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mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM > Class Template Reference

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
NUMTYPEThe numeric type for all the operations (float, double, or long double)
USERPARAMThe 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>

Inheritance diagram for mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >:
Inheritance graph

Classes

struct  TResultInfo
 

Public Types

using NUMTYPE = typename VECTORTYPE::Scalar
 
using matrix_t = Eigen::Matrix< NUMTYPE, Eigen::Dynamic, Eigen::Dynamic >
 
using vector_t = VECTORTYPE
 
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::system::VerbosityLevel verbosity=mrpt::system::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...
 

Static Public Attributes

static mrpt::system::TConsoleColor logging_levels_to_colors [NUMBER_OF_VERBOSITY_LEVELS]
 Map from VerbosityLevels to their corresponding mrpt::system::TConsoleColor. More...
 
static std::string logging_levels_to_names [NUMBER_OF_VERBOSITY_LEVELS]
 Map from VerbosityLevels to their corresponding names. More...
 

Protected Attributes

VerbosityLevel m_min_verbosity_level
 Provided messages with VerbosityLevel smaller than this value shall be ignored. More...
 

Logging methods

void logStr (const VerbosityLevel level, const std::string &msg_str) const
 Main method to add the specified message string to the logger. More...
 
void logFmt (const VerbosityLevel level, const char *fmt,...) const MRPT_printf_format_check(3
 Alternative logging method, which mimics the printf behavior. More...
 
void void logCond (const VerbosityLevel level, bool cond, const std::string &msg_str) const
 Log the given message only if the condition is satisfied. More...
 
void setLoggerName (const std::string &name)
 Set the name of the COutputLogger instance. More...
 
std::string getLoggerName () const
 Return the name of the COutputLogger instance. More...
 
void setMinLoggingLevel (const VerbosityLevel level)
 Set the minimum logging level for which the incoming logs are going to be taken into account. More...
 
void setVerbosityLevel (const VerbosityLevel level)
 alias of setMinLoggingLevel() More...
 
VerbosityLevel getMinLoggingLevel () const
 
bool isLoggingLevelVisible (VerbosityLevel level) const
 
void getLogAsString (std::string &log_contents) const
 Fill the provided string with the contents of the logger's history in std::string representation. More...
 
std::string getLogAsString () const
 Get the history of COutputLogger instance in a string representation. More...
 
void writeLogToFile (const std::string *fname_in=NULL) const
 Write the contents of the COutputLogger instance to an external file. More...
 
void dumpLogToConsole () const
 Dump the current contents of the COutputLogger instance in the terminal window. More...
 
std::string getLoggerLastMsg () const
 Return the last Tmsg instance registered in the logger history. More...
 
void getLoggerLastMsg (std::string &msg_str) const
 Fill inputtted string with the contents of the last message in history. More...
 
void loggerReset ()
 Reset the contents of the logger instance. More...
 
void logRegisterCallback (output_logger_callback_t userFunc)
 
bool logDeregisterCallback (output_logger_callback_t userFunc)
 
bool logging_enable_console_output
 [Default=true] Set it to false in case you don't want the logged messages to be dumped to the output automatically. More...
 
bool logging_enable_keep_record
 [Default=false] Enables storing all messages into an internal list. More...
 

Member Typedef Documentation

◆ matrix_t

template<typename VECTORTYPE = Eigen::VectorXd, class USERPARAM = VECTORTYPE>
using mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::matrix_t = Eigen::Matrix<NUMTYPE, Eigen::Dynamic, Eigen::Dynamic>

Definition at line 41 of file CLevenbergMarquardt.h.

◆ NUMTYPE

template<typename VECTORTYPE = Eigen::VectorXd, class USERPARAM = VECTORTYPE>
using mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::NUMTYPE = typename VECTORTYPE::Scalar

Definition at line 40 of file CLevenbergMarquardt.h.

