Struct mathru::optimization::LevenbergMarquardt

pub struct LevenbergMarquardt<T> { /* fields omitted */ }

Levenberg-Marquardt method

input: $f \colon \mathbb{R}^{n} \to \mathbb{R}$ with initial approximation $x_{0} \in \mathbb{R}^{n}$

output: $x_{k}$

1. Initialization: $0 \leq \rho^{-} < \rho^{+} \leq 1 $, set $k := 0$
2. Solve the equation
3. $\rho = \frac{\lvert \lvert f(x_{k}) \rvert \rvert_{2}^{2} - \lvert \lvert f(x_{k+1}) \rvert \rvert_{2}^{2}}{2d_{k}^{T}(f^{'}(x_{k}) )^T f(x_{k})}$
4. if $\rho_{k} > \rho^{-} $ than $ x_{k + 1} := x_{k} + d_{k}$, else $\Delta_{k + 1} := \Delta_{k}/2$ and go to 2. 5. if $\rho_{k} > \rho^{+} $ than $ \Delta_{k + 1} := 2\Delta_{k}$, else $\Delta_{k + 1} := \Delta_{k}$ 6. set $k:= k + 1$, go to 2.

Implementations

impl<T> LevenbergMarquardt<T>

pub fn new(iters: u64, rho_minus: T, rho_plus: T) -> LevenbergMarquardt<T>

impl<T> LevenbergMarquardt<T> where
    T: Real, 

pub fn minimize<F>(&self, func: &F, x_0: &Vector<T>) -> OptimResult<Vector<T>> where
    F: Optim<T>, 

Minimize function func

Arguments

• 'func0': Function to be minimized
• 'x_0': Initial guess for the minimum

Return

local minimum

Trait Implementations

impl<T: Clone> Clone for LevenbergMarquardt<T>

pub fn clone(&self) -> LevenbergMarquardt<T>

Returns a copy of the value.

pub fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<T: Copy> Copy for LevenbergMarquardt<T>

impl<T: Debug> Debug for LevenbergMarquardt<T>

pub fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de, T> Deserialize<'de> for LevenbergMarquardt<T> where
    T: Deserialize<'de>, 

pub fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl<T> Serialize for LevenbergMarquardt<T> where
    T: Serialize, 

pub fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.