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    Searched full:dxnorm (Results 1 - 5 of 5) sorted by null

  /external/eigen/unsupported/Eigen/src/NonLinearOptimization/
lmpar.h 26 Scalar dxnorm; local
63 dxnorm = wa2.blueNorm();
64 fp = dxnorm - delta;
77 wa1[j] = diag[l] * (wa2[l] / dxnorm);
105 par = gnorm / dxnorm;
120 dxnorm = wa2.blueNorm();
122 fp = dxnorm - delta;
133 wa1[j] = diag[l] * (wa2[l] / dxnorm);
184 Scalar dxnorm; local
211 dxnorm = wa2.blueNorm()
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  /external/eigen/unsupported/Eigen/src/LevenbergMarquardt/
LMpar.h 42 Scalar dxnorm; local
74 dxnorm = wa2.blueNorm();
75 fp = dxnorm - m_delta;
86 wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2)/dxnorm;
106 par = gnorm / dxnorm;
121 dxnorm = wa2.blueNorm();
123 fp = dxnorm - m_delta;
132 wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2/dxnorm);
  /external/apache-commons-math/src/main/java/org/apache/commons/math/estimation/
LevenbergMarquardtEstimator.java 521 double dxNorm = 0;
526 dxNorm += s * s;
528 dxNorm = FastMath.sqrt(dxNorm);
529 double fp = dxNorm - delta;
543 work1[pj] *= diag[pj] / dxNorm;
585 lmPar = gNorm / dxNorm;
601 dxNorm = 0;
606 dxNorm += s * s;
608 dxNorm = FastMath.sqrt(dxNorm)
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  /external/apache-commons-math/src/main/java/org/apache/commons/math/optimization/general/
LevenbergMarquardtOptimizer.java 526 double dxNorm = 0;
531 dxNorm += s * s;
533 dxNorm = FastMath.sqrt(dxNorm);
534 double fp = dxNorm - delta;
548 work1[pj] *= diag[pj] / dxNorm;
586 lmPar = gNorm / dxNorm;
602 dxNorm = 0;
607 dxNorm += s * s;
609 dxNorm = FastMath.sqrt(dxNorm)
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  /external/lmfit/lib/
lmmin.c 562 * in the least squares sense, and dxnorm is the Euclidean norm of D*x,
563 * then either par=0 and (dxnorm-delta) < 0.1*delta, or par>0 and
564 * abs(dxnorm-delta) < 0.1*delta.
625 double dxnorm, fp, fp_old, gnorm, parc, parl, paru; local
655 dxnorm = lm_enorm(n, xdi);
656 fp = dxnorm - delta;
672 aux[j] = diag[Pivot[j]] * xdi[Pivot[j]] / dxnorm;
703 *par = gnorm / dxnorm;
721 dxnorm = lm_enorm(n, xdi);
723 fp = dxnorm - delta
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