Public Types | Public Member Functions | Static Public Member Functions | Public Attributes | List of all members
LevenbergMarquardt< FunctorType, Scalar > Class Template Reference

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

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
 

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


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