COptMethodLevenbergMarquardt Class Reference

#include <COptMethodLevenbergMarquardt.h>

Inheritance diagram for COptMethodLevenbergMarquardt:

Public Member Functions
	COptMethodLevenbergMarquardt (const CDataContainer *pParent, const CTaskEnum::Method &methodType=CTaskEnum::Method::LevenbergMarquardt, const CTaskEnum::Task &taskType=CTaskEnum::Task::optimization)
	COptMethodLevenbergMarquardt (const COptMethodLevenbergMarquardt &src, const CDataContainer *pParent)
virtual const CVector< C_FLOAT64 > *	getBestParameters () const
virtual C_FLOAT64	getBestValue () const
virtual const CVector< C_FLOAT64 > *	getCurrentParameters () const
virtual C_FLOAT64	getCurrentValue () const
virtual unsigned C_INT32	getMaxLogVerbosity () const
virtual bool	optimise ()
virtual	~COptMethodLevenbergMarquardt ()
Public Member Functions inherited from COptMethod
	COptMethod (const CDataContainer *pParent, const CTaskEnum::Method &methodType, const CTaskEnum::Task &taskType, const bool &parallel)
	COptMethod (const COptMethod &src, const CDataContainer *pParent)
const COptLog &	getMethodLog () const
virtual bool	isValidProblem (const CCopasiProblem *pProblem)
void	setProblem (COptProblem *problem)
virtual	~COptMethod ()
Public Member Functions inherited from CCopasiMethod
	CCopasiMethod (const CCopasiMethod &src, const CDataContainer *pParent)
virtual void	clearCallBack ()
const CProcessReportLevel &	getCallBack () const
CMathContainer *	getMathContainer () const
const CTaskEnum::Method &	getSubType () const
const CTaskEnum::Task &	getType () const
virtual void	load (CReadConfig &configBuffer, CReadConfig::Mode mode=CReadConfig::SEARCH)
CCopasiMethod &	operator= (const CCopasiMethod &rhs)
virtual void	print (std::ostream *ostream) const
virtual void	printResult (std::ostream *ostream) const
virtual bool	setCallBack (CProcessReportLevel callBack)
void	setMathContainer (CMathContainer *pContainer)
virtual	~CCopasiMethod ()
Public Member Functions inherited from CCopasiParameterGroup
bool	addGroup (const std::string &name)
void	addParameter (CCopasiParameter *pParameter)
bool	addParameter (const CCopasiParameter &parameter)
bool	addParameter (const std::string &name, const CCopasiParameter::Type type, const CCopasiParameter::UserInterfaceFlag &flag=CCopasiParameter::UserInterfaceFlag::All)
template<class CType >
bool	addParameter (const std::string &name, const CCopasiParameter::Type type, const CType &value, const CCopasiParameter::UserInterfaceFlag &flag=CCopasiParameter::UserInterfaceFlag::All)
virtual bool	applyData (const CData &data, CUndoData::CChangeSet &changes)
CCopasiParameterGroup *	assertGroup (const std::string &name, const CCopasiParameter::UserInterfaceFlag &flag=CCopasiParameter::UserInterfaceFlag::All)
template<class CType >
CType *	assertParameter (const std::string &name, const CCopasiParameter::Type type, const CType &defaultValue, const CCopasiParameter::UserInterfaceFlag &flag=CCopasiParameter::UserInterfaceFlag::All)
index_iterator	beginIndex () const
const_name_iterator	beginName () const
	CCopasiParameterGroup (const CCopasiParameterGroup &src, const CDataContainer *pParent=NULL)
	CCopasiParameterGroup (const std::string &name, const CDataContainer *pParent=NO_PARENT, const std::string &objectType="ParameterGroup")
void	clear ()
virtual void	createUndoData (CUndoData &undoData, const CUndoData::Type &type, const CData &oldData=CData(), const CCore::Framework &framework=CCore::Framework::ParticleNumbers) const
virtual bool	elevateChildren ()
index_iterator	endIndex () const
const_name_iterator	endName () const
CCopasiParameterGroup &	getElementTemplates ()
