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CPositiveDefiniteLevenbergMarquardtMinimizer Class Reference

#include <PositiveDefiniteLevenbergMarquardtMinimizer.h>

Inheritance diagram for CPositiveDefiniteLevenbergMarquardtMinimizer:

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List of all members.

Public Methods

 CPositiveDefiniteLevenbergMarquardtMinimizer ()
 CPositiveDefiniteLevenbergMarquardtMinimizer (CParameterFilter *pFilter, double marquardt, double chiTol, double gradTol, int nIterations)
virtual ~CPositiveDefiniteLevenbergMarquardtMinimizer ()
double Minimize (double *parameters, Minimizable *minimizable)
void ComputeDerivativeInformation (double *parameters, NLLSMinimizable *nlls)
void SVDSolveMarquardtSystem (double *deltaP)
void LUSolveMarquardtSystem (double *deltaP)
void SetBounds (double *parameters)
void CheckBounds (double *parameters)

Private Attributes

bool m_bBreakFlag
bool m_bReconditionFlag
double m_dMarquardt
int m_iNIterations
double m_dChiSqTol
double m_dGradTol
double ** m_pdAlpha
double * m_pdBeta
double * m_pdUpperBounds
double * m_pdLowerBounds
int m_iNResiduals
CParameterFilterm_pFilter

Constructor & Destructor Documentation

CPositiveDefiniteLevenbergMarquardtMinimizer::CPositiveDefiniteLevenbergMarquardtMinimizer  
 

Definition at line 11 of file PositiveDefiniteLevenbergMarquardtMinimizer.cpp.

References m_dChiSqTol, m_dGradTol, m_dMarquardt, and m_iNIterations.

CPositiveDefiniteLevenbergMarquardtMinimizer::CPositiveDefiniteLevenbergMarquardtMinimizer CParameterFilter   pFilter,
double    marquardt,
double    chiTol,
double    gradTol,
int    nIterations
 

Definition at line 20 of file PositiveDefiniteLevenbergMarquardtMinimizer.cpp.

References m_dChiSqTol, m_dGradTol, m_dMarquardt, m_iNIterations, and m_pFilter.

CPositiveDefiniteLevenbergMarquardtMinimizer::~CPositiveDefiniteLevenbergMarquardtMinimizer   [virtual]
 

Definition at line 29 of file PositiveDefiniteLevenbergMarquardtMinimizer.cpp.


Member Function Documentation

void CPositiveDefiniteLevenbergMarquardtMinimizer::CheckBounds double *    parameters
 

Definition at line 488 of file PositiveDefiniteLevenbergMarquardtMinimizer.cpp.

References m_pdLowerBounds, m_pdUpperBounds, and Minimizer::nParameters.

void CPositiveDefiniteLevenbergMarquardtMinimizer::ComputeDerivativeInformation double *    parameters,
NLLSMinimizable   nlls
 

Definition at line 179 of file PositiveDefiniteLevenbergMarquardtMinimizer.cpp.

References NLLSMinimizable::GetResiduals, m_bBreakFlag, m_dGradTol, m_iNResiduals, m_pdAlpha, m_pdBeta, m_pFilter, Minimizer::nParameters, NLLSMinimizable::ObjectiveFunction, CParameterFilter::Operator, and CParameterFilter::OperatorInverse.

Referenced by Minimize.

void CPositiveDefiniteLevenbergMarquardtMinimizer::LUSolveMarquardtSystem double *    deltaP
 

Definition at line 419 of file PositiveDefiniteLevenbergMarquardtMinimizer.cpp.

References DGETRF, DGETRS, m_bReconditionFlag, m_pdAlpha, m_pdBeta, and Minimizer::nParameters.

double CPositiveDefiniteLevenbergMarquardtMinimizer::Minimize double *    parameters,
Minimizable   minimizable
[virtual]
 

Implements Minimizer.

Definition at line 34 of file PositiveDefiniteLevenbergMarquardtMinimizer.cpp.

