libmv::LevenbergMarquardt< Function, Jacobian, Solver > Class Template Reference

#include <levenberg_marquardt.h>

Classes
struct	Results
struct	SolverParameters

Public Types
enum	Status {   RUNNING , GRADIENT_TOO_SMALL , RELATIVE_STEP_SIZE_TOO_SMALL , ERROR_TOO_SMALL ,   HIT_MAX_ITERATIONS }
typedef Function::XMatrixType::RealScalar	Scalar
typedef Function::FMatrixType	FVec
typedef Function::XMatrixType	Parameters
typedef Matrix< typename Function::FMatrixType::RealScalar, Function::FMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime >	JMatrixType
typedef Matrix< typename JMatrixType::RealScalar, JMatrixType::ColsAtCompileTime, JMatrixType::ColsAtCompileTime >	AMatrixType

Public Member Functions
	LevenbergMarquardt (const Function &f)
Status	Update (const Parameters &x, const SolverParameters &params, JMatrixType *J, AMatrixType *A, FVec *error, Parameters *g)
Results	minimize (Parameters *x_and_min)
Results	minimize (const SolverParameters &params, Parameters *x_and_min)

Detailed Description

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>
class libmv::LevenbergMarquardt< Function, Jacobian, Solver >

Definition at line 46 of file levenberg_marquardt.h.

Member Typedef Documentation

AMatrixType

template<typename Function , typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

typedef Matrix<typename JMatrixType::RealScalar, JMatrixType::ColsAtCompileTime, JMatrixType::ColsAtCompileTime> libmv::LevenbergMarquardt< Function, Jacobian, Solver >::AMatrixType

Definition at line 58 of file levenberg_marquardt.h.

FVec

template<typename Function , typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

typedef Function::FMatrixType libmv::LevenbergMarquardt< Function, Jacobian, Solver >::FVec

Definition at line 49 of file levenberg_marquardt.h.

JMatrixType

template<typename Function , typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

typedef Matrix<typename Function::FMatrixType::RealScalar, Function::FMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime> libmv::LevenbergMarquardt< Function, Jacobian, Solver >::JMatrixType

Definition at line 54 of file levenberg_marquardt.h.

Parameters

template<typename Function , typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

typedef Function::XMatrixType libmv::LevenbergMarquardt< Function, Jacobian, Solver >::Parameters

Definition at line 50 of file levenberg_marquardt.h.

Scalar

template<typename Function , typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

typedef Function::XMatrixType::RealScalar libmv::LevenbergMarquardt< Function, Jacobian, Solver >::Scalar

Definition at line 48 of file levenberg_marquardt.h.

Member Enumeration Documentation

Status

template<typename Function , typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

enum libmv::LevenbergMarquardt::Status

Enumerator
RUNNING
GRADIENT_TOO_SMALL
RELATIVE_STEP_SIZE_TOO_SMALL
ERROR_TOO_SMALL
HIT_MAX_ITERATIONS

Definition at line 62 of file levenberg_marquardt.h.

Constructor & Destructor Documentation

LevenbergMarquardt()

template<typename Function , typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

libmv::LevenbergMarquardt< Function, Jacobian, Solver >::LevenbergMarquardt ( const Function & f )

inline

Definition at line 70 of file levenberg_marquardt.h.

Member Function Documentation

minimize() [1/2]

template<typename Function , typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

Results libmv::LevenbergMarquardt< Function, Jacobian, Solver >::minimize ( const SolverParameters & params, Parameters * x_and_min )

inline

Definition at line 116 of file levenberg_marquardt.h.

References A, error(), libmv::LevenbergMarquardt< Function, Jacobian, Solver >::Results::error_magnitude, libmv::LevenbergMarquardt< Function, Jacobian, Solver >::Results::gradient_magnitude, libmv::LevenbergMarquardt< Function, Jacobian, Solver >::HIT_MAX_ITERATIONS, libmv::LevenbergMarquardt< Function, Jacobian, Solver >::Results::iterations, LOG, params, libmv::LevenbergMarquardt< Function, Jacobian, Solver >::RELATIVE_STEP_SIZE_TOO_SMALL, libmv::LevenbergMarquardt< Function, Jacobian, Solver >::RUNNING, libmv::LevenbergMarquardt< Function, Jacobian, Solver >::Results::status, libmv::LevenbergMarquardt< Function, Jacobian, Solver >::Update(), v, and VLOG.

minimize() [2/2]

template<typename Function , typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

Results libmv::LevenbergMarquardt< Function, Jacobian, Solver >::minimize ( Parameters * x_and_min )

inline

Definition at line 111 of file levenberg_marquardt.h.

References libmv::LevenbergMarquardt< Function, Jacobian, Solver >::minimize(), and params.

Referenced by libmv::LevenbergMarquardt< Function, Jacobian, Solver >::minimize().

Update()

template<typename Function , typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

Status libmv::LevenbergMarquardt< Function, Jacobian, Solver >::Update ( const Parameters & x, const SolverParameters & params, JMatrixType * J, AMatrixType * A, FVec * error, Parameters * g )

inline

Definition at line 93 of file levenberg_marquardt.h.

References error(), libmv::LevenbergMarquardt< Function, Jacobian, Solver >::ERROR_TOO_SMALL, libmv::LevenbergMarquardt< Function, Jacobian, Solver >::GRADIENT_TOO_SMALL, params, and libmv::LevenbergMarquardt< Function, Jacobian, Solver >::RUNNING.

Referenced by libmv::LevenbergMarquardt< Function, Jacobian, Solver >::minimize().

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

• levenberg_marquardt.h