LevenbergMarquardt< FunctorType, Scalar > Class Template Reference

Performs non linear optimization over a non-linear function, using a variant of the Levenberg Marquardt algorithm. More...

#include <LevenbergMarquardt.h>

List of all members.

Classes
struct	Parameters
Public Types
typedef Matrix< Scalar, Dynamic, 1 >	FVectorType
typedef DenseIndex	Index
typedef Matrix< Scalar, Dynamic, Dynamic >	JacobianType
Public Member Functions
	LevenbergMarquardt (FunctorType &_functor)
Scalar	lm_param (void)
LevenbergMarquardtSpace::Status	lmder1 (FVectorType &x, const Scalar tol=internal::sqrt(NumTraits< Scalar >::epsilon()))
LevenbergMarquardtSpace::Status	lmstr1 (FVectorType &x, const Scalar tol=internal::sqrt(NumTraits< Scalar >::epsilon()))
LevenbergMarquardtSpace::Status	minimize (FVectorType &x)
LevenbergMarquardtSpace::Status	minimizeInit (FVectorType &x)
LevenbergMarquardtSpace::Status	minimizeOneStep (FVectorType &x)
LevenbergMarquardtSpace::Status	minimizeOptimumStorage (FVectorType &x)
LevenbergMarquardtSpace::Status	minimizeOptimumStorageInit (FVectorType &x)
LevenbergMarquardtSpace::Status	minimizeOptimumStorageOneStep (FVectorType &x)
void	resetParameters (void)
Static Public Member Functions
static LevenbergMarquardtSpace::Status	lmdif1 (FunctorType &functor, FVectorType &x, Index *nfev, const Scalar tol=internal::sqrt(NumTraits< Scalar >::epsilon()))
Public Attributes
FVectorType	diag
JacobianType	fjac
Scalar	fnorm
FVectorType	fvec
Scalar	gnorm
Index	iter
Index	nfev
Index	njev
Parameters	parameters
PermutationMatrix< Dynamic, Dynamic >	permutation
FVectorType	qtf
bool	useExternalScaling
Private Member Functions
LevenbergMarquardt &	operator= (const LevenbergMarquardt &)
Private Attributes
Scalar	actred
Scalar	delta
Scalar	dirder
Scalar	fnorm1
FunctorType &	functor
Index	m
Index	n
Scalar	par
Scalar	pnorm
Scalar	prered
Scalar	ratio
Scalar	sum
Scalar	temp
Scalar	temp1
Scalar	temp2
FVectorType	wa1
FVectorType	wa2
FVectorType	wa3
FVectorType	wa4
Scalar	xnorm

---

Detailed Description

template<typename FunctorType, typename Scalar = double>
class LevenbergMarquardt< FunctorType, Scalar >

Performs non linear optimization over a non-linear function, using a variant of the Levenberg Marquardt algorithm.

Check wikipedia for more information. http://en.wikipedia.org/wiki/Levenberg%E2%80%93Marquardt_algorithm

Definition at line 60 of file LevenbergMarquardt.h.

---

Member Typedef Documentation

template<typename FunctorType, typename Scalar = double>

typedef Matrix< Scalar, Dynamic, 1 > LevenbergMarquardt< FunctorType, Scalar >::FVectorType

Definition at line 84 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

typedef DenseIndex LevenbergMarquardt< FunctorType, Scalar >::Index

Definition at line 66 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

typedef Matrix< Scalar, Dynamic, Dynamic > LevenbergMarquardt< FunctorType, Scalar >::JacobianType

Definition at line 85 of file LevenbergMarquardt.h.

---

Constructor & Destructor Documentation

template<typename FunctorType, typename Scalar = double>

LevenbergMarquardt< FunctorType, Scalar >::LevenbergMarquardt

(

FunctorType &

_functor

)

[inline]

Definition at line 63 of file LevenbergMarquardt.h.

