Examples of org.apache.commons.math.estimation.LevenbergMarquardtEstimator.estimate()

org.apache.commons.math.estimation.LevenbergMarquardtEstimator.estimate()

etlib.org/minpack/lmder.f">lmder routine. The algorithm settings must have been set up before this method is called with the {@link #setInitialStepBoundFactor}, {@link #setMaxCostEval}, {@link #setCostRelativeTolerance}, {@link #setParRelativeTolerance} and {@link #setOrthoTolerance} methods.If these methods have not been called, the default values set up by the {@link #LevenbergMarquardtEstimator() constructor} will be used.

The authors of the original fortran function are:

Argonne National Laboratory. MINPACK project. March 1980
Burton S. Garbow
Kenneth E. Hillstrom
Jorge J. More

Luc Maisonobe did the Java translation.

@param problem estimation problem to solve @exception EstimationException if convergence cannot bereached with the specified algorithm settings or if there are more variables than equations @see #setInitialStepBoundFactor @see #setCostRelativeTolerance @see #setParRelativeTolerance @see #setOrthoTolerance

        estimator.setInitialStepBoundFactor(initialStepBoundFactor);
        estimator.setMaxCostEval(maxCostEval);
        estimator.setCostRelativeTolerance(costRelativeTolerance);
        estimator.setParRelativeTolerance(parRelativeTolerance);
        estimator.setOrthoTolerance(orthoTolerance);
        estimator.estimate(problem);
        assertTrue(! shouldFail);
      } catch (EstimationException ee) {
        assertTrue(shouldFail);
      } catch (Exception e) {
        fail("wrong exception type caught");

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.