/*
* Copyright (c) 2012-2014, Peter Abeles. All Rights Reserved.
*
* This file is part of DDogleg (http://ddogleg.org).
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.ddogleg.optimization;
import org.ddogleg.optimization.impl.LevenbergMarquardtDampened;
import org.ddogleg.optimization.wrap.LevenbergDampened_to_UnconstrainedLeastSquares;
import org.ejml.data.DenseMatrix64F;
import org.ejml.factory.LinearSolverFactory;
import org.ejml.interfaces.linsol.LinearSolver;
/**
* @author Peter Abeles
*/
public class EvaluateLevenbergMarquardtDampened extends UnconstrainedLeastSquaresEvaluator {
boolean robust = true;
double dampInit = 1e-3;
public EvaluateLevenbergMarquardtDampened(boolean verbose) {
super(verbose, false);
}
@Override
protected UnconstrainedLeastSquares createSearch(double minimumValue) {
LinearSolver solver;
if( robust ) {
solver = LinearSolverFactory.pseudoInverse(true);
} else {
solver = LinearSolverFactory.symmPosDef(10);
}
LevenbergMarquardtDampened alg = new LevenbergMarquardtDampened(solver,dampInit);
return new LevenbergDampened_to_UnconstrainedLeastSquares(alg);
}
public static void main( String args[] ) {
EvaluateLevenbergMarquardtDampened eval = new EvaluateLevenbergMarquardtDampened(false);
System.out.println("Powell ----------------");
eval.powell();
System.out.println("Helical Valley ----------------");
eval.helicalValley();
System.out.println("Rosenbrock ----------------");
eval.rosenbrock();
System.out.println("Rosenbrock Mod ----------------");
eval.rosenbrockMod(Math.sqrt(2*1e6));
System.out.println("variably ----------------");
eval.variably();
System.out.println("trigonometric ----------------");
eval.trigonometric();
System.out.println("Bady Scaled Brown ----------------");
eval.badlyScaledBrown();
}
}
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