Examples of GaussNewtonOptimizer

org.apache.commons.math.optimization.general.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.

@version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $ @since 2.0

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

Gauss-Newton least-squares solver.
Constraints are not supported: the call to {@link #optimize(OptimizationData[]) optimize} will throw{@link MathUnsupportedOperationException} if bounds are passed to it.

@since 2.0 @deprecated All classes and interfaces in this package are deprecated.The optimizers that were provided here were moved to the {@link org.apache.commons.math3.fitting.leastsquares} package(cf. MATH-1008).

org.apache.commons.math3.optimization.general.GaussNewtonOptimizer

Gauss-Newton least-squares solver.

@deprecated As of 3.1 (to be removed in 4.0). @since 2.0

        // version 3.1 of the library. It should be removed when GaussNewtonOptimizer
        // will officialy be declared as implementing MultivariateDifferentiableVectorOptimizer
        MultivariateDifferentiableVectorOptimizer underlyingOptimizer =
                new MultivariateDifferentiableVectorOptimizer() {
            private GaussNewtonOptimizer gn =
                    new GaussNewtonOptimizer(true,
                                             new SimpleVectorValueChecker(1.0e-6, 1.0e-6));


            public PointVectorValuePair optimize(int maxEval,
                                                 MultivariateDifferentiableVectorFunction f,
                                                 double[] target,
                                                 double[] weight,
                                                 double[] startPoint) {
                return gn.optimize(maxEval, f, target, weight, startPoint);
            }


            public int getMaxEvaluations() {
                return gn.getMaxEvaluations();
            }


            public int getEvaluations() {
                return gn.getEvaluations();
            }


            public ConvergenceChecker<PointVectorValuePair> getConvergenceChecker() {
                return gn.getConvergenceChecker();
            }
        };
        JDKRandomGenerator g = new JDKRandomGenerator();
        g.setSeed(12373523445l);
        RandomVectorGenerator generator =

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.

Examples of GaussNewtonOptimizer

Examples of org.apache.commons.math3.optimization.general.GaussNewtonOptimizer