LevenbergMarquardt< _FunctorType > Class Template Reference
[Non linear optimization module]
Performs non linear optimization over a non-linear function, using a variant of the Levenberg Marquardt algorithm.
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Inherits internal::no_assignment_operator.
List of all members.
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
FVectorType& diag |
( |
|
) |
[inline] |
- Returns:
- a reference to the diagonal of the jacobian
RealScalar fnorm |
( |
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) |
[inline] |
- Returns:
- the norm of current vector function
FVectorType& fvec |
( |
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) |
[inline] |
- Returns:
- a reference to the current vector function
RealScalar gnorm |
( |
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) |
[inline] |
- Returns:
- the norm of the gradient of the error
ComputationInfo info |
( |
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) |
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
Index iterations |
( |
|
) |
[inline] |
- Returns:
- the number of iterations performed
JacobianType& jacobian |
( |
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) |
[inline] |
- Returns:
- a reference to the matrix where the current Jacobian matrix is stored
RealScalar lm_param |
( |
void |
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) |
[inline] |
JacobianType& matrixR |
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) |
[inline] |
- Returns:
- a reference to the triangular matrix R from the QR of the jacobian matrix.
- See also:
- jacobian()
- Returns:
- the number of functions evaluation
- Returns:
- the number of jacobian evaluation
PermutationType permutation |
( |
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) |
[inline] |
the permutation used in the QR factorization
void resetParameters |
( |
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) |
[inline] |
Sets the default parameters
void setEpsilon |
( |
RealScalar |
epsfcn |
) |
[inline] |
void setExternalScaling |
( |
bool |
value |
) |
[inline] |
Use an external Scaling. If set to true, pass a nonzero diagonal to diag()
void setFactor |
( |
RealScalar |
factor |
) |
[inline] |
Sets the step bound for the diagonal shift
void setFtol |
( |
RealScalar |
ftol |
) |
[inline] |
Sets the tolerance for the norm of the vector function
void setGtol |
( |
RealScalar |
gtol |
) |
[inline] |
Sets the tolerance for the norm of the gradient of the error vector
void setMaxfev |
( |
Index |
maxfev |
) |
[inline] |
Sets the maximum number of function evaluation
void setXtol |
( |
RealScalar |
xtol |
) |
[inline] |
Sets the tolerance for the norm of the solution vector
The documentation for this class was generated from the following files: