source: branches/2929_PrioritizedGrammarEnumeration/HeuristicLab.Algorithms.DataAnalysis.PGE/3.3/go-code/go-levmar/levmar-2.6/matlab/levmar.m @ 16080

Last change on this file since 16080 was 16080, checked in by hmaislin, 15 months ago

#2929 initial commit of working PGE version

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1% LEVMAR  matlab MEX interface to the levmar non-linear least squares minimization
2% library available from http://www.ics.forth.gr/~lourakis/levmar/
3%
4% Usage: levmar can be used in any of the 8 following ways:
5% [ret, popt, info, covar]=levmar(fname, jacname, p0, x, itmax, opts, 'unc', ...)
6% [ret, popt, info, covar]=levmar(fname, jacname, p0, x, itmax, opts, 'bc', lb, ub, ...)
7% [ret, popt, info, covar]=levmar(fname, jacname, p0, x, itmax, opts, 'lec', A, b, ...)
8% [ret, popt, info, covar]=levmar(fname, jacname, p0, x, itmax, opts, 'blec', lb, ub, A, b, wghts, ...)
9%
10% [ret, popt, info, covar]=levmar(fname, jacname, p0, x, itmax, opts, 'bleic', lb, ub, A, b, C, d, ...)
11% [ret, popt, info, covar]=levmar(fname, jacname, p0, x, itmax, opts, 'blic', lb, ub, C, d, ...)
12% [ret, popt, info, covar]=levmar(fname, jacname, p0, x, itmax, opts, 'leic', A, b, C, d, ...)
13% [ret, popt, info, covar]=levmar(fname, jacname, p0, x, itmax, opts, 'lic', C, d, ...)
14%
15
16% The dots at the end denote any additional, problem specific data that are passed uninterpreted to
17% all invocations of fname and jacname, see below for details.
18%
19% In the following, the word "vector" is meant to imply either a row or a column vector.
20%
21% required input arguments:
22% - fname: String defining the name of a matlab function implementing the function to be minimized.
23%      fname will be called as fname(p, ...), where p denotes the parameter vector and the dots any
24%      additional data passed as extra arguments during the invocation of levmar (refer to Meyer's
25%      problem in lmdemo.m for an example).
26%
27% - p0: vector of doubles holding the initial parameters estimates.
28%
29% - x: vector of doubles holding the measurements vector.
30%
31% - itmax: maximum number of iterations.
32%
33% - opts: vector of doubles specifying the minimization parameters, as follows:
34%      opts(1) scale factor for the initial damping factor
35%      opts(2) stopping threshold for ||J^T e||_inf
36%      opts(3) stopping threshold for ||Dp||_2
37%      opts(4) stopping threshold for ||e||_2
38%      opts(5) step used in finite difference approximation to the Jacobian.
39%      If an empty vector (i.e. []) is specified, defaults are used.
40
41% optional input arguments:
42% - jacname: String defining the name of matlab function implementing the Jacobian of function fname.
43%      jacname will be called as jacname(p, ...) where p is again the parameter vector and the dots
44%      denote any additional data passed as extra arguments to the invocation of levmar. If omitted,
45%      the Jacobian is approximated with finite differences through repeated invocations of fname.
46%
47% - type: String defining the minimization type. It should be one of the following:
48%      'unc' specifies unconstrained minimization.
49%      'bc' specifies minimization subject to box constraints.
50%      'lec' specifies minimization subject to linear equation constraints.
51%      'blec' specifies minimization subject to box and linear equation constraints.
52%      'bleic' specifies minimization subject to box, linear equation and inequality constraints.
53%      'blic' specifies minimization subject to box and linear inequality constraints.
54%      'leic' specifies minimization subject to linear equation and inequality constraints.
55%      'lic' specifies minimization subject to linear inequality constraints.
56%      If omitted, a default of 'unc' is assumed. Depending on the minimization type, the MEX
57%      interface will invoke one of dlevmar_XXX, dlevmar_bc_XXX, dlevmar_lec_XXX, dlevmar_blec_XXX or dlevmar_bleic_XXX
58%
59% - lb, ub: vectors of doubles specifying lower and upper bounds for p, respectively
60%
61% - A, b: k x m matrix and k vector specifying linear equation constraints for p, i.e. A*p=b
62%      A should have full rank.
63%
64% - C, d: k x m matrix and k vector specifying linear inequality constraints for p, i.e. C*p>=d
65%      A should have full rank.
66%
67% - wghts: vector of doubles specifying the weights for the penalty terms corresponding to
68%      the box constraints, see lmblec_core.c for more details. If omitted and a 'blec' type
69%      minimization is to be carried out, default weights are used.
70
71%
72% output arguments
73% - ret: return value of levmar, corresponding to the number of iterations if successful, -1 otherwise.
74%
75% - popt: estimated minimizer, i.e. minimized parameters vector.
76%
77% - info: optional array of doubles, which upon return provides information regarding the minimization.
78%      See lm_core.c for more details.
79%
80% - covar: optional covariance matrix corresponding to the estimated minimizer.
81%
82 
83error('levmar.m is used only for providing documentation to levmar; make sure that levmar.c has been compiled using mex');
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