some more documentation

This commit is contained in:
Thomas Capricelli
2009-11-09 04:21:45 +01:00
parent ac8f7d8c9c
commit de195e0e78
4 changed files with 59 additions and 20 deletions

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@@ -33,12 +33,41 @@ namespace Eigen {
/** \ingroup Unsupported_modules
* \defgroup NonLinearOptimization_Module Non linear optimization module
*
* This module provides implementation of two important algorithms in non linear
* optimization. In both cases, we consider a system of non linear functions. Of
* course, this should work, and even work very well if those functions are
* actually linear. But if this is so, you should probably better use other
* methods more fitted to this special case.
*
* One algorithm allows to find the extremum of such a system (Levenberg
* Marquardt algorithm) and the second one is used to find
* a zero for the system (Powell hybrid "dogleg" method).
*
* This code is a port of a reknown implementation for both algorithms,
* called minpack (http://en.wikipedia.org/wiki/MINPACK). Those
* implementations have been carefully tuned, tested, and used for several
* decades.
* The original fortran code was automatically translated in C and then c++,
* and then cleaned by several authors
* (check http://devernay.free.fr/hacks/cminpack.html).
*
* Finally, we ported this code to Eigen, creating classes and API
* coherent with Eigen. When possible, we switched to Eigen
* implementation, such as most linear algebra (vectors, matrices, "good" norms).
*
* Doing so, we were very careful to check the tests we setup at the very
* beginning, which ensure that the same results are found, with the same
* number of iterations.
*
* \code
* #include <unsupported/Eigen/NonLinearOptimization>
* \endcode
*/
//@{
#ifndef EIGEN_PARSED_BY_DOXYGEN
#include "src/NonLinearOptimization/qrsolv.h"
#include "src/NonLinearOptimization/r1updt.h"
#include "src/NonLinearOptimization/r1mpyq.h"
@@ -52,9 +81,10 @@ namespace Eigen {
#include "src/NonLinearOptimization/chkder.h"
#endif
#include "src/NonLinearOptimization/HybridNonLinearSolver.h"
#include "src/NonLinearOptimization/LevenbergMarquardt.h"
//@}
}