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CRobustLevenbergMarquardtMinimizer Class Reference

#include <RobustLevenbergMarquardtMinimizer.h>

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List of all members.

Public Methods

 CRobustLevenbergMarquardtMinimizer ()
 CRobustLevenbergMarquardtMinimizer (CParameterFilter *pFilter, double marquardt, double chiTol, double gradTol, int nIterations)
virtual ~CRobustLevenbergMarquardtMinimizer ()
double Minimize (double *parameters, Minimizable *minimizable)
void ComputeDerivativeInformation (double *parameters, NLLSMinimizable *nlls)
void QRSolveMarquardtSystem (double *deltaP)

Private Attributes

bool m_bBreakFlag
double m_dMarquardt
int m_iNIterations
double m_dChiSqTol
double m_dGradTol
double ** m_pdJacobian
double ** m_pdAlpha
double * m_pdBeta
double * m_pdScalingMatrix
double * m_pdCurrentResiduals
int m_iNResiduals
CParameterFilterm_pFilter

Constructor & Destructor Documentation

CRobustLevenbergMarquardtMinimizer::CRobustLevenbergMarquardtMinimizer  
 

Definition at line 11 of file RobustLevenbergMarquardtMinimizer.cpp.

References m_dChiSqTol, m_dGradTol, m_dMarquardt, and m_iNIterations.

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

Definition at line 19 of file RobustLevenbergMarquardtMinimizer.cpp.

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

CRobustLevenbergMarquardtMinimizer::~CRobustLevenbergMarquardtMinimizer   [virtual]
 

Definition at line 28 of file RobustLevenbergMarquardtMinimizer.cpp.


Member Function Documentation

void CRobustLevenbergMarquardtMinimizer::ComputeDerivativeInformation double *    parameters,
NLLSMinimizable   nlls
 

Definition at line 176 of file RobustLevenbergMarquardtMinimizer.cpp.

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

Referenced by Minimize.

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

Implements Minimizer.

Definition at line 33 of file RobustLevenbergMarquardtMinimizer.cpp.

References CParameterFilter::BackwardTransformation, ComputeDerivativeInformation, CParameterFilter::ForwardTransformation, Minimizable::GetNParameters, NLLSMinimizable::GetNResiduals, m_bBreakFlag, m_dChiSqTol, m_dMarquardt, m_iNIterations, m_iNResiduals, m_pdAlpha, m_pdBeta, m_pdCurrentResiduals, m_pdJacobian, m_pdScalingMatrix, m_pFilter, Minimizer::nParameters, NLLSMinimizable::ObjectiveFunction, and QRSolveMarquardtSystem.

void CRobustLevenbergMarquardtMinimizer::QRSolveMarquardtSystem double *    deltaP
 

Definition at line 258 of file RobustLevenbergMarquardtMinimizer.cpp.

References __max, __min, DGEQPF, m_iNResiduals, m_pdJacobian, and Minimizer::nParameters.

Referenced by Minimize.


Member Data Documentation

bool CRobustLevenbergMarquardtMinimizer::m_bBreakFlag [private]
 

Definition at line 42 of file RobustLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, and Minimize.

double CRobustLevenbergMarquardtMinimizer::m_dChiSqTol [private]
 

Definition at line 45 of file RobustLevenbergMarquardtMinimizer.h.

Referenced by CRobustLevenbergMarquardtMinimizer, and Minimize.

double CRobustLevenbergMarquardtMinimizer::m_dGradTol [private]
 

Definition at line 46 of file RobustLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, and CRobustLevenbergMarquardtMinimizer.

double CRobustLevenbergMarquardtMinimizer::m_dMarquardt [private]
 

Definition at line 43 of file RobustLevenbergMarquardtMinimizer.h.

Referenced by CRobustLevenbergMarquardtMinimizer, and Minimize.

int CRobustLevenbergMarquardtMinimizer::m_iNIterations [private]
 

Definition at line 44 of file RobustLevenbergMarquardtMinimizer.h.

Referenced by CRobustLevenbergMarquardtMinimizer, and Minimize.

int CRobustLevenbergMarquardtMinimizer::m_iNResiduals [private]
 

Definition at line 52 of file RobustLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, Minimize, and QRSolveMarquardtSystem.

double** CRobustLevenbergMarquardtMinimizer::m_pdAlpha [private]
 

Definition at line 48 of file RobustLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, and Minimize.

double* CRobustLevenbergMarquardtMinimizer::m_pdBeta [private]
 

Definition at line 49 of file RobustLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, and Minimize.

double* CRobustLevenbergMarquardtMinimizer::m_pdCurrentResiduals [private]
 

Definition at line 51 of file RobustLevenbergMarquardtMinimizer.h.

Referenced by Minimize.

double** CRobustLevenbergMarquardtMinimizer::m_pdJacobian [private]
 

Definition at line 47 of file RobustLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, Minimize, and QRSolveMarquardtSystem.

double* CRobustLevenbergMarquardtMinimizer::m_pdScalingMatrix [private]
 

Definition at line 50 of file RobustLevenbergMarquardtMinimizer.h.

Referenced by Minimize.

CParameterFilter* CRobustLevenbergMarquardtMinimizer::m_pFilter [private]
 

Definition at line 53 of file RobustLevenbergMarquardtMinimizer.h.

Referenced by ComputeDerivativeInformation, CRobustLevenbergMarquardtMinimizer, and Minimize.


The documentation for this class was generated from the following files:
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