fr.cnes.sirius.patrius.math.optim.nonlinear.vector.jacobian

Class GaussNewtonOptimizer

java.lang.Object

fr.cnes.sirius.patrius.math.optim.BaseOptimizer<T>

fr.cnes.sirius.patrius.math.optim.BaseMultivariateOptimizer<PointVectorValuePair>

fr.cnes.sirius.patrius.math.optim.nonlinear.vector.MultivariateVectorOptimizer

fr.cnes.sirius.patrius.math.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer

fr.cnes.sirius.patrius.math.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer

fr.cnes.sirius.patrius.math.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 18108 2017-10-04 06:45:27Z bignon $

Field Summary

Fields inherited from class fr.cnes.sirius.patrius.math.optim.BaseOptimizer

evaluations, iterations

Constructor Summary

Constructors

Constructor and Description
GaussNewtonOptimizer(boolean useLUIn, ConvergenceChecker<PointVectorValuePair> checker)
GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker) Simple constructor with default settings.

Method Summary

Methods

Modifier and Type	Method and Description
PointVectorValuePair	doOptimize() Performs the bulk of the optimization algorithm.

Methods inherited from class fr.cnes.sirius.patrius.math.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer

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

Methods inherited from class fr.cnes.sirius.patrius.math.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer

computeJacobian

Methods inherited from class fr.cnes.sirius.patrius.math.optim.nonlinear.vector.MultivariateVectorOptimizer

computeObjectiveValue, getTarget, getTargetSize, getWeight

Methods inherited from class fr.cnes.sirius.patrius.math.optim.BaseMultivariateOptimizer

getLowerBound, getStartPoint, getUpperBound

Methods inherited from class fr.cnes.sirius.patrius.math.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 useLUIn,
                    ConvergenceChecker<PointVectorValuePair> checker)

Parameters:

useLUIn - 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.