mrpt::math::CLevenbergMarquardtTempl Class Reference

---

Detailed Description

An implementation of the Levenberg-Marquardt algorithm for least-square minimization.

Refer to this page for more details on the algorithm and its usage.

Template Parameters:

NUMTYPE	The numeric type for all the operations (float, double, or long double)
USERPARAM	The type of the "y" input to the user supplied evaluation functor. Default type is a vector of NUMTYPE.

#include <mrpt/math/CLevenbergMarquardt.h>

Inheritance diagram for mrpt::math::CLevenbergMarquardtTempl:

List of all members.

Classes
struct	TResultInfo
Public Types
typedef VECTORTYPE::value_type	NUMTYPE
typedef void(*	TFunctorEval )(const VECTORTYPE &x, const USERPARAM &y, VECTORTYPE &out)
	The type of the function passed to execute.
typedef void(*	TFunctorIncrement )(VECTORTYPE &x_new, const VECTORTYPE &x_old, const VECTORTYPE &x_incr, const USERPARAM &user_param)
	The type of an optional functor passed to execute to replace the Euclidean addition "x_new = x_old + x_incr" by any other operation.
Static Public Member Functions
static void	execute (VECTORTYPE &out_optimal_x, const VECTORTYPE &x0, TFunctorEval functor, const VECTORTYPE &increments, const USERPARAM &userParam, TResultInfo &out_info, bool verbose=false, const size_t maxIter=200, const NUMTYPE tau=1e-3, const NUMTYPE e1=1e-8, const NUMTYPE e2=1e-8, bool returnPath=true, TFunctorIncrement x_increment_adder=NULL)
	Executes the LM-method, with derivatives estimated from functor is a user-provided function which takes as input two vectors, in this order:
static void	printf_debug (const char *frmt,...)
	Sends a formated text to "debugOut" if not NULL, or to cout otherwise.

---

Member Typedef Documentation

typedef VECTORTYPE::value_type mrpt::math::CLevenbergMarquardtTempl::NUMTYPE

Definition at line 54 of file CLevenbergMarquardt.h.

typedef void(* mrpt::math::CLevenbergMarquardtTempl::TFunctorEval)(const VECTORTYPE &x, const USERPARAM &y, VECTORTYPE &out)

The type of the function passed to execute.

The user must supply a function which evaluates the error of a given point in the solution space.

Parameters:

x	The state point under examination.
y	The same object passed to "execute" as the parameter "userParam".
out	The vector of (non-squared) errors, of the average square root error, for the given "x". The functor code must set the size of this vector.

Definition at line 62 of file CLevenbergMarquardt.h.

typedef void(* mrpt::math::CLevenbergMarquardtTempl::TFunctorIncrement)(VECTORTYPE &x_new, const VECTORTYPE &x_old, const VECTORTYPE &x_incr, const USERPARAM &user_param)

The type of an optional functor passed to execute to replace the Euclidean addition "x_new = x_old + x_incr" by any other operation.

Definition at line 69 of file CLevenbergMarquardt.h.

---

Member Function Documentation

static void mrpt::math::CLevenbergMarquardtTempl::execute	(	VECTORTYPE &	out_optimal_x,
		const VECTORTYPE &	x0,
		TFunctorEval	functor,
		const VECTORTYPE &	increments,
		const USERPARAM &	userParam,
		TResultInfo &	out_info,
		bool	verbose = false,
		const size_t	maxIter = 200,
		const NUMTYPE	tau = 1e-3,
		const NUMTYPE	e1 = 1e-8,
		const NUMTYPE	e2 = 1e-8,
		bool	returnPath = true,
		TFunctorIncrement	x_increment_adder = NULL
	)		[inline, static]

Executes the LM-method, with derivatives estimated from functor is a user-provided function which takes as input two vectors, in this order:

• x: The parameters to be optimized.
• userParam: The vector passed to the LM algorithm, unmodified. and must return the "error vector", or the error (not squared) in each measured dimension, so the sum of the square of that output is the overall square error.

x_increment_adder Is an optional functor which may replace the Euclidean "x_new = x + x_increment" at the core of the incremental optimizer by any other operation. It can be used for example, in on-manifold optimizations.

Definition at line 98 of file CLevenbergMarquardt.h.

References MRPT_START, ASSERT_, mrpt::math::estimateJacobian(), mrpt::math::norm_inf(), mrpt::utils::CDebugOutputCapable::printf_debug(), mrpt::math::norm(), mrpt::math::CLevenbergMarquardtTempl::TResultInfo::path, mrpt::format(), mrpt::utils::sprintf_vector(), mrpt::math::CLevenbergMarquardtTempl::TResultInfo::final_sqr_err, mrpt::math::CLevenbergMarquardtTempl::TResultInfo::iterations_executed, mrpt::math::CLevenbergMarquardtTempl::TResultInfo::last_err_vector, and MRPT_END.

static void mrpt::utils::CDebugOutputCapable::printf_debug	(	const char *	frmt,
			...
	)		[static, inherited]

Sends a formated text to "debugOut" if not NULL, or to cout otherwise.

Referenced by execute().