in include/Algo-Direct-Common.h [215:281]
static HResults<T> computeH(const T *px, uint32 nx)
{
myassert((nx > Gap), "Array X too small");
myassert(((Gap == 1) || (Gap == 2)), "Only tested for these values of Gap");
const T x0 = px[0];
const T xN = px[nx-1];
const T range = xN - x0;
myassert((range < std::numeric_limits<T>::max()), "range too large");
// check that D_i are strictly increasing and compute minimum value D_{i+Offset}-D_i
T deltaDMin = range;
for (uint32 i = Gap; i < nx; ++i) {
T Dnew = px[i] - x0;
T Dold = px[i - Gap] - x0;
myassert((Dnew > Dold),
"Problem unfeasible: D_i sequence not strictly increasing"
<< " X[" << 0 << "]=" << x0
<< " X[" << i - Gap << "]=" << px[i - Gap]
<< " X[" << i << "]=" << px[i]
<< "\n"
);
T deltaD = Dnew - Dold;
if (deltaD < deltaDMin)
deltaDMin = deltaD;
}
// initial guess for H
const T H0 = T(1.0) / deltaDMin;
T H = H0;
T cst0 = fun_t::cst0(H, x0);
fun_t::checkH(H, cst0, xN);
// adjust H by trial and error until succeed
size_t nInc = 0;
bool modified = false;
size_t npasses = 0;
T step = growStep(H);
uint32 seg_already_checked_from = nx;
do {
myassert((npasses++ < 2), "verification failed\n");
// if there has been an increase, then check only up to that point
uint32 last_seg_to_be_checked = seg_already_checked_from - 1;
modified = false;
uint32 inew = 0;
for (uint32 i = Gap; i <= last_seg_to_be_checked; ++i) {
uint32 iold = fun_t::f(H, cst0, px[i-Gap]);
uint32 inew = fun_t::f(H, cst0, px[i]);
while (inew == iold) {
seg_already_checked_from = i;
last_seg_to_be_checked = nx-1; // everything needs to be checked
modified = true;
H = H + step;
step *= 2;
// recalculate all constants and indices
cst0 = fun_t::cst0(H, x0);
fun_t::checkH(H, cst0, xN);
iold = fun_t::f(H, cst0, px[i - Gap]);
inew = fun_t::f(H, cst0, px[i]);
}
}
} while (SAFETY_MULTI_PASS && modified);
return HResults<T>(H, (((double)H) / H0) - 1.0, nInc);
}