Classes
![\[ A^{\prime} A x = A^{\prime} b\]](form_0.png)
for solving the linear least squares problem
![\[ \min_{x} \vert A x - b \vert^2 \]](form_1.png)
. More...
for solving the linear least squares problem
. More...
as an RVL::Functional. More...
Classes | |
| class | CGException |
| Exception subtype - thrown when needed. More... | |
| class | CGStep |
| Single iteration of the Conjugate Gradient method for solution of SPD linear systems. More... | |
| class | CGAlg |
| implementation of a CG algorithm. More... | |
| class | CGNEStep |
| Single step of conjugate gradient iteration for the normal equations. More... | |
| class | PCGNEStep |
| Preconditioned conjugate gradient iteration for the normal equations. More... | |
| class | CGNEAlg |
| Conjugate gradient algorithm - efficient implementation for normal equations
for solving the linear least squares problem
. More... | |
| class | CGNEPolicyData |
| data class for CGNE policy More... | |
| class | CGNEPolicy |
| policy class for creation of CGNEAlg in trust region solver and any other algorithm needing a least squares solver component - build method creates CGNEAlg with these attributes: More... | |
| class | ChebStep |
| Single step of Chebyshev iteration for the normal equations. More... | |
| class | ChebAlg |
| Chebyshev polynomial algorithm - efficient implementation for normal equations
for solving the linear least squares problem
. More... | |
| class | ChebPolicyData |
| policy class for creation of ChebAlg - build method creates ChebAlg with these attributes: More... | |
| class | ChebPolicy |
| class | LBFGSOp |
| LMBFGSOp implements the limited memory BFGS approximation to the inverse Hessian of a twice-differentiable function. More... | |
| class | LBFGSDir |
| This algorithm performs a quasi-newton method for minimizing a continuous function. More... | |
| class | LBFGSBT |
| Limited memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) quasi-Newton optimization with geometric backtracking line search globalization. More... | |
| class | LineSearchAlgBase |
| Base class for line search algorithms. More... | |
| class | LineSearchAlg |
| Abstract handle class template for line searches. More... | |
| class | BacktrackingLineSearchAlgBase |
| Does a backtracking line search starting from a prescribed step, passed as argument firststep to the constructor. More... | |
| class | BacktrackingLineSearchAlg |
| Factory class for BacktrackingLineSearchAlgBase implementation of backtracking line search. More... | |
| class | LSQRStep |
| Single step of LSQR iteration for solution of the normal equations, per Paige & Saunders, ACM TOMS v. More... | |
| class | LSQRAlg |
| This is Algorithm LSQR as stated in Paige and Saunders, ACM TOMS vol. More... | |
| class | LSQRPolicyData |
| data class for LSQR policy More... | |
| class | LSQRPolicy |
| policy class for creation of LSQRAlg in trust region solver and any other algorithm needing a least squares solver component - build method creates LSQRAlg with these attributes: More... | |
| class | PowerStep |
| This Algorithm does a single iteration of the Power Method for estimating the largest singular value of a linear operator. More... | |
| class | PowerMethod |
| Power method for finding largest singular value of a linear operator. More... | |
| class | TRGNStep |
| Generic trust region (truncated GN) step. More... | |
| class | TRGNAlg |
| Trust Region iteration. More... | |
| class | UMinDir |
| Abstract interface for computation of search directions, in support of descent methods. More... | |
| class | UMinStepLS |
| Base class for Unconstrained Minimization step algorithms with globalization via line search. More... | |
| class | VPM |
| Given a LinOpValOp F and a Vector d in the range of op, implements the function as an RVL::Functional. More... | |
Functions | |
| template<typename Scalar> | |
| bool | realgt (Scalar left, Scalar right) |
| used to test curvature in CG - handles complex case properly | |
| template<typename Scalar> | |
| bool | realgt (complex< Scalar > left, complex< Scalar > right) |
| bool RVLUmin::realgt | ( | Scalar | left, | |
| Scalar | right | |||
| ) |
used to test curvature in CG - handles complex case properly
Definition at line 52 of file cgalg.hh.
Referenced by RVLUmin::CGStep< Scalar >::run().
| bool RVLUmin::realgt | ( | complex< Scalar > | left, | |
| complex< Scalar > | right | |||
| ) |
1.4.7