◆ TFunctorEval

template<typename VECTORTYPE = Eigen::VectorXd, class USERPARAM = VECTORTYPE>
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
xThe state point under examination.
yThe same object passed to "execute" as the parameter "userParam".
outThe 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

template<typename VECTORTYPE = Eigen::VectorXd, class USERPARAM = VECTORTYPE>
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

template<typename VECTORTYPE = Eigen::VectorXd, class USERPARAM = VECTORTYPE>
using mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::vector_t = VECTORTYPE

Definition at line 42 of file CLevenbergMarquardt.h.

Constructor & Destructor Documentation

◆ CLevenbergMarquardtTempl()

template<typename VECTORTYPE = Eigen::VectorXd, class USERPARAM = VECTORTYPE>
mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::CLevenbergMarquardtTempl ( )
inline

Definition at line 44 of file CLevenbergMarquardt.h.

Member Function Documentation

◆ dumpLogToConsole()

void COutputLogger::dumpLogToConsole ( ) const
inherited

Dump the current contents of the COutputLogger instance in the terminal window.

See also
writeToFile

Definition at line 179 of file COutputLogger.cpp.

◆ execute()

template<typename VECTORTYPE = Eigen::VectorXd, class USERPARAM = VECTORTYPE>
void mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::execute ( VECTORTYPE &  out_optimal_x,
const VECTORTYPE &  x0,
TFunctorEval  functor,
const VECTORTYPE &  increments,
const USERPARAM &  userParam,
TResultInfo out_info,
mrpt::system::VerbosityLevel  verbosity = mrpt::system::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 
)
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::system::COutputLogger::logFmt(), mrpt::system::LVL_DEBUG, mrpt::system::LVL_INFO, MRPT_END, MRPT_START, mrpt::math::norm(), mrpt::math::norm_inf(), mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::TResultInfo::path, mrpt::system::COutputLogger::setMinLoggingLevel(), and mrpt::containers::sprintf_vector().

◆ getLogAsString() [1/2]

void COutputLogger::getLogAsString ( std::string log_contents) const
inherited

Fill the provided string with the contents of the logger's history in std::string representation.

Definition at line 143 of file COutputLogger.cpp.

◆ getLogAsString() [2/2]

std::string COutputLogger::getLogAsString ( ) const
inherited

Get the history of COutputLogger instance in a string representation.

Definition at line 148 of file COutputLogger.cpp.

Referenced by mrpt::graphslam::deciders::CICPCriteriaNRD< GRAPH_T >::getDescriptiveReport().

◆ getLoggerLastMsg() [1/2]

std::string COutputLogger::getLoggerLastMsg ( ) const
inherited

Return the last Tmsg instance registered in the logger history.

Definition at line 184 of file COutputLogger.cpp.

References mrpt::system::COutputLogger::TMsg::getAsString().

◆ getLoggerLastMsg() [2/2]

void COutputLogger::getLoggerLastMsg ( std::string msg_str) const
inherited

Fill inputtted string with the contents of the last message in history.

Definition at line 190 of file COutputLogger.cpp.

◆ getLoggerName()

std::string COutputLogger::getLoggerName ( ) const
inherited

Return the name of the COutputLogger instance.

See also
setLoggerName

Definition at line 132 of file COutputLogger.cpp.

Referenced by mrpt::system::COutputLogger::TMsg::TMsg().

◆ getMinLoggingLevel()

VerbosityLevel mrpt::system::COutputLogger::getMinLoggingLevel ( ) const
inlineinherited

◆ isLoggingLevelVisible()

bool mrpt::system::COutputLogger::isLoggingLevelVisible ( VerbosityLevel  level) const
inlineinherited

◆ logCond()

void COutputLogger::logCond ( const VerbosityLevel  level,
bool  cond,
const std::string msg_str 
) const
inherited

Log the given message only if the condition is satisfied.

See also
log, logFmt

Definition at line 120 of file COutputLogger.cpp.

◆ logDeregisterCallback()

bool COutputLogger::logDeregisterCallback ( output_logger_callback_t  userFunc)
inherited
Returns
true if an entry was found and deleted.

Definition at line 287 of file COutputLogger.cpp.

References getAddress().

