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| <div class="subTitle">org.apache.commons.math3.optimization.general</div> |
| <h2 title="Class LevenbergMarquardtOptimizer" class="title">Class LevenbergMarquardtOptimizer</h2> |
| </div> |
| <div class="contentContainer"> |
| <ul class="inheritance"> |
| <li><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">java.lang.Object</a></li> |
| <li> |
| <ul class="inheritance"> |
| <li><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer</a><<a href="../../../../../../org/apache/commons/math3/analysis/DifferentiableMultivariateVectorFunction.html" title="interface in org.apache.commons.math3.analysis">DifferentiableMultivariateVectorFunction</a>></li> |
| <li> |
| <ul class="inheritance"> |
| <li><a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html" title="class in org.apache.commons.math3.optimization.general">org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer</a></li> |
| <li> |
| <ul class="inheritance"> |
| <li>org.apache.commons.math3.optimization.general.LevenbergMarquardtOptimizer</li> |
| </ul> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| <div class="description"> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <dl> |
| <dt>All Implemented Interfaces:</dt> |
| <dd><a href="../../../../../../org/apache/commons/math3/optimization/BaseMultivariateVectorOptimizer.html" title="interface in org.apache.commons.math3.optimization">BaseMultivariateVectorOptimizer</a><<a href="../../../../../../org/apache/commons/math3/analysis/DifferentiableMultivariateVectorFunction.html" title="interface in org.apache.commons.math3.analysis">DifferentiableMultivariateVectorFunction</a>>, <a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html" title="interface in org.apache.commons.math3.optimization">BaseOptimizer</a><<a href="../../../../../../org/apache/commons/math3/optimization/PointVectorValuePair.html" title="class in org.apache.commons.math3.optimization">PointVectorValuePair</a>>, <a href="../../../../../../org/apache/commons/math3/optimization/DifferentiableMultivariateVectorOptimizer.html" title="interface in org.apache.commons.math3.optimization">DifferentiableMultivariateVectorOptimizer</a></dd> |
| </dl> |
| <hr> |
| <div class="block"><strong>Deprecated.</strong> |
| <div class="block"><i>As of 3.1 (to be removed in 4.0).</i></div> |
| </div> |
| <br> |
| <pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a> |
| public class <span class="strong">LevenbergMarquardtOptimizer</span> |
| extends <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html" title="class in org.apache.commons.math3.optimization.general">AbstractLeastSquaresOptimizer</a></pre> |
| <div class="block">This class solves a least squares problem using the Levenberg-Marquardt algorithm. |
| |
| <p>This implementation <em>should</em> work even for over-determined systems |
| (i.e. systems having more point than equations). Over-determined systems |
| are solved by ignoring the point which have the smallest impact according |
| to their jacobian column norm. Only the rank of the matrix and some loop bounds |
| are changed to implement this.</p> |
| |
| <p>The resolution engine is a simple translation of the MINPACK <a |
| href="http://www.netlib.org/minpack/lmder.f">lmder</a> routine with minor |
| changes. The changes include the over-determined resolution, the use of |
| inherited convergence checker and the Q.R. decomposition which has been |
| rewritten following the algorithm described in the |
| P. Lascaux and R. Theodor book <i>Analyse numérique matricielle |
| appliquée à l'art de l'ingénieur</i>, Masson 1986.</p> |
| <p>The authors of the original fortran version are: |
| <ul> |
| <li>Argonne National Laboratory. MINPACK project. March 1980</li> |
| <li>Burton S. Garbow</li> |
| <li>Kenneth E. Hillstrom</li> |
| <li>Jorge J. More</li> |
| </ul> |
| The redistribution policy for MINPACK is available <a |
| href="http://www.netlib.org/minpack/disclaimer">here</a>, for convenience, it |
| is reproduced below.</p> |
| |
| <table border="0" width="80%" cellpadding="10" align="center" bgcolor="#E0E0E0"> |
| <tr><td> |
| Minpack Copyright Notice (1999) University of Chicago. |
| All rights reserved |
| </td></tr> |
| <tr><td> |
| Redistribution and use in source and binary forms, with or without |
| modification, are permitted provided that the following conditions |
| are met: |
| <ol> |
| <li>Redistributions of source code must retain the above copyright |
