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authorGravatar Thomas Capricelli <orzel@freehackers.org>2009-11-09 04:21:45 +0100
committerGravatar Thomas Capricelli <orzel@freehackers.org>2009-11-09 04:21:45 +0100
commitde195e0e7827729300aa7b431fc183ff087eb83d (patch)
tree4db1087669dae0a127488df66546d3cec029fb93 /unsupported/Eigen/NonLinearOptimization
parentac8f7d8c9c10b33d74dc0922deb2c5e18890312d (diff)
some more documentation
Diffstat (limited to 'unsupported/Eigen/NonLinearOptimization')
-rw-r--r--unsupported/Eigen/NonLinearOptimization32
1 files changed, 31 insertions, 1 deletions
diff --git a/unsupported/Eigen/NonLinearOptimization b/unsupported/Eigen/NonLinearOptimization
index 774e37a20..80a11f174 100644
--- a/unsupported/Eigen/NonLinearOptimization
+++ b/unsupported/Eigen/NonLinearOptimization
@@ -33,12 +33,41 @@ namespace Eigen {
/** \ingroup Unsupported_modules
* \defgroup NonLinearOptimization_Module Non linear optimization module
*
+ * This module provides implementation of two important algorithms in non linear
+ * optimization. In both cases, we consider a system of non linear functions. Of
+ * course, this should work, and even work very well if those functions are
+ * actually linear. But if this is so, you should probably better use other
+ * methods more fitted to this special case.
+ *
+ * One algorithm allows to find the extremum of such a system (Levenberg
+ * Marquardt algorithm) and the second one is used to find
+ * a zero for the system (Powell hybrid "dogleg" method).
+ *
+ * This code is a port of a reknown implementation for both algorithms,
+ * called minpack (http://en.wikipedia.org/wiki/MINPACK). Those
+ * implementations have been carefully tuned, tested, and used for several
+ * decades.
+ * The original fortran code was automatically translated in C and then c++,
+ * and then cleaned by several authors
+ * (check http://devernay.free.fr/hacks/cminpack.html).
+ *
+ * Finally, we ported this code to Eigen, creating classes and API
+ * coherent with Eigen. When possible, we switched to Eigen
+ * implementation, such as most linear algebra (vectors, matrices, "good" norms).
+ *
+ * Doing so, we were very careful to check the tests we setup at the very
+ * beginning, which ensure that the same results are found, with the same
+ * number of iterations.
+ *
* \code
* #include <unsupported/Eigen/NonLinearOptimization>
* \endcode
*/
+
//@{
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+
#include "src/NonLinearOptimization/qrsolv.h"
#include "src/NonLinearOptimization/r1updt.h"
#include "src/NonLinearOptimization/r1mpyq.h"
@@ -52,9 +81,10 @@ namespace Eigen {
#include "src/NonLinearOptimization/chkder.h"
+#endif
+
#include "src/NonLinearOptimization/HybridNonLinearSolver.h"
#include "src/NonLinearOptimization/LevenbergMarquardt.h"
-
//@}
}