Commit Graph

89 Commits

Author SHA1 Message Date
Thomas Capricelli
b09ebe01da * porting lmdif1 to eigen
* 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' :
remove it from the eigen API
2009-08-20 22:46:38 +02:00
Thomas Capricelli
b423e640a6 porting hybrj1 to eigen 2009-08-20 22:41:56 +02:00
Thomas Capricelli
6027c4bedf porting hybrd1 to eigen 2009-08-20 22:36:24 +02:00
Thomas Capricelli
de7d14b2b3 porting lmstr1 to eigen 2009-08-20 22:16:30 +02:00
Thomas Capricelli
980c40f72c porting lmder1 to eigen (no more wrapper) 2009-08-20 22:09:05 +02:00
Thomas Capricelli
a84dc9a5c1 coherency for scalar typename : use "Scalar" everywhere 2009-08-20 21:10:28 +02:00
Thomas Capricelli
df98e66019 oops fix hardcoded typename, which is actually provided as template
parameter
2009-08-20 21:06:26 +02:00
Thomas Capricelli
9a876806e1 use eigen stableNorm() instead of cminpack 'enorm'. The results are mostly
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
Thomas Capricelli
6953cad81d remove unneeded "Eigen::", we already 'use' Eigen namespace 2009-08-19 20:06:34 +02:00
Thomas Capricelli
369693aa1c oops, forgot those ones 2009-08-19 20:02:49 +02:00
Thomas Capricelli
01622e9855 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 :)
2009-08-19 19:56:51 +02:00
Thomas Capricelli
3093e92da5 machine_epsilon is now called epsilon in latest eigen 2009-08-19 19:53:08 +02:00
Thomas Capricelli
47ac354190 merge with the main dev branch 2009-08-19 19:46:37 +02:00
Thomas Capricelli
fb54cfb013 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)
2009-08-19 18:38:45 +02:00
Thomas Capricelli
703198a1a6 wrapper for chkder() : this was the last wrapper missing 2009-08-19 18:32:37 +02:00
Jitse Niesen
59a0c4a0d2 Add new unsupported modules to doc/unsupported_modules.dox 2009-08-18 15:30:38 +01:00
Jitse Niesen
7262716b78 Correct syntax error in doxygen comment. 2009-08-18 11:09:20 +01:00
Gael Guennebaud
ef13c3e754 add normalize and normalized overloads in AlignedVector3 2009-08-16 11:51:46 +02:00
Thomas Capricelli
3f63d6f97f fix BoxBOD in the first case : now all tests pass 2009-08-14 19:04:09 +02:00
Thomas Capricelli
3856c2d84d oops, i missed one : real last difficult nist test : Eckerle4 2009-08-14 18:54:28 +02:00
Thomas Capricelli
93627fefcf last 'hard' test from Nist : ratkowsky3 2009-08-14 18:31:04 +02:00
Thomas Capricelli
91f61f7679 fix bad urls 2009-08-14 17:48:04 +02:00
Thomas Capricelli
d8c671f475 yet another (difficult) Nist test : Thurber 2009-08-14 17:46:28 +02:00
Thomas Capricelli
e057d1ef47 tweak precision for Chwirut2 test 2009-08-14 17:25:39 +02:00
Thomas Capricelli
56127cfb1a add yet another easy Nist test : Chwirut2 2009-08-14 17:21:31 +02:00
Thomas Capricelli
f7cd4c8923 cleaning : wa1 used in 'covar' needs not be the same as in lmder* and all.
it's just an old-fashioned way to re-use memory without allocation...
2009-08-13 16:29:17 +02:00
Jitse Niesen
f71f878bab Add support for matrix exponential of floats and complex numbers. 2009-08-12 15:44:22 +01:00
Thomas Capricelli
7b922eb634 BoxBOD : oops.. shame on me, i did a mistake in the derivative.... now we need 16
iterations instead of 7693 ;-)
the first test still fails though.
2009-08-12 02:34:22 +02:00
Thomas Capricelli
fd307b8f3f fix a bug in BoxBOD Nist test : we now get the actual value for 'start 2'
'start 1' still fails though :/
2009-08-12 02:27:44 +02:00
Thomas Capricelli
3c675609bf add another Nist test of 'hard' difficutly : Bennett5 2009-08-12 02:13:04 +02:00
Thomas Capricelli
54d09a8122 add another Nist test of 'hard' difficutly : MGH09 2009-08-12 01:50:56 +02:00
Thomas Capricelli
5ac17b4680 add another Nist test of medium difficutly : MGH17 2009-08-11 20:24:02 +02:00
Thomas Capricelli
d1bc9144cb wrapper for lmstr1 and lmstr + eigenization of calling tests 2009-08-10 17:37:27 +02:00
Thomas Capricelli
bb1204a145 wrapper for lmdif1 + eigenization of calling test 2009-08-10 17:16:43 +02:00
Thomas Capricelli
80372c18ee wrapper for lmdif (+test call eigenization) 2009-08-10 16:54:53 +02:00
Thomas Capricelli
4a26baa718 wrapper for hybrj1 2009-08-10 16:32:45 +02:00
Thomas Capricelli
1d53ce8d48 wrapper for hybrj 2009-08-10 16:21:22 +02:00
Thomas Capricelli
120235deef add another (actuallY) difficult NIST test : BoxBOD.
The first try fails, the second one passes, but with a very bad accuracy
(~4 digits only).
anyway, my aim is to check we do not change cminpack while portint, so i
keep this test.
2009-08-10 14:11:55 +02:00
Thomas Capricelli
bcfe874968 add another 'difficult'-rated NIST test, which passes 2009-08-10 13:47:18 +02:00
Thomas Capricelli
7d65bd42eb fix testNistHahn1 : i had swapped x[] and y[].... :/ 2009-08-10 13:46:43 +02:00
Thomas Capricelli
b71aa34946 a Nist test rated 'difficult', which passes. 2009-08-10 13:05:30 +02:00
Thomas Capricelli
9b1130b82a another nist test with difficulty 'leverage', it passes. 2009-08-10 12:49:44 +02:00
Thomas Capricelli
7ecbbc9aa4 another nist test with difficulty 'leverage', this one passes 2009-08-10 12:34:51 +02:00
Thomas Capricelli
1045bc17f5 another nist test ('average' difficulty), which fails. It is disabled until
further notice.
2009-08-10 12:08:31 +02:00
Thomas Capricelli
c7a72958ba add an easy test from the NIST set :
http://www.itl.nist.gov/div898/strd/nls/data/misra1a.shtml
2009-08-10 10:47:55 +02:00
Thomas Capricelli
ec2b9f90a3 hybrd : wrapper + eigenize test 2009-08-10 03:39:50 +02:00
Thomas Capricelli
953c37f8e5 i wonder how useful this really is, but others do this way. Probably
related to doxygen.
2009-08-09 05:14:45 +02:00
Thomas Capricelli
50c192961c eigenize lmder + some other small fixes 2009-08-09 05:07:59 +02:00
Thomas Capricelli
a6625f22d4 eigenize the test for lmder1, clean functor stuff.
(and check the tests still pass, of course, that's the whole point..)
2009-08-09 03:54:36 +02:00