libmv::Dogleg< Function, Jacobian, Solver > Class Template Reference

#include <dogleg.h>

Classes
struct	SolverParameters
struct	Results

Public Types
enum	Status {   RUNNING , GRADIENT_TOO_SMALL , RELATIVE_STEP_SIZE_TOO_SMALL , TRUST_REGION_TOO_SMALL ,   ERROR_TOO_SMALL , HIT_MAX_ITERATIONS }
enum	Step { DOGLEG , GAUSS_NEWTON , STEEPEST_DESCENT }
typedef Function::XMatrixType::RealScalar	Scalar
typedef Function::FMatrixType	FVec
typedef Function::XMatrixType	Parameters
typedef Matrix< typename Function::FMatrixType::RealScalar, Function::FMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime >	JMatrixType
typedef Matrix< typename JMatrixType::RealScalar, JMatrixType::ColsAtCompileTime, JMatrixType::ColsAtCompileTime >	AMatrixType

Public Member Functions
	Dogleg (const Function &f)
Status	Update (const Parameters &x, const SolverParameters &params, JMatrixType *J, AMatrixType *A, FVec *error, Parameters *g)
Step	SolveDoglegDirection (const Parameters &dx_sd, const Parameters &dx_gn, Scalar radius, Scalar alpha, Parameters *dx_dl, Scalar *beta)
Results	minimize (Parameters *x_and_min)
Results	minimize (const SolverParameters &params, Parameters *x_and_min)

Detailed Description

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>
class libmv::Dogleg< Function, Jacobian, Solver >

Definition at line 47 of file dogleg.h.

Member Typedef Documentation

AMatrixType

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

typedef Matrix<typename JMatrixType::RealScalar, JMatrixType::ColsAtCompileTime, JMatrixType::ColsAtCompileTime> libmv::Dogleg< Function, Jacobian, Solver >::AMatrixType

Definition at line 59 of file dogleg.h.

FVec

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

typedef Function::FMatrixType libmv::Dogleg< Function, Jacobian, Solver >::FVec

Definition at line 50 of file dogleg.h.

JMatrixType

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

typedef Matrix<typename Function::FMatrixType::RealScalar, Function::FMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime> libmv::Dogleg< Function, Jacobian, Solver >::JMatrixType

Definition at line 55 of file dogleg.h.

Parameters

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

typedef Function::XMatrixType libmv::Dogleg< Function, Jacobian, Solver >::Parameters

Definition at line 51 of file dogleg.h.

Scalar

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

typedef Function::XMatrixType::RealScalar libmv::Dogleg< Function, Jacobian, Solver >::Scalar

Definition at line 49 of file dogleg.h.

Member Enumeration Documentation

Status

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

enum libmv::Dogleg::Status

Enumerator
RUNNING
GRADIENT_TOO_SMALL
RELATIVE_STEP_SIZE_TOO_SMALL
TRUST_REGION_TOO_SMALL
ERROR_TOO_SMALL
HIT_MAX_ITERATIONS

Definition at line 61 of file dogleg.h.

Step

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

enum libmv::Dogleg::Step

Enumerator
DOGLEG
GAUSS_NEWTON
STEEPEST_DESCENT

Definition at line 70 of file dogleg.h.

Constructor & Destructor Documentation

Dogleg()

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

libmv::Dogleg< Function, Jacobian, Solver >::Dogleg ( const Function & f )

inline

Definition at line 76 of file dogleg.h.

Member Function Documentation

minimize() [1/2]

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

Results libmv::Dogleg< Function, Jacobian, Solver >::minimize ( const SolverParameters & params, Parameters * x_and_min )

inline

Definition at line 158 of file dogleg.h.

References A, beta(), DOGLEG, libmv::Dogleg< Function, Jacobian, Solver >::Results::error_magnitude, GAUSS_NEWTON, libmv::Dogleg< Function, Jacobian, Solver >::Results::gradient_magnitude, HIT_MAX_ITERATIONS, i, libmv::Dogleg< Function, Jacobian, Solver >::SolverParameters::initial_trust_radius, libmv::Dogleg< Function, Jacobian, Solver >::Results::iterations, LOG, libmv::Dogleg< Function, Jacobian, Solver >::SolverParameters::max_iterations, norm(), printf, RELATIVE_STEP_SIZE_TOO_SMALL, libmv::Dogleg< Function, Jacobian, Solver >::SolverParameters::relative_step_threshold, RUNNING, SolveDoglegDirection(), libmv::Dogleg< Function, Jacobian, Solver >::Results::status, STEEPEST_DESCENT, step, TRUST_REGION_TOO_SMALL, Update(), and x.

minimize() [2/2]

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

Results libmv::Dogleg< Function, Jacobian, Solver >::minimize ( Parameters * x_and_min )

inline

Definition at line 153 of file dogleg.h.

References minimize().

Referenced by minimize().

SolveDoglegDirection()

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

Step libmv::Dogleg< Function, Jacobian, Solver >::SolveDoglegDirection ( const Parameters & dx_sd, const Parameters & dx_gn, Scalar radius, Scalar alpha, Parameters * dx_dl, Scalar * beta )

inline

Definition at line 119 of file dogleg.h.

References b, beta(), DOGLEG, GAUSS_NEWTON, sqrt, and STEEPEST_DESCENT.

Referenced by minimize().

Update()

template<typename Function, typename Jacobian = NumericJacobian<Function>, typename Solver = Eigen::PartialPivLU< Matrix<typename Function::FMatrixType::RealScalar, Function::XMatrixType::RowsAtCompileTime, Function::XMatrixType::RowsAtCompileTime>>>

Status libmv::Dogleg< Function, Jacobian, Solver >::Update ( const Parameters & x, const SolverParameters & params, JMatrixType * J, AMatrixType * A, FVec * error, Parameters * g )

inline

Definition at line 99 of file dogleg.h.

References A, libmv::Dogleg< Function, Jacobian, Solver >::SolverParameters::error_threshold, ERROR_TOO_SMALL, libmv::Dogleg< Function, Jacobian, Solver >::SolverParameters::gradient_threshold, GRADIENT_TOO_SMALL, RUNNING, and x.

Referenced by minimize().

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The documentation for this class was generated from the following file:

• dogleg.h