Eigen::LevenbergMarquardt< _FunctorType > Class Template Reference

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

#include <LevenbergMarquardt.h>

Inheritance diagram for Eigen::LevenbergMarquardt< _FunctorType >:

Classes
struct	Parameters

Public Types
typedef _FunctorType	FunctorType
typedef FunctorType::QRSolver	QRSolver
typedef FunctorType::JacobianType	JacobianType
typedef JacobianType::Scalar	Scalar
typedef JacobianType::RealScalar	RealScalar
typedef JacobianType::Index	Index
typedef QRSolver::Index	PermIndex
typedef Matrix< Scalar, Dynamic, 1 >	FVectorType
typedef PermutationMatrix< Dynamic, Dynamic >	PermutationType
typedef DenseIndex	Index
typedef Matrix< Scalar, Dynamic, 1 >	FVectorType
typedef Matrix< Scalar, Dynamic, Dynamic >	JacobianType

Public Member Functions
	LevenbergMarquardt (FunctorType &functor)
LevenbergMarquardtSpace::Status	minimize (FVectorType &x)
LevenbergMarquardtSpace::Status	minimizeInit (FVectorType &x)
LevenbergMarquardtSpace::Status	minimizeOneStep (FVectorType &x)
LevenbergMarquardtSpace::Status	lmder1 (FVectorType &x, const Scalar tol=std::sqrt(NumTraits< Scalar >::epsilon()))
void	resetParameters ()
	Sets the default parameters.
void	setXtol (RealScalar xtol)
	Sets the tolerance for the norm of the solution vector.
void	setFtol (RealScalar ftol)
	Sets the tolerance for the norm of the vector function.
void	setGtol (RealScalar gtol)
	Sets the tolerance for the norm of the gradient of the error vector.
void	setFactor (RealScalar factor)
	Sets the step bound for the diagonal shift.
void	setEpsilon (RealScalar epsfcn)
	Sets the error precision.
void	setMaxfev (Index maxfev)
	Sets the maximum number of function evaluation.
void	setExternalScaling (bool value)
	Use an external Scaling. More...
FVectorType &	diag ()
Index	iterations ()
Index	nfev ()
Index	njev ()
RealScalar	fnorm ()
RealScalar	gnorm ()
RealScalar	lm_param (void)
FVectorType &	fvec ()
JacobianType &	jacobian ()
JacobianType &	matrixR ()
PermutationType	permutation ()
	the permutation used in the QR factorization
ComputationInfo	info () const
	Reports whether the minimization was successful. More...
	LevenbergMarquardt (FunctorType &_functor)
LevenbergMarquardtSpace::Status	lmder1 (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	lmstr1 (FVectorType &x, const Scalar tol=std::sqrt(NumTraits< Scalar >::epsilon()))
LevenbergMarquardtSpace::Status	minimizeOptimumStorage (FVectorType &x)
LevenbergMarquardtSpace::Status	minimizeOptimumStorageInit (FVectorType &x)
LevenbergMarquardtSpace::Status	minimizeOptimumStorageOneStep (FVectorType &x)
void	resetParameters (void)
Scalar	lm_param (void)

Static Public Member Functions
static LevenbergMarquardtSpace::Status	lmdif1 (FunctorType &functor, FVectorType &x, Index *nfev, const Scalar tol=std::sqrt(NumTraits< Scalar >::epsilon()))
static LevenbergMarquardtSpace::Status	lmdif1 (FunctorType &functor, FVectorType &x, Index *nfev, const Scalar tol=std::sqrt(NumTraits< Scalar >::epsilon()))

Public Attributes
Parameters	parameters
FVectorType	fvec
FVectorType	qtf
FVectorType	diag
JacobianType	fjac
PermutationMatrix< Dynamic, Dynamic >	permutation
Index	nfev
Index	njev
Index	iter
Scalar	fnorm
Scalar	gnorm
bool	useExternalScaling

Detailed Description

template<typename _FunctorType>
class Eigen::LevenbergMarquardt< _FunctorType >

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

Member Function Documentation

diag()

template<typename _FunctorType>

FVectorType& Eigen::LevenbergMarquardt< _FunctorType >::diag ( )

inline

Returns

a reference to the diagonal of the jacobian

fnorm()

template<typename _FunctorType>

RealScalar Eigen::LevenbergMarquardt< _FunctorType >::fnorm ( )

inline

Returns

the norm of current vector function

fvec()

template<typename _FunctorType>

FVectorType& Eigen::LevenbergMarquardt< _FunctorType >::fvec ( )

inline

Returns

a reference to the current vector function

gnorm()

template<typename _FunctorType>

RealScalar Eigen::LevenbergMarquardt< _FunctorType >::gnorm ( )

inline

Returns

the norm of the gradient of the error

info()

template<typename _FunctorType>

ComputationInfo Eigen::LevenbergMarquardt< _FunctorType >::info ( ) const

inline

Reports whether the minimization was successful.

Returns

Success if the minimization was succesful, NumericalIssue if a numerical problem arises during the minimization process, for exemple during the QR factorization NoConvergence if the minimization did not converge after the maximum number of function evaluation allowed InvalidInput if the input matrix is invalid

iterations()

template<typename _FunctorType>

Index Eigen::LevenbergMarquardt< _FunctorType >::iterations ( )

inline

Returns

the number of iterations performed

jacobian()

template<typename _FunctorType>

JacobianType& Eigen::LevenbergMarquardt< _FunctorType >::jacobian ( )

inline

Returns

a reference to the matrix where the current Jacobian matrix is stored

lm_param()

template<typename _FunctorType>

RealScalar Eigen::LevenbergMarquardt< _FunctorType >::lm_param ( void  )

inline

Returns

the LevenbergMarquardt parameter

matrixR()

template<typename _FunctorType>

JacobianType& Eigen::LevenbergMarquardt< _FunctorType >::matrixR ( void  )

inline

Returns

a reference to the triangular matrix R from the QR of the jacobian matrix.

See also

jacobian()

nfev()

template<typename _FunctorType>

Index Eigen::LevenbergMarquardt< _FunctorType >::nfev ( )

inline

Returns

the number of functions evaluation

njev()

template<typename _FunctorType>

Index Eigen::LevenbergMarquardt< _FunctorType >::njev ( )

inline

Returns

the number of jacobian evaluation

setExternalScaling()

template<typename _FunctorType>

void Eigen::LevenbergMarquardt< _FunctorType >::setExternalScaling ( bool  value )

inline

Use an external Scaling.

If set to true, pass a nonzero diagonal to diag()

---

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

• vendor/eigen/unsupported/Eigen/src/LevenbergMarquardt/LevenbergMarquardt.h
• vendor/eigen/unsupported/Eigen/src/LevenbergMarquardt/LMonestep.h