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Fix doc
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@ -30,8 +30,8 @@
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* actually linear. But if this is so, you should probably better use other
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* methods more fitted to this special case.
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*
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* One algorithm allows to find an extremum of such a system (Levenberg
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* Marquardt algorithm) and the second one is used to find
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* One algorithm allows to find a least-squares solution of such a system
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* (Levenberg-Marquardt algorithm) and the second one is used to find
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* a zero for the system (Powell hybrid "dogleg" method).
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*
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* This code is a port of minpack (http://en.wikipedia.org/wiki/MINPACK).
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@ -58,35 +58,41 @@
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* There are two kinds of tests : those that come from examples bundled with cminpack.
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* They guaranty we get the same results as the original algorithms (value for 'x',
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* for the number of evaluations of the function, and for the number of evaluations
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* of the jacobian if ever).
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* of the Jacobian if ever).
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*
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* Other tests were added by myself at the very beginning of the
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* process and check the results for levenberg-marquardt using the reference data
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* process and check the results for Levenberg-Marquardt using the reference data
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* on http://www.itl.nist.gov/div898/strd/nls/nls_main.shtml. Since then i've
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* carefully checked that the same results were obtained when modifying the
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* code. Please note that we do not always get the exact same decimals as they do,
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* but this is ok : they use 128bits float, and we do the tests using the C type 'double',
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* which is 64 bits on most platforms (x86 and amd64, at least).
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* I've performed those tests on several other implementations of levenberg-marquardt, and
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* I've performed those tests on several other implementations of Levenberg-Marquardt, and
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* (c)minpack performs VERY well compared to those, both in accuracy and speed.
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*
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* The documentation for running the tests is on the wiki
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* http://eigen.tuxfamily.org/index.php?title=Tests
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*
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* \section API API : overview of methods
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* \section API API: overview of methods
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*
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* Both algorithms can use either the jacobian (provided by the user) or compute
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* an approximation by themselves (actually using Eigen \ref NumericalDiff_Module).
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* The part of API referring to the latter use 'NumericalDiff' in the method names
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* (exemple: LevenbergMarquardt.minimizeNumericalDiff() )
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* Both algorithms needs a functor computing the Jacobian. It can be computed by
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* hand, using auto-differentiation (see \ref AutoDiff_Module), or using numerical
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* differences (see \ref NumericalDiff_Module). For instance:
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*\code
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* MyFunc func;
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* NumericalDiff<MyFunc> func_with_num_diff(func);
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* LevenbergMarquardt<NumericalDiff<MyFunc> > lm(func_with_num_diff);
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* \endcode
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* For HybridNonLinearSolver, the method solveNumericalDiff() does the above wrapping for
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* you.
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*
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* The methods LevenbergMarquardt.lmder1()/lmdif1()/lmstr1() and
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* HybridNonLinearSolver.hybrj1()/hybrd1() are specific methods from the original
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* minpack package that you probably should NOT use until you are porting a code that
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* was previously using minpack. They just define a 'simple' API with default values
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* was previously using minpack. They just define a 'simple' API with default values
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* for some parameters.
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*
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* All algorithms are provided using Two APIs :
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* All algorithms are provided using two APIs :
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* - one where the user inits the algorithm, and uses '*OneStep()' as much as he wants :
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* this way the caller have control over the steps
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* - one where the user just calls a method (optimize() or solve()) which will
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@ -94,7 +100,7 @@
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* convenience.
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*
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* As an example, the method LevenbergMarquardt::minimize() is
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* implemented as follow :
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* implemented as follow:
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* \code
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* Status LevenbergMarquardt<FunctorType,Scalar>::minimize(FVectorType &x, const int mode)
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* {
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