Performs non linear optimization over a non-linear function, using a variant of the Levenberg Marquardt algorithm. More...
#include <LevenbergMarquardt.h>
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=internal::sqrt(NumTraits< Scalar >::epsilon())) |
| LevenbergMarquardtSpace::Status | lmstr1 (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 | 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=internal::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 |
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