◆ logFmt()

void COutputLogger::logFmt ( const VerbosityLevel  level,
const char *  fmt,
  ... 
) const
inherited

◆ loggerReset()

void COutputLogger::loggerReset ( )
inherited

Reset the contents of the logger instance.

Called upon construction.

Definition at line 195 of file COutputLogger.cpp.

References mrpt::system::LVL_INFO.

◆ logRegisterCallback()

void COutputLogger::logRegisterCallback ( output_logger_callback_t  userFunc)
inherited

Definition at line 274 of file COutputLogger.cpp.

◆ logStr()

void COutputLogger::logStr ( const VerbosityLevel  level,
const std::string msg_str 
) const
inherited

◆ setLoggerName()

void COutputLogger::setLoggerName ( const std::string name)
inherited

◆ setMinLoggingLevel()

void COutputLogger::setMinLoggingLevel ( const VerbosityLevel  level)
inherited

Set the minimum logging level for which the incoming logs are going to be taken into account.

String messages with specified VerbosityLevel smaller than the min, will not be outputted to the screen and neither will a record of them be stored in by the COutputLogger instance

Definition at line 133 of file COutputLogger.cpp.

Referenced by mrpt::maps::CRandomFieldGridMap2D::enableVerbose(), mrpt::math::CLevenbergMarquardtTempl< VECTORTYPE, USERPARAM >::execute(), mrpt::hwdrivers::CHokuyoURG::initialize(), and mrpt::graphslam::deciders::CICPCriteriaNRD< GRAPH_T >::loadParams().

◆ setVerbosityLevel()

void COutputLogger::setVerbosityLevel ( const VerbosityLevel  level)
inherited

◆ writeLogToFile()

void COutputLogger::writeLogToFile ( const std::string fname_in = NULL) const
inherited

Write the contents of the COutputLogger instance to an external file.

Upon call to this method, COutputLogger dumps the contents of all the logged commands so far to the specified external file. By default the filename is set to ${LOGGERNAME}.log except if the fname parameter is provided

See also
dumpToConsole, getAsString

Definition at line 154 of file COutputLogger.cpp.

References ASSERTMSG_, and mrpt::format().

Member Data Documentation

◆ logging_enable_console_output

bool mrpt::system::COutputLogger::logging_enable_console_output
inherited

[Default=true] Set it to false in case you don't want the logged messages to be dumped to the output automatically.

Definition at line 239 of file system/COutputLogger.h.

◆ logging_enable_keep_record

bool mrpt::system::COutputLogger::logging_enable_keep_record
inherited

[Default=false] Enables storing all messages into an internal list.

See also
writeLogToFile, getLogAsString

Definition at line 242 of file system/COutputLogger.h.

◆ logging_levels_to_colors

mrpt::system::TConsoleColor COutputLogger::logging_levels_to_colors
staticinherited
Initial value:

Map from VerbosityLevels to their corresponding mrpt::system::TConsoleColor.

Implementation file for the COutputLogger header class.

Handy for coloring the input based on the verbosity of the message

Definition at line 124 of file system/COutputLogger.h.

Referenced by mrpt::system::COutputLogger::TMsg::dumpToConsole().

◆ logging_levels_to_names

std::string COutputLogger::logging_levels_to_names
staticinherited
Initial value:
=
{
"DEBUG",
"INFO ",
"WARN ",
"ERROR"
}

Map from VerbosityLevels to their corresponding names.

Handy for printing the current message VerbosityLevel along with the actual content

Definition at line 129 of file system/COutputLogger.h.

Referenced by mrpt::system::COutputLogger::TMsg::getAsString().

◆ m_min_verbosity_level

VerbosityLevel mrpt::system::COutputLogger::m_min_verbosity_level
protectedinherited

Provided messages with VerbosityLevel smaller than this value shall be ignored.

Definition at line 252 of file system/COutputLogger.h.

Referenced by mrpt::system::COutputLogger::getMinLoggingLevel(), and mrpt::system::COutputLogger::isLoggingLevelVisible().




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