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254 Commits

Author SHA1 Message Date
Thomas Capricelli
17f3e8571c more documentatin 2009-11-09 04:52:47 +01:00
Thomas Capricelli
de195e0e78 some more documentation 2009-11-09 04:21:45 +01:00
Thomas Capricelli
ac8f7d8c9c various fixes in headers 2009-11-09 03:32:40 +01:00
Thomas Capricelli
71a3e96b49 rename NonLinear to NonLinearOptimization 2009-11-09 03:27:15 +01:00
Thomas Capricelli
09cb27c587 documentation + move "namespace eigen" to the main file, as others do. 2009-11-09 03:25:21 +01:00
Thomas Capricelli
cddc83752c starting documentation 2009-11-09 03:07:36 +01:00
Thomas Capricelli
751a333491 merge with main repository 2009-11-08 22:27:32 +01:00
Gael Guennebaud
5dc02fe5e9 improve a bit AutoDiffVector, but it still not working 2009-11-06 11:34:58 +01:00
Mark Borgerding
ec70f8006b added inlines to a bunch of functions 2009-10-31 00:13:22 -04:00
Mark Borgerding
4c3345364e moved half-spectrum logic to Eigen::FFT 2009-10-30 23:38:13 -04:00
Mark Borgerding
d659fd9b14 moved real-half-spectrum reflection into Eigen::FFT 2009-10-30 20:26:30 -04:00
Mark Borgerding
a26b729cc9 moved scaling to Eigen::FFT 2009-10-30 19:50:11 -04:00
Mark Borgerding
7911df4b6e improved selftest for Eigen::Complex -- mainly a documentation of what does not work 2009-10-28 23:22:10 -04:00
Benoit Jacob
e8dd552257 sync with mainline 2009-10-28 19:06:45 -04:00
Benoit Jacob
2840ac7e94 big huge changes, so i dont remember everything. 
* renaming, e.g. LU ---> FullPivLU
* split tests framework: more robust, e.g. dont generate empty tests if a number is skipped
* make all remaining tests use that splitting, as needed.
* Fix 4x4 inversion (see stable branch)
* Transform::inverse() and geo_transform test : adapt to new inverse() API, it was also trying to instantiate inverse() for 3x4 matrices.
* CMakeLists: more robust regexp to parse the version number
* misc fixes in unit tests
 2009-10-28 18:19:29 -04:00
Mark Borgerding
0167f5ef43 added inline to many functions 2009-10-22 23:06:19 -04:00
Mark Borgerding
e3d08443dc inlining,all namespace declaration moved to FFT, removed preprocessor definitions, 2009-10-21 20:53:05 -04:00
Mark Borgerding
78a53574b7 merge branches 2009-10-21 10:28:56 -04:00
Mark Borgerding
85f8d1f0c6 renamed 'Traits' to 'Impl', added vim modelines for syntax highlighting 2009-10-21 10:27:17 -04:00
Benoit Jacob
c3180b7ffb MatrixBase: 
* support resize() to same size (nop). The case of FFT was another case where that make one's life far easier.
   hope that's ok with you Gael. but indeed, i don't use it in the ReturnByValue stuff.

FFT:
 * Support MatrixBase (well, in the case with direct memory access such as Map)
 * adapt unit test
 2009-10-20 23:25:49 -04:00
Mark Borgerding
d9b418bf12 merged eigen2_for_fft into eigen2 mainline 2009-10-20 15:18:01 -04:00
Gael Guennebaud
7b0c4102fa * add a Make* expression type builder to allow the 
construction of generic expressions working
  for both dense and sparse matrix. A nicer solution
  would be to use CwiseBinaryOp for any kind of matrix.
  To this end we either need to change the overall design
  so that the base class(es) depends on the kind of matrix,
  or we could add a template parameter to each expression
  type (e.g., int Kind = ei_traits<MatrixType>::Kind)
  allowing to specialize each expression for each kind of matrix.
* Extend AutoDiffScalar to work with sparse vector expression
  for the derivatives.
