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-rw-r--r--unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h25
1 files changed, 16 insertions, 9 deletions
diff --git a/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h b/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h
index bfeb26fc9..fe3b79ca7 100644
--- a/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h
+++ b/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 */