| notice, this list of conditions and the following disclaimer.</li> |
| <li>Redistributions in binary form must reproduce the above |
| copyright notice, this list of conditions and the following |
| disclaimer in the documentation and/or other materials provided |
| with the distribution.</li> |
| <li>The end-user documentation included with the redistribution, if any, |
| must include the following acknowledgment: |
| <code>This product includes software developed by the University of |
| Chicago, as Operator of Argonne National Laboratory.</code> |
| Alternately, this acknowledgment may appear in the software itself, |
| if and wherever such third-party acknowledgments normally appear.</li> |
| <li><strong>WARRANTY DISCLAIMER. THE SOFTWARE IS SUPPLIED "AS IS" |
| WITHOUT WARRANTY OF ANY KIND. THE COPYRIGHT HOLDER, THE |
| UNITED STATES, THE UNITED STATES DEPARTMENT OF ENERGY, AND |
| THEIR EMPLOYEES: (1) DISCLAIM ANY WARRANTIES, EXPRESS OR |
| IMPLIED, INCLUDING BUT NOT LIMITED TO ANY IMPLIED WARRANTIES |
| OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, TITLE |
| OR NON-INFRINGEMENT, (2) DO NOT ASSUME ANY LEGAL LIABILITY |
| OR RESPONSIBILITY FOR THE ACCURACY, COMPLETENESS, OR |
| USEFULNESS OF THE SOFTWARE, (3) DO NOT REPRESENT THAT USE OF |
| THE SOFTWARE WOULD NOT INFRINGE PRIVATELY OWNED RIGHTS, (4) |
| DO NOT WARRANT THAT THE SOFTWARE WILL FUNCTION |
| UNINTERRUPTED, THAT IT IS ERROR-FREE OR THAT ANY ERRORS WILL |
| BE CORRECTED.</strong></li> |
| <li><strong>LIMITATION OF LIABILITY. IN NO EVENT WILL THE COPYRIGHT |
| HOLDER, THE UNITED STATES, THE UNITED STATES DEPARTMENT OF |
| ENERGY, OR THEIR EMPLOYEES: BE LIABLE FOR ANY INDIRECT, |
| INCIDENTAL, CONSEQUENTIAL, SPECIAL OR PUNITIVE DAMAGES OF |
| ANY KIND OR NATURE, INCLUDING BUT NOT LIMITED TO LOSS OF |
| PROFITS OR LOSS OF DATA, FOR ANY REASON WHATSOEVER, WHETHER |
| SUCH LIABILITY IS ASSERTED ON THE BASIS OF CONTRACT, TORT |
| (INCLUDING NEGLIGENCE OR STRICT LIABILITY), OR OTHERWISE, |
| EVEN IF ANY OF SAID PARTIES HAS BEEN WARNED OF THE |
| POSSIBILITY OF SUCH LOSS OR DAMAGES.</strong></li> |
| <ol></td></tr> |
| </table></div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>2.0</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: LevenbergMarquardtOptimizer.java 1591835 2014-05-02 09:04:01Z tn $</dd></dl> |
| </li> |
| </ul> |
| </div> |
| <div class="summary"> |
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| <!-- =========== FIELD SUMMARY =========== --> |
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| <h3>Field Summary</h3> |
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| <li class="blockList"><a name="fields_inherited_from_class_org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer"> |
| <!-- --> |
| </a> |
| <h3>Fields inherited from class org.apache.commons.math3.optimization.general.<a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html" title="class in org.apache.commons.math3.optimization.general">AbstractLeastSquaresOptimizer</a></h3> |
| <code><a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#cols">cols</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#cost">cost</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#objective">objective</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#point">point</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#rows">rows</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#weightedResidualJacobian">weightedResidualJacobian</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#weightedResiduals">weightedResiduals</a></code></li> |
| </ul> |
| <ul class="blockList"> |
| <li class="blockList"><a name="fields_inherited_from_class_org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer"> |
| <!-- --> |
| </a> |
| <h3>Fields inherited from class org.apache.commons.math3.optimization.direct.<a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">BaseAbstractMultivariateVectorOptimizer</a></h3> |
| <code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#evaluations">evaluations</a></code></li> |
| </ul> |
| </li> |
| </ul> |
| <!-- ======== CONSTRUCTOR SUMMARY ======== --> |
| <ul class="blockList"> |
| <li class="blockList"><a name="constructor_summary"> |
| <!-- --> |
| </a> |
| <h3>Constructor Summary</h3> |
| <table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Constructor Summary table, listing constructors, and an explanation"> |