const CCopasiParameterGroup &	getElementTemplates () const
CCopasiParameterGroup *	getGroup (const size_t &index)
const CCopasiParameterGroup *	getGroup (const size_t &index) const
CCopasiParameterGroup *	getGroup (const std::string &name)
const CCopasiParameterGroup *	getGroup (const std::string &name) const
virtual size_t	getIndex (const CDataObject *pObject) const
size_t	getIndex (const std::string &name) const
std::string	getKey (const size_t &index) const
std::string	getKey (const std::string &name) const
virtual const std::string &	getName (const size_t &index) const
virtual const CObjectInterface *	getObject (const CCommonName &cn) const
CCopasiParameter *	getParameter (const size_t &index)
const CCopasiParameter *	getParameter (const size_t &index) const
CCopasiParameter *	getParameter (std::string name)
const CCopasiParameter *	getParameter (std::string name) const
CCopasiParameter::Type	getType (const size_t &index) const
CCopasiParameter::Type	getType (const std::string &name) const
std::string	getUniqueParameterName (const CCopasiParameter *pParameter) const
template<class CType >
CType &	getValue (const size_t &index)
template<class CType >
const CType &	getValue (const size_t &index) const
template<class CType >
CType &	getValue (const std::string &name)
template<class CType >
const CType &	getValue (const std::string &name) const
bool	haveTemplate () const
virtual CUndoObjectInterface *	insert (const CData &data)
CCopasiParameterGroup &	operator= (const CCopasiParameterGroup &rhs)
virtual bool	remove (CDataObject *pObject)
bool	removeParameter (CCopasiParameter *pParameter)
bool	removeParameter (const size_t &index)
bool	removeParameter (const std::string &name)
virtual void	setUserInterfaceFlag (const UserInterfaceFlag &flag)
template<class CType >
bool	setValue (const size_t &index, const CType &value)
template<class CType >
bool	setValue (const std::string &name, const CType &value)
size_t	size (const UserInterfaceFlag &require=UserInterfaceFlag::None, const UserInterfaceFlag &exclude=UserInterfaceFlag::None) const
bool	swap (const size_t &iFrom, const size_t &iTo)
bool	swap (index_iterator &from, index_iterator &to)
virtual CData	toData () const
virtual void	updateIndex (const size_t &index, const CUndoObjectInterface *pUndoObject)
virtual	~CCopasiParameterGroup ()
Public Member Functions inherited from CCopasiParameter
	CCopasiParameter (const CCopasiParameter &src, const CDataContainer *pParent)
	CCopasiParameter (const std::string &name, const Type &type, const void *pValue=NULL, const CDataContainer *pParent=NO_PARENT, const std::string &objectType="Parameter")
virtual CCommonName	getCN () const override
template<class CType >
const CType &	getDefault () const
virtual const std::string &	getKey () const override
virtual std::string	getObjectDisplayName () const override
const CCopasiParameter::Type &	getType () const
const UserInterfaceFlag &	getUserInterfaceFlag () const
template<class CType >
std::vector< std::pair< CType, CType > > &	getValidValues ()
template<class CType >
const std::vector< std::pair< CType, CType > > &	getValidValues () const
void *	getValidValuesPointer () const
template<class CType >
CType &	getValue ()
template<class CType >
const CType &	getValue () const
virtual void *	getValuePointer () const override
CDataObject *	getValueReference () const
bool	hasValidValues () const
bool	isBasic () const
bool	isDefault () const
bool	isEditable () const
bool	isUnsupported () const
bool	isValidValue (const bool &value) const
bool	isValidValue (const C_FLOAT64 &value) const
bool	isValidValue (const C_INT32 &value) const
