public class GaussNewtonOptimizer extends AbstractLeastSquaresOptimizer
optimize
will throw
MathUnsupportedOperationException
if bounds are passed to it.
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.
Modifier and Type | Field and Description |
---|---|
private boolean |
useLU
Indicator for using LU decomposition.
|
evaluations, iterations
Constructor and Description |
---|
GaussNewtonOptimizer(boolean useLU,
ConvergenceChecker<PointVectorValuePair> checker) |
GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
Simple constructor with default settings.
|
Modifier and Type | Method and Description |
---|---|
private void |
checkParameters() |
PointVectorValuePair |
doOptimize()
Performs the bulk of the optimization algorithm.
|
computeCost, computeCovariances, computeResiduals, computeSigma, computeWeightedJacobian, getChiSquare, getRMS, getWeightSquareRoot, optimize, parseOptimizationData, setCost
computeJacobian
computeObjectiveValue, getTarget, getTargetSize, getWeight
getLowerBound, getStartPoint, getUpperBound
getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount
public GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
checker
- Convergence checker.public GaussNewtonOptimizer(boolean useLU, ConvergenceChecker<PointVectorValuePair> checker)
useLU
- If true
, the normal equations will be solved
using LU decomposition, otherwise they will be solved using QR
decomposition.checker
- Convergence checker.public PointVectorValuePair doOptimize()
doOptimize
in class BaseOptimizer<PointVectorValuePair>
private void checkParameters()
MathUnsupportedOperationException
- if bounds were passed to the
optimize
method.Copyright (c) 2003-2013 Apache Software Foundation