How to use the Eigen unsupported levenberg marquardt implementation?

Question

I\'m trying to minimize a following sample function:

F(x) = f[0]^2(x[0],...,x[n-1]) + ... + f[m-1]^2(x[0],...,x[n-1])

A normal way to minim

Answer 1

As an alternative you may simply create a new functor like this,

struct my_functor_w_df : Eigen::NumericalDiff {};

and then initialize the LevenbergMarquardt instance using like this,

my_functor_w_df functor;
Eigen::LevenbergMarquardt lm(functor);

Personally, I find this approach a bit cleaner.