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| <div class="subTitle">org.apache.commons.math3.fitting.leastsquares</div> |
| <h2 title="Class GaussNewtonOptimizer" class="title">Class GaussNewtonOptimizer</h2> |
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| <li>org.apache.commons.math3.fitting.leastsquares.GaussNewtonOptimizer</li> |
| </ul> |
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| <dl> |
| <dt>All Implemented Interfaces:</dt> |
| <dd><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresOptimizer.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresOptimizer</a></dd> |
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| <br> |
| <pre>public class <span class="strong">GaussNewtonOptimizer</span> |
| extends <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a> |
| implements <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresOptimizer.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresOptimizer</a></pre> |
| <div class="block">Gauss-Newton least-squares solver. |
| <p> This class solve a least-square problem by |
| solving the normal equations of the linearized problem at each iteration. Either LU |
| decomposition or Cholesky decomposition can be used to solve the normal equations, |
| or QR decomposition or SVD decomposition can be used to solve the linear system. LU |
| decomposition is faster but QR decomposition is more robust for difficult problems, |
| and SVD can compute a solution for rank-deficient problems. |
| </p></div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>3.3</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: GaussNewtonOptimizer.java 1573351 2014-03-02 19:54:43Z luc $</dd></dl> |
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| <th class="colFirst" scope="col">Modifier and Type</th> |
| <th class="colLast" scope="col">Class and Description</th> |
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| <tr class="altColor"> |
| <td class="colFirst"><code>static class </code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.Decomposition.html" title="enum in org.apache.commons.math3.fitting.leastsquares">GaussNewtonOptimizer.Decomposition</a></strong></code> |
| <div class="block">The decomposition algorithm to use to solve the normal equations.</div> |
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| <h3>Nested classes/interfaces inherited from interface org.apache.commons.math3.fitting.leastsquares.<a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresOptimizer.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresOptimizer</a></h3> |
| <code><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresOptimizer.Optimum.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresOptimizer.Optimum</a></code></li> |
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| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.html#GaussNewtonOptimizer()">GaussNewtonOptimizer</a></strong>()</code> |
| <div class="block">Creates a Gauss Newton optimizer.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.html#GaussNewtonOptimizer(org.apache.commons.math3.fitting.leastsquares.GaussNewtonOptimizer.Decomposition)">GaussNewtonOptimizer</a></strong>(<a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.Decomposition.html" title="enum in org.apache.commons.math3.fitting.leastsquares">GaussNewtonOptimizer.Decomposition</a> decomposition)</code> |
| <div class="block">Create a Gauss Newton optimizer that uses the given decomposition algorithm to |
| solve the normal equations.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
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| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.Decomposition.html" title="enum in org.apache.commons.math3.fitting.leastsquares">GaussNewtonOptimizer.Decomposition</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.html#getDecomposition()">getDecomposition</a></strong>()</code> |
| <div class="block">Get the matrix decomposition algorithm used to solve the normal equations.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresOptimizer.Optimum.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresOptimizer.Optimum</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.html#optimize(org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem)">optimize</a></strong>(<a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresProblem</a> lsp)</code> |
| <div class="block">Solve the non-linear least squares problem.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/String.html?is-external=true" title="class or interface in java.lang">String</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.html#toString()">toString</a></strong>()</code> </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.html" title="class in org.apache.commons.math3.fitting.leastsquares">GaussNewtonOptimizer</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.html#withDecomposition(org.apache.commons.math3.fitting.leastsquares.GaussNewtonOptimizer.Decomposition)">withDecomposition</a></strong>(<a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.Decomposition.html" title="enum in org.apache.commons.math3.fitting.leastsquares">GaussNewtonOptimizer.Decomposition</a> newDecomposition)</code> |
| <div class="block">Configure the decomposition algorithm.</div> |
| </td> |
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| <code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li> |
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| <h3>Constructor Detail</h3> |
| <a name="GaussNewtonOptimizer()"> |
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| <h4>GaussNewtonOptimizer</h4> |
| <pre>public GaussNewtonOptimizer()</pre> |
| <div class="block">Creates a Gauss Newton optimizer. |
| <p/> |
| The default for the algorithm is to solve the normal equations using QR |
| decomposition.</div> |
| </li> |
| </ul> |
| <a name="GaussNewtonOptimizer(org.apache.commons.math3.fitting.leastsquares.GaussNewtonOptimizer.Decomposition)"> |
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| <h4>GaussNewtonOptimizer</h4> |
| <pre>public GaussNewtonOptimizer(<a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.Decomposition.html" title="enum in org.apache.commons.math3.fitting.leastsquares">GaussNewtonOptimizer.Decomposition</a> decomposition)</pre> |
| <div class="block">Create a Gauss Newton optimizer that uses the given decomposition algorithm to |
| solve the normal equations.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>decomposition</code> - the <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.Decomposition.html" title="enum in org.apache.commons.math3.fitting.leastsquares"><code>GaussNewtonOptimizer.Decomposition</code></a> algorithm.</dd></dl> |
| </li> |
| </ul> |
| </li> |
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| <h3>Method Detail</h3> |
| <a name="getDecomposition()"> |
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| <h4>getDecomposition</h4> |
| <pre>public <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.Decomposition.html" title="enum in org.apache.commons.math3.fitting.leastsquares">GaussNewtonOptimizer.Decomposition</a> getDecomposition()</pre> |
| <div class="block">Get the matrix decomposition algorithm used to solve the normal equations.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the matrix <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.Decomposition.html" title="enum in org.apache.commons.math3.fitting.leastsquares"><code>GaussNewtonOptimizer.Decomposition</code></a> algoritm.</dd></dl> |
| </li> |
| </ul> |
| <a name="withDecomposition(org.apache.commons.math3.fitting.leastsquares.GaussNewtonOptimizer.Decomposition)"> |
| <!-- --> |
| </a> |
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| <h4>withDecomposition</h4> |
| <pre>public <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.html" title="class in org.apache.commons.math3.fitting.leastsquares">GaussNewtonOptimizer</a> withDecomposition(<a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.Decomposition.html" title="enum in org.apache.commons.math3.fitting.leastsquares">GaussNewtonOptimizer.Decomposition</a> newDecomposition)</pre> |
| <div class="block">Configure the decomposition algorithm.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>newDecomposition</code> - the <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/GaussNewtonOptimizer.Decomposition.html" title="enum in org.apache.commons.math3.fitting.leastsquares"><code>GaussNewtonOptimizer.Decomposition</code></a> algorithm to use.</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>a new instance.</dd></dl> |
| </li> |
| </ul> |
| <a name="optimize(org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem)"> |
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| </a> |
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| <h4>optimize</h4> |
| <pre>public <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresOptimizer.Optimum.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresOptimizer.Optimum</a> optimize(<a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresProblem</a> lsp)</pre> |
| <div class="block">Solve the non-linear least squares problem.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresOptimizer.html#optimize(org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem)">optimize</a></code> in interface <code><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresOptimizer.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresOptimizer</a></code></dd> |
| <dt><span class="strong">Parameters:</span></dt><dd><code>lsp</code> - the problem definition, including model function and |
| convergence criteria.</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>The optimum.</dd></dl> |
| </li> |
| </ul> |
| <a name="toString()"> |
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| <h4>toString</h4> |
| <pre>public <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/String.html?is-external=true" title="class or interface in java.lang">String</a> toString()</pre> |
| <dl> |
| <dt><strong>Overrides:</strong></dt> |
| <dd><code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a></code> in class <code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></code></dd> |
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