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org.apache.commons.math3.fitting.leastsquares

pack-priv Class DenseWeightedEvaluation

extends AbstractEvaluation
Class Inheritance
Imports
org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation, org.apache.commons.math3.linear.RealMatrix, .RealVector

Applies a dense weight matrix to an evaluation.
Since
3.3

Field Summary

Modifier and TypeField and Description
private final LeastSquaresProblem.Evaluation
unweighted

the unweighted evaluation

private final RealMatrix
weightSqrt

reference to the weight square root matrix

Constructor Summary

AccessConstructor and Description
pack-priv
DenseWeightedEvaluation(final LeastSquaresProblem.Evaluation
the evalutation before weights are applied
unweighted
,
final RealMatrix
the matrix square root of the weight matrix
weightSqrt
)

Create a weighted evaluation from an unweighted one.

Method Summary

Modifier and TypeMethod and Description
public RealMatrix
public RealVector
getPoint()

Implements org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation.getPoint.

Get the abscissa (independent variables) of this evaluation.

public RealVector
Inherited from org.apache.commons.math3.fitting.leastsquares.AbstractEvaluation:
getCostgetCovariancesgetRMSgetSigma

Field Detail

unweightedback to summary
private final LeastSquaresProblem.Evaluation unweighted

the unweighted evaluation

weightSqrtback to summary
private final RealMatrix weightSqrt

reference to the weight square root matrix

Constructor Detail

DenseWeightedEvaluationback to summary
pack-priv DenseWeightedEvaluation(final LeastSquaresProblem.Evaluation unweighted, final RealMatrix weightSqrt)

Create a weighted evaluation from an unweighted one.

Parameters
unweighted:LeastSquaresProblem.Evaluation

the evalutation before weights are applied

weightSqrt:RealMatrix

the matrix square root of the weight matrix

Method Detail

getJacobianback to summary
public RealMatrix getJacobian()

Implements org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation.getJacobian.

Doc from org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation.getJacobian.

Get the weighted Jacobian matrix.

Returns:RealMatrix

the weighted Jacobian: W1/2 J.

getPointback to summary
public RealVector getPoint()

Implements org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation.getPoint.

Doc from org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation.getPoint.

Get the abscissa (independent variables) of this evaluation.

Returns:RealVector

the point provided to evaluate(RealVector).

getResidualsback to summary
public RealVector getResiduals()

Implements org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation.getResiduals.

Doc from org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation.getResiduals.

Get the weighted residuals. The residual is the difference between the observed (target) values and the model (objective function) value. There is one residual for each element of the vector-valued function. The raw residuals are then multiplied by the square root of the weight matrix.

Returns:RealVector

the weighted residuals: W1/2 K.