Package org.hipparchus.optim.nonlinear.vector.leastsquares

Class GaussNewtonOptimizer

java.lang.Object

org.hipparchus.optim.nonlinear.vector.leastsquares.GaussNewtonOptimizer

All Implemented Interfaces:

LeastSquaresOptimizer

public class GaussNewtonOptimizer
extends Object
implements LeastSquaresOptimizer

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 Cholesky decomposition can be used to solve the normal equations, or QR decomposition or SVD decomposition can be used to solve the linear system. Cholesky/LU decomposition is faster but QR decomposition is more robust for difficult problems, and SVD can compute a solution for rank-deficient problems.

Nested Class Summary

Nested classes/interfaces inherited from interface org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresOptimizer

LeastSquaresOptimizer.Optimum

Constructor Summary

Constructors

Constructor	Description
GaussNewtonOptimizer()	Creates a Gauss Newton optimizer.
GaussNewtonOptimizer(MatrixDecomposer decomposer, boolean formNormalEquations)	Create a Gauss Newton optimizer that uses the given matrix decomposition algorithm to solve the normal equations.

Method Summary

Modifier and Type	Method	Description
MatrixDecomposer	getDecomposer()	Get the matrix decomposition algorithm.
boolean	isFormNormalEquations()	Get if the normal equations are explicitly formed.
LeastSquaresOptimizer.Optimum	optimize(LeastSquaresProblem lsp)	Solve the non-linear least squares problem.
String	toString()
GaussNewtonOptimizer	withDecomposer(MatrixDecomposer newDecomposer)	Configure the matrix decomposition algorithm.
GaussNewtonOptimizer	withFormNormalEquations(boolean newFormNormalEquations)	Configure if the normal equations should be explicitly formed.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Details

GaussNewtonOptimizer

public GaussNewtonOptimizer()

Creates a Gauss Newton optimizer.

The default for the algorithm is to use QR decomposition and not form normal equations.

GaussNewtonOptimizer

public GaussNewtonOptimizer(MatrixDecomposer decomposer,
 boolean formNormalEquations)

Create a Gauss Newton optimizer that uses the given matrix decomposition algorithm to solve the normal equations.

Parameters:

decomposer - the decomposition algorithm to use.

formNormalEquations - whether the normal equations should be explicitly formed. If true then decomposer is used to solve J^TJx=J^Tr, otherwise decomposer is used to solve Jx=r. If decomposer can only solve square systems then this parameter should be true.

Method Details

getDecomposer

public MatrixDecomposer getDecomposer()

Get the matrix decomposition algorithm.

Returns:

the decomposition algorithm.

withDecomposer

public GaussNewtonOptimizer withDecomposer(MatrixDecomposer newDecomposer)

Configure the matrix decomposition algorithm.

Parameters:

newDecomposer - the decomposition algorithm to use.

Returns:

a new instance.

isFormNormalEquations

public boolean isFormNormalEquations()

Get if the normal equations are explicitly formed.

Returns:

if the normal