Class GaussNewtonOptimizer
java.lang.Object
org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer
org.apache.commons.math.optimization.general.GaussNewtonOptimizer
- All Implemented Interfaces:
DifferentiableMultivariateVectorialOptimizer
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
- Version:
- $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $
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Field Summary
Fields inherited from class org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer
checker, cols, cost, DEFAULT_MAX_ITERATIONS, jacobian, objective, point, residuals, residualsWeights, rows, targetValues, wjacobian, wresiduals
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Constructor Summary
ConstructorsConstructorDescriptionGaussNewtonOptimizer
(boolean useLU) Simple constructor with default settings. -
Method Summary
Modifier and TypeMethodDescriptionPerform the bulk of optimization algorithm.Methods inherited from class org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer
getChiSquare, getConvergenceChecker, getCovariances, getEvaluations, getIterations, getJacobianEvaluations, getMaxEvaluations, getMaxIterations, getRMS, guessParametersErrors, incrementIterationsCounter, optimize, setConvergenceChecker, setMaxEvaluations, setMaxIterations, updateJacobian, updateResidualsAndCost
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Constructor Details
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GaussNewtonOptimizer
public GaussNewtonOptimizer(boolean useLU) Simple constructor with default settings.The convergence check is set to a
SimpleVectorialValueChecker
and the maximal number of evaluation is set toAbstractLeastSquaresOptimizer.DEFAULT_MAX_ITERATIONS
.- Parameters:
useLU
- if true, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition
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Method Details
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doOptimize
public VectorialPointValuePair doOptimize() throws FunctionEvaluationException, OptimizationException, IllegalArgumentExceptionPerform the bulk of optimization algorithm.- Specified by:
doOptimize
in classAbstractLeastSquaresOptimizer
- Returns:
- the point/value pair giving the optimal value for objective function
- Throws:
FunctionEvaluationException
- if the objective function throws one during the searchOptimizationException
- if the algorithm failed to convergeIllegalArgumentException
- if the start point dimension is wrong
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