Thomas Capricelli
7968737247
fix tests : we perform slightly worse because we do use one more function
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evaluation in our numericaldiff than what (c)minpack did
2009-09-28 04:13:57 +02:00
Thomas Capricelli
d3850641a1
remove some duplicated code LevenbergMarquardt::minimizeNumericalDiff*() by
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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
52026eb800
cleaning
2009-09-28 02:35:42 +02:00
Thomas Capricelli
8e8997d403
use dynamic type in functor, as NonLinear only knows about this currently
2009-09-28 01:19:29 +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
c990938415
eigenization of fcn_chkder + bugfix
2009-08-29 02:46:19 +02:00
Thomas Capricelli
c1265ebbfe
fix bounds using c standard instead of fortran's
2009-08-29 02:36:13 +02:00
Thomas Capricelli
4f7daf942c
fix indentation for fcn_chkder
2009-08-29 02:30:18 +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
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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
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
470ea55834
put nfev/njev as internal variables as well
2009-08-25 22:13:08 +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
d59cc0ad82
merge files
2009-08-25 17:25:56 +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
201f58e528
merge both c methods lmstr/lmstr1 into one class
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LevenbergMarquardtOptimumStorage with two methods.
2009-08-25 14:18:38 +02:00
Thomas Capricelli
3f1b81e129
merge both c methods lmdif/lmdif1 into one class
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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
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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
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two methods.
2009-08-25 13:48:25 +02:00
Thomas Capricelli
602b13815f
merge both c methods lmder/lmder1 into one class LevenbergMarquardt with
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two methods.
2009-08-25 13:40:45 +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
6f567f10be
cleaning
2009-08-24 19:19:30 +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
92a5bb4539
clean debug stuff
2009-08-24 16:14:42 +02:00
Thomas Capricelli
e65a7c7c70
misc cleaning
2009-08-24 09:28:29 +02:00
Thomas Capricelli
950eb4a254
various cleaning and homogeneization
2009-08-24 08:28:31 +02:00
Thomas Capricelli
134dea76d3
beautify functors for lmdif, lmstr, hybrj, hybrd
2009-08-23 04:57:48 +02:00
Thomas Capricelli
acd757737a
beautify Functor for lmder : we now have f,df,debug methods
2009-08-23 04:39:22 +02:00
Thomas Capricelli
878f15b8a5
* use eigen object for callbacks for hybrd and lmdif
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* use Functor instead of argument for ei_fdjac*()
2009-08-23 04:06:16 +02:00
Thomas Capricelli
8a27e774f8
use eigen objects for hybrj and lmstr
2009-08-23 03:14:42 +02:00
Thomas Capricelli
3251e12258
use eigen objects for the lmder callback
2009-08-23 03:02:03 +02:00
Thomas Capricelli
2727099906
remove redundant code, fix bounds in those loops that still come from
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fortran
2009-08-23 02:32:08 +02:00
Thomas Capricelli
1225704753
we do not need/use the 'void *p' parameter
2009-08-23 01:59:20 +02:00
Thomas Capricelli
93fabbff5e
use blueNorm() instead of norm()
2009-08-22 07:05:10 +02:00
Thomas Capricelli
aa3a7c3303
raw import of covar() : this is the last one, and we now do not depend on
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the cminpack library anymore.
2009-08-22 06:44:41 +02:00
Thomas Capricelli
16061a46db
Now that the main algorithms are imported into eigen, we import subroutines
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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.
2009-08-22 06:40:22 +02:00
Thomas Capricelli
20480a5438
merging ei_lmdif() and lmdif_template()
2009-08-21 04:24:59 +02:00
Thomas Capricelli
2e3d17c3ce
be (hopefully) smarter with indices convention : we keep the c convention
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(0->n-1) as much as possible, and only convert at borders with
fortran-expecting methods, that will eventually dissapear.
2009-08-21 04:16:37 +02:00
Thomas Capricelli
1715e2cb3b
merging ei_lmder and lmder_template into ei_lmder() which takes eigen
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argument, but still uses f2c code inside.
2009-08-21 02:34:40 +02:00
Thomas Capricelli
9294d33a11
use references intead of pointers for njev/nfev
2009-08-21 00:23:26 +02:00
Thomas Capricelli
b09ebe01da
* porting lmdif1 to eigen
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* qtf was missing in lmdif signature (this is an output of the method)
2009-08-20 22:59:09 +02:00
Thomas Capricelli
8d2f6ad7e1
iwa is not really an argument, but just an old fashioned 'work array' :
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remove it from the eigen API
2009-08-20 22:46:38 +02:00
Thomas Capricelli
9a876806e1
use eigen stableNorm() instead of cminpack 'enorm'. The results are mostly
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slightly better in tests (one test needs 15 iterations intead of 16, for
the same result). Some numerical results have improved slightly, too.
If one uses blueNorm() instead, an assert for 'overflow' is raised from
blueNorm()
2009-08-20 21:04:38 +02:00
