Daviddoria at 13:55, 5 November 2011

2011-11-05T13:55:36Z

Daviddoria: Created page with '==LevenbergMarquardtNumerical.cpp== #include #include #include // LM minimize for sum_i …'

2011-11-05T13:53:08Z

Created page with '==LevenbergMarquardtNumerical.cpp== <source lang="cpp"> #include <iostream> #include <Eigen/Dense> #include <unsupported/Eigen/NonLinearOptimization> // LM minimize for sum_i …'

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==LevenbergMarquardtNumerical.cpp==
<source lang="cpp">
#include <iostream>

#include <Eigen/Dense>

#include <unsupported/Eigen/NonLinearOptimization>

// LM minimize for sum_i (f_i(x))^2

struct MyFunctor
{
int operator()(const Eigen::VectorXf &x, Eigen::VectorXf &fvec) const
{
// Implement y = (x-5)^2 (remember, operator() should return the value BEFORE it is squared.
fvec(0) = x(0) - 5.0;
return 0;
}

int df(const Eigen::VectorXf &x, Eigen::MatrixXf &fjac) const
{
Eigen::VectorXf epsilon(1);
epsilon(0) = 1e-5;

Eigen::VectorXf fvec1;
operator()(x + epsilon, fvec1);
Eigen::VectorXf fvec2;
operator()(x - epsilon, fvec2);
fjac = (fvec1 - fvec2)/2.0f;
return 0;
}

int inputs() const { return 1; }// inputs is the dimension of x.
int values() const { return 1; } // "values" is the number of f_i and
};

int main(int argc, char *argv[])
{
Eigen::VectorXf x(1);
x(0) = 2;
std::cout << "x: " << x << std::endl;

MyFunctor functor;
Eigen::LevenbergMarquardt<MyFunctor, float> lm(functor);
lm.minimize(x);

std::cout << "x that minimizes the function: " << x << std::endl;

return 0;
}

</source>

==CMakeLists.txt==
<source lang="cmake">
cmake_minimum_required(VERSION 2.6)

PROJECT(NumericalDerivative)
include_directories(/media/portable/src/Eigen)
# FIND_PACKAGE(Eigen3 REQUIRED)
# INCLUDE(${Eigen_USE_FILE})

include_directories(${EIGEN3_INCLUDE_DIR} ${EIGEN3_INCLUDE_DIR}/unsupported/)
SET(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -DEIGEN_YES_I_KNOW_SPARSE_MODULE_IS_NOT_STABLE_YET")

ADD_EXECUTABLE(NumericalDerivative NumericalDerivative.cpp )

</source>

@@ Line 23: / Line 23: @@
      epsilon(0) = 1e-5;
-     Eigen::VectorXf fvec1;
+     Eigen::VectorXf fvec1(1);
      operator()(x + epsilon, fvec1);
-     Eigen::VectorXf fvec2;
+     Eigen::VectorXf fvec2(1);
      operator()(x - epsilon, fvec2);
      fjac = (fvec1 - fvec2)/2.0f;

CPP/Eigen/LevenbergMarquardtNumerical - Revision history

Daviddoria at 13:55, 5 November 2011

Daviddoria: Created page with '==LevenbergMarquardtNumerical.cpp== #include #include #include // LM minimize for sum_i …'