvement possible)
info = 8: gtol too small (gradient orthogonal to machine precision)
*/