A very basic newton-raphson minimizer. More...
#include <NewtonRaphson.h>
Data Structures | |
| struct | OptimizationReturnType |
| Type returned from an optimization. More... | |
Public Types | |
| using | MatrixType = Eigen::Matrix< FloatType, Eigen::Dynamic, Eigen::Dynamic > |
| using | VectorType = Eigen::Matrix< FloatType, Eigen::Dynamic, 1 > |
Public Member Functions | |
| template<typename UpdateFunction , typename Checker > | |
| OptimizationReturnType | minimize (Eigen::Ref< VectorType > parameters, UpdateFunction &&function, Checker &&check) |
Data Fields | |
| FloatType | svdThreshold = 1.0e-12 |
| The SVD threshold for the decomposition of the Hessian. | |
| FloatType | trustRadius = 0.5 |
| The maximum RMS of a taken step. | |
A very basic newton-raphson minimizer.
No hessian adjustments, no line searches, no trust region safeties, etc. If this minimizes or just approaches saddle points or maxima is uncertain.
| FloatType | Floating point type of the objective function |