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373 Commits

Author SHA1 Message Date
Thomas Capricelli
977ed615a6 be sure that there's no name clash between NumericalDiff::df and the 
original functor df()
 2009-09-28 17:45:45 +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
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
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
251c0f45ac remove references to adolc and split tests functions for clarity 2009-09-27 23:54:06 +02:00
Mark Borgerding
a39de276a9 added the test case for FFTW 2009-09-14 01:52:26 -04:00
Thomas Capricelli
72746838ad merge with tip 2009-09-10 02:37:08 +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 
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 
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
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 
* 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 
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 
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 
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
Hauke Heibel
ab6eb6a1a4 Adaptions from .lazy() towards .noalias(). 
Added missing casts.
 2009-08-31 17:29:37 +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 
(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 
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 
* 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
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
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
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
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
Thomas Capricelli
ceeb023ff2 use template parameter Scalar instead of VectorType, fix a segfault. 2009-08-09 03:33:04 +02:00
Thomas Capricelli
7db4052749 eigenize the test a little more 2009-08-09 03:16:24 +02:00
Thomas Capricelli
f19eda7cf6 first test for a basic wrapper (and only wrapper!) for cminpack functions 2009-08-09 03:07:34 +02:00
Thomas Capricelli
2b9f110639 actually use eigen include file 2009-08-09 01:12:14 +02:00
Thomas Capricelli
b695113a81 Add all other file from cminpack/examples as tests. 
Important : one test was failing because cminpack-1.0.2 does x[3]=1. on x
which is of size 3. Probably because fortran indices are shifted wrt to C
indices and someone forgot to fix this one.

This is correct in this commit and this is the only change I've done on files
from cminpack examples.

(i've also reported the bug to cminpack author)
 2009-08-08 23:41:54 +02:00
Thomas Capricelli
d646d99366 Start of module "NonLinear". We start out of cminpack-1.0.2 
(http://devernay.free.fr/hacks/cminpack.html)
The first test is adapted from the example/ directory.
Some stuff is hard coded for our initial tests.
 2009-08-08 22:18:48 +02:00
Mark Borgerding
4d6b962ba4 added FindFFTW, but I don't think it's right yet 2009-06-10 22:16:32 -04:00
Mark Borgerding
1c54340174 more work on ei_fftw_impl 2009-05-31 15:44:57 -04:00
Mark Borgerding
03ed6f9bfb refactored ei_kissfft_impl to maintain a cache of cpx fft plans 2009-05-25 23:06:49 -04:00
Mark Borgerding
210092d16c changed name from simple_fft_traits to ei_kissfft_impl 2009-05-25 20:35:24 -04:00
Mark Borgerding
326ea77390 added FFT inverse complex-to-scalar interface (not yet optimized) 2009-05-23 22:50:07 -04:00
Mark Borgerding
3047988172 scalar forward FFT optimized for even size, converts to cpx for odd 2009-05-23 12:50:07 -04:00
Mark Borgerding
9c0fcd0f62 started real optimization, added benchmark for FFT 2009-05-23 10:09:48 -04:00
Mark Borgerding
8b4afe3deb added non-optimized real forward fft (no inverse yet) 2009-05-22 22:37:59 -04:00
Benoit Jacob
6347b1db5b remove sentence "Eigen itself is part of the KDE project." 
it never made very precise sense. but now does it still make any?
 2009-05-22 20:25:33 +02:00
Mark Borgerding
be1b2ad4ec removed unused code 2009-05-19 00:26:19 -04:00
Mark Borgerding
92ca9fc032 initial pass of FFT module -- includes complex 1-d case only 2009-05-19 00:21:04 -04:00
Gael Guennebaud
159c99a288 fix adolc unit test for dynamic sizes 2009-05-12 07:38:46 +00:00
Benoit Jacob
eac79b6d2e CREDIT Hauke Heibel, fix MSVC warnings 2009-05-09 03:41:17 +00:00
Benoit Jacob
3b79d99f71 *make coeff() return a const reference (required with the recent change with CoeffReturnType) 
*fix a unused variable warning
 2009-05-09 03:39:31 +00:00
Benoit Jacob
834eb5bfc8 new unsupported module by Jitse Niesen: matrix exponential 2009-05-05 20:46:55 +00:00
Gael Guennebaud
c25fc50d54 add an AlignedVector3 module suitable for vectorization of 3D vectors 2009-05-03 17:19:19 +00:00
Gael Guennebaud
acb32c69d4 * update BVH to explicitely use aligned_allocator 
* fix warning in StdVector
 2009-04-23 11:33:36 +00:00
Gael Guennebaud
ea41a18b80 clean asm comments 2009-04-09 21:29:31 +00:00
Jos van den Oever
5a628567b0 Compile fix. 2009-04-05 14:26:47 +00:00
Gael Guennebaud
0170eb0dbe add an auto-diff module in unsupported. it is similar to adolc's forward 
mode but the advantage of using Eigen's expression template to compute
the derivatives (unless you nest an AutoDiffScalar into an Eigen's
matrix).
 2009-04-01 14:43:37 +00:00
Gael Guennebaud
4bb5221d22 Add BVH module in unsupported (patch from Ilya Baran) 
(I thought I committed it a week ago but it seems the command failed)
 2009-03-18 20:06:06 +00:00
Gael Guennebaud
40774c625e add a proof of concept autodiff jacobian helper class based on adolc 
with unit test and FindAdolc cmake module
 2009-02-27 16:19:13 +00:00
Gael Guennebaud
95db32fcdc setup the unsupported directory structure. 
The unsupported module documentation is automatically generated in:
  build/doc/unsupported/
with bidirectional cross references.
I leave a class Foo in AdolcForward module to illustrate the
cross-reference behavior. I will remove it in the next commit.
 2009-02-04 15:37:00 +00:00