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1748 Commits

Author SHA1 Message Date
Davis King 1c4cdc8331 updated docs 
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 2010-12-05 18:44:10 +00:00
Davis King b751619644 made a release 
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 2010-12-05 18:32:35 +00:00
Davis King d96aafd7c7 Updated docs 
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 2010-12-05 17:28:12 +00:00
Davis King faf12e7974 made timer test more robust 
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 2010-12-05 16:18:53 +00:00
Davis King 2587d53260 Fixed spelling in a comment 
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 2010-12-05 15:25:43 +00:00
Davis King 4e766da891 minor fix to a test 
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 2010-12-05 05:37:35 +00:00
Davis King fb3c45d3cd previous checkin broke some ASSERT statements. Fixing this problem 
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 2010-12-05 05:33:41 +00:00
Davis King a7174d53bf made tests more robust 
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 2010-12-05 05:26:48 +00:00
Davis King d951aaf2b4 made test a little more reasonable 
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 2010-12-05 05:24:45 +00:00
Davis King fd227644b3 minor change to avoid a compiler warning in gcc 
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 2010-12-05 05:24:19 +00:00
Davis King 28c2dd2c16 Changed code for the LM/quasi-newton model around a little to avoid 
repeated calculation of things and also added some checks for division
by zero.

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 2010-12-04 21:31:45 +00:00
Davis King 1f73eca7b7 Changed the LM function model so that it computes the gradient 
and hessian without creating an explicit Jacobian matrix.

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 2010-12-04 21:02:51 +00:00
Davis King 7c424cef8f updated docs 
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 2010-12-04 19:48:29 +00:00
Davis King c20fb45c45 Added an example program showing how to use the least squares optimization 
routines.

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 2010-12-04 19:37:58 +00:00
Davis King 7488d6f57e Added a test for the any object. 
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 2010-12-04 17:18:21 +00:00
Davis King cfc0f1be2b updated docs 
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 2010-12-04 17:06:05 +00:00
Davis King 30e8807f3b Added an any container object. 
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 2010-12-04 17:00:17 +00:00
Davis King 47e8121243 Cleaned up a comment slightly. 
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 2010-12-04 14:53:42 +00:00
Davis King ead500e004 Clarified spec 
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 2010-12-04 03:08:17 +00:00
Davis King 751098c0cf minor changes to avoid a compiler bug in visual studio 2005 
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 2010-12-03 21:20:05 +00:00
Davis King 048ad3186d Told the eigenvalue decomposition to always use the symmetric 
eigen solver.

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 2010-12-03 04:16:40 +00:00
Davis King 58d685d0d4 Fixed a compiler warning and also a runtime bug in sort_basis_vectors(). 
The bug triggered when all the basis vectors were included in the final
answer.

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 2010-12-02 23:57:32 +00:00
Davis King b4542c4392 Updated docs 
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 2010-12-02 23:51:56 +00:00
Davis King 4ac5c193e4 Replaced a funny character with the normal ASCII one. 
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 2010-12-02 23:49:07 +00:00
Davis King 81c0f74a48 Added a spec for the least squares stuff 
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 2010-12-02 23:41:22 +00:00
Davis King 381c3c12aa Minor cosmetic changes to spec 
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 2010-12-02 23:22:13 +00:00
Davis King e9df889821 - Added a missing operator*() for diagonal by diagonal matrix multiplication. 
Without it you would get an error about multiplication being ambiguous
   in this case.
 - Added an overload to catch expressions of the form diag_matrix*regular_matrix*diag_matrix
   and turn them into a form which is slightly more numerically stable in some cases.

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 2010-12-02 23:15:54 +00:00
Davis King 5faadcbfa5 Fixed grammar in a comment. 
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 2010-12-02 03:49:48 +00:00
Davis King 0ec7feb2d9 Made the rosen test a little more reasonable. 
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 2010-12-02 03:26:27 +00:00
Davis King c573d88e53 Minor change to avoid compiler warning. 
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 2010-12-01 23:48:16 +00:00
Davis King 9ea9e092a6 Added tests for the least squares code. 
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 2010-12-01 02:48:41 +00:00
Davis King 9a67ee4cf6 Added some more optimization tests. 
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 2010-12-01 01:51:27 +00:00
Davis King 1c6b473b6a Added an #include for the least squares stuff 
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 2010-12-01 01:13:27 +00:00
Davis King 5fca3dc43a Added an initial version of some least squares solvers. 
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 2010-12-01 01:10:59 +00:00
Davis King 291991b665 Minor changes to make code more robust. 
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 2010-12-01 00:57:50 +00:00
Davis King b73c6b0335 added missing public: qualifier. 
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 2010-11-28 21:13:41 +00:00
Davis King 298a856b60 Made the trust region solver more robust. 
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 2010-11-28 19:22:52 +00:00
Davis King 0b31ba64e6 Upgraded the derivative() function so it can work on functions with two arguments. 
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 2010-11-28 19:13:30 +00:00
Davis King 9e863f9b68 updated docs 
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 2010-11-26 23:01:25 +00:00
Davis King 682f6b3dff Added a trust region optimizer. 
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 2010-11-26 22:23:09 +00:00
Davis King 571aff204c Added some comments to the spec. 
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 2010-11-26 18:49:03 +00:00
Davis King ab0b14adb2 Fixed grammar. 
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 2010-11-26 15:27:00 +00:00
Davis King f75c343f2a Added some comments about how chol() behaves. 
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 2010-11-21 13:46:21 +00:00
Davis King 7a479f80c1 Added a bunch of overloads to catch operations on diagonal matrices 
and use more efficient code paths for them.  For example, inv(diagm(d))
turns into diagm(reciprocal(d)).

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 2010-11-21 02:34:07 +00:00
Davis King d031d6053d Fixed tabbing 
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 2010-11-20 14:03:42 +00:00
Davis King 28f2c0dfbf updated docs 
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 2010-11-19 00:44:41 +00:00
Davis King 176b3db2bb Added missing comment about the QP needing to be convex. 
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 2010-11-19 00:44:26 +00:00
Davis King 97a37ae357 Updated example 
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 2010-11-18 03:14:51 +00:00
Davis King 674fd7aa5b Updated matrix example. 
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 2010-11-18 01:29:32 +00:00
Davis King 88b37e6dcf Added the ability to add/subtract scalar values to/from all the elements of a matrix 
using the - and + operators.

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 2010-11-18 01:28:16 +00:00