commit | 4f049db7c2a3ee8cf9910c6eac96be6a28a5999c | [log] [tgz] |
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author | Tal Ben-Nun <tbennun@gmail.com> | Wed May 13 15:43:51 2015 +0300 |
committer | Tal Ben-Nun <tbennun@gmail.com> | Sun Aug 30 14:06:13 2015 +0300 |
tree | ea7ee93afe4d8d51b23d1f509bbcb6ae07359d9c | |
parent | 070bba4b43b4b7449628bf456a10452fd2b34d28 [diff] |
Adaptive numeric differentiation using Ridders' method. This method numerically computes function derivatives in different scales, extrapolating between intermediate results to conserve function evaluations. Adaptive differentiation is essential to produce accurate results for functions with noisy derivatives. Full changelist: -Created a new type of NumericDiffMethod (RIDDERS). -Implemented EvaluateRiddersJacobianColumn in NumericDiff. -Created unit tests with f(x) = x^2 + [random noise] and f(x) = exp(x). Change-Id: I2d6e924d7ff686650272f29a8c981351e6f72091
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https://ceres-solver.googlesource.com/ceres-solver