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Eigen: Improvements in NonLinearOptimization()

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git-svn-id: svn://ultimatepp.org/upp/trunk@14682 f0d560ea-af0d-0410-9eb7-867de7ffcac7
This commit is contained in:
koldo 2020-07-15 07:55:37 +00:00
parent 0de514b9f2
commit 74f660ecdf
2 changed files with 13 additions and 3 deletions
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12
uppsrc/plugin/Eigen/Eigen.cpp
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@ -5,15 +5,23 @@ namespace Upp {
using namespace Eigen;
bool NonLinearOptimization(VectorXd &y, Eigen::Index numData, Function <int(const VectorXd &b, VectorXd &residual)> Residual) {
bool NonLinearOptimization(VectorXd &y, Eigen::Index numData,
Function <int(const VectorXd &b, VectorXd &residual)> Residual,
double xtol, double ftol, int maxfev) {
Basic_functor functor(Residual);
functor.unknowns = y.size();
functor.datasetLen = numData;
Eigen::NumericalDiff<Basic_functor> numDiff(functor);
Eigen::LevenbergMarquardt<Eigen::NumericalDiff<Basic_functor> > lm(numDiff);
if (!IsNull(xtol))
lm.parameters.xtol *= xtol;
if (!IsNull(ftol))
lm.parameters.ftol *= ftol;
if (!IsNull(maxfev))
lm.parameters.maxfev = maxfev;
int ret = lm.minimize(y);
if (ret == Eigen::LevenbergMarquardtSpace::ImproperInputParameters ||
ret == Eigen::LevenbergMarquardtSpace::TooManyFunctionEvaluation)
ret == Eigen::LevenbergMarquardtSpace::TooManyFunctionEvaluation)
return false;
return true;
}

4
uppsrc/plugin/Eigen/Eigen.h
View file

@ -48,7 +48,9 @@ struct Basic_functor : NonLinearOptimizationFunctor<double> {
Function <int(const Eigen::VectorXd &b, Eigen::VectorXd &err)> function;
};
bool NonLinearOptimization(Eigen::VectorXd &y, Eigen::Index numData, Function <int(const Eigen::VectorXd &y, Eigen::VectorXd &residual)>residual);
bool NonLinearOptimization(Eigen::VectorXd &y, Eigen::Index numData,
Function <int(const Eigen::VectorXd &y, Eigen::VectorXd &residual)>residual,
double xtol = Null, double ftol = Null, int maxfev = Null);
bool SolveNonLinearEquations(Eigen::VectorXd &y, Function <int(const Eigen::VectorXd &b, Eigen::VectorXd &residual)> Residual);
template <class T>