src/qvmath/qvnumericalanalysis.h File Reference
File from the QVision library.
More...
#include <QVVector>
#include <QVMatrix>
#include <QVFunction>
Go to the source code of this file.
|
Enumerations |
enum | GSLMinFMinimizer { GoldenSection = 0,
BrentMinimization = 1
} |
| GSL Minimization algorithms. More...
|
enum | GSLMultiminFDFMinimizerType { ConjugateFR = 0,
ConjugatePR = 1,
VectorBFGS = 2,
SteepestDescent = 3
} |
| GSL multidimensional minimization algorithms using gradient information. More...
|
Functions |
const QVVector | qvEstimateGradient (const QVFunction< QVVector, double > &function, const QVVector &point, const double h=1e-6) |
| Estimates the gradient vector for the function using the forward two-points rule for the derivative approximation.
|
const QVMatrix | qvEstimateHessian (const QVFunction< QVVector, double > &function, const QVVector &point, const double h=1e-3) |
| Estimates the hessian matrix for the function using the forward two-point rule for the derivative approximation.
|
const bool | qvGSLMinimizeFDF (QVFunction< QVVector, double > &function, QVVector &point, const GSLMultiminFDFMinimizerType gslMinimizerAlgorithm=ConjugateFR, const int maxIterations=100, const double maxGradientNorm=1e-3, const double step=0.01, const double tol=1e-4) |
| Wrapper to GSL multivariate function minimization using gradient information.
|
const bool | qvGSLMinimizeFDF (QVFunction< QVVector, double > &function, QVFunction< QVVector, QVVector > &gradientFunction, QVVector &point, const GSLMultiminFDFMinimizerType gslMinimizerAlgorithm=ConjugateFR, const int maxIterations=100, const double maxGradientNorm=1e-3, const double step=0.01, const double tol=1e-4) |
| Wrapper to GSL multivariate function minimization using gradient information.
|
const bool | qvGSLMinimize (QVFunction< double, double > &function, double &x, double &lower, double &upper, const GSLMinFMinimizer gslMinimizerAlgorithm=BrentMinimization, const int maxIterations=100, const double absoluteError=1e-3, const double relativeError=0.0) |
| Wrapper to GSL function minimization.
|
Detailed Description
File from the QVision library.
- Author:
- PARP Research Group. University of Murcia, Spain.
Definition in file qvnumericalanalysis.h.