bool	isValidValue (const CCommonName &value) const
template<class CType >
bool	isValidValue (const CType &) const
bool	isValidValue (const std::string &value) const
bool	isValidValue (const std::vector< CCopasiParameter * > &value) const
bool	isValidValue (const unsigned C_INT32 &value) const
CCopasiParameter &	operator= (const CCopasiParameter &rhs)
template<class CType >
bool	setDefault (const CType &defaultValue)
bool	setDefault (const std::vector< CCopasiParameter * > &defaultValue)
virtual bool	setObjectParent (const CDataContainer *pParent) override
template<class CType , class Enum >
bool	setValidValues (const CEnumAnnotation< CType, Enum > &validValues)
template<class CType >
bool	setValidValues (const std::vector< std::pair< CType, CType > > &validValues)
template<class CType >
bool	setValue (const CType &value)
bool	setValue (const std::vector< CCopasiParameter * > &value)
virtual	~CCopasiParameter ()
Public Member Functions inherited from CDataContainer
virtual bool	add (CDataObject *pObject, const bool &adopt=true)
virtual bool	appendDeletedDependentData (CUndoData &undoData) const
	CDataContainer (const CDataContainer &src, const CDataContainer *pParent)
	CDataContainer (const std::string &name, const CDataContainer *pParent=NO_PARENT, const std::string &type="CN", const CFlags< Flag > &flag=CFlags< Flag >::None)
virtual std::string	getChildObjectUnits (const CDataObject *pObject) const
void	getDescendants (CDataObject::DataObjectSet &descendants, const bool &recursive=false) const
virtual objectMap &	getObjects ()
virtual const objectMap &	getObjects () const
virtual const std::string	getUnits () const override
virtual const CDataObject *	getValueObject () const override
void	objectRenamed (CDataObject *pObject, const std::string &oldName)
virtual	~CDataContainer ()
Public Member Functions inherited from CDataObject
void	addIssue (const CIssue &issue)
void	addReference (const CDataContainer *pReference)
virtual void	calculateValue () override
	CDataObject (const CDataObject &src, const CDataContainer *pParent=NULL)
virtual void	destruct () override
virtual const CDataObject *	getDataObject () const override
CDataContainer *	getObjectAncestor (const std::string &type) const
CDataModel *	getObjectDataModel () const
const CObjectInterface *	getObjectFromCN (const CCommonName &cn) const
const std::string &	getObjectName () const
CDataContainer *	getObjectParent () const
const std::string &	getObjectType () const
virtual const CObjectInterface::ObjectSet &	getPrerequisites () const override
virtual const CValidity &	getValidity () const override
bool	hasFlag (const Flag &flag) const
virtual bool	isPrerequisiteForContext (const CObjectInterface *pObject, const CCore::SimulationContextFlag &context, const CObjectInterface::ObjectSet &changedObjects) const override
bool	prerequisitsContains (const DataObjectSet &objects) const
void	removeIssue (const CIssue &issue)
void	removeReference (const CDataContainer *pReference)
bool	setObjectName (const std::string &name)
void	validityChanged (const CValidity &changedValidity) override
void	validityRemoved (const CValidity &changedValidity)
virtual	~CDataObject ()
Public Member Functions inherited from CObjectInterface
	CObjectInterface ()
	CObjectInterface (const CObjectInterface &src)
virtual	~CObjectInterface ()
Public Member Functions inherited from CUndoObjectInterface
	CUndoObjectInterface ()
	CUndoObjectInterface (const CUndoObjectInterface &src)
bool	generateUuid ()
const xg::Guid &	getUuid () const
bool	setUuid (const std::string &uuid)
bool	setUuid (const xg::Guid &uuid)
virtual	~CUndoObjectInterface ()

