|Re: [eigen] Levenberg-marquardt and dogleg minimizer|
[ Thread Index |
| More lists.tuxfamily.org/eigen Archives
- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Levenberg-marquardt and dogleg minimizer
- From: Jos van den Oever <jvdoever@xxxxxxxxx>
- Date: Wed, 25 Feb 2009 20:10:38 +0100
- Dkim-signature: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:mime-version:received:in-reply-to:references :date:message-id:subject:from:to:content-type :content-transfer-encoding; bh=Wylpcd94tCSb/PRS0flD6opwAAYRkUr9XFB+xp6YBZk=; b=PXLwVVmwb8yKIkD/2klhaCFJcfEqLUL2jvEgtM5a7Tlzkg6/LA4y6LfnuzTZKc7u9W tP/Arkt3L3H91aLD3QyUCtKcNIzdD8/umPzV77f07BwOcCrTM2Ktpyxn+OEsoCWLxRvX rfHfdyrlmMSh5QkqJVO3xvmzIkfxIbo7a6K1Y=
- Domainkey-signature: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:in-reply-to:references:date:message-id:subject:from:to :content-type:content-transfer-encoding; b=M4eMZ1q8QgWZlq1WrDkFwi8y5UBFUZCJFu1nTiDbz6M3w2qeQBirGiTFHoZvUwqaLj uVxe4RYhob5FjFeU+9JoLUu783Hdlta0+sUERA+lFGF0u3ycH/RBBBNhIZNX6FVB8I6W 9BNuY6z6AbDimRWWhtIEJUT4Apiyv3V2PRd3I=
2009/2/25 Gael Guennebaud <gael.guennebaud@xxxxxxxxx>:
> as soon as I have little time I'll try to implement such an autodiff
> Jacobian class using adolc to see what are the exact requirements
> (according to my experience with adolc this should be easy, but we
> never know).
I would certainly be interested in such a class. This would be for a
problem where we use a different solver which also requires a
Jacobian. This solver can take advantage of the sparseness of the
Jacobian. The sparseness should be set in advance. Also if it is known
that a parameter has a linear influence, this can help the iterations.
Would an adolc Jacobian as you envision it, know these properties?