doc/html/covarianceupdate_8h_source.html

#ifndef COVARIANCEUPDATE_H

#define COVARIANCEUPDATE_H


#include <libcmaes/cmaparameters.h>

#include <libcmaes/cmasolutions.h>

#include <libcmaes/eigenmvn.h>


namespace libcmaes

{


  class CovarianceUpdate

  {

  public:

    template <class TGenoPheno>

    static void update(const CMAParameters<TGenoPheno> &parameters,

               Eigen::EigenMultivariateNormal<double> &esolver,

               CMASolutions &solutions);

  };


}


#endif

Eigen::EigenMultivariateNormal
Definition eigenmvn.h:109

libcmaes::CMASolutions
Holder of the set of evolving solutions from running an instance of CMA-ES.
Definition cmasolutions.h:42

libcmaes::CovarianceUpdate
Covariance Matrix update. This is an implementation closely follows: Hansen, N. (2009)....
Definition covarianceupdate.h:38

libcmaes::CovarianceUpdate::update
static void update(const CMAParameters< TGenoPheno > &parameters, Eigen::EigenMultivariateNormal< double > &esolver, CMASolutions &solutions)
update the covariance matrix.
Definition covarianceupdate.cc:29

libcmaes::ESOptimizer
an optimizer main class.
Definition esoptimizer.h:72

libcmaes
linear scaling of the parameter space to achieve similar sensitivity across all components.
Definition acovarianceupdate.h:30