Private Member Functions
virtual bool	cleanup ()
	COptMethodLevenbergMarquardt ()
const C_FLOAT64 &	evaluate ()
void	gradient ()
void	hessian ()
virtual bool	initialize ()
void	initObjects ()

Private Attributes
CVector< C_FLOAT64 >	mBest
C_FLOAT64	mBestValue
bool	mContinue
CVector< C_FLOAT64 >	mCurrent
C_FLOAT64	mEvaluationValue
CVector< C_FLOAT64 >	mGradient
bool	mHaveResiduals
CMatrix< C_FLOAT64 >	mHessian
CMatrix< C_FLOAT64 >	mHessianLM
size_t	mhIteration
C_FLOAT64	mInitialLamda
unsigned C_INT32	mIteration
unsigned C_INT32	mIterationLimit
C_FLOAT64	mLambdaDown
C_FLOAT64	mLambdaUp
C_FLOAT64	mModulation
unsigned C_INT32	mParameterOutOfBounds
CMatrix< C_FLOAT64 >	mResidualJacobianT
CVector< C_FLOAT64 >	mStep
unsigned C_INT32	mStopAfterStalledIterations
CVector< C_FLOAT64 >	mTemp
C_FLOAT64	mTolerance
size_t	mVariableSize

Additional Inherited Members
Public Types inherited from CCopasiParameterGroup
typedef CDataObjectMap::const_type_iterator< CCopasiParameter >	const_name_iterator
typedef std::vector< CCopasiParameter * >	elements
typedef elements::iterator	index_iterator
typedef CDataObjectMap::type_iterator< CCopasiParameter >	name_iterator
Public Types inherited from CCopasiParameter
enum class	eUserInterfaceFlag { editable , basic , unsupported , __SIZE }
enum class	Type {   DOUBLE = 0 , UDOUBLE , INT , UINT ,   BOOL , GROUP , STRING , CN ,   KEY , FILE , EXPRESSION , INVALID ,   __SIZE }
typedef CFlags< eUserInterfaceFlag >	UserInterfaceFlag
Public Types inherited from CDataContainer
typedef CDataObjectMap	objectMap
Public Types inherited from CDataObject
typedef std::set< const CDataObject * >	DataObjectSet
enum	Flag {   Container , Vector , Matrix , NameVector ,   Reference , ValueBool , ValueInt , ValueInt64 ,   ValueDbl , NonUniqueName , StaticString , ValueString ,   Separator , DisplayName , ModelEntity , Array ,   DataModel , Root , Gui , __SIZE }
Public Types inherited from CObjectInterface
typedef std::vector< const CDataContainer * >	ContainerList
typedef std::set< const CObjectInterface * >	ObjectSet
Static Public Member Functions inherited from CCopasiParameter
static void	allocateValidValues (const Type &type, void *&pValidValues)
static void	allocateValue (const Type &type, void *&pValue)
static void	assignValue (const Type &type, void *&pValue, const void *pNewValue)
static void	deleteValidValues (const Type &type, void *&pValidValues)
static void	deleteValue (const Type &type, void *&pValue)
static CCopasiParameter *	fromData (const CData &data, CUndoObjectInterface *pParent)
Static Public Member Functions inherited from CDataContainer
static CDataContainer *	fromData (const CData &data, CUndoObjectInterface *pParent)
Static Public Member Functions inherited from CDataObject
static CDataObject *	fromData (const CData &data, CUndoObjectInterface *pParent)
static void	sanitizeObjectName (std::string &name)
Static Public Member Functions inherited from CObjectInterface
static const CDataObject *	DataObject (const CObjectInterface *pInterface)
static CObjectInterface *	GetObjectFromCN (const ContainerList &listOfContainer, const CCommonName &objName)
Static Public Member Functions inherited from CUndoObjectInterface
template<class CType >
static CType *	fromData (const CData &, CUndoObjectInterface *)
Static Public Attributes inherited from CCopasiParameter
static const CEnumAnnotation< std::string, Type >	TypeName
static const CEnumAnnotation< std::string, Type >	XMLType
Static Public Attributes inherited from CDataContainer
static const CObjectInterface::ContainerList	EmptyList
Protected Member Functions inherited from COptMethod
virtual void	signalMathContainerChanged ()
Protected Member Functions inherited from CCopasiMethod
	CCopasiMethod (const CCopasiMethod &src)
	CCopasiMethod (const CDataContainer *pParent, const CTaskEnum::Method &methodType, const CTaskEnum::Task &taskType)
Protected Member Functions inherited from CCopasiParameterGroup
	CCopasiParameterGroup ()
Protected Member Functions inherited from CCopasiParameter
	CCopasiParameter (const CCopasiParameter &src)
Protected Member Functions inherited from CDataContainer
template<class CType >
CDataMatrixReference< CType > *	addMatrixReference (const std::string &name, CType &reference, const CFlags< Flag > &flag=CFlags< Flag >::None)
template<class CType >
CDataObjectReference< CType > *	addObjectReference (const std::string &name, CType &reference, const CFlags< Flag > &flag=CFlags< Flag >::None)
template<class CType >
CDataVectorReference< CType > *	addVectorReference (const std::string &name, CType &reference, const CFlags< Flag > &flag=CFlags< Flag >::None)
	CDataContainer (const CDataContainer &src)
void	initObjects ()
Protected Member Functions inherited from CDataObject
	CDataObject ()
	CDataObject (const std::string &name, const CDataContainer *pParent=static_cast< CDataContainer * >((void *) 0), const std::string &type="CN", const CFlags< Flag > &flag=CFlags< Flag >::None)
Static Protected Member Functions inherited from COptMethod
static std::pair< C_FLOAT64, bool >	objectiveValue (COptProblem *pProblem, const CVectorCore< C_FLOAT64 > &parameters)
static void	reflect (COptProblem *pProblem, const C_FLOAT64 &bestValue, C_FLOAT64 &objectiveValue)
Protected Attributes inherited from COptMethod
unsigned C_INT32	mLogVerbosity
CMathContext	mMathContext
COptLog	mMethodLog
bool	mParallel
COptTask *	mpParentTask
COptProblemContext	mProblemContext
Protected Attributes inherited from CCopasiMethod
CMathContainer *	mpContainer
CProcessReportLevel	mProcessReport
Protected Attributes inherited from CCopasiParameter
std::string	mKey
void *	mpDefault
void *	mpValidValues
void *	mpValue
CDataObject *	mpValueReference
UserInterfaceFlag	mUserInterfaceFlag
Protected Attributes inherited from CDataContainer
objectMap	mObjects
Protected Attributes inherited from CDataObject
ObjectSet	mPrerequisits
std::set< CDataContainer * >	mReferences
Protected Attributes inherited from CObjectInterface
CValidity	mValidity

