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java.lang.Objectorg.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer
org.apache.commons.math.optimization.general.GaussNewtonOptimizer
public class GaussNewtonOptimizer
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.
Field Summary |
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Fields inherited from class org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer |
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checker, cols, cost, DEFAULT_MAX_ITERATIONS, jacobian, objective, point, residuals, residualsWeights, rows, targetValues, wjacobian, wresiduals |
Constructor Summary | |
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GaussNewtonOptimizer(boolean useLU)
Simple constructor with default settings. |
Method Summary | |
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VectorialPointValuePair |
doOptimize()
Perform the bulk of optimization algorithm. |
Methods inherited from class org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer |
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getChiSquare, getConvergenceChecker, getCovariances, getEvaluations, getIterations, getJacobianEvaluations, getMaxEvaluations, getMaxIterations, getRMS, guessParametersErrors, incrementIterationsCounter, optimize, setConvergenceChecker, setMaxEvaluations, setMaxIterations, updateJacobian, updateResidualsAndCost |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public GaussNewtonOptimizer(boolean useLU)
The convergence check is set to a SimpleVectorialValueChecker
and the maximal number of evaluation is set to
AbstractLeastSquaresOptimizer.DEFAULT_MAX_ITERATIONS
.
useLU
- if true, the normal equations will be solved using LU
decomposition, otherwise they will be solved using QR decompositionMethod Detail |
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public VectorialPointValuePair doOptimize() throws FunctionEvaluationException, OptimizationException, java.lang.IllegalArgumentException
doOptimize
in class AbstractLeastSquaresOptimizer
FunctionEvaluationException
- if the objective function throws one during
the search
OptimizationException
- if the algorithm failed to converge
java.lang.IllegalArgumentException
- if the start point dimension is wrong
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