mirror/eigen
2
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2024-12-21 07:19:46 +08:00
Code Issues Packages Projects Releases Wiki Activity
1,906 Commits 11 Branches 89 Tags 162 MiB
f7e73f1bf9
Commit Graph

90 Commits

Author SHA1 Message Date
Thomas Capricelli
71a3e96b49 rename NonLinear to NonLinearOptimization 2009-11-09 03:27:15 +01:00
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
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 
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
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