diff options
author | Stanislaw Halik <sthalik@misaki.pl> | 2017-03-25 14:17:07 +0100 |
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committer | Stanislaw Halik <sthalik@misaki.pl> | 2017-03-25 14:17:07 +0100 |
commit | 35f7829af10c61e33dd2e2a7a015058e11a11ea0 (patch) | |
tree | 7135010dcf8fd0a49f3020d52112709bcb883bd6 /eigen/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h | |
parent | 6e8724193e40a932faf9064b664b529e7301c578 (diff) |
update
Diffstat (limited to 'eigen/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h')
-rw-r--r-- | eigen/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h | 25 |
1 files changed, 16 insertions, 9 deletions
diff --git a/eigen/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h b/eigen/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h index bfeb26f..fe3b79c 100644 --- a/eigen/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h +++ b/eigen/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h @@ -45,18 +45,24 @@ namespace LevenbergMarquardtSpace { template<typename FunctorType, typename Scalar=double> class LevenbergMarquardt { + static Scalar sqrt_epsilon() + { + using std::sqrt; + return sqrt(NumTraits<Scalar>::epsilon()); + } + public: LevenbergMarquardt(FunctorType &_functor) : functor(_functor) { nfev = njev = iter = 0; fnorm = gnorm = 0.; useExternalScaling=false; } typedef DenseIndex Index; - + struct Parameters { Parameters() : factor(Scalar(100.)) , maxfev(400) - , ftol(std::sqrt(NumTraits<Scalar>::epsilon())) - , xtol(std::sqrt(NumTraits<Scalar>::epsilon())) + , ftol(sqrt_epsilon()) + , xtol(sqrt_epsilon()) , gtol(Scalar(0.)) , epsfcn(Scalar(0.)) {} Scalar factor; @@ -72,7 +78,7 @@ public: LevenbergMarquardtSpace::Status lmder1( FVectorType &x, - const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) + const Scalar tol = sqrt_epsilon() ); LevenbergMarquardtSpace::Status minimize(FVectorType &x); @@ -83,12 +89,12 @@ public: FunctorType &functor, FVectorType &x, Index *nfev, - const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) + const Scalar tol = sqrt_epsilon() ); LevenbergMarquardtSpace::Status lmstr1( FVectorType &x, - const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) + const Scalar tol = sqrt_epsilon() ); LevenbergMarquardtSpace::Status minimizeOptimumStorage(FVectorType &x); @@ -109,6 +115,7 @@ public: Scalar lm_param(void) { return par; } private: + FunctorType &functor; Index n; Index m; @@ -172,7 +179,7 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeInit(FVectorType &x) fjac.resize(m, n); if (!useExternalScaling) diag.resize(n); - eigen_assert( (!useExternalScaling || diag.size()==n) || "When useExternalScaling is set, the caller must provide a valid 'diag'"); + eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'"); qtf.resize(n); /* Function Body */ @@ -208,7 +215,7 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(FVectorType &x) { using std::abs; using std::sqrt; - + eigen_assert(x.size()==n); // check the caller is not cheating us /* calculate the jacobian matrix. */ @@ -391,7 +398,7 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageInit(FVectorType fjac.resize(n, n); if (!useExternalScaling) diag.resize(n); - eigen_assert( (!useExternalScaling || diag.size()==n) || "When useExternalScaling is set, the caller must provide a valid 'diag'"); + eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'"); qtf.resize(n); /* Function Body */ |