 2009-10-16 13:22:38 +02:00
Gael Guennebaud
44ba4b1d6d add operator+ scalar to AutoDiffScalar 2009-10-16 11:27:04 +02:00
Gael Guennebaud
1503043981 autodiff: 
* fix namespace issue
* simplify Jacobian code
* fix issue with "Dynamic derivatives"
 2009-10-15 18:43:15 +02:00
Thomas Capricelli
456f7d094d merge with eigen-tip 2009-10-13 01:14:19 +02:00
Thomas Capricelli
7968737247 fix tests : we perform slightly worse because we do use one more function 
evaluation in our numericaldiff than what (c)minpack did
 2009-09-28 04:13:57 +02:00
Thomas Capricelli
d912034565 fdjac2 is not needed anymore 2009-09-28 03:49:23 +02:00
Thomas Capricelli
d3850641a1 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
 2009-09-28 03:26:42 +02:00
Thomas Capricelli
87be19de4a central sheme for numerical diff 2009-09-28 02:55:30 +02:00
Thomas Capricelli
206b5e3972 starting work on a Numerical differenciation module 2009-09-28 02:43:07 +02:00
Thomas Capricelli
a453298322 cleaning doc 2009-09-28 02:42:19 +02:00
Thomas Capricelli
de942a44c2 default argument for _jac in functor operator() : this way, we can use 
AutoDiffJacobian::operator()(x,value) exactly as the original functor
 2009-09-28 01:28:48 +02:00
Thomas Capricelli
bee14ee8e6 use operator() so that to be coherent with eigen AutoDiff functor 2009-09-28 00:32:31 +02:00
Thomas Capricelli
956d65ea63 define a generic functor and makes other ones inherit it 2009-09-28 00:18:14 +02:00
Thomas Capricelli
b1637df4f4 update URL for adol-c 2009-09-27 01:56:50 +02:00
Gael Guennebaud
432fcefcb1 fix warning with gcc 4.2 2009-09-15 11:27:31 +02:00
Thomas Capricelli
7a8ec4ba26 cleaning 2009-09-15 04:17:11 +02:00
Thomas Capricelli
6d8baa757e fix indentation (and only that) 2009-09-14 23:47:44 +02:00
Thomas Capricelli
ab88ba6f7f provide some default values for important results. So that we can read them 
even before *Init() and do no get random values.
 2009-09-13 23:55:08 +02:00
Thomas Capricelli
8c3f7d8e94 cleaning 2009-09-13 01:44:34 +02:00
Thomas Capricelli
8b84c3733a functors need not be const 2009-09-11 20:50:01 +02:00
Jitse Niesen
9f14d72927 Remove no-op statement in AlignedVector3. 2009-09-10 09:22:06 +01:00
Thomas Capricelli
72746838ad merge with tip 2009-09-10 02:37:08 +02:00
Jitse Niesen
2a6db40f10 Re-factor matrix exponential. 
Put all routines in a class. I think this is a cleaner design.
 2009-09-08 14:51:34 +01:00
Thomas Capricelli
e3db42611b fix warning about unused variable 2009-08-29 02:48:44 +02:00
Thomas Capricelli
c990938415 eigenization of fcn_chkder + bugfix 2009-08-29 02:46:19 +02:00
Thomas Capricelli
16d08b2b0f check number of evaluation even in the case of *1(), now we have it.. 2009-08-26 14:47:10 +02:00
Thomas Capricelli
458947af5e move Parameters as a class member, simplify calling sequence. Convenience 
methods from minpack ( "*1()" ) get their original name back : they are
only useful when porting, anyway. Still, i prefer to keep them.
 2009-08-26 14:23:05 +02:00
Thomas Capricelli
c1be96967e remove printfs, they are of no use and may prevent compilation 2009-08-26 01:09:23 +02:00
Thomas Capricelli
6de3f5f0e7 cleaning 2009-08-25 23:47:22 +02:00
Thomas Capricelli
eac9293449 split every algorithm in *Init() + while(running) { *OneStep() } 2009-08-25 23:43:33 +02:00
Thomas Capricelli
bbd44ef0ad move more stuff into Parameters 2009-08-25 23:37:27 +02:00
Thomas Capricelli
a2abb4afb6 cleaning 2009-08-25 23:26:36 +02:00
Thomas Capricelli
baec4f39ab reduce local variables so that we can split algorithms 2009-08-25 22:49:05 +02:00
Thomas Capricelli
be368c33bb cleaning 2009-08-25 22:15:09 +02:00
Thomas Capricelli
470ea55834 put nfev/njev as internal variables as well 2009-08-25 22:13:08 +02:00
Thomas Capricelli
41b6ea81db oops... fixing return values, some copy/paste was done far too quickly 2009-08-25 22:06:58 +02:00
Thomas Capricelli
3bca4bba87 if mode==2, the user is supposed to supply diag: do some basic check. 2009-08-25 22:02:19 +02:00
Thomas Capricelli
fa0183e7c7 make diag be an internal variable too 2009-08-25 21:59:10 +02:00
Thomas Capricelli
e465ea82e1 define and use struct Parameters 2009-08-25 21:50:01 +02:00
Thomas Capricelli
d13bcdc891 those are actually bools 2009-08-25 20:01:30 +02:00
Thomas Capricelli
84f2c451e5 cleaning 2009-08-25 19:57:42 +02:00
Thomas Capricelli
d38d4709bc use an enum for status reporting 2009-08-25 19:48:53 +02:00
Thomas Capricelli
d59cc0ad82 merge files 2009-08-25 17:25:56 +02:00
Thomas Capricelli
493c72ac38 rename files 2009-08-25 17:21:16 +02:00
Thomas Capricelli
858acfcc64 remove the boring, old-school nprint option, we'll have a dedicated 
method for 'one iteration' anyway.
