unsupported/Eigen/NonLinearOptimization

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
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// GNU General Public License for more details.
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// You should have received a copy of the GNU Lesser General Public
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// Eigen. If not, see <http://www.gnu.org/licenses/>.

#ifndef EIGEN_NONLINEAR_MODULE_H
#define EIGEN_NONLINEAR_MODULE_H

#include <Eigen/Core>
#include <unsupported/Eigen/NumericalDiff>

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"
#include "src/NonLinearOptimization/rwupdt.h"
#include "src/NonLinearOptimization/qrfac.h"
#include "src/NonLinearOptimization/fdjac1.h"
#include "src/NonLinearOptimization/qform.h"
#include "src/NonLinearOptimization/lmpar.h"
#include "src/NonLinearOptimization/dogleg.h"
#include "src/NonLinearOptimization/covar.h"

#include "src/NonLinearOptimization/chkder.h"

#endif

#include "src/NonLinearOptimization/HybridNonLinearSolver.h"
#include "src/NonLinearOptimization/LevenbergMarquardt.h"
//@}

}



#endif // EIGEN_NONLINEAR_MODULE_H