| <caption><span>Constructors</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colOne" scope="col">Constructor and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/general/LevenbergMarquardtOptimizer.html#LevenbergMarquardtOptimizer()">LevenbergMarquardtOptimizer</a></strong>()</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">Build an optimizer for least squares problems with default values |
| for all the tuning parameters (see the <a href="../../../../../../org/apache/commons/math3/optimization/general/LevenbergMarquardtOptimizer.html#LevenbergMarquardtOptimizer(double, double, double, double, double)"><code>other contructor</code></a>.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/general/LevenbergMarquardtOptimizer.html#LevenbergMarquardtOptimizer(org.apache.commons.math3.optimization.ConvergenceChecker)">LevenbergMarquardtOptimizer</a></strong>(<a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization">ConvergenceChecker</a><<a href="../../../../../../org/apache/commons/math3/optimization/PointVectorValuePair.html" title="class in org.apache.commons.math3.optimization">PointVectorValuePair</a>> checker)</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">Constructor that allows the specification of a custom convergence |
| checker.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/general/LevenbergMarquardtOptimizer.html#LevenbergMarquardtOptimizer(double, org.apache.commons.math3.optimization.ConvergenceChecker, double, double, double, double)">LevenbergMarquardtOptimizer</a></strong>(double initialStepBoundFactor, |
| <a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization">ConvergenceChecker</a><<a href="../../../../../../org/apache/commons/math3/optimization/PointVectorValuePair.html" title="class in org.apache.commons.math3.optimization">PointVectorValuePair</a>> checker, |
| double costRelativeTolerance, |
| double parRelativeTolerance, |
| double orthoTolerance, |
| double threshold)</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">Constructor that allows the specification of a custom convergence |
| checker, in addition to the standard ones.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/general/LevenbergMarquardtOptimizer.html#LevenbergMarquardtOptimizer(double, double, double)">LevenbergMarquardtOptimizer</a></strong>(double costRelativeTolerance, |
| double parRelativeTolerance, |
| double orthoTolerance)</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">Build an optimizer for least squares problems with default values |
| for some of the tuning parameters (see the <a href="../../../../../../org/apache/commons/math3/optimization/general/LevenbergMarquardtOptimizer.html#LevenbergMarquardtOptimizer(double, double, double, double, double)"><code>other contructor</code></a>.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/general/LevenbergMarquardtOptimizer.html#LevenbergMarquardtOptimizer(double, double, double, double, double)">LevenbergMarquardtOptimizer</a></strong>(double initialStepBoundFactor, |
| double costRelativeTolerance, |
| double parRelativeTolerance, |
| double orthoTolerance, |
| double threshold)</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">The arguments control the behaviour of the default convergence checking |
| procedure.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
| </ul> |
| <!-- ========== METHOD SUMMARY =========== --> |
| <ul class="blockList"> |
| <li class="blockList"><a name="method_summary"> |
| <!-- --> |
| </a> |
| <h3>Method Summary</h3> |
| <table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Method Summary table, listing methods, and an explanation"> |
| <caption><span>Methods</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colFirst" scope="col">Modifier and Type</th> |
| <th class="colLast" scope="col">Method and Description</th> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>protected <a href="../../../../../../org/apache/commons/math3/optimization/PointVectorValuePair.html" title="class in org.apache.commons.math3.optimization">PointVectorValuePair</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/general/LevenbergMarquardtOptimizer.html#doOptimize()">doOptimize</a></strong>()</code> |
| <div class="block"><strong>Deprecated.</strong> </div> |
| <div class="block">Perform the bulk of the optimization algorithm.</div> |
| </td> |
| </tr> |
| </table> |
| <ul class="blockList"> |
| <li class="blockList"><a name="methods_inherited_from_class_org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer"> |
| <!-- --> |
