Detailed Description
template<typename VECTORTYPE = Eigen::VectorXd, class USERPARAM = VECTORTYPE>
class mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >
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.
Definition at line 37 of file CLevenbergMarquardt.h.
#include <mrpt/math/CLevenbergMarquardt.h>
Classes | |
| struct | TResultInfo |
Public Types | |
| typedef VECTORTYPE::Scalar | NUMTYPE |
| typedef Eigen::Matrix< NUMTYPE, Eigen::Dynamic, Eigen::Dynamic > | matrix_t |
| typedef VECTORTYPE | vector_t |
| using | TFunctorEval = std::function< void(const VECTORTYPE &x, const USERPARAM &y, VECTORTYPE &out)> |
| The type of the function passed to execute. More... | |
| using | TFunctorIncrement = std::function< void(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. More... | |
Public Member Functions | |
| CLevenbergMarquardtTempl () | |
| void | execute (VECTORTYPE &out_optimal_x, const VECTORTYPE &x0, TFunctorEval functor, const VECTORTYPE &increments, const USERPARAM &userParam, TResultInfo &out_info, mrpt::utils::VerbosityLevel verbosity=mrpt::utils::LVL_INFO, 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=nullptr) |
| Executes the LM-method, with derivatives estimated from functor is a user-provided function which takes as input two vectors, in this order: More... | |
Member Typedef Documentation
◆ matrix_t
| typedef Eigen::Matrix<NUMTYPE, Eigen::Dynamic, Eigen::Dynamic> mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::matrix_t |
Definition at line 41 of file CLevenbergMarquardt.h.
◆ NUMTYPE
| typedef VECTORTYPE::Scalar mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::NUMTYPE |
Definition at line 40 of file CLevenbergMarquardt.h.
◆ TFunctorEval
| using mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::TFunctorEval = std::function<void( 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 60 of file CLevenbergMarquardt.h.
◆ TFunctorIncrement
| using mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::TFunctorIncrement = std::function<void( 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 67 of file CLevenbergMarquardt.h.
◆ vector_t
| typedef VECTORTYPE mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::vector_t |
Definition at line 42 of file CLevenbergMarquardt.h.
Constructor & Destructor Documentation
◆ CLevenbergMarquardtTempl()
|
inline |
Definition at line 44 of file CLevenbergMarquardt.h.
Member Function Documentation
◆ execute()
|
inline |
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 102 of file CLevenbergMarquardt.h.
References ASSERT_, mrpt::math::estimateJacobian(), mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::TResultInfo::final_sqr_err, mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::TResultInfo::H, mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::TResultInfo::iterations_executed, mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::TResultInfo::last_err_vector, MRPT_END, MRPT_START, mrpt::math::norm(), mrpt::math::norm_inf(), mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::TResultInfo::path, and mrpt::utils::sprintf_vector().
