Eigen::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>

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=std::sqrt(NumTraits< Scalar >::epsilon()))
LevenbergMarquardtSpace::Status	lmstr1 (FVectorType &x, const Scalar tol=std::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=std::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 Eigen::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 46 of file LevenbergMarquardt.h.

Member Typedef Documentation

template<typename FunctorType, typename Scalar = double>

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

Definition at line 70 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

typedef DenseIndex Eigen::LevenbergMarquardt< FunctorType, Scalar >::Index

Definition at line 52 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

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

Definition at line 71 of file LevenbergMarquardt.h.

Constructor & Destructor Documentation

template<typename FunctorType, typename Scalar = double>

Eigen::LevenbergMarquardt< FunctorType, Scalar >::LevenbergMarquardt ( FunctorType &  _functor )

inline

Definition at line 49 of file LevenbergMarquardt.h.

Member Function Documentation

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::lm_param ( void  )

inline

Definition at line 110 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

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

Definition at line 128 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

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

static

Definition at line 619 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

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

Definition at line 356 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

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

(

FVectorType &

x

)

Definition at line 151 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

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

(

FVectorType &

x

)

Definition at line 164 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

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

(

FVectorType &

x

)

Definition at line 207 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

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

(

FVectorType &

x

)

Definition at line 606 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

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

(

FVectorType &

x

)

Definition at line 378 of file LevenbergMarquardt.h.

template<typename FunctorType , typename Scalar >

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

(

FVectorType &

x

)

Definition at line 427 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

LevenbergMarquardt& Eigen::LevenbergMarquardt< FunctorType, Scalar >::operator= ( const LevenbergMarquardt< FunctorType, Scalar > &  )

private

template<typename FunctorType, typename Scalar = double>

void Eigen::LevenbergMarquardt< FunctorType, Scalar >::resetParameters ( void  )

inline

Definition at line 98 of file LevenbergMarquardt.h.

Member Data Documentation

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::actred

private

Definition at line 121 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::delta

private

Definition at line 119 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType Eigen::LevenbergMarquardt< FunctorType, Scalar >::diag

Definition at line 101 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::dirder

private

Definition at line 121 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

JacobianType Eigen::LevenbergMarquardt< FunctorType, Scalar >::fjac

Definition at line 102 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::fnorm

Definition at line 107 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::fnorm1

private

Definition at line 121 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FunctorType& Eigen::LevenbergMarquardt< FunctorType, Scalar >::functor

private

Definition at line 112 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType Eigen::LevenbergMarquardt< FunctorType, Scalar >::fvec

Definition at line 101 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::gnorm

Definition at line 107 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Index Eigen::LevenbergMarquardt< FunctorType, Scalar >::iter

Definition at line 106 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Index Eigen::LevenbergMarquardt< FunctorType, Scalar >::m

private

Definition at line 114 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Index Eigen::LevenbergMarquardt< FunctorType, Scalar >::n

private

Definition at line 113 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Index Eigen::LevenbergMarquardt< FunctorType, Scalar >::nfev

Definition at line 104 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Index Eigen::LevenbergMarquardt< FunctorType, Scalar >::njev

Definition at line 105 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::par

private

Definition at line 117 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Parameters Eigen::LevenbergMarquardt< FunctorType, Scalar >::parameters

Definition at line 100 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

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

Definition at line 103 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::pnorm

private

Definition at line 121 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::prered

private

Definition at line 121 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType Eigen::LevenbergMarquardt< FunctorType, Scalar >::qtf

Definition at line 101 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::ratio

private

Definition at line 120 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::sum

private

Definition at line 117 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::temp

private

Definition at line 118 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::temp1

private

Definition at line 118 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::temp2

private

Definition at line 118 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

bool Eigen::LevenbergMarquardt< FunctorType, Scalar >::useExternalScaling

Definition at line 108 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType Eigen::LevenbergMarquardt< FunctorType, Scalar >::wa1

private

Definition at line 115 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType Eigen::LevenbergMarquardt< FunctorType, Scalar >::wa2

private

Definition at line 115 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType Eigen::LevenbergMarquardt< FunctorType, Scalar >::wa3

private

Definition at line 115 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

FVectorType Eigen::LevenbergMarquardt< FunctorType, Scalar >::wa4

private

Definition at line 115 of file LevenbergMarquardt.h.

template<typename FunctorType, typename Scalar = double>

Scalar Eigen::LevenbergMarquardt< FunctorType, Scalar >::xnorm

private

Definition at line 121 of file LevenbergMarquardt.h.

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

• LevenbergMarquardt.h