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

◆ FVectorType

template<typename FunctorType, typename Scalar = double>

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

Definition at line 70 of file LevenbergMarquardt.h.

◆ Index

template<typename FunctorType, typename Scalar = double>

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

Definition at line 52 of file LevenbergMarquardt.h.

◆ JacobianType

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

◆ LevenbergMarquardt()

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

◆ lm_param()

template<typename FunctorType, typename Scalar = double>

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

inline

Definition at line 110 of file LevenbergMarquardt.h.

◆ lmder1()

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.

◆ lmdif1()

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.

◆ lmstr1()

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.

◆ minimize()

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status Eigen::LevenbergMarquardt< FunctorType, Scalar >::minimize ( FVectorType & x )

Definition at line 151 of file LevenbergMarquardt.h.

◆ minimizeInit()

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status Eigen::LevenbergMarquardt< FunctorType, Scalar >::minimizeInit ( FVectorType & x )

Definition at line 164 of file LevenbergMarquardt.h.

◆ minimizeOneStep()

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status Eigen::LevenbergMarquardt< FunctorType, Scalar >::minimizeOneStep ( FVectorType & x )

Definition at line 207 of file LevenbergMarquardt.h.

◆ minimizeOptimumStorage()

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status Eigen::LevenbergMarquardt< FunctorType, Scalar >::minimizeOptimumStorage ( FVectorType & x )

Definition at line 606 of file LevenbergMarquardt.h.

◆ minimizeOptimumStorageInit()

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status Eigen::LevenbergMarquardt< FunctorType, Scalar >::minimizeOptimumStorageInit ( FVectorType & x )

Definition at line 378 of file LevenbergMarquardt.h.

◆ minimizeOptimumStorageOneStep()

template<typename FunctorType , typename Scalar >

LevenbergMarquardtSpace::Status Eigen::LevenbergMarquardt< FunctorType, Scalar >::minimizeOptimumStorageOneStep ( FVectorType & x )

Definition at line 427 of file LevenbergMarquardt.h.

◆ operator=()

template<typename FunctorType, typename Scalar = double>

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

private

◆ resetParameters()

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

◆ actred

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 121 of file LevenbergMarquardt.h.

◆ delta

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 119 of file LevenbergMarquardt.h.

◆ diag

template<typename FunctorType, typename Scalar = double>

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

Definition at line 101 of file LevenbergMarquardt.h.

◆ dirder

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 121 of file LevenbergMarquardt.h.

◆ fjac

template<typename FunctorType, typename Scalar = double>

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

Definition at line 102 of file LevenbergMarquardt.h.

◆ fnorm

template<typename FunctorType, typename Scalar = double>

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

Definition at line 107 of file LevenbergMarquardt.h.

◆ fnorm1

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 121 of file LevenbergMarquardt.h.

◆ functor

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 112 of file LevenbergMarquardt.h.

◆ fvec

template<typename FunctorType, typename Scalar = double>

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

Definition at line 101 of file LevenbergMarquardt.h.

◆ gnorm

template<typename FunctorType, typename Scalar = double>

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

Definition at line 107 of file LevenbergMarquardt.h.

◆ iter

template<typename FunctorType, typename Scalar = double>

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

Definition at line 106 of file LevenbergMarquardt.h.

◆ m

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 114 of file LevenbergMarquardt.h.

◆ n

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 113 of file LevenbergMarquardt.h.

◆ nfev

template<typename FunctorType, typename Scalar = double>

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

Definition at line 104 of file LevenbergMarquardt.h.

◆ njev

template<typename FunctorType, typename Scalar = double>

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

Definition at line 105 of file LevenbergMarquardt.h.

◆ par

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 117 of file LevenbergMarquardt.h.

◆ parameters

template<typename FunctorType, typename Scalar = double>

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

Definition at line 100 of file LevenbergMarquardt.h.

◆ permutation

template<typename FunctorType, typename Scalar = double>

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

Definition at line 103 of file LevenbergMarquardt.h.

◆ pnorm

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 121 of file LevenbergMarquardt.h.

◆ prered

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 121 of file LevenbergMarquardt.h.

◆ qtf

template<typename FunctorType, typename Scalar = double>

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

Definition at line 101 of file LevenbergMarquardt.h.

◆ ratio

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 120 of file LevenbergMarquardt.h.

◆ sum

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 117 of file LevenbergMarquardt.h.

◆ temp

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 118 of file LevenbergMarquardt.h.

◆ temp1

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 118 of file LevenbergMarquardt.h.

◆ temp2

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 118 of file LevenbergMarquardt.h.

◆ useExternalScaling

template<typename FunctorType, typename Scalar = double>

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

Definition at line 108 of file LevenbergMarquardt.h.

◆ wa1

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 115 of file LevenbergMarquardt.h.

◆ wa2

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 115 of file LevenbergMarquardt.h.

◆ wa3

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 115 of file LevenbergMarquardt.h.

◆ wa4

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 115 of file LevenbergMarquardt.h.

◆ xnorm

template<typename FunctorType, typename Scalar = double>

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

private

Definition at line 121 of file LevenbergMarquardt.h.

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

LevenbergMarquardt.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Private Member Functions

Private Attributes

Detailed Description

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

Member Typedef Documentation

◆ FVectorType

◆ Index

◆ JacobianType

Constructor & Destructor Documentation

◆ LevenbergMarquardt()

Member Function Documentation

◆ lm_param()

◆ lmder1()

◆ lmdif1()

◆ lmstr1()

◆ minimize()

◆ minimizeInit()

◆ minimizeOneStep()

◆ minimizeOptimumStorage()

◆ minimizeOptimumStorageInit()

◆ minimizeOptimumStorageOneStep()

◆ operator=()

◆ resetParameters()

Member Data Documentation

◆ actred

◆ delta

◆ diag

◆ dirder

◆ fjac

◆ fnorm

◆ fnorm1

◆ functor

◆ fvec

◆ gnorm

◆ iter

◆ m

◆ n

◆ nfev

◆ njev

◆ par

◆ parameters

◆ permutation

◆ pnorm

◆ prered

◆ qtf

◆ ratio

◆ sum

◆ temp

◆ temp1

◆ temp2

◆ useExternalScaling

◆ wa1

◆ wa2

◆ wa3

◆ wa4

◆ xnorm

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