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
52026eb800
cleaning
2009-09-28 02:35:42 +02:00
Thomas Capricelli
de942a44c2
default argument for _jac in functor operator() : this way, we can use
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AutoDiffJacobian::operator()(x,value) exactly as the original functor
2009-09-28 01:28:48 +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
251c0f45ac
remove references to adolc and split tests functions for clarity
2009-09-27 23:54:06 +02:00
Benoit Jacob
92480ffd26
* Introduce make targets btest (build tests), blas (build blas lib), demos (build demos).
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* remove EIGEN_BUILD_TESTS and siblings
* add summary at the end of cmake run, hopefully not too verbose
* fix build of quaternion demo
* kill remnants of old binary library option
2009-09-27 17:48:53 -04:00
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
Mark Borgerding
a39de276a9
added the test case for FFTW
2009-09-14 01:52:26 -04:00
Thomas Capricelli
ab88ba6f7f
provide some default values for important results. So that we can read them
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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.
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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
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
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
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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
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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
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
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
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
92a5bb4539
clean debug stuff
2009-08-24 16:14:42 +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
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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
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
f2fcbb0207
use eigen objects for ei_fdjac*(), this is a prerequisite before porting
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hybrd/lmdif..
2009-08-23 03:54:40 +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
a3e8a14e3a
forgot to clean this one
2009-08-22 07:40:43 +02:00
Thomas Capricelli
c5218c7d38
ei_lmpar : use a reference for the parameter
2009-08-22 07:37:23 +02:00
Thomas Capricelli
b3f8d02df4
use const for machine constants
2009-08-22 07:31:14 +02:00
Thomas Capricelli
bb6ffafdb9
keep on cleaning f2c mess
2009-08-22 07:27:17 +02:00
Thomas Capricelli
a35586504e
cleaning f2c mess / trivial stuff
2009-08-22 07:14:17 +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
783f355904
cleaning defines from f2c (use std::min and such instead of own ones)
2009-08-22 05:32:17 +02:00
Thomas Capricelli
11c3762068
cleaning : removing #define, use std:min() and such
2009-08-22 05:29:33 +02:00
Gael Guennebaud
9515b00876
remove the \addexample tags
2009-09-03 11:22:42 +02:00
Jitse Niesen
32f95ec267
Bug fix in MatrixExponential.h
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Initialize matrices for intermediate results to correct dimension
2009-09-01 10:50:54 +01:00