References CParameterFilter::BackwardTransformation, ComputeDerivativeInformation, CParameterFilter::ForwardTransformation, Minimizable::GetNParameters, NLLSMinimizable::GetNResiduals, m_bBreakFlag, m_bReconditionFlag, m_dChiSqTol, m_dMarquardt, m_iNIterations, m_iNResiduals, m_pdAlpha, m_pdBeta, m_pdLowerBounds, m_pdUpperBounds, m_pFilter, Minimizer::nParameters, NLLSMinimizable::ObjectiveFunction, SetBounds, and SVDSolveMarquardtSystem.

void CPositiveDefiniteLevenbergMarquardtMinimizer::SetBounds double *    parameters
 

Definition at line 479 of file PositiveDefiniteLevenbergMarquardtMinimizer.cpp.

References m_pdLowerBounds, m_pdUpperBounds, and Minimizer::nParameters.

Referenced by Minimize.

void CPositiveDefiniteLevenbergMarquardtMinimizer::SVDSolveMarquardtSystem double *    deltaP
 

Definition at line 290 of file PositiveDefiniteLevenbergMarquardtMinimizer.cpp.

References DBDSQR, DGEBRD, DORGBR, m_pdAlpha, m_pdBeta, and Minimizer::nParameters.

Referenced by Minimize.


Member Data Documentation

bool CPositiveDefiniteLevenbergMarquardtMinimizer::m_bBreakFlag [private]
 

Definition at line 46 of file PositiveDefiniteLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, and Minimize.

bool CPositiveDefiniteLevenbergMarquardtMinimizer::m_bReconditionFlag [private]
 

Definition at line 47 of file PositiveDefiniteLevenbergMarquardtMinimizer.h.

Referenced by LUSolveMarquardtSystem, and Minimize.

double CPositiveDefiniteLevenbergMarquardtMinimizer::m_dChiSqTol [private]
 

Definition at line 50 of file PositiveDefiniteLevenbergMarquardtMinimizer.h.

Referenced by CPositiveDefiniteLevenbergMarquardtMinimizer, and Minimize.

double CPositiveDefiniteLevenbergMarquardtMinimizer::m_dGradTol [private]
 

Definition at line 51 of file PositiveDefiniteLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, and CPositiveDefiniteLevenbergMarquardtMinimizer.

double CPositiveDefiniteLevenbergMarquardtMinimizer::m_dMarquardt [private]
 

Definition at line 48 of file PositiveDefiniteLevenbergMarquardtMinimizer.h.

Referenced by CPositiveDefiniteLevenbergMarquardtMinimizer, and Minimize.

int CPositiveDefiniteLevenbergMarquardtMinimizer::m_iNIterations [private]
 

Definition at line 49 of file PositiveDefiniteLevenbergMarquardtMinimizer.h.

Referenced by CPositiveDefiniteLevenbergMarquardtMinimizer, and Minimize.

int CPositiveDefiniteLevenbergMarquardtMinimizer::m_iNResiduals [private]
 

Definition at line 56 of file PositiveDefiniteLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, and Minimize.

double** CPositiveDefiniteLevenbergMarquardtMinimizer::m_pdAlpha [private]
 

Definition at line 52 of file PositiveDefiniteLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, LUSolveMarquardtSystem, Minimize, and SVDSolveMarquardtSystem.

double* CPositiveDefiniteLevenbergMarquardtMinimizer::m_pdBeta [private]
 

Definition at line 53 of file PositiveDefiniteLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, LUSolveMarquardtSystem, Minimize, and SVDSolveMarquardtSystem.

double* CPositiveDefiniteLevenbergMarquardtMinimizer::m_pdLowerBounds [private]
 

Definition at line 55 of file PositiveDefiniteLevenbergMarquardtMinimizer.h.

Referenced by CheckBounds, Minimize, and SetBounds.

double* CPositiveDefiniteLevenbergMarquardtMinimizer::m_pdUpperBounds [private]
 

Definition at line 54 of file PositiveDefiniteLevenbergMarquardtMinimizer.h.

Referenced by CheckBounds, Minimize, and SetBounds.

CParameterFilter* CPositiveDefiniteLevenbergMarquardtMinimizer::m_pFilter [private]
 

Definition at line 57 of file PositiveDefiniteLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, CPositiveDefiniteLevenbergMarquardtMinimizer, and Minimize.


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