2009-08-20 00:38:45 +08:00
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// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
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//
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// Eigen is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// License as published by the Free Software Foundation; either
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// version 3 of the License, or (at your option) any later version.
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//
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// Alternatively, you can redistribute it and/or
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// modify it under the terms of the GNU General Public License as
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// published by the Free Software Foundation; either version 2 of
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// the License, or (at your option) any later version.
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//
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// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
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// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License and a copy of the GNU General Public License along with
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// Eigen. If not, see <http://www.gnu.org/licenses/>.
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2009-08-09 04:18:48 +08:00
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#ifndef EIGEN_NONLINEAR_MODULE_H
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#define EIGEN_NONLINEAR_MODULE_H
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#include <Eigen/Core>
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2009-09-28 09:26:42 +08:00
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#include <unsupported/Eigen/NumericalDiff>
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2009-08-09 04:18:48 +08:00
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namespace Eigen {
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/** \ingroup Unsupported_modules
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2009-11-09 10:07:36 +08:00
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* \defgroup NonLinearOptimization_Module Non linear optimization module
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2009-09-28 08:42:19 +08:00
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*
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2009-11-09 11:21:45 +08:00
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* This module provides implementation of two important algorithms in non linear
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* optimization. In both cases, we consider a system of non linear functions. Of
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* course, this should work, and even work very well if those functions are
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* actually linear. But if this is so, you should probably better use other
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* methods more fitted to this special case.
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*
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* One algorithm allows to find the extremum of such a system (Levenberg
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* Marquardt algorithm) and the second one is used to find
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* a zero for the system (Powell hybrid "dogleg" method).
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*
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* This code is a port of a reknown implementation for both algorithms,
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* called minpack (http://en.wikipedia.org/wiki/MINPACK). Those
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* implementations have been carefully tuned, tested, and used for several
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* decades.
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* The original fortran code was automatically translated in C and then c++,
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* and then cleaned by several authors
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* (check http://devernay.free.fr/hacks/cminpack.html).
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*
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* Finally, we ported this code to Eigen, creating classes and API
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* coherent with Eigen. When possible, we switched to Eigen
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* implementation, such as most linear algebra (vectors, matrices, "good" norms).
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*
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* Doing so, we were very careful to check the tests we setup at the very
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* beginning, which ensure that the same results are found, with the same
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* number of iterations.
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*
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* \code
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2009-11-09 10:27:15 +08:00
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* #include <unsupported/Eigen/NonLinearOptimization>
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2009-09-28 08:42:19 +08:00
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* \endcode
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2009-08-09 04:18:48 +08:00
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*/
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2009-08-09 11:14:45 +08:00
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//@{
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2009-08-09 04:18:48 +08:00
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2009-11-09 11:21:45 +08:00
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#ifndef EIGEN_PARSED_BY_DOXYGEN
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2009-11-09 10:27:15 +08:00
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#include "src/NonLinearOptimization/qrsolv.h"
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#include "src/NonLinearOptimization/r1updt.h"
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#include "src/NonLinearOptimization/r1mpyq.h"
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#include "src/NonLinearOptimization/rwupdt.h"
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#include "src/NonLinearOptimization/qrfac.h"
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#include "src/NonLinearOptimization/fdjac1.h"
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#include "src/NonLinearOptimization/qform.h"
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#include "src/NonLinearOptimization/lmpar.h"
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#include "src/NonLinearOptimization/dogleg.h"
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#include "src/NonLinearOptimization/covar.h"
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2009-08-20 01:56:51 +08:00
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2009-11-09 10:27:15 +08:00
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#include "src/NonLinearOptimization/chkder.h"
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2009-08-25 20:18:38 +08:00
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2009-11-09 11:21:45 +08:00
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#endif
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2009-11-09 10:27:15 +08:00
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#include "src/NonLinearOptimization/HybridNonLinearSolver.h"
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#include "src/NonLinearOptimization/LevenbergMarquardt.h"
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2009-08-09 11:14:45 +08:00
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//@}
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2009-08-09 04:18:48 +08:00
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}
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2009-08-09 11:14:45 +08:00
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2009-08-09 04:18:48 +08:00
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#endif // EIGEN_NONLINEAR_MODULE_H
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