| </a> |
| <h3>Methods inherited from class org.apache.commons.math3.optimization.general.<a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html" title="class in org.apache.commons.math3.optimization.general">AbstractLeastSquaresOptimizer</a></h3> |
| <code><a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#computeCost(double[])">computeCost</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#computeCovariances(double[], double)">computeCovariances</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#computeResiduals(double[])">computeResiduals</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#computeSigma(double[], double)">computeSigma</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#computeWeightedJacobian(double[])">computeWeightedJacobian</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#getChiSquare()">getChiSquare</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#getCovariances()">getCovariances</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#getCovariances(double)">getCovariances</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#getJacobianEvaluations()">getJacobianEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#getRMS()">getRMS</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#getWeightSquareRoot()">getWeightSquareRoot</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#guessParametersErrors()">guessParametersErrors</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#optimize(int, org.apache.commons.math3.analysis.DifferentiableMultivariateVectorFunction, double[], double[], double[])">optimize</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#optimize(int, org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableVectorFunction, double[], double[], double[])">optimize</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#optimizeInternal(int, org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableVectorFunction, org.apache.commons.math3.optimization.OptimizationData...)">optimizeInternal</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#setCost(double)">setCost</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#setUp()">setUp</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#updateJacobian()">updateJacobian</a>, <a href="../../../../../../org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.html#updateResidualsAndCost()">updateResidualsAndCost</a></code></li> |
| </ul> |
| <ul class="blockList"> |
| <li class="blockList"><a name="methods_inherited_from_class_org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer"> |
| <!-- --> |
| </a> |
| <h3>Methods inherited from class org.apache.commons.math3.optimization.direct.<a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">BaseAbstractMultivariateVectorOptimizer</a></h3> |
| <code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#computeObjectiveValue(double[])">computeObjectiveValue</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#getConvergenceChecker()">getConvergenceChecker</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#getEvaluations()">getEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#getMaxEvaluations()">getMaxEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#getObjectiveFunction()">getObjectiveFunction</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#getStartPoint()">getStartPoint</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#getTarget()">getTarget</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#getTargetRef()">getTargetRef</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#getWeight()">getWeight</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#getWeightRef()">getWeightRef</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.OptimizationData...)">optimize</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#optimizeInternal(int, FUNC, double[], double[], double[])">optimizeInternal</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#optimizeInternal(int, FUNC, org.apache.commons.math3.optimization.OptimizationData...)">optimizeInternal</a></code></li> |
| </ul> |
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| <h3>Methods inherited from interface org.apache.commons.math3.optimization.<a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html" title="interface in org.apache.commons.math3.optimization">BaseOptimizer</a></h3> |
