Levenberg-Marquardt#

Header: <pressio/solvers_nonlinear_levmarq.hpp>

API#

namespace pressio{

template<class SystemType, class LinearSolverType>
#ifdef PRESSIO_ENABLE_CXX20
  requires nonlinearsolvers::RealValuedNonlinearSystemFusingResidualAndJacobian<SystemType>
  && nonlinearsolvers::valid_state_for_least_squares< typename SystemType::state_type >::value
  && (Traits<typename SystemType::state_type>::rank    == 1)
  && (Traits<typename SystemType::residual_type>::rank == 1)
  && (Traits<typename SystemType::jacobian_type>::rank == 2)
  && requires(typename SystemType::state_type & x,
	      const typename SystemType::jacobian_type & J,
	      const typename SystemType::residual_type & r,
	      nonlinearsolvers::normal_eqs_default_hessian_t<typename SystemType::state_type>  & H,
	      nonlinearsolvers::normal_eqs_default_gradient_t<typename SystemType::state_type> & g,
	      LinearSolverType && linSolver)
  {
    { ::pressio::ops::norm2(r) } -> std::same_as< nonlinearsolvers::scalar_of_t<SystemType> >;
    { ::pressio::ops::product(transpose(), nontranspose(), 1, J, 0, H) };
    { ::pressio::ops::product(transpose(), 1, J, r, 0, g) };
    { linSolver.solve(std::as_const(H), std::as_const(g), x) };
  }
#endif
auto create_levenberg_marquardt_solver(const SystemType & system,
				       LinearSolverType && linSolver)
}
}

Parameters#


`system`	your problem instance
`linSolver`	linear solver to solve the normal equations at each nonlinear iteration

Constraints#

Concepts are documented here. Note: constraints are enforced via proper C++20 concepts when PRESSIO_ENABLE_CXX20 is enabled, otherwise via SFINAE and static asserts.

Examples#

Demos

full demo