45 template<typename FunctorType, typename Scalar=double>
48     static Scalar sqrt_epsilon()  in sqrt_epsilon()
51       return sqrt(NumTraits<Scalar>::epsilon());  in sqrt_epsilon()
62             : factor(Scalar(100.))  in Parameters()
66             , gtol(Scalar(0.))  in Parameters()
67             , epsfcn(Scalar(0.)) {}  in Parameters()
68         Scalar factor;
70         Scalar ftol;
71         Scalar xtol;
72         Scalar gtol;
73         Scalar epsfcn;
76     typedef Matrix< Scalar, Dynamic, 1 > FVectorType;
77     typedef Matrix< Scalar, Dynamic, Dynamic > JacobianType;
81             const Scalar tol = sqrt_epsilon()
92             const Scalar tol = sqrt_epsilon()
97             const Scalar tol = sqrt_epsilon()
113     Scalar fnorm, gnorm;
116     Scalar lm_param(void) { return par; }  in lm_param()
124     Scalar par, sum;
125     Scalar temp, temp1, temp2;
126     Scalar delta;
127     Scalar ratio;
128     Scalar pnorm, xnorm, fnorm1, actred, dirder, prered;
133 template<typename FunctorType, typename Scalar>
135 LevenbergMarquardt<FunctorType,Scalar>::lmder1(  in lmder1()
137         const Scalar tol  in lmder1()
156 template<typename FunctorType, typename Scalar>
158 LevenbergMarquardt<FunctorType,Scalar>::minimize(FVectorType  &x)  in minimize()
169 template<typename FunctorType, typename Scalar>
171 LevenbergMarquardt<FunctorType,Scalar>::minimizeInit(FVectorType  &x)  in minimizeInit()
212 template<typename FunctorType, typename Scalar>
214 LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(FVectorType  &x)  in minimizeOneStep()
275         internal::lmpar2<Scalar>(qrfac, diag, qtf, delta, par, wa1);  in minimizeOneStep()
294         if (Scalar(.1) * fnorm1 < fnorm)  in minimizeOneStep()
302         prered = temp1 + temp2 / Scalar(.5);  in minimizeOneStep()
312         if (ratio <= Scalar(.25)) {  in minimizeOneStep()
314                 temp = Scalar(.5);  in minimizeOneStep()
316                 temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);  in minimizeOneStep()
317             if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))  in minimizeOneStep()
318                 temp = Scalar(.1);  in minimizeOneStep()
320             delta = temp * (std::min)(delta, pnorm / Scalar(.1));  in minimizeOneStep()
322         } else if (!(par != 0. && ratio < Scalar(.75))) {  in minimizeOneStep()
323             delta = pnorm / Scalar(.5);  in minimizeOneStep()
324             par = Scalar(.5) * par;  in minimizeOneStep()
328         if (ratio >= Scalar(1e-4)) {  in minimizeOneStep()
339 …if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && del…  in minimizeOneStep()
341         if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.)  in minimizeOneStep()
349 …if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scala…  in minimizeOneStep()
351         if (delta <= NumTraits<Scalar>::epsilon() * xnorm)  in minimizeOneStep()
353         if (gnorm <= NumTraits<Scalar>::epsilon())  in minimizeOneStep()
356     } while (ratio < Scalar(1e-4));  in minimizeOneStep()
361 template<typename FunctorType, typename Scalar>
363 LevenbergMarquardt<FunctorType,Scalar>::lmstr1(  in lmstr1()
365         const Scalar tol  in lmstr1()
383 template<typename FunctorType, typename Scalar>
385 LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageInit(FVectorType  &x)  in minimizeOptimumStorageInit()
432 template<typename FunctorType, typename Scalar>
434 LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(FVectorType  &x)  in minimizeOptimumStorageOneStep()
453         internal::rwupdt<Scalar>(fjac, wa3, qtf, fvec[i]);  in minimizeOptimumStorageOneStep()
525         internal::lmpar<Scalar>(fjac, permutation.indices(), diag, qtf, delta, par, wa1);  in minimizeOptimumStorageOneStep()
544         if (Scalar(.1) * fnorm1 < fnorm)  in minimizeOptimumStorageOneStep()
552         prered = temp1 + temp2 / Scalar(.5);  in minimizeOptimumStorageOneStep()
562         if (ratio <= Scalar(.25)) {  in minimizeOptimumStorageOneStep()
564                 temp = Scalar(.5);  in minimizeOptimumStorageOneStep()
566                 temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);  in minimizeOptimumStorageOneStep()
567             if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))  in minimizeOptimumStorageOneStep()
568                 temp = Scalar(.1);  in minimizeOptimumStorageOneStep()
570             delta = temp * (std::min)(delta, pnorm / Scalar(.1));  in minimizeOptimumStorageOneStep()
572         } else if (!(par != 0. && ratio < Scalar(.75))) {  in minimizeOptimumStorageOneStep()
573             delta = pnorm / Scalar(.5);  in minimizeOptimumStorageOneStep()
574             par = Scalar(.5) * par;  in minimizeOptimumStorageOneStep()
578         if (ratio >= Scalar(1e-4)) {  in minimizeOptimumStorageOneStep()
589 …if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && del…  in minimizeOptimumStorageOneStep()
591         if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.)  in minimizeOptimumStorageOneStep()
599 …if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scala…  in minimizeOptimumStorageOneStep()
601         if (delta <= NumTraits<Scalar>::epsilon() * xnorm)  in minimizeOptimumStorageOneStep()
603         if (gnorm <= NumTraits<Scalar>::epsilon())  in minimizeOptimumStorageOneStep()
606     } while (ratio < Scalar(1e-4));  in minimizeOptimumStorageOneStep()
611 template<typename FunctorType, typename Scalar>
613 LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorage(FVectorType  &x)  in minimizeOptimumStorage()
624 template<typename FunctorType, typename Scalar>
626 LevenbergMarquardt<FunctorType,Scalar>::lmdif1(  in lmdif1()
630         const Scalar tol  in lmdif1()
642     LevenbergMarquardt<NumericalDiff<FunctorType>, Scalar > lm(numDiff);  in lmdif1()