| <code><a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html#getConvergenceChecker()">getConvergenceChecker</a>, <a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html#getEvaluations()">getEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html#getMaxEvaluations()">getMaxEvaluations</a></code></li> |
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| <h3>Constructor Detail</h3> |
| <a name="LevenbergMarquardtOptimizer()"> |
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| <h4>LevenbergMarquardtOptimizer</h4> |
| <pre>public LevenbergMarquardtOptimizer()</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">Build an optimizer for least squares problems with default values |
| for all the tuning parameters (see the <a href="../../../../../../org/apache/commons/math3/optimization/general/LevenbergMarquardtOptimizer.html#LevenbergMarquardtOptimizer(double, double, double, double, double)"><code>other contructor</code></a>. |
| The default values for the algorithm settings are: |
| <ul> |
| <li>Initial step bound factor: 100</li> |
| <li>Cost relative tolerance: 1e-10</li> |
| <li>Parameters relative tolerance: 1e-10</li> |
| <li>Orthogonality tolerance: 1e-10</li> |
| <li>QR ranking threshold: <a href="../../../../../../org/apache/commons/math3/util/Precision.html#SAFE_MIN"><code>Precision.SAFE_MIN</code></a></li> |
| </ul></div> |
| </li> |
| </ul> |
| <a name="LevenbergMarquardtOptimizer(org.apache.commons.math3.optimization.ConvergenceChecker)"> |
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| <h4>LevenbergMarquardtOptimizer</h4> |
| <pre>public LevenbergMarquardtOptimizer(<a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization">ConvergenceChecker</a><<a href="../../../../../../org/apache/commons/math3/optimization/PointVectorValuePair.html" title="class in org.apache.commons.math3.optimization">PointVectorValuePair</a>> checker)</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">Constructor that allows the specification of a custom convergence |
| checker. |
| Note that all the usual convergence checks will be <em>disabled</em>. |
| The default values for the algorithm settings are: |
| <ul> |
| <li>Initial step bound factor: 100</li> |
| <li>Cost relative tolerance: 1e-10</li> |
| <li>Parameters relative tolerance: 1e-10</li> |
| <li>Orthogonality tolerance: 1e-10</li> |
| <li>QR ranking threshold: <a href="../../../../../../org/apache/commons/math3/util/Precision.html#SAFE_MIN"><code>Precision.SAFE_MIN</code></a></li> |
| </ul></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>checker</code> - Convergence checker.</dd></dl> |
| </li> |
| </ul> |
| <a name="LevenbergMarquardtOptimizer(double, org.apache.commons.math3.optimization.ConvergenceChecker, double, double, double, double)"> |
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| <h4>LevenbergMarquardtOptimizer</h4> |
| <pre>public LevenbergMarquardtOptimizer(double initialStepBoundFactor, |
| <a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization">ConvergenceChecker</a><<a href="../../../../../../org/apache/commons/math3/optimization/PointVectorValuePair.html" title="class in org.apache.commons.math3.optimization">PointVectorValuePair</a>> checker, |
| double costRelativeTolerance, |
| double parRelativeTolerance, |
| double orthoTolerance, |
| double threshold)</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">Constructor that allows the specification of a custom convergence |
| checker, in addition to the standard ones.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>initialStepBoundFactor</code> - Positive input variable used in |
| determining the initial step bound. This bound is set to the |
| product of initialStepBoundFactor and the euclidean norm of |
| <code>diag * x</code> if non-zero, or else to <code>initialStepBoundFactor</code> |
| itself. In most cases factor should lie in the interval |
| <code>(0.1, 100.0)</code>. <code>100</code> is a generally recommended value.</dd><dd><code>checker</code> - Convergence checker.</dd><dd><code>costRelativeTolerance</code> - Desired relative error in the sum of |
| squares.</dd><dd><code>parRelativeTolerance</code> - Desired relative error in the approximate |
| solution parameters.</dd><dd><code>orthoTolerance</code> - Desired max cosine on the orthogonality between |
| the function vector and the columns of the Jacobian.</dd><dd><code>threshold</code> - Desired threshold for QR ranking. If the squared norm |
| of a column vector is smaller or equal to this threshold during QR |
| decomposition, it is considered to be a zero vector and hence the rank |
