Top Description Fields Constructors Methods
org.apache.commons.math3.optim.nonlinear.vector.jacobian

public Class GaussNewtonOptimizer

extends AbstractLeastSquaresOptimizer
Class Inheritance
Annotations
@Deprecated
Imports
org.apache.commons.math3.exception.ConvergenceException, .NullArgumentException, .MathInternalError, .MathUnsupportedOperationException, org.apache.commons.math3.exception.util.LocalizedFormats, org.apache.commons.math3.linear.ArrayRealVector, .BlockRealMatrix, .DecompositionSolver, .LUDecomposition, .QRDecomposition, .RealMatrix, .SingularMatrixException, org.apache.commons.math3.optim.ConvergenceChecker, .PointVectorValuePair

Deprecated

All classes and interfaces in this package are deprecated. The optimizers that were provided here were moved to the org.apache.commons.math3.fitting.leastsquares package (cf. MATH-1008).

Gauss-Newton least-squares solver.
Constraints are not supported: the call to optimize will throw MathUnsupportedOperationException if bounds are passed to it.

This class solve a least-square problem by solving the normal equations of the linearized problem at each iteration. Either LU decomposition or QR decomposition can be used to solve the normal equations. LU decomposition is faster but QR decomposition is more robust for difficult problems.

Since
2.0

Field Summary

Modifier and TypeField and Description
private final boolean
useLU

Indicator for using LU decomposition.

Constructor Summary

AccessConstructor and Description
public
GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair>
Convergence checker.
checker)

Simple constructor with default settings.

public
GaussNewtonOptimizer(final boolean
If true, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition.
useLU, ConvergenceChecker<PointVectorValuePair>
Convergence checker.
checker)

Method Summary

Modifier and TypeMethod and Description
private void
checkParameters()

Hides org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer.checkParameters.

Check parameters consistency.

public PointVectorValuePair
doOptimize()

Implements abstract org.apache.commons.math3.optim.BaseOptimizer.doOptimize.

Performs the bulk of the optimization algorithm.

Inherited from org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer:
computeCostcomputeCovariancescomputeResidualscomputeSigmacomputeWeightedJacobiangetChiSquaregetRMSgetWeightSquareRootoptimizeparseOptimizationDatasetCost

Field Detail

useLUback to summary
private final boolean useLU

Indicator for using LU decomposition.

Constructor Detail

GaussNewtonOptimizerback to summary
public GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)

Simple constructor with default settings. The normal equations will be solved using LU decomposition.

Parameters
checker:ConvergenceChecker<PointVectorValuePair>

Convergence checker.

GaussNewtonOptimizerback to summary
public GaussNewtonOptimizer(final boolean useLU, ConvergenceChecker<PointVectorValuePair> checker)
Parameters
useLU:boolean

If true, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition.

checker:ConvergenceChecker<PointVectorValuePair>

Convergence checker.

Method Detail

checkParametersback to summary
private void checkParameters()

Hides org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer.checkParameters.

Doc from org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer.checkParameters.

Check parameters consistency.

Exceptions
MathUnsupportedOperationException:
if bounds were passed to the optimize method.
doOptimizeback to summary
public PointVectorValuePair doOptimize()

Implements abstract org.apache.commons.math3.optim.BaseOptimizer.doOptimize.

Doc from org.apache.commons.math3.optim.BaseOptimizer.doOptimize.

Performs the bulk of the optimization algorithm.

Returns:PointVectorValuePair

the point/value pair giving the optimal value of the objective function.

Annotations
@Override