---

Member Function Documentation

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::lm_param

(

void

)

[inline]

Definition at line 124 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status LevenbergMarquardt< FunctorType, Scalar >::lmder1	(	FVectorType &	x,
		const Scalar	tol = internal::sqrt(NumTraits<Scalar>::epsilon())
	)

Definition at line 142 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status LevenbergMarquardt< FunctorType, Scalar >::lmdif1	(	FunctorType &	functor,
		FVectorType &	x,
		Index *	nfev,
		const Scalar	tol = internal::sqrt(NumTraits<Scalar>::epsilon())
	)		[static]

Definition at line 627 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status LevenbergMarquardt< FunctorType, Scalar >::lmstr1	(	FVectorType &	x,
		const Scalar	tol = internal::sqrt(NumTraits<Scalar>::epsilon())
	)

Definition at line 367 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status LevenbergMarquardt< FunctorType, Scalar >::minimize

(

FVectorType &

x

)

Definition at line 165 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status LevenbergMarquardt< FunctorType, Scalar >::minimizeInit

(

FVectorType &

x

)

Definition at line 178 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status LevenbergMarquardt< FunctorType, Scalar >::minimizeOneStep

(

FVectorType &

x

)

Definition at line 221 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status LevenbergMarquardt< FunctorType, Scalar >::minimizeOptimumStorage

(

FVectorType &

x

)

Definition at line 614 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status LevenbergMarquardt< FunctorType, Scalar >::minimizeOptimumStorageInit

(

FVectorType &

x

)

Definition at line 389 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status LevenbergMarquardt< FunctorType, Scalar >::minimizeOptimumStorageOneStep

(

FVectorType &

x

)

Definition at line 438 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

LevenbergMarquardt& LevenbergMarquardt< FunctorType, Scalar >::operator=

(

const LevenbergMarquardt< FunctorType, Scalar > &

)

[private]

template<typename FunctorType, typename Scalar = double>

void LevenbergMarquardt< FunctorType, Scalar >::resetParameters

(

void

)

[inline]

Definition at line 112 of file LevenbergMarquardt.h.

---

Member Data Documentation

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::actred [private]

Definition at line 135 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::delta [private]

Definition at line 133 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType LevenbergMarquardt< FunctorType, Scalar >::diag

Definition at line 115 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::dirder [private]

Definition at line 135 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

JacobianType LevenbergMarquardt< FunctorType, Scalar >::fjac

Definition at line 116 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::fnorm

Definition at line 121 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::fnorm1 [private]

Definition at line 135 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FunctorType& LevenbergMarquardt< FunctorType, Scalar >::functor [private]

Definition at line 126 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType LevenbergMarquardt< FunctorType, Scalar >::fvec

Definition at line 115 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::gnorm

Definition at line 121 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Index LevenbergMarquardt< FunctorType, Scalar >::iter

Definition at line 120 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Index LevenbergMarquardt< FunctorType, Scalar >::m [private]

Definition at line 128 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Index LevenbergMarquardt< FunctorType, Scalar >::n [private]

Definition at line 127 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Index LevenbergMarquardt< FunctorType, Scalar >::nfev

Definition at line 118 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Index LevenbergMarquardt< FunctorType, Scalar >::njev

Definition at line 119 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::par [private]

Definition at line 131 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Parameters LevenbergMarquardt< FunctorType, Scalar >::parameters

Definition at line 114 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

PermutationMatrix<Dynamic,Dynamic> LevenbergMarquardt< FunctorType, Scalar >::permutation

Definition at line 117 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::pnorm [private]

Definition at line 135 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::prered [private]

Definition at line 135 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType LevenbergMarquardt< FunctorType, Scalar >::qtf

Definition at line 115 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::ratio [private]

Definition at line 134 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::sum [private]

Definition at line 131 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::temp [private]

Definition at line 132 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::temp1 [private]

Definition at line 132 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::temp2 [private]

Definition at line 132 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

bool LevenbergMarquardt< FunctorType, Scalar >::useExternalScaling

Definition at line 122 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType LevenbergMarquardt< FunctorType, Scalar >::wa1 [private]

Definition at line 129 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType LevenbergMarquardt< FunctorType, Scalar >::wa2 [private]

Definition at line 129 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType LevenbergMarquardt< FunctorType, Scalar >::wa3 [private]

Definition at line 129 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType LevenbergMarquardt< FunctorType, Scalar >::wa4 [private]

Definition at line 129 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar LevenbergMarquardt< FunctorType, Scalar >::xnorm [private]

Definition at line 135 of file LevenbergMarquardt.h.

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The documentation for this class was generated from the following file:

• LevenbergMarquardt.h