Constructor & Destructor Documentation

COptMethodLevenbergMarquardt() [1/3]

COptMethodLevenbergMarquardt::COptMethodLevenbergMarquardt	(	const CDataContainer *	pParent,
		const CTaskEnum::Method &	methodType = CTaskEnum::Method::LevenbergMarquardt,
		const CTaskEnum::Task &	taskType = CTaskEnum::Task::optimization
	)

Specific constructor

Parameters

const	CDataContainer * pParent
const	CTaskEnum::Method & methodType (default: LevenbergMarquardt)
const	CTaskEnum::Task & taskType (default: optimization)

References CCopasiParameterGroup::assertParameter(), C_FLOAT64, C_INT32, CCopasiParameter::DOUBLE, CCopasiParameter::editable, initObjects(), and CCopasiParameter::UINT.

COptMethodLevenbergMarquardt() [2/3]

COptMethodLevenbergMarquardt::COptMethodLevenbergMarquardt	(	const COptMethodLevenbergMarquardt &	src,
		const CDataContainer *	pParent
	)

Copy Constructor

Parameters

const	COptMethodLevenbergMarquardt & src
const	CDataContainer * pParent (default: NULL)

References initObjects().

~COptMethodLevenbergMarquardt()

COptMethodLevenbergMarquardt::~COptMethodLevenbergMarquardt ( )

virtual

Destructor

References cleanup().

COptMethodLevenbergMarquardt() [3/3]

COptMethodLevenbergMarquardt::COptMethodLevenbergMarquardt ( )

private

Default Constructor

Member Function Documentation

cleanup()

bool COptMethodLevenbergMarquardt::cleanup ( )

privatevirtual

Cleanup arrays and pointers.

Returns

bool success

Reimplemented from COptMethod.

Referenced by initialize(), and ~COptMethodLevenbergMarquardt().

evaluate()

const C_FLOAT64 & COptMethodLevenbergMarquardt::evaluate ( )

private

Evaluate the objective function

Returns

bool continue

References CContext< Data >::master(), mBestValue, mContinue, mEvaluationValue, and COptMethod::mProblemContext.

Referenced by gradient(), hessian(), and optimise().

getBestParameters()

const CVector< C_FLOAT64 > * COptMethodLevenbergMarquardt::getBestParameters ( ) const

virtual

Returns

a the best parameters found

Reimplemented from COptMethod.

References mBest.

getBestValue()

C_FLOAT64 COptMethodLevenbergMarquardt::getBestValue ( ) const

virtual

Returns

the objective value

Reimplemented from COptMethod.

References mBestValue.

getCurrentParameters()

const CVector< C_FLOAT64 > * COptMethodLevenbergMarquardt::getCurrentParameters ( ) const

virtual

Returns

a the current guess for parameters

Reimplemented from COptMethod.

