C# Class Accord.Math.Optimization.LevenbergMarquardt

Levenberg-Marquardt algorithm for solving Least-Squares problems.

Inheritance: ILeastSquaresMethod

Afficher le fichier Open project: accord-net/framework

Méthodes publiques

Méthode	Description
ComputeError ( double input, double output ) : double	Compute model error for a given data set.
LevenbergMarquardt ( int parameters ) : System	Initializes a new instance of the LevenbergMarquardt class.
Minimize ( double inputs, double outputs ) : double	Attempts to find the best values for the parameter vector minimizing the discrepancy between the generated outputs and the expected outputs for a given set of input data.

Private Methods

Méthode	Description
computeErrors ( double input, double output, int block ) : double
computeJacobian ( double input, int block ) : void

Method Details

ComputeError() public méthode

Compute model error for a given data set.

public ComputeError ( double input, double output ) : double
input	double	The input points.
output	double	The output points.
Résultat	double

LevenbergMarquardt() public méthode

Initializes a new instance of the LevenbergMarquardt class.

public LevenbergMarquardt ( int parameters ) : System
parameters	int	The number of free parameters in the optimization problem.
Résultat	System

Minimize() public méthode

Attempts to find the best values for the parameter vector minimizing the discrepancy between the generated outputs and the expected outputs for a given set of input data.

public Minimize ( double inputs, double outputs ) : double
inputs	double	A set of input data.
outputs	double	The values associated with each /// vector in the data.
Résultat	double