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move more stuff into Parameters

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This commit is contained in:
Thomas Capricelli 2009-08-25 23:37:27 +02:00
parent a2abb4afb6
commit bbd44ef0ad
3 changed files with 26 additions and 25 deletions
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30
unsupported/Eigen/src/NonLinear/HybridNonLinearSolver.h
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@ -21,10 +21,16 @@ public:
Parameters() Parameters()
: factor(Scalar(100.)) : factor(Scalar(100.))
, maxfev(1000) , maxfev(1000)
, xtol(ei_sqrt(epsilon<Scalar>())) {} , xtol(ei_sqrt(epsilon<Scalar>()))
, nb_of_subdiagonals(-1)
, nb_of_superdiagonals(-1)
, epsfcn (Scalar(0.)) {}
Scalar factor; Scalar factor;
int maxfev; // maximum number of function evaluation int maxfev; // maximum number of function evaluation
Scalar xtol; Scalar xtol;
int nb_of_subdiagonals;
int nb_of_superdiagonals;
Scalar epsfcn;
}; };
Status solve( Status solve(
@ -44,10 +50,7 @@ public:
Status solveNumericalDiff( Status solveNumericalDiff(
Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &x,
const Parameters &parameters, const Parameters &parameters,
const int mode=1, const int mode=1
int nb_of_subdiagonals = -1,
int nb_of_superdiagonals = -1,
const Scalar epsfcn = Scalar(0.)
); );
Matrix< Scalar, Dynamic, 1 > fvec; Matrix< Scalar, Dynamic, 1 > fvec;
@ -406,16 +409,15 @@ typename HybridNonLinearSolver<FunctorType,Scalar>::Status
HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiff( HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiff(
Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &x,
const Parameters &parameters, const Parameters &parameters,
const int mode, const int mode
int nb_of_subdiagonals,
int nb_of_superdiagonals,
const Scalar epsfcn
) )
{ {
n = x.size(); n = x.size();
if (nb_of_subdiagonals<0) nb_of_subdiagonals = n-1; int nsub = parameters.nb_of_subdiagonals;
if (nb_of_superdiagonals<0) nb_of_superdiagonals = n-1; int nsup = parameters.nb_of_superdiagonals;
if (nsub<0) nsub= n-1;
if (nsup<0) nsup= n-1;
wa1.resize(n); wa2.resize(n); wa3.resize(n); wa4.resize(n); wa1.resize(n); wa2.resize(n); wa3.resize(n); wa4.resize(n);
qtf.resize(n); qtf.resize(n);
@ -432,7 +434,7 @@ HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiff(
/* check the input parameters for errors. */ /* check the input parameters for errors. */
if (n <= 0 || parameters.xtol < 0. || parameters.maxfev <= 0 || nb_of_subdiagonals < 0 || nb_of_superdiagonals < 0 || parameters.factor <= 0. ) if (n <= 0 || parameters.xtol < 0. || parameters.maxfev <= 0 || nsub< 0 || nsup< 0 || parameters.factor <= 0. )
return ImproperInputParameters; return ImproperInputParameters;
if (mode == 2) if (mode == 2)
for (int j = 0; j < n; ++j) for (int j = 0; j < n; ++j)
@ -463,9 +465,9 @@ HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiff(
/* calculate the jacobian matrix. */ /* calculate the jacobian matrix. */
if (ei_fdjac1(functor, x, fvec, fjac, nb_of_subdiagonals, nb_of_superdiagonals, epsfcn) <0) if (ei_fdjac1(functor, x, fvec, fjac, nsub, nsup, parameters.epsfcn) <0)
return UserAksed; return UserAksed;
nfev += std::min(nb_of_subdiagonals + nb_of_superdiagonals + 1, n); nfev += std::min(nsub+ nsup+ 1, n);
/* compute the qr factorization of the jacobian. */ /* compute the qr factorization of the jacobian. */

12
unsupported/Eigen/src/NonLinear/LevenbergMarquardt.h
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@ -26,12 +26,14 @@ public:
, maxfev(400) , maxfev(400)
, ftol(ei_sqrt(epsilon<Scalar>())) , ftol(ei_sqrt(epsilon<Scalar>()))
, xtol(ei_sqrt(epsilon<Scalar>())) , xtol(ei_sqrt(epsilon<Scalar>()))
, gtol(Scalar(0.)) { } , gtol(Scalar(0.))
, epsfcn (Scalar(0.)) {}
Scalar factor; Scalar factor;
int maxfev; // maximum number of function evaluation int maxfev; // maximum number of function evaluation
Scalar ftol; Scalar ftol;
Scalar xtol; Scalar xtol;
Scalar gtol; Scalar gtol;
Scalar epsfcn;
}; };
Status minimize( Status minimize(
@ -53,8 +55,7 @@ public:
Status minimizeNumericalDiff( Status minimizeNumericalDiff(
Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &x,
const Parameters &parameters, const Parameters &parameters,
const int mode=1, const int mode=1
const Scalar epsfcn = Scalar(0.)
); );
Status minimizeOptimumStorage( Status minimizeOptimumStorage(
@ -387,8 +388,7 @@ typename LevenbergMarquardt<FunctorType,Scalar>::Status
LevenbergMarquardt<FunctorType,Scalar>::minimizeNumericalDiff( LevenbergMarquardt<FunctorType,Scalar>::minimizeNumericalDiff(
Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &x,
const Parameters &parameters, const Parameters &parameters,
const int mode, const int mode
const Scalar epsfcn
) )
{ {
n = x.size(); n = x.size();
@ -436,7 +436,7 @@ LevenbergMarquardt<FunctorType,Scalar>::minimizeNumericalDiff(
/* calculate the jacobian matrix. */ /* calculate the jacobian matrix. */
if ( ei_fdjac2(functor, x, fvec, fjac, epsfcn) < 0) if ( ei_fdjac2(functor, x, fvec, fjac, parameters.epsfcn) < 0)
return UserAsked; return UserAsked;
nfev += n; nfev += n;

9
unsupported/test/NonLinear.cpp
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@ -373,21 +373,20 @@ void testHybrd1()
void testHybrd() void testHybrd()
{ {
const int n=9; const int n=9;
int info, ml, mu; int info;
VectorXd x; VectorXd x;
/* the following starting values provide a rough fit. */ /* the following starting values provide a rough fit. */
x.setConstant(n, -1.); x.setConstant(n, -1.);
ml = 1;
mu = 1;
// do the computation // do the computation
hybrd_functor functor; hybrd_functor functor;
HybridNonLinearSolver<hybrd_functor> solver(functor); HybridNonLinearSolver<hybrd_functor> solver(functor);
HybridNonLinearSolver<hybrd_functor>::Parameters parameters; HybridNonLinearSolver<hybrd_functor>::Parameters parameters;
parameters.nb_of_subdiagonals = 1;
parameters.nb_of_superdiagonals = 1;
solver.diag.setConstant(n, 1.); solver.diag.setConstant(n, 1.);
info = solver.solveNumericalDiff(x, parameters, 2, ml, mu); info = solver.solveNumericalDiff(x, parameters, 2);
// check return value // check return value
VERIFY( 1 == info); VERIFY( 1 == info);