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eigen/unsupported/Eigen/NonLinear

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import main files from cminpack as *.h files: * function names are changed by appending _template * it uses basic templating : template<typename T> * wrappers now use those versions instead of the ones from cminpack * lot of external methods from cminpack are still used * tests pass though they are unchanged (they use wrappers)
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
Start of module "NonLinear". We start out of cminpack-1.0.2 (http://devernay.free.fr/hacks/cminpack.html) The first test is adapted from the example/ directory. Some stuff is hard coded for our initial tests.
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#ifndef EIGEN_NONLINEAR_MODULE_H
#define EIGEN_NONLINEAR_MODULE_H
#include <Eigen/Core>
remove some duplicated code LevenbergMarquardt::minimizeNumericalDiff*() by using the generic Eigen NumericalDiff recently introduced. LevenbergMarquardt::lmdif1(), which is provided as a convenience method for people porting code from (c)minpack, is now a static function
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#include <unsupported/Eigen/NumericalDiff>
Start of module "NonLinear". We start out of cminpack-1.0.2 (http://devernay.free.fr/hacks/cminpack.html) The first test is adapted from the example/ directory. Some stuff is hard coded for our initial tests.
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namespace Eigen {
/** \ingroup Unsupported_modules
starting documentation
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* \defgroup NonLinearOptimization_Module Non linear optimization module
cleaning doc
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*
* \code
* #include <unsupported/Eigen/NonLinear>
* \endcode
Start of module "NonLinear". We start out of cminpack-1.0.2 (http://devernay.free.fr/hacks/cminpack.html) The first test is adapted from the example/ directory. Some stuff is hard coded for our initial tests.
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*/
i wonder how useful this really is, but others do this way. Probably related to doxygen.
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//@{
Start of module "NonLinear". We start out of cminpack-1.0.2 (http://devernay.free.fr/hacks/cminpack.html) The first test is adapted from the example/ directory. Some stuff is hard coded for our initial tests.
2009-08-09 04:18:48 +08:00
Now that the main algorithms are imported into eigen, we import subroutines used by those algorithms (aka "second level"). This is a row import : we copy/paste the files from cminpack and make very few changes : * template<Scalar> them (replace double) * dpmpar() replaced by c++ standard equivalent * abs/fabs/sqrt/min/max replaced by ei_* or std::* * use eigen norms instead of enorm() Important Notes: * The use of stableNorm() was not enough in some cases, but using blueNorm() instead fixed the problems (some tests gave bad results, either in number of iterations or precision of the results) * As a whole, the only test that changed is testNistMGH17() : it now takes some few steps less to get the same result. So this is a small improvement. After this commit, the only remaining dependency from the cminpack static library is 'covar', only used from the tests.
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#include "src/NonLinear/qrsolv.h"
#include "src/NonLinear/r1updt.h"
#include "src/NonLinear/r1mpyq.h"
#include "src/NonLinear/rwupdt.h"
#include "src/NonLinear/qrfac.h"
#include "src/NonLinear/fdjac1.h"
#include "src/NonLinear/qform.h"
#include "src/NonLinear/lmpar.h"
#include "src/NonLinear/dogleg.h"
#include "src/NonLinear/covar.h"
use machine precision from eigen instead of the one from cminpack. The test pass though they would not if using a value of 2.220e-16 (the real value for 'double' is 2.22044604926e-16). How sensitive those tests are :)
2009-08-20 01:56:51 +08:00
merge both c methods lmstr/lmstr1 into one class LevenbergMarquardtOptimumStorage with two methods.
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#include "src/NonLinear/chkder.h"
rename files
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#include "src/NonLinear/HybridNonLinearSolver.h"
#include "src/NonLinear/LevenbergMarquardt.h"
Start of module "NonLinear". We start out of cminpack-1.0.2 (http://devernay.free.fr/hacks/cminpack.html) The first test is adapted from the example/ directory. Some stuff is hard coded for our initial tests.
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i wonder how useful this really is, but others do this way. Probably related to doxygen.
2009-08-09 11:14:45 +08:00
//@}
Start of module "NonLinear". We start out of cminpack-1.0.2 (http://devernay.free.fr/hacks/cminpack.html) The first test is adapted from the example/ directory. Some stuff is hard coded for our initial tests.
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}
i wonder how useful this really is, but others do this way. Probably related to doxygen.
2009-08-09 11:14:45 +08:00
Start of module "NonLinear". We start out of cminpack-1.0.2 (http://devernay.free.fr/hacks/cminpack.html) The first test is adapted from the example/ directory. Some stuff is hard coded for our initial tests.
2009-08-09 04:18:48 +08:00
#endif // EIGEN_NONLINEAR_MODULE_H
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