Levenberg |
LevenbergMarquardtMinimizer, that doesn't allocate memory during the iterations.
Inheritance HierarchySystemObject
Altaxo.Calc.OptimizationNonlinearMinimizerBaseNonAllocating
Altaxo.Calc.OptimizationLevenbergMarquardtMinimizerNonAllocating
Altaxo.Calc.OptimizationNonlinearMinimizerBaseNonAllocating
Altaxo.Calc.OptimizationLevenbergMarquardtMinimizerNonAllocating
Namespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
SyntaxC#
public class LevenbergMarquardtMinimizerNonAllocating : NonlinearMinimizerBaseNonAllocating
The LevenbergMarquardtMinimizerNonAllocating type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | LevenbergMarquardtMinimizerNonAllocating | Initializes a new instance of the LevenbergMarquardtMinimizerNonAllocating class |
Properties| Name | Description | |
|---|---|---|
 | FunctionTolerance |
The stopping threshold for the function value or L2 norm of the residuals.
(Inherited from NonlinearMinimizerBaseNonAllocating) |
| GradientTolerance |
The stopping threshold for infinity norm of the gradient.
(Inherited from NonlinearMinimizerBaseNonAllocating) |
| InitialMu | The scale factor for initial mu |
 | IsBounded | (Inherited from NonlinearMinimizerBaseNonAllocating) |
| LowerBound |
The lower bound of the parameters.
(Inherited from NonlinearMinimizerBaseNonAllocating) |
| MaximumIterations |
The maximum number of iterations. If null, the maximal number of iterations is determined automatically.
(Inherited from NonlinearMinimizerBaseNonAllocating) |
| MinimalRSSImprovement |
Gets or sets the minimal RSS improvement.
(Inherited from NonlinearMinimizerBaseNonAllocating) |
| ParameterScaleUpdatePeriod | Gets or sets the number of iterations after which the parameter scale is updated (if no user provided scale was set). The default value is 1, that means the parameter scale is updated in each iteration. Set the value to int.MaximumValue if no scale update is neccessary. |
| Scales |
The scale factors for the parameters.
(Inherited from NonlinearMinimizerBaseNonAllocating) |
| StepTolerance |
The stopping threshold for L2 norm of the change of the parameters.
(Inherited from NonlinearMinimizerBaseNonAllocating) |
| UpperBound |
The upper bound of the parameters.
(Inherited from NonlinearMinimizerBaseNonAllocating) |
Methods| Name | Description | |
|---|---|---|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
 | EvaluateFunction | (Inherited from NonlinearMinimizerBaseNonAllocating) |
| EvaluateJacobian(IObjectiveModelNonAllocating, IReadOnlyListDouble) | Evaluates the jacobian, and the hessian of the objective function. |
| EvaluateJacobian(IObjectiveModelNonAllocating, IReadOnlyListDouble, VectorDouble) |
Evaluates the jacobian, and the hessian of the objective function.
(Inherited from NonlinearMinimizerBaseNonAllocating) |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| FindMinimum(IObjectiveModelNonAllocating, IReadOnlyListDouble, CancellationToken, ActionInt32, Double, IReadOnlyListDouble) | Non-linear least square fitting by the Levenberg-Marquardt algorithm. |
| FindMinimum(IObjectiveModelNonAllocating, IReadOnlyListDouble, IReadOnlyListNullableDouble, IReadOnlyListNullableDouble, IReadOnlyListDouble, IReadOnlyListBoolean, CancellationToken, ActionInt32, Double, IReadOnlyListDouble) | Non-linear least square fitting by the Levenberg-Marquardt algorithm. |
| FindMinimum(IObjectiveModelNonAllocating, Double, NullableDouble, NullableDouble, Double, Boolean, CancellationToken, ActionInt32, Double, IReadOnlyListDouble) | Non-linear least square fitting by the Levenberg-Marquardt algorithm. |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| Minimum | Non-linear least square fitting by the Levenberg-Marquardt algorithm. |
| ProjectToExternalParameters |
Projects internal to external parameters.
(Inherited from NonlinearMinimizerBaseNonAllocating) |
| ProjectToInternalParameters | (Inherited from NonlinearMinimizerBaseNonAllocating) |
| ScaleFactorsOfJacobian |
Calculates the scale factor of the jacobian, taking into account the parameter transformations , and the parameter scales.
(Inherited from NonlinearMinimizerBaseNonAllocating) |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
| ValidateBounds | (Inherited from NonlinearMinimizerBaseNonAllocating) |
Fields| Name | Description | |
|---|---|---|
  | DefaultInitialMu | The default scale factor for initial mu. |
RemarksReferences:
[1]. Madsen, K., H. B. Nielsen, and O. Tingleff, "Methods for Non-Linear Least Squares Problems. Technical University of Denmark, 2004. Lecture notes." (2004), Available Online from: http://orbit.dtu.dk/files/2721358/imm3215.pdf
[2]. Gavin, Henri, "The Levenberg-Marquardt method for nonlinear least squares curve-fitting problems." Department of Civil and Environmental Engineering, Duke University (2017): 1-19, Availble Online from: http://people.duke.edu/~hpgavin/ce281/lm.pdf
See Also