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 |