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

Inherits no_assignment_operator.

Public Member Functions
FVectorType &	diag ()
RealScalar	fnorm ()
FVectorType &	fvec ()
RealScalar	gnorm ()
ComputationInfo	info () const
	Reports whether the minimization was successful.
Index	iterations ()
JacobianType &	jacobian ()
RealScalar	lm_param (void)
JacobianType &	matrixR ()
Index	nfev ()
Index	njev ()
PermutationType	permutation ()
void	resetParameters ()
void	setEpsilon (RealScalar epsfcn)
void	setExternalScaling (bool value)
void	setFactor (RealScalar factor)
void	setFtol (RealScalar ftol)
void	setGtol (RealScalar gtol)
void	setMaxfev (Index maxfev)
void	setXtol (RealScalar xtol)

Member Function Documentation

FVectorType& diag ( ) [inline]

Returns:: a reference to the diagonal of the jacobian

RealScalar fnorm ( ) [inline]

Returns:: the norm of current vector function

FVectorType& fvec ( ) [inline]

Returns:: a reference to the current vector function

RealScalar gnorm ( ) [inline]

Returns:: the norm of the gradient of the error

ComputationInfo 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

Index iterations ( ) [inline]

Returns:: the number of iterations performed

JacobianType& jacobian ( ) [inline]

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

RealScalar lm_param ( void ) [inline]

Returns:: the LevenbergMarquardt parameter

JacobianType& matrixR ( ) [inline]

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

See also:: jacobian()

Index nfev ( ) [inline]

Returns:: the number of functions evaluation

Index njev ( ) [inline]

Returns:: the number of jacobian evaluation

PermutationType permutation ( ) [inline]

the permutation used in the QR factorization

void resetParameters ( ) [inline]

Sets the default parameters

void setEpsilon ( RealScalar epsfcn ) [inline]

Sets the error precision

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:

Detailed Description

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

Public Member Functions

Member Function Documentation

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