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...
enum	GSLMultiminFDFSolverType { LMScaledDerivative = 0, LMDerivative = 1 }
	GSL multidimensional solving. More...
Functions
const QVVector	qvEstimateGradient (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	qvEstimateJacobian (QVFunction< QVVector, QVVector > &function, const QVVector &point, const double h=1e-6)
	Estimates the Jacobian matrix for the function using the forward two-points rule for the derivative approximation.
const QVMatrix	qvEstimateHessian (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.
bool	qvGSLMinimizeFDF (const 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.
bool	qvGSLMinimizeFDF (const QVFunction< QVVector, double > &function, const 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.
bool	qvGSLSolveFDF (const QVFunction< QVVector, QVVector > &function, const QVFunction< QVVector, QVMatrix > &functionJacobian, QVVector &x, const GSLMultiminFDFSolverType gslSolverAlgorithm=LMScaledDerivative, const int maxIterations=100, const double maxAbsErr=1e-4, const double maxRelErr=1e-4)
	Solves a non-linear system of equations.
bool	qvGSLMinimize (const 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.

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Detailed Description

File from the QVision library.

Author:

PARP Research Group. University of Murcia, Spain.

Definition in file qvnumericalanalysis.h.