Difference between revisions of "CPP/Eigen/LevenbergMarquardt"
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< CPP
Daviddoria (Talk | contribs) |
Daviddoria (Talk | contribs) |
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| Line 12: | Line 12: | ||
{ | { | ||
// Implement y = x^2 | // Implement y = x^2 | ||
| − | fvec(0) = x(0)*x(0); | + | fvec(0) = x(0)*x(0) - 5.0 * x(0); |
return 0; | return 0; | ||
} | } | ||
| Line 24: | Line 24: | ||
int inputs() const { return 1; } | int inputs() const { return 1; } | ||
| − | int values() const { return | + | int values() const { return 1; } // number of constraints |
}; | }; | ||
| Line 34: | Line 34: | ||
std::cout << "x: " << x << std::endl; | std::cout << "x: " << x << std::endl; | ||
| − | |||
MyFunctor functor; | MyFunctor functor; | ||
Eigen::LevenbergMarquardt<MyFunctor, float> lm(functor); | Eigen::LevenbergMarquardt<MyFunctor, float> lm(functor); | ||
lm.minimize(x); | lm.minimize(x); | ||
| − | std::cout << "x: " << x | + | std::cout << "x that minimizes the function: " << x << std::endl; |
| − | + | ||
return 0; | return 0; | ||
Latest revision as of 18:44, 4 November 2011
ProjectPoints.cpp
#include <iostream> #include <Eigen/Dense> #include <unsupported/Eigen/NonLinearOptimization> struct MyFunctor { int operator()(const Eigen::VectorXf &x, Eigen::VectorXf &fvec) const { // Implement y = x^2 fvec(0) = x(0)*x(0) - 5.0 * x(0); return 0; } int df(const Eigen::VectorXf &x, Eigen::MatrixXf &fjac) const { // Implement dy/dx = 2*x fjac(0) = 2.0f * x(0); return 0; } int inputs() const { return 1; } int values() const { return 1; } // number of constraints }; 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; }
CMakeLists.txt
cmake_minimum_required(VERSION 2.6) PROJECT(LevenbergMarquardt) 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(LevenbergMarquardt LevenbergMarquardt.cpp )
