##
##  l s q n o n l i n . R  Nonlinear Least-Squares Fitting
##


lsqnonlin <- function(fun, x0, options = list(), ...) {
    stopifnot(is.numeric(x0))

    #-- Option list handling -----------
    opts <- list(tau     = 1e-3,
                 tolx    = 1e-8,
                 tolg    = 1e-8,
                 maxeval = 700)
    namedOpts <- match.arg(names(options), choices = names(opts),
                           several.ok = TRUE)
    if (!is.null(names(options)))
        opts[namedOpts] <- options
                                    # x0 is   good...not so good start value
    tau     <- opts$tau             # tau = 1e-6...1e-3...1
    tolx    <- opts$tolx            #
    tolg    <- opts$tolg            #
    maxeval <- opts$maxeval         # max. number of iterations

    #-- Matching function
    fct <- match.fun(fun)
    fun <- function(x) fct(x, ...)

    n <- length(x0)                     # fun: R^n --> R^m; n <- nrow(A)
    m <- length(fun(x0))

    # Initialization: Compute f, r, and J
    x <- x0;              r <- fun(x)
    f <- 0.5 * sum(r^2);  J <- jacobian(fun, x)
    g <- t(J) %*% r;     ng <- vnorm(g, Inf)
    A <- t(J) %*% J                     # g is a column vector

    mu <- tau * max(diag(A))            # damping parameter
    nu <- 2; nh <- 0

    #-- Main loop
    errno <- 0
    k <- 1
    while (k < maxeval) {
        k <- k + 1

        # h <- solve(A + mu*eye(n), -g) # compute step through linear system
        R <- chol(A + mu*eye(n))        # use the Cholesky decomposition
        h <- c(-t(g) %*% chol2inv(R))   # h <- solve(R, solve(t(R), -g))

        nh <- vnorm(h); nx <- tolx + vnorm(x)
        if (nh <= tolx * nx) {errno <- 1; break}

        xnew <- x + h; h <- xnew - x
        dL <- sum(h * (mu*h - g))/2
        rn <- fun(xnew)
        fn <- 0.5 * sum(rn^2); Jn <- jacobian(fun, xnew)
        if (length(rn) != length(r))  {df <- f - fn
        } else                        {df <- sum((r - rn) * (r + rn))/2}

        if (dL > 0 && df > 0) {
            x <- xnew;         f <- fn;  J <- Jn;       r <- rn; 
            A <- t(J) %*% J;   g <- t(J) %*% r;         ng <- vnorm(g,Inf)
            mu <- mu * max(1/3, 1 - (2*df/dL - 1)^3);   nu <- 2
        } else {
            mu <- mu*nu;  nu <- 2*nu
        }
        if (ng <= tolg) { errno <- 2; break }
    }

    if (k >= maxeval) errno <- 3
    errmess <- switch(errno,
                     "Stopped by small x-step.",
                     "Stopped by small gradient.",
                     "No. of function evaluations exceeded.")

    return(list(x = c(xnew), ssq = sum(fun(xnew)^2), ng = ng, nh = nh,
                mu = mu, neval = k, errno = errno, errmess = errmess))
}


lsqnonneg <- function(C, d) {
    stopifnot(is.numeric(C), is.numeric(d))
    if (!is.matrix(C) || !is.vector(d))
        stop("Argument 'C' must be a matrix, 'd' a vector.")
    n <- nrow(C); m <- ncol(C); ld <- length(d)
    if (n != ld)
        stop("Arguments 'C' and 'd' have nonconformable dimensions.")

    fn <- function(x) C %*% as.matrix(exp(x)) - d
    x0 <- rep(0, m)
    sol <- lsqnonlin(fn, x0)

    xs <- exp(sol$x)
    resi <- d - C %*% as.matrix(xs)
    resn <- vnorm(resi)
    return(list(x = xs, resnorm = resn, residual = resi, 
                exitflag = sol$errmess))
}