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org.apache.commons.math3.optimization.general

public Class GaussNewtonOptimizer

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

Deprecated

As of 3.1 (to be removed in 4.0).

Gauss-Newton least-squares solver.

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.

Inherited from org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer:
colscostobjectivepointrowsweightedResidualJacobianweightedResiduals

Constructor Summary

AccessConstructor and Description
public
GaussNewtonOptimizer()
Deprecated See SimpleVectorValueChecker#SimpleVectorValueChecker()

Simple constructor with default settings.

public
GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair>
Convergence checker.
checker)
Deprecated as a consequence of ConvergenceChecker being deprecated.

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)
Deprecated See SimpleVectorValueChecker#SimpleVectorValueChecker()

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)
Deprecated as a consequence of ConvergenceChecker being deprecated.

Method Summary

Modifier and TypeMethod and Description
public PointVectorValuePair
doOptimize()

Implements abstract org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer.doOptimize.

Deprecated as a consequence of PointVectorValuePair being deprecated.

Perform the bulk of the optimization algorithm.

Inherited from org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer:
computeCostcomputeCovariancescomputeResidualscomputeSigmacomputeWeightedJacobiangetChiSquaregetCovariancesgetCovariancesgetJacobianEvaluationsgetRMSgetWeightSquareRootguessParametersErrorsoptimizeoptimizeoptimizeInternalsetCostsetUpupdateJacobianupdateResidualsAndCost

Field Detail

useLUback to summary
private final boolean useLU

Indicator for using LU decomposition.

Constructor Detail

GaussNewtonOptimizerback to summary
public GaussNewtonOptimizer()

Deprecated

See SimpleVectorValueChecker#SimpleVectorValueChecker()

Simple constructor with default settings. The normal equations will be solved using LU decomposition and the convergence check is set to a SimpleVectorValueChecker with default tolerances.

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

Deprecated

as a consequence of ConvergenceChecker being deprecated. See corresponding docs for further information.

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)

Deprecated

See SimpleVectorValueChecker#SimpleVectorValueChecker()

Simple constructor with default settings. The convergence check is set to a SimpleVectorValueChecker with default tolerances.

Parameters
useLU:boolean

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

Annotations
@Deprecated
GaussNewtonOptimizerback to summary
public GaussNewtonOptimizer(final boolean useLU, ConvergenceChecker<PointVectorValuePair> checker)

Deprecated

as a consequence of ConvergenceChecker being deprecated. See corresponding docs for further information.

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

doOptimizeback to summary
public PointVectorValuePair doOptimize()

Implements abstract org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer.doOptimize.

Doc from org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer.doOptimize.

Deprecated

as a consequence of PointVectorValuePair being deprecated. See corresponding docs for further information.

Perform the bulk of the optimization algorithm.

Returns:PointVectorValuePair

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

Annotations
@Override