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RcdMathLib_doc
Open Source Library for Linear and Non-linear Algebra
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Implement the Gauss–Newton algorithm. More...
Go to the source code of this file.
Functions | |
| uint8_t | modified_gauss_newton (uint8_t f_length, uint8_t n, vector_t x0_vec[n], vector_t data_vec[f_length], matrix_t eps, matrix_t fmin, uint8_t max_iter_num, vector_t est_x_vec[n], void(*get_f_error)(vector_t x0_vec[], vector_t data_vec[], vector_t f_vec[]), void(*get_jacobian)(vector_t x0_vec[], matrix_t J[][n])) |
| Implements the modified Gauss–Newton algorithm. More... | |
Implement the Gauss–Newton algorithm.
Definition in file modified_gauss_newton.h.
| uint8_t modified_gauss_newton | ( | uint8_t | f_length, |
| uint8_t | n, | ||
| vector_t | x0_vec[n], | ||
| vector_t | data_vec[f_length], | ||
| matrix_t | eps, | ||
| matrix_t | fmin, | ||
| uint8_t | max_iter_num, | ||
| vector_t | est_x_vec[n], | ||
| void(*)(vector_t x0_vec[], vector_t data_vec[], vector_t f_vec[]) | get_f_error, | ||
| void(*)(vector_t x0_vec[], matrix_t J[][n]) | get_jacobian | ||
| ) |
Implements the modified Gauss–Newton algorithm.
The user should provide pointers to the error and Jacobian functions.
| [in] | f_length | length of the error functions vector. |
| [in] | n | length of the start vector. |
| [in] | x0_vec[] | start vector. |
| [in] | data_vec[] | data vector. |
| [in] | eps | accuracy bound. |
| [in] | fmin | termination tolerance on the error function. |
| [in] | max_iter_num | maximal iteration number of the Gauss–Newton algorithm. |
| [out] | est_x_vec[] | estimated (optimized) vector. |
| [in] | (*get_f_error) | pointer to the error function. |
| [in] | (*get_jacobian) | pointer to the Jacobian matrix. |
Definition at line 32 of file modified_gauss_newton.c.
References matrix_mul_vec(), matrix_t, matrix_trans_mul_itself(), matrix_trans_mul_vec(), moore_penrose_get_pinv(), utils_max(), vector_copy(), vector_get_euclidean_distance(), vector_get_norm2(), vector_sub(), and vector_t.
Referenced by optimization_exponential_data_test(), optimization_sinusoidal_data_test(), and optimization_test().