///////////////////////////////////////////////////////////////////////////////// // // Prototypes and definitions for the Levenberg - Marquardt minimization algorithm // Copyright (C) 2004 Manolis Lourakis (lourakis@ics.forth.gr) // Institute of Computer Science, Foundation for Research & Technology - Hellas // Heraklion, Crete, Greece. // // This program is free software; you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation; either version 2 of the License, or // (at your option) any later version. // // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // ///////////////////////////////////////////////////////////////////////////////// #ifndef _LM_H_ #define _LM_H_ //#undef HAVE_LAPACK // uncomment this to force not using LAPACK #define LINSOLVERS_RETAIN_MEMORY // comment this is if you don't want routines in Axb.c retain working memory between calls /* no changes necessary beyond this point */ #ifdef __cplusplus extern "C" { #endif #define FABS(x) (((x)>=0.0)? (x) : -(x)) /* work arrays size for LM with & without jacobian, should be multiplied by sizeof(double) * or sizeof(float) to be converted to bytes */ #define LM_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar)) #define LM_DIF_WORKSZ(npar, nmeas) (3*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar)) #define LM_OPTS_SZ 5 /* max(4, 5) */ #define LM_INFO_SZ 9 #define LM_INIT_MU 1E-03 #define LM_STOP_THRESH 1E-17 #define LM_DIFF_DELTA 1E-06 #define LM_VERSION "2.1.3 (Jan. 2006)" /* double precision LM, with & without jacobian */ /* unconstrained minimization */ extern int dlevmar_der( void (*func)(double *p, double *hx, int m, int n, void *adata), void (*jacf)(double *p, double *j, int m, int n, void *adata), double *p, double *x, int m, int n, int itmax, double *opts, double *info, double *work, double *covar, void *adata); extern int dlevmar_dif( void (*func)(double *p, double *hx, int m, int n, void *adata), int (*visf)(double *p, double *hx, int m, int n, int iter, double p_eL2, void *adata), double *p, double *x, int m, int n, int itmax, double *opts, double *info, double *work, double *covar, void *adata); /* box-constrained minimization */ extern int dlevmar_bc_der( void (*func)(double *p, double *hx, int m, int n, void *adata), void (*jacf)(double *p, double *j, int m, int n, void *adata), double *p, double *x, int m, int n, double *lb, double *ub, int itmax, double *opts, double *info, double *work, double *covar, void *adata); extern int dlevmar_bc_dif( void (*func)(double *p, double *hx, int m, int n, void *adata), double *p, double *x, int m, int n, double *lb, double *ub, int itmax, double *opts, double *info, double *work, double *covar, void *adata); #ifdef HAVE_LAPACK /* linear equation constrained minimization */ extern int dlevmar_lec_der( void (*func)(double *p, double *hx, int m, int n, void *adata), void (*jacf)(double *p, double *j, int m, int n, void *adata), double *p, double *x, int m, int n, double *A, double *b, int k, int itmax, double *opts, double *info, double *work, double *covar, void *adata); extern int dlevmar_lec_dif( void (*func)(double *p, double *hx, int m, int n, void *adata), double *p, double *x, int m, int n, double *A, double *b, int k, int itmax, double *opts, double *info, double *work, double *covar, void *adata); #endif /* HAVE_LAPACK */ /* single precision LM, with & without jacobian */ /* unconstrained minimization */ extern int slevmar_der( void (*func)(float *p, float *hx, int m, int n, void *adata), void (*jacf)(float *p, float *j, int m, int n, void *adata), float *p, float *x, int m, int n, int itmax, float *opts, float *info, float *work, float *covar, void *adata); extern int slevmar_dif( void (*func)(float *p, float *hx, int m, int n, void *adata), int (*visf)(float *p, float *hx, int m, int n, int iter, float p_eL2, void *adata), float *p, float *x, int m, int n, int itmax, float *opts, float *info, float *work, float *covar, void *adata); /* box-constrained minimization */ extern int slevmar_bc_der( void (*func)(float *p, float *hx, int m, int n, void *adata), void (*jacf)(float *p, float *j, int m, int n, void *adata), float *p, float *x, int m, int n, float *lb, float *ub, int itmax, float *opts, float *info, float *work, float *covar, void *adata); extern int slevmar_bc_dif( void (*func)(float *p, float *hx, int m, int n, void *adata), float *p, float *x, int m, int n, float *lb, float *ub, int itmax, float *opts, float *info, float *work, float *covar, void *adata); #ifdef HAVE_LAPACK /* linear equation constrained minimization */ extern int slevmar_lec_der( void (*func)(float *p, float *hx, int m, int n, void *adata), void (*jacf)(float *p, float *j, int m, int n, void *adata), float *p, float *x, int m, int n, float *A, float *b, int k, int itmax, float *opts, float *info, float *work, float *covar, void *adata); extern int slevmar_lec_dif( void (*func)(float *p, float *hx, int m, int n, void *adata), float *p, float *x, int m, int n, float *A, float *b, int k, int itmax, float *opts, float *info, float *work, float *covar, void *adata); #endif /* HAVE LAPACK */ /* linear system solvers */ #ifdef HAVE_LAPACK extern int dAx_eq_b_QR(double *A, double *B, double *x, int m); extern int dAx_eq_b_QRLS(double *A, double *B, double *x, int m, int n); extern int dAx_eq_b_Chol(double *A, double *B, double *x, int m); extern int dAx_eq_b_LU(double *A, double *B, double *x, int m); extern int dAx_eq_b_SVD(double *A, double *B, double *x, int m); extern int sAx_eq_b_QR(float *A, float *B, float *x, int m); extern int sAx_eq_b_QRLS(float *A, float *B, float *x, int m, int n); extern int sAx_eq_b_Chol(float *A, float *B, float *x, int m); extern int sAx_eq_b_LU(float *A, float *B, float *x, int m); extern int sAx_eq_b_SVD(float *A, float *B, float *x, int m); #else // no LAPACK extern int dAx_eq_b_LU_noLapack(double *A, double *B, double *x, int n); extern int sAx_eq_b_LU_noLapack(float *A, float *B, float *x, int n); #endif /* HAVE_LAPACK */ /* jacobian verification, double & single precision */ extern void dlevmar_chkjac( void (*func)(double *p, double *hx, int m, int n, void *adata), void (*jacf)(double *p, double *j, int m, int n, void *adata), double *p, int m, int n, void *adata, double *err); extern void slevmar_chkjac( void (*func)(float *p, float *hx, int m, int n, void *adata), void (*jacf)(float *p, float *j, int m, int n, void *adata), float *p, int m, int n, void *adata, float *err); #ifdef __cplusplus } #endif #endif /* _LM_H_ */