 2009-08-25 17:11:14 +02:00
Thomas Capricelli
613a464320 cleaning 2009-08-25 16:48:09 +02:00
Thomas Capricelli
6c1a9703b1 move most of results vectors/matrices inside respective classes. 2009-08-25 16:08:09 +02:00
Thomas Capricelli
38fc6c8553 cleaning 2009-08-25 14:28:19 +02:00
Thomas Capricelli
201f58e528 merge both c methods lmstr/lmstr1 into one class 
LevenbergMarquardtOptimumStorage with two methods.
 2009-08-25 14:18:38 +02:00
Thomas Capricelli
3f1b81e129 merge both c methods lmdif/lmdif1 into one class 
LevenbergMarquardtNumericalDiff with two methods.
 2009-08-25 14:09:19 +02:00
Thomas Capricelli
a736378331 cleaning 2009-08-25 14:03:30 +02:00
Thomas Capricelli
d880e6f774 merge both c methods hybrj1/hybrj into one class HybridNonLinearSolver with 
two methods. hybrd stuff renamed to HybridNonLinearSolverNumericalDiff.
 2009-08-25 13:56:25 +02:00
Thomas Capricelli
a043708e87 merge both c methods hybrd/hybrd1 into one class HybridNonLinearSolver with 
two methods.
 2009-08-25 13:48:25 +02:00
Thomas Capricelli
602b13815f merge both c methods lmder/lmder1 into one class LevenbergMarquardt with 
two methods.
 2009-08-25 13:40:45 +02:00
Thomas Capricelli
86cb9364c9 clean fortran stuff in fdjac* 2009-08-24 21:53:08 +02:00
Thomas Capricelli
45442b8d41 some more work on Functors 2009-08-24 21:48:22 +02:00
Thomas Capricelli
15d2c3af90 playing with functors 2009-08-24 19:45:35 +02:00
Thomas Capricelli
4e62e29869 cleaning covar 2009-08-24 17:49:37 +02:00
Thomas Capricelli
17905c7399 eigenization of ei_covar() 2009-08-24 17:47:35 +02:00
Thomas Capricelli
f69869c42a covar : cleaning, removing goto's 2009-08-24 16:49:38 +02:00
Thomas Capricelli
312ab1abb3 further cleaning/ goto removing 2009-08-24 16:39:49 +02:00
Thomas Capricelli
c6d7da6edc cleaning some more 2009-08-24 16:08:13 +02:00
Thomas Capricelli
63071ac968 cleaning, removing goto's, uniformization (try to reduce diff between 
hybr[dj].h  or lm[der,dif,str].h as much as possible), for future merging.
 2009-08-24 16:05:57 +02:00
Thomas Capricelli
91a2145cb3 clean, remove goto's 2009-08-24 15:32:06 +02:00
Thomas Capricelli
d4968cd059 cleaning, fixing most goto's 2009-08-24 15:13:12 +02:00
Thomas Capricelli
e65a7c7c70 misc cleaning 2009-08-24 09:28:29 +02:00
Thomas Capricelli
6e41f15fea use a local variable for qrfac 2009-08-24 09:13:06 +02:00
Thomas Capricelli
88f5d06b08 move ipvt/fortran fixing deeper 2009-08-24 08:45:06 +02:00
Thomas Capricelli
950eb4a254 various cleaning and homogeneization 2009-08-24 08:28:31 +02:00
Thomas Capricelli
930651ff9a dogleg, lmpar : use more eigen features 2009-08-23 21:52:39 +02:00
Thomas Capricelli
4958c53bfb trivial fixes 2009-08-23 21:47:55 +02:00
Thomas Capricelli
5e8dee7a19 eigenize dogleg() 2009-08-23 21:39:47 +02:00
Thomas Capricelli
f793dbe45c only indentation fixes (this eases porting) 2009-08-23 21:06:57 +02:00
Thomas Capricelli
feb5af3ede porting lmpar() to eigen : both api and some of the code 2009-08-23 21:04:55 +02:00
Thomas Capricelli
9a8c5cbd2c misc cleaning 2009-08-23 06:16:05 +02:00
Thomas Capricelli
264e61932c cleaning fdjac*() 2009-08-23 06:04:06 +02:00
Thomas Capricelli
f01332043b only indentation 2009-08-23 05:56:12 +02:00
Thomas Capricelli
8b9b671e83 some eigenization in main algorithms 2009-08-23 05:55:43 +02:00
Thomas Capricelli
134dea76d3 beautify functors for lmdif, lmstr, hybrj, hybrd 2009-08-23 04:57:48 +02:00