PARP Research Group University of Murcia


src/qvmath/qvnumericalanalysis.h File Reference

File from the QVision library. More...

#include <QVVector>
#include <QVMatrix>
#include <QVFunction>

Go to the source code of this file.

Enumerations

enum  GSLMinFMinimizer { GoldenSection = 0, BrentMinimization = 1 }
 GSL Minimization algorithms. More...
enum  GSLMultiminFDFMinimizerType { ConjugateFR = 0, ConjugatePR = 1, VectorBFGS = 2, SteepestDescent = 3 }
 GSL multidimensional minimization algorithms using gradient information. More...

Functions

const QVVector qvEstimateGradient (const QVFunction< QVVector, double > &function, const QVVector &point, const double h=1e-6)
 Estimates the gradient vector for the function using the forward two-points rule for the derivative approximation.
const QVMatrix qvEstimateHessian (const QVFunction< QVVector, double > &function, const QVVector &point, const double h=1e-3)
 Estimates the hessian matrix for the function using the forward two-point rule for the derivative approximation.
const bool qvGSLMinimizeFDF (QVFunction< QVVector, double > &function, QVVector &point, const GSLMultiminFDFMinimizerType gslMinimizerAlgorithm=ConjugateFR, const int maxIterations=100, const double maxGradientNorm=1e-3, const double step=0.01, const double tol=1e-4)
 Wrapper to GSL multivariate function minimization using gradient information.
const bool qvGSLMinimizeFDF (QVFunction< QVVector, double > &function, QVFunction< QVVector, QVVector > &gradientFunction, QVVector &point, const GSLMultiminFDFMinimizerType gslMinimizerAlgorithm=ConjugateFR, const int maxIterations=100, const double maxGradientNorm=1e-3, const double step=0.01, const double tol=1e-4)
 Wrapper to GSL multivariate function minimization using gradient information.
const bool qvGSLMinimize (QVFunction< double, double > &function, double &x, double &lower, double &upper, const GSLMinFMinimizer gslMinimizerAlgorithm=BrentMinimization, const int maxIterations=100, const double absoluteError=1e-3, const double relativeError=0.0)
 Wrapper to GSL function minimization.


Detailed Description

File from the QVision library.

Author:
PARP Research Group. University of Murcia, Spain.

Definition in file qvnumericalanalysis.h.




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