References mCurrent.

getCurrentValue()

C_FLOAT64 COptMethodLevenbergMarquardt::getCurrentValue ( ) const

virtual

Returns

the objective value

Reimplemented from COptMethod.

References mEvaluationValue.

getMaxLogVerbosity()

unsigned C_INT32 COptMethodLevenbergMarquardt::getMaxLogVerbosity ( ) const

virtual

Returns the maximum verbosity at which the method can log.

Reimplemented from COptMethod.

gradient()

void COptMethodLevenbergMarquardt::gradient ( )

private

Calculate the gradient of the objective at the current parameters

References C_FLOAT64, evaluate(), CContext< Data >::master(), mContinue, mCurrent, mGradient, mModulation, COptMethod::mProblemContext, and mVariableSize.

Referenced by hessian().

hessian()

void COptMethodLevenbergMarquardt::hessian ( )

private

Calculate the Hessian of the objective at the current point

References CMatrix< CType >::array(), CVectorCore< CType >::array(), C_FLOAT64, C_INT, dgemm_(), evaluate(), CFitProblem::getResiduals(), CFitProblem::getTimeSensJac(), CFitProblem::getUseTimeSens(), gradient(), CContext< Data >::master(), mContinue, mCurrent, mGradient, mHaveResiduals, mHessian, mModulation, COptMethod::mProblemContext, mResidualJacobianT, mTemp, mVariableSize, CMatrix< CType >::numCols(), and CVectorCore< CType >::size().

Referenced by optimise().

initialize()

bool COptMethodLevenbergMarquardt::initialize ( )

privatevirtual

Initialize arrays and pointer.

Returns

bool success

Reimplemented from COptMethod.

References CProcessReportLevel::addItem(), cleanup(), CCopasiParameterGroup::getParameter(), CFitProblem::getResiduals(), COptMethod::initialize(), CContext< Data >::master(), mBest, mBestValue, mContinue, mCurrent, mGradient, mHaveResiduals, mHessian, mhIteration, mInitialLamda, mIteration, mIterationLimit, mLambdaDown, mLambdaUp, mModulation, COptMethod::mProblemContext, CCopasiMethod::mProcessReport, mResidualJacobianT, mStep, mStopAfterStalledIterations, mTolerance, mVariableSize, CMatrix< CType >::resize(), CVector< CType >::resize(), CFitProblem::setResidualsRequired(), and CVectorCore< CType >::size().

Referenced by optimise().

initObjects()

void COptMethodLevenbergMarquardt::initObjects ( )

private

Initialize contained objects.

References CDataContainer::addObjectReference(), mIteration, and CDataObject::ValueInt.

Referenced by COptMethodLevenbergMarquardt().

optimise()

bool COptMethodLevenbergMarquardt::optimise ( void  )

virtual

Execute the optimization algorithm calling simulation routine when needed. It is noted that this procedure can give feedback of its progress by the callback function set with SetCallback. @ return success;

Reimplemented from COptMethod.

References CMatrix< CType >::array(), CVectorCore< CType >::array(), C_FLOAT64, C_INT, COptItem::checkConstraint(), dpotrf_(), dpotrs_(), dsytrf_(), COutputInterface::DURING, COptLog::enterLogEntry(), evaluate(), CProcessReportLevel::finishItem(), COptItem::getLowerBoundValue(), COptItem::getStartValue(), COptItem::getUpperBoundValue(), hessian(), initialize(), LAMBDA_MAX, CContext< Data >::master(), mBest, mBestValue, mContinue, mCurrent, mEvaluationValue, mGradient, mHessian, mHessianLM, mhIteration, mInitialLamda, mIteration, mIterationLimit, mLambdaDown, mLambdaUp, COptMethod::mLogVerbosity, COptMethod::mMethodLog, COutputInterface::MONITORING, mParameterOutOfBounds, COptMethod::mpParentTask, COptMethod::mProblemContext, CCopasiMethod::mProcessReport, mStep, mStopAfterStalledIterations, mTolerance, mVariableSize, CCopasiTask::output(), CProcessReportLevel::progressItem(), and CVector< CType >::resize().

