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Package org.apache.commons.math3.fitting.leastsquares


This package provides algorithms that minimize the residuals between observations and model values. The least-squares optimizers minimize the distance (called cost or χ2) between model and observations.
Algorithms in this category need access to a problem (represented by a LeastSquaresProblem). Such a model predicts a set of values which the algorithm tries to match with a set of given set of observed values.
The problem can be created progressively using a builder or it can be created at once using a factory.
Since
3.3

Interface Summary

Modifier and TypeInterface and Description
public interface
LeastSquaresOptimizer

An algorithm that can be applied to a non-linear least squares problem.

public interface
LeastSquaresProblem

The data necessary to define a non-linear least squares problem.

public interface
MultivariateJacobianFunction

A interface for functions that compute a vector of values and can compute their derivatives (Jacobian).

public interface
ParameterValidator

Interface for validating a set of model parameters.

public interface
ValueAndJacobianFunction

A interface for functions that compute a vector of values and can compute their derivatives (Jacobian).

Class Summary

Modifier and TypeClass and Description
public abstract class
AbstractEvaluation

An implementation of Evaluation that is designed for extension.

pack-priv class
DenseWeightedEvaluation

Applies a dense weight matrix to an evaluation.

public class
EvaluationRmsChecker

Check if an optimization has converged based on the change in computed RMS.

public class
GaussNewtonOptimizer

Gauss-Newton least-squares solver.

public class
LeastSquaresAdapter

An adapter that delegates to another implementation of LeastSquaresProblem.

public class
public class
LeastSquaresFactory

A Factory for creating LeastSquaresProblems.

public class
LevenbergMarquardtOptimizer

This class solves a least-squares problem using the Levenberg-Marquardt algorithm.

pack-priv class
OptimumImpl

A pedantic implementation of Optimum.