FOR TESTING PURPOSES ONLY Hi all,
in the attached plugin:
- new functions NCGM(...) and NCGM.CD(...) - Nonlinear conjugate gradient method optimization algorithms;
- new function Gradient.CD(...) - central differences based Gradient;
- new function Jacobian.CD(...) - central differences based Jacobian;
- new function Hessian.CD(...) - central differences based Hessian;
- new functions GaussNewton.CD(...) and GaussNewton.CDGSS(...) - central differences based GaussNewton;
- new function LevenbergMarquardt.CD(...) - central differences based LevenbergMarquardt;
- new function NewtonRaphson.CD(...) - central differences based NewtonRaphson;
- new functions NewtonMethod.CD(...) and NewtonMethod.CDGSS(...) - central differences based NewtonMethod;
- increased performances on Gradient/Jacobian/Hessian-based functions;
- fixed issues of Broyden(...) and HRE.B(...) about custom settings;
- minor changes.
from previous BETA:- new function GaussNewton(...) - Gauss-Newton optimization algorithm
(previous BETA - increased performances);
- new functions GoldenSectionSearch.min(...) and GoldenSectionSearch.max(...) - Golden Section Search minimization/maximization algorithms
(previous BETA - no changes);
- new functions GradientDescent(...) and GradientDescent.GSS(...) - Gradient Descent optimization algorithm (respectively with fixed step length and GoldenSectionSearch-based step length)
(previous BETA - increased performances);
- new function LevenbergMarquardt(...) - Levenberg-Marquardt optimization algorithm
(previous BETA - increased performances);
- new functions NewtonMethod(...) and NewtonMethod.GSS(...) - Newton Method optimization algorithm (respectively with fixed step length and GoldenSectionSearch-based step length)
(previous BETA - increased performances);
- new function Diag(...) - improved SMath diag()
(previous BETA - no changes);
- new function Gradient(...) - 1st order derivatives
(previous BETA - increased performances);
- new function Hessian(...) - 2nd order derivatives
(previous BETA - increased performances);
- function Jacobian(...) revisited (now returns only a derivative or a mxn Jacobian)
(previous BETA - increased performances);
- solver Bisection(...) revisited (the number of iterations is no longer required,
as reported by adiaz)
(previous BETA - no changes);
- All root-finding algorithms in k variable now accept multiple thresholds (a target precision value for each function)
(previous BETA - no changes);
- Fixed "custom decimal symbol" issue of HRE functions.
(previous BETA - no changes);
REQUIRES customFunctions plugin
SEE THE ATTACHMENTS FOR MANY INFOS - PLEASE REPORT ANY ISSUEbest regards,
w3b5urf3r
Edited by user 12 January 2013 00:04:46(UTC)
| Reason: requirements