Member Data Documentation

mBest

CVector< C_FLOAT64 > COptMethodLevenbergMarquardt::mBest

private

The last individual

Referenced by getBestParameters(), initialize(), and optimise().

mBestValue

C_FLOAT64 COptMethodLevenbergMarquardt::mBestValue

private

The best value found so far

Referenced by evaluate(), getBestValue(), initialize(), and optimise().

mContinue

bool COptMethodLevenbergMarquardt::mContinue

private

Flag indicating whether the computation shall continue

Referenced by evaluate(), gradient(), hessian(), initialize(), and optimise().

mCurrent

CVector< C_FLOAT64 > COptMethodLevenbergMarquardt::mCurrent

private

The current solution guess

Referenced by getCurrentParameters(), gradient(), hessian(), initialize(), and optimise().

mEvaluationValue

C_FLOAT64 COptMethodLevenbergMarquardt::mEvaluationValue

private

The result of a function evaluation

Referenced by evaluate(), getCurrentValue(), and optimise().

mGradient

CVector< C_FLOAT64 > COptMethodLevenbergMarquardt::mGradient

private

The gradient

Referenced by gradient(), hessian(), initialize(), and optimise().

mHaveResiduals

bool COptMethodLevenbergMarquardt::mHaveResiduals

private

Indicate whether we have access to the residuals, i.e., it is a fitting problem we are working on.

Referenced by hessian(), and initialize().

mHessian

CMatrix<C_FLOAT64> COptMethodLevenbergMarquardt::mHessian

private

The Hessian matrix

Referenced by hessian(), initialize(), and optimise().

mHessianLM

CMatrix<C_FLOAT64> COptMethodLevenbergMarquardt::mHessianLM

private

The Hessian matrix modified according to Levenberg-Marquardt

Referenced by optimise().

mhIteration

size_t COptMethodLevenbergMarquardt::mhIteration

private

Handle to the process report item "Current Iteration"

Referenced by initialize(), and optimise().

mInitialLamda

C_FLOAT64 COptMethodLevenbergMarquardt::mInitialLamda

private

Referenced by initialize(), and optimise().

mIteration

unsigned C_INT32 COptMethodLevenbergMarquardt::mIteration

private

The number of iterations

Referenced by initialize(), initObjects(), and optimise().

mIterationLimit

unsigned C_INT32 COptMethodLevenbergMarquardt::mIterationLimit

private

The maximum number of iterations

Referenced by initialize(), and optimise().

mLambdaDown

C_FLOAT64 COptMethodLevenbergMarquardt::mLambdaDown

private

Referenced by initialize(), and optimise().

mLambdaUp

C_FLOAT64 COptMethodLevenbergMarquardt::mLambdaUp

private

Referenced by initialize(), and optimise().

mModulation

C_FLOAT64 COptMethodLevenbergMarquardt::mModulation

private

The modulation factor

Referenced by gradient(), hessian(), and initialize().

mParameterOutOfBounds

unsigned C_INT32 COptMethodLevenbergMarquardt::mParameterOutOfBounds

private

Count of algorithm leaving parameter space

Referenced by optimise().

mResidualJacobianT

CMatrix< C_FLOAT64 > COptMethodLevenbergMarquardt::mResidualJacobianT

private

The transpose jacobian of the residuals.

Referenced by hessian(), and initialize().

mStep

CVector< C_FLOAT64 > COptMethodLevenbergMarquardt::mStep

private

The step taken

Referenced by initialize(), and optimise().

mStopAfterStalledIterations

unsigned C_INT32 COptMethodLevenbergMarquardt::mStopAfterStalledIterations

private

if no improvement was made after # stalled iterations stop

Referenced by initialize(), and optimise().

mTemp

CVector< C_FLOAT64 > COptMethodLevenbergMarquardt::mTemp

private

Vector for temporary values

Referenced by hessian().

mTolerance

C_FLOAT64 COptMethodLevenbergMarquardt::mTolerance

private

The tolerance

Referenced by initialize(), and optimise().

mVariableSize

size_t COptMethodLevenbergMarquardt::mVariableSize

private

number of parameters

Referenced by gradient(), hessian(), initialize(), and optimise().

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The documentation for this class was generated from the following files:

• COptMethodLevenbergMarquardt.h
• COptMethodLevenbergMarquardt.cpp