QVision: Qt's Image, Video and Computer Vision Library

00001 /*
00002  *      Copyright (C) 2007, 2008, 2009, 2010, 2011, 2012. PARP Research Group.
00003  *      <http://perception.inf.um.es>
00004  *      University of Murcia, Spain.
00005  *
00006  *      This file is part of the QVision library.
00007  *
00008  *      QVision is free software: you can redistribute it and/or modify
00009  *      it under the terms of the GNU Lesser General Public License as
00010  *      published by the Free Software Foundation, version 3 of the License.
00011  *
00012  *      QVision is distributed in the hope that it will be useful,
00013  *      but WITHOUT ANY WARRANTY; without even the implied warranty of
00014  *      MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00015  *      GNU Lesser General Public License for more details.
00016  *
00017  *      You should have received a copy of the GNU Lesser General Public
00018  *      License along with QVision. If not, see <http://www.gnu.org/licenses/>.
00019  */
00020 
00021 #ifndef NUMERICALANALYSIS_H
00022 #define NUMERICALANALYSIS_H
00023 
00027 
00028 #include <QVVector>
00029 #include <QVMatrix>
00030 #include <QVFunction>
00031 
00045 const QVVector qvEstimateGradient(      QVFunction<QVVector, double> &function,
00046                     const QVVector &point, const double h = 1e-6);
00047 
00061 const QVMatrix qvEstimateJacobian(      QVFunction<QVVector, QVVector> &function,
00062                     const QVVector &point, const double h = 1e-6);
00063 
00083 const QVMatrix qvEstimateHessian(       QVFunction<QVVector, double> &function,
00084                     const QVVector &point, const double h = 1e-3);
00085 
00093 enum GSLMinFMinimizer
00094     {
00096     GoldenSection = 0,
00098     BrentMinimization = 1
00099     };
00100 
00108 enum GSLMultiminFDFMinimizerType
00109     {
00111     ConjugateFR = 0,
00113     ConjugatePR = 1,
00115     VectorBFGS = 2,
00117     SteepestDescent = 3
00118     };
00119 
00127 enum GSLMultiminFDFSolverType
00128     {
00130     LMScaledDerivative = 0,
00131 
00133     LMDerivative = 1
00134     };
00135 
00201 #ifdef GSL_AVAILABLE
00202 bool qvGSLMinimizeFDF ( const QVFunction<QVVector, double> & function, QVVector &point,
00203                 const GSLMultiminFDFMinimizerType gslMinimizerAlgorithm = ConjugateFR,
00204                 const int maxIterations = 100, const double maxGradientNorm = 1e-3,
00205                 const double step = 0.01, const double tol = 1e-4);
00206 #endif
00207 
00296 #ifdef GSL_AVAILABLE
00297 bool qvGSLMinimizeFDF ( const QVFunction<QVVector, double> & function,
00298                 const QVFunction<QVVector, QVVector> & gradientFunction,
00299                 QVVector &point, const GSLMultiminFDFMinimizerType gslMinimizerAlgorithm = ConjugateFR,
00300                 const int maxIterations = 100, const double maxGradientNorm = 1e-3,
00301                 const double step = 0.01, const double tol = 1e-4);
00302 #endif
00303 
00387 #ifdef GSL_AVAILABLE
00388 bool qvGSLSolveFDF (    const QVFunction<QVVector, QVVector> & function,
00389                 const QVFunction<QVVector, QVMatrix> & functionJacobian,
00390                 QVVector &x, const GSLMultiminFDFSolverType gslSolverAlgorithm = LMScaledDerivative,
00391                 const int maxIterations = 100, const double maxAbsErr = 1e-4, const double maxRelErr = 1e-4
00392                 );
00393 #endif
00394 
00446 #ifdef GSL_AVAILABLE
00447 bool qvGSLMinimize(const QVFunction<double, double> &function,
00448                          double &x, double &lower, double &upper,
00449                          const GSLMinFMinimizer gslMinimizerAlgorithm = BrentMinimization,
00450                          const int maxIterations = 100,
00451                          const double absoluteError = 1e-3,
00452                          const double relativeError = 0.0);
00453 #endif
00454 #endif
src/qvmath/qvnumericalanalysis.h
