Eigen::LevenbergMarquardt< FunctorType, Scalar > Class Template Reference

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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 61 of file NonLinearOptimization.

List of all members.

Classes
struct	Parameters
Public Types
typedef DenseIndex	Index
typedef Matrix< Scalar, Dynamic, 1 >	FVectorType
typedef Matrix< Scalar, Dynamic, Dynamic >	JacobianType
Public Member Functions
	LevenbergMarquardt (FunctorType &_functor)
LevenbergMarquardtSpace::Status	lmder1 (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	lmstr1 (FVectorType &x, const Scalar tol=internal::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=internal::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
Private Member Functions
LevenbergMarquardt &	operator= (const LevenbergMarquardt &)
Private Attributes
FunctorType &	functor
Index	n
Index	m
FVectorType	wa1
FVectorType	wa2
FVectorType	wa3
FVectorType	wa4
Scalar	par
Scalar	sum
Scalar	temp
Scalar	temp1
Scalar	temp2
Scalar	delta
Scalar	ratio
Scalar	pnorm
Scalar	xnorm
Scalar	fnorm1
Scalar	actred
Scalar	dirder
Scalar	prered

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Member Typedef Documentation

template<typename FunctorType , typename Scalar = double>

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

Definition at line 85 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 67 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 86 of file NonLinearOptimization.

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Constructor & Destructor Documentation

template<typename FunctorType , typename Scalar = double>

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

(

FunctorType &

_functor

)

[inline]

Definition at line 64 of file NonLinearOptimization.

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Member Function Documentation

template<typename FunctorType , typename Scalar = double>

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

(

void

)

[inline]

Definition at line 125 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar >

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

Definition at line 143 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar >

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

Definition at line 628 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar >

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

Definition at line 368 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar >

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

(

FVectorType &

x

)

Definition at line 166 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar >

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

(

FVectorType &

x

)

Definition at line 179 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar >

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

(

FVectorType &

x

)

Definition at line 222 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar >

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

(

FVectorType &

x

)

Definition at line 615 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar >

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

(

FVectorType &

x

)

Definition at line 390 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar >

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

(

FVectorType &

x

)

Definition at line 439 of file NonLinearOptimization.

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 113 of file NonLinearOptimization.

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Member Data Documentation

template<typename FunctorType , typename Scalar = double>

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

Definition at line 136 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 134 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 116 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 136 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 117 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 122 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 136 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 127 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 116 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 122 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 121 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 129 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 128 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 119 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 120 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 132 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 115 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 118 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 136 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 136 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 116 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 135 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 132 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 133 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 133 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 133 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 123 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 130 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 130 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 130 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 130 of file NonLinearOptimization.

template<typename FunctorType , typename Scalar = double>

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

Definition at line 136 of file NonLinearOptimization.