Inheritance diagram for tinyopt::solvers::SolverLM< Hessian_t >:

Public Types
using	Base = tinyopt::solvers::SolverGN<Hessian_t>
using	Scalar = typename Hessian_t::Scalar
using	H_t = Hessian_t
using	Grad_t = Vector<Scalar, Dims>
using	Options = tinyopt::Options
Public Types inherited from tinyopt::solvers::SolverGN< MatX >
using	Base
using	Scalar
using	H_t
using	Grad_t
Public Types inherited from tinyopt::solvers::SolverBase< MatX::Scalar, SQRT(traits::params_trait< MatX >::Dims)>
using	Scalar

Public Member Functions
	SolverLM (const Options &options={})
void	reset () override
	Reset the solver state and clear gradient & hessian.
void	Rebuild (bool b) override
	Force the solver to rebuild or skip it.
template<typename X_t, typename AccFunc>
bool	Build (const X_t &x, const AccFunc &acc_func, bool resize_and_clear=true)
void	GoodStep (Scalar quality) override
	Damping stategy for a good step: increase the damping factor \lambda.
void	BadStep (Scalar=0.0f) override
	Damping stategy for a bad step: decrease the damping factor \lambda.
void	FailedStep () override
	Damping stategy for a failure to solve the linear system, decrease the damping factor \lambda.
std::optional< Grad_t >	Solve () const override
	Solve the linear system dx = -H^-1 * grad, returns nullopt on failure.
std::string	stateAsString () const override
H_t	Hessian () const
	Latest Hessian approximation (JtJ), un-damped.
std::optional< H_t >	Covariance () const override
	Latest Covariance estimate.
Scalar	MaxStdDev (bool use_damped=true) const
Public Member Functions inherited from tinyopt::solvers::SolverGN< MatX >
	SolverGN (const Options &options={})
void	InitWith (const Grad_t &g, const H_t &h)
	Initialize solver with specific gradient and hessian.
bool	resize (int dims)
	Resize H and grad if needed, return true if they were resized.
void	clear ()
	Set gradient and hessian to 0s.
bool	ResizeIfNeeded (const X_t &x)
	Check whether we need to resize the system (gradient), return true if it did.
Scalar	Evaluate (const X_t &x, const AccFunc &acc, bool save)
	Accumulate residuals and return the final error.
bool	Accumulate (const X_t &x, const AccFunc &acc)
	Accumulate residuals and update the gradient, returns true on success.
bool	Build (const X_t &x, const AccFunc &acc_func, bool resize_and_clear=true)
virtual Index	dims () const override
Scalar	MaxStdDev (bool use_damped=true) const
const H_t &	Hessian () const
	Latest, eventually damped Hessian approximation (JtJ).
const H_t &	H () const
const Grad_t &	Gradient () const
Scalar	GradientNorm () const
Scalar	GradientSquaredNorm () const
Public Member Functions inherited from tinyopt::solvers::SolverBase< MatX::Scalar, SQRT(traits::params_trait< MatX >::Dims)>
	SolverBase (const Options &options={})
bool	Clamp (Grad_t &g, Scalar minmax) const
	Clamp the gradient 'g' to within [-minmax, minmax], if minmax is not 0. Returns true if 'g' was clamped.
void	NormalizeCost (Cost &cost)
	Eventually normalize the cost.
virtual void	GoodStep (Scalar=0.0f)
virtual void	BadStep (Scalar=0.0f)
const Cost &	cost () const

Static Public Attributes
static constexpr bool	IsNLLS = true
static constexpr bool	FirstOrder = false
static constexpr Index	Dims = Base::Dims
Static Public Attributes inherited from tinyopt::solvers::SolverGN< MatX >
static constexpr bool	IsNLLS
static constexpr bool	FirstOrder
static constexpr Index	Dims
Static Public Attributes inherited from tinyopt::solvers::SolverBase< MatX::Scalar, SQRT(traits::params_trait< MatX >::Dims)>
static constexpr Index	Dims

Protected Member Functions
void	ApplyJacobiScaling ()
void	ApplyJacobiScaling (H_t &hessian, bool inverse) const

Protected Attributes
const Options	options_
Grad_t	scaling_
Scalar	lambda_ = 1e-4f
	Initial damping factor (\lambda).
Scalar	prev_lambda_ = 0.0f
	Previous damping factor (0 at start).
Scalar	bad_factor_ = 2.0f
	Current damping scaling factor for bad steps.
bool	rebuild_linear_system_ = true
Protected Attributes inherited from tinyopt::solvers::SolverGN< MatX >
H_t	H_
Grad_t	grad_
Protected Attributes inherited from tinyopt::solvers::SolverBase< MatX::Scalar, SQRT(traits::params_trait< MatX >::Dims)>
const Options	options_
Cost	cost_

Additional Inherited Members
Public Attributes inherited from tinyopt::solvers::SolverGN< MatX >
const Options	options_