CPP/Eigen/LevenbergMarquardt
From ProgrammingExamples
< CPP
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 )