32 #ifndef LEVMAR_WORKAREA_MAX_SIZE
33 #define LEVMAR_WORKAREA_MAX_SIZE size_t(2ul<<30)
41 std::cerr <<
" ||e||_2 at initial p: " << info[0] <<
'\n';
42 std::cerr <<
" ||e||_2: " << info[1] <<
'\n';
43 std::cerr <<
" ||J^T e||_inf: " << info[2] <<
'\n';
44 std::cerr <<
" ||Dp||_2: " << info[3] <<
'\n';
45 std::cerr <<
" mu/max[J^T J]_ii: " << info[4] <<
'\n';
46 std::cerr <<
" # iterations: " << info[5] <<
'\n';
47 switch ((
int) info[6]) {
49 std::cerr <<
" stopped by small gradient J^T e\n";
58 std::cerr <<
" singular matrix. Restart from current p with increased mu\n";
61 std::cerr <<
" no further error reduction is possible. Restart with increased mu\n";
64 std::cerr <<
" stopped by small ||e||_2\n";
67 std::cerr <<
" stopped by invalid (i.e. NaN or Inf) func values; a user error\n";
70 std::cerr <<
" # function evaluations: " << info[7] <<
'\n';
71 std::cerr <<
" # Jacobian evaluations: " << info[8] <<
'\n';
72 std::cerr <<
" # linear systems solved: " << info[9] <<
"\n\n";
82 return std::make_shared<LevmarEngine>(max_iterations);
91 switch (
static_cast<int>(info[6])) {
103 double epsilon2,
double epsilon3,
double delta)
104 : m_itmax{itmax}, m_opts{tau, epsilon1, epsilon2, epsilon3, delta} {
105 #ifdef LINSOLVERS_RETAIN_MEMORY
106 logger.
warn() <<
"Using a non thread safe levmar! Parallelism will be reduced.";
113 #ifdef LINSOLVERS_RETAIN_MEMORY
124 auto adata =
std::tie(parameter_manager, residual_estimator);
127 auto levmar_res_func = [](
double *p,
double *hx, int, int,
void *extra) {
128 #ifdef LINSOLVERS_RETAIN_MEMORY
129 levmar_mutex.unlock();
132 auto* extra_ptr = (decltype(adata)*)extra;
138 #ifdef LINSOLVERS_RETAIN_MEMORY
153 #ifdef LINSOLVERS_RETAIN_MEMORY
163 workarea.
reset(
new double[workarea_size]);
169 if (workarea ==
nullptr) {
172 summary.iteration_no = workarea_size;
179 auto res = dlevmar_dif(levmar_res_func,
188 covariance_matrix.
data(),
193 #ifdef LINSOLVERS_RETAIN_MEMORY
194 levmar_mutex.unlock();
206 summary.engine_stop_reason = info[6];
207 summary.iteration_no = info[5];
208 summary.underlying_framework_info = info;
209 summary.duration = elapsed.
count();
#define LEVMAR_WORKAREA_MAX_SIZE
static Logging getLogger(const std::string &name="")
void warn(const std::string &logMessage)
Class responsible for managing the parameters the least square engine minimizes.
void updateEngineValues(DoubleIter new_values_iter)
Updates the managed parameters with the given engine values.
std::vector< double > convertCovarianceMatrixToWorldSpace(std::vector< double > covariance_matrix) const
std::size_t numberOfParameters()
Returns the number of parameters managed by the manager.
void getEngineValues(DoubleIter output_iter) const
Returns the engine values of the managed parameters.
LeastSquareSummary solveProblem(EngineParameterManager ¶meter_manager, ResidualEstimator &residual_estimator) override
virtual ~LevmarEngine()
Destructor.
std::vector< double > m_opts
LevmarEngine(size_t itmax=1000, double tau=1E-3, double epsilon1=1E-8, double epsilon2=1E-8, double epsilon3=1E-8, double delta=1E-4)
Constructs a new instance of the engine.
Provides to the LeastSquareEngine the residual values.
std::size_t numberOfResiduals() const
void populateResiduals(DoubleIter output_iter) const
static LeastSquareSummary::StatusFlag getStatusFlag(int ret)
static std::shared_ptr< LeastSquareEngine > createLevmarEngine(unsigned max_iterations)
static LeastSquareEngineManager::StaticEngine levmar_engine
static Elements::Logging logger
Class containing the summary information of solving a least square minimization problem.
StatusFlag status_flag
Flag indicating if the minimization was successful.