Uses of Interface
org.ddogleg.optimization.math.HessianMath
Package
Description
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Uses of HessianMath in org.ddogleg.optimization
Modifier and TypeClassDescriptionclass
GaussNewtonBase_F64<C extends ConfigGaussNewton,
HM extends HessianMath> Base class for Gauss-Newton based approaches for unconstrained optimization. -
Uses of HessianMath in org.ddogleg.optimization.lm
Modifier and TypeClassDescriptionclass
LevenbergMarquardt_F64<S extends DMatrix,
HM extends HessianMath> Implementation of Levenberg-Marquardt non-linear least squares optimization. -
Uses of HessianMath in org.ddogleg.optimization.math
Modifier and TypeInterfaceDescriptioninterface
Hessian update using BFGS.interface
HessianLeastSquares<S extends DMatrix>
interface
HessianSchurComplement<S extends DMatrix>
Given the already computed Jacobian (broken up into a left and right side) compute the decomposed approximate Hessian matrix, i.e.Modifier and TypeClassDescriptionclass
Uses DFP to estimate the Hessian and BFGS to estimate the inverse Hessian.class
class
class
Hessian is represented as a dense matrix.class
Hessian is represented as a sparse compact column matrix.class
HessianSchurComplement_Base<S extends DMatrix>
The approximate Hessian matrix (J'*J) is assumed to have the following block triangle form: [A B;C D].class
Implementation ofHessianSchurComplement_Base
forDMatrixRMaj
class
Implementation ofHessianSchurComplement_Base
forDMatrixSparseCSC
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Uses of HessianMath in org.ddogleg.optimization.trustregion
Modifier and TypeClassDescriptionclass
TrustRegionBase_F64<S extends DMatrix,
HM extends HessianMath> Base class for all trust region implementations.