C# Class Accord.Math.Optimization.LevenbergMarquardt

Levenberg-Marquardt algorithm for solving Least-Squares problems.

Inheritance: ILeastSquaresMethod

ファイルを表示 Open project: accord-net/framework

Public Methods

Method	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

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

Method Details

ComputeError() public method

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.
return	double

LevenbergMarquardt() public method

Initializes a new instance of the LevenbergMarquardt class.

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

Minimize() public method

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.
return	double