org.apache.commons.math3.optim.nonlinear.vector.jacobian
Class GaussNewtonOptimizer

java.lang.Object
  org.apache.commons.math3.optim.BaseOptimizer<PAIR>
      org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointVectorValuePair>
          org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer
              org.apache.commons.math3.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer
                  org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer
                      org.apache.commons.math3.optim.nonlinear.vector.jacobian.GaussNewtonOptimizer

public class GaussNewtonOptimizer
extends AbstractLeastSquaresOptimizer

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:

$Id: GaussNewtonOptimizer.java 7721 2013-02-14 14:07:13Z CardosoP $

Field Summary

Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

GaussNewtonOptimizer(boolean useLU, ConvergenceChecker<PointVectorValuePair> checker)

GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
Simple constructor with default settings.

Method Summary

PointVectorValuePair

doOptimize() Performs the bulk of the optimization algorithm.

Methods inherited from class org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer

computeCost, computeCovariances, computeResiduals, computeSigma, computeWeightedJacobian, getChiSquare, getRMS, getWeightSquareRoot, optimize, setCost

Methods inherited from class org.apache.commons.math3.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer

computeJacobian

Methods inherited from class org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer

computeObjectiveValue, getTarget, getTargetSize, getWeight

Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer

getLowerBound, getStartPoint, getUpperBound

Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer

getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GaussNewtonOptimizer

public GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)

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

Parameters:

checker - Convergence checker.

GaussNewtonOptimizer

public GaussNewtonOptimizer(boolean useLU,
                            ConvergenceChecker<PointVectorValuePair> checker)

Parameters:

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

checker - Convergence checker.

Method Detail

doOptimize

public PointVectorValuePair doOptimize()

Performs the bulk of the optimization algorithm.

Specified by:

doOptimize in class BaseOptimizer<PointVectorValuePair>

Returns:

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