iLab Neuromorphic Robotics Toolkit  0.1
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lmdifImpl.H
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1 /*! @file
2  @author Shane Grant
3  @copyright GNU Public License (GPL v3)
4  @section License
5  @verbatim
6  // ////////////////////////////////////////////////////////////////////////
7  // The iLab Neuromorphic Robotics Toolkit (NRT) //
8  // Copyright 2010-2012 by the University of Southern California (USC) //
9  // and the iLab at USC. //
10  // //
11  // iLab - University of Southern California //
12  // Hedco Neurociences Building, Room HNB-10 //
13  // Los Angeles, Ca 90089-2520 - USA //
14  // //
15  // See http://ilab.usc.edu for information about this project. //
16  // ////////////////////////////////////////////////////////////////////////
17  // This file is part of The iLab Neuromorphic Robotics Toolkit. //
18  // //
19  // The iLab Neuromorphic Robotics Toolkit is free software: you can //
20  // redistribute it and/or modify it under the terms of the GNU General //
21  // Public License as published by the Free Software Foundation, either //
22  // version 3 of the License, or (at your option) any later version. //
23  // //
24  // The iLab Neuromorphic Robotics Toolkit is distributed in the hope //
25  // that it will be useful, but WITHOUT ANY WARRANTY; without even the //
26  // implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR //
27  // PURPOSE. See the GNU General Public License for more details. //
28  // //
29  // You should have received a copy of the GNU General Public License //
30  // along with The iLab Neuromorphic Robotics Toolkit. If not, see //
31  // <http://www.gnu.org/licenses/>. //
32  // ////////////////////////////////////////////////////////////////////////
33  @endverbatim */
34 
35 template<typename FunctorType, typename Scalar> inline
36 Eigen::LevenbergMarquardtSpace::Status
37 nrt::lmdif1(
38  FunctorType & functor,
39  Eigen::Matrix<Scalar, Eigen::Dynamic, 1> & x,
40  Eigen::DenseIndex * nfev,
41  const Scalar tol )
42 {
43  typedef Eigen::DenseIndex Index;
44 
45  Index n = x.size();
46  Index m = functor.values();
47 
48  if( n <= 0 || m < n || tol < 0.0 )
49  return Eigen::LevenbergMarquardtSpace::ImproperInputParameters;
50 
51  Eigen::NumericalDiff<FunctorType> numDiff( functor );
52 
53  Eigen::LevenbergMarquardt<decltype( numDiff ), Scalar> lm( numDiff );
54  lm.parameters.ftol = tol;
55  lm.parameters.xtol = tol;
56  lm.parameters.maxfev = 200 * ( n + 1 );
57 
58  Eigen::LevenbergMarquardtSpace::Status info =
59  Eigen::LevenbergMarquardtSpace::Status( lm.minimize( x ) );
60 
61  if( nfev )
62  *nfev = lm.nfev;
63 
64  return info;
65 }
66