I made a repository of C++ code that runs polynomial fitting by linear least squares.

We can generate C code of an objective function by using Maple as with(linalg); F := ...; Ffunc := unapply(convert(convert(F, vector), list), PARAMETERS); CodeGeneration[C](Ffunc, optimize); I tried the following equation $latex \frac{p_0}…

For start-up projects, I need a non-linear optimization C++ library, especially Levenberg Marquardt algorithm. I found two candidates: levmar and Eigen::LevenbergMarquardt. In terms of examples, levmar provides good examples homest while E…

int dlevmar_der( void (func)(double p, double x, int m, int n, void adata), void (jacf)(double p, double j, int m, int n, void adata), double p, double x, int m, int n, int itmax, double opts[4], double info[LM_INFO_SZ], double work, doubl…

memo for compiling levmar 2.6 on windows with visual studio 2010. we need to modify the code a bit for compilation!!! .lib files CmakeLists.txt of levmar 2.6 assumes that you put all lapack related .lib files into one directory. In Cmake G…

On my previous post, I posted how to compile levmar 2.5 with visual studio 2010. Since the procedure mentioned there is not enough to compile levmar 2.6, I write how to solve the compilation issue even though the chips is written on levmar…

BV norm is $latex l{1}$-norm of the gradient of its argument as $latex \Vert u \Vert{BV} = \Vert \nabla u \Vert_{1}$

levmarのコンパイルには2つのステップが必要: LAPACKのインストールとlevmarのコンパイル．LAPACKではなくCLAPACKを使ってlevmarを使ってみる(LAPACKを自前でセットアップするにはfortranのコンパイラやら何やらが必要みたいだけど，調べてて頭が痛くなって…

levmar compilation requires two steps: LAPACK installation and levmar compilation. Here, I use CLAPACK instead of LAPACK for ease of setup but any types of CLAPACK might be fine. CLAPACK installation There are several options to build CLAP…

Suppose we observe a signal $latex x$. With a dictionary $latex D$, the signal $latex x$ is represented by a linear equation as $latex x = D\alpha$. Given the observed signal, our goal is to find the coefficients $latex \alpha$. Assuming $…

Sparse solutionのsolverとGPSR(Gradient Projection for Sparse Reconstruction)を試す．一部のデモファイルを動かすにはRice wavelet toolboxが必要なので，以下からzipファイル(rwtwinxp.zip)をダウンロード．http://dsp.rice.edu/software/rice-wavelet-…

GPSR(Gradient Projection for Sparse Reconstruction)のセットアップMatLabでコンパイルする環境作成>> mex -setup質問通りに素直に進む．Rice Wavelet ToolboxのインストールFilesから適当なファイルをダウンロード．適当な場所でコンパイル．>> compileGP…