| of the matrix is reduced.</dd></dl> |
| </li> |
| </ul> |
| <a name="LevenbergMarquardtOptimizer(double, double, double)"> |
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| <h4>LevenbergMarquardtOptimizer</h4> |
| <pre>public LevenbergMarquardtOptimizer(double costRelativeTolerance, |
| double parRelativeTolerance, |
| double orthoTolerance)</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">Build an optimizer for least squares problems with default values |
| for some of the tuning parameters (see the <a href="../../../../../../org/apache/commons/math3/optimization/general/LevenbergMarquardtOptimizer.html#LevenbergMarquardtOptimizer(double, double, double, double, double)"><code>other contructor</code></a>. |
| The default values for the algorithm settings are: |
| <ul> |
| <li>Initial step bound factor}: 100</li> |
| <li>QR ranking threshold}: <a href="../../../../../../org/apache/commons/math3/util/Precision.html#SAFE_MIN"><code>Precision.SAFE_MIN</code></a></li> |
| </ul></div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>costRelativeTolerance</code> - Desired relative error in the sum of |
| squares.</dd><dd><code>parRelativeTolerance</code> - Desired relative error in the approximate |
| solution parameters.</dd><dd><code>orthoTolerance</code> - Desired max cosine on the orthogonality between |
| the function vector and the columns of the Jacobian.</dd></dl> |
| </li> |
| </ul> |
| <a name="LevenbergMarquardtOptimizer(double, double, double, double, double)"> |
| <!-- --> |
| </a> |
| <ul class="blockListLast"> |
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| <h4>LevenbergMarquardtOptimizer</h4> |
| <pre>public LevenbergMarquardtOptimizer(double initialStepBoundFactor, |
| double costRelativeTolerance, |
| double parRelativeTolerance, |
| double orthoTolerance, |
| double threshold)</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">The arguments control the behaviour of the default convergence checking |
| procedure. |
| Additional criteria can defined through the setting of a <a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization"><code>ConvergenceChecker</code></a>.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>initialStepBoundFactor</code> - Positive input variable used in |
| determining the initial step bound. This bound is set to the |
| product of initialStepBoundFactor and the euclidean norm of |
| <code>diag * x</code> if non-zero, or else to <code>initialStepBoundFactor</code> |
| itself. In most cases factor should lie in the interval |
| <code>(0.1, 100.0)</code>. <code>100</code> is a generally recommended value.</dd><dd><code>costRelativeTolerance</code> - Desired relative error in the sum of |
| squares.</dd><dd><code>parRelativeTolerance</code> - Desired relative error in the approximate |
| solution parameters.</dd><dd><code>orthoTolerance</code> - Desired max cosine on the orthogonality between |
| the function vector and the columns of the Jacobian.</dd><dd><code>threshold</code> - Desired threshold for QR ranking. If the squared norm |
| of a column vector is smaller or equal to this threshold during QR |
| decomposition, it is considered to be a zero vector and hence the rank |
| of the matrix is reduced.</dd></dl> |
| </li> |
| </ul> |
| </li> |
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| <a name="doOptimize()"> |
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| <h4>doOptimize</h4> |
| <pre>protected <a href="../../../../../../org/apache/commons/math3/optimization/PointVectorValuePair.html" title="class in org.apache.commons.math3.optimization">PointVectorValuePair</a> doOptimize()</pre> |
| <div class="block"><span class="strong">Deprecated.</span> </div> |
| <div class="block">Perform the bulk of the optimization algorithm.</div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html#doOptimize()">doOptimize</a></code> in class <code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateVectorOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">BaseAbstractMultivariateVectorOptimizer</a><<a href="../../../../../../org/apache/commons/math3/analysis/DifferentiableMultivariateVectorFunction.html" title="interface in org.apache.commons.math3.analysis">DifferentiableMultivariateVectorFunction</a>></code></dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the point/value pair giving the optimal value for the |
| objective function.</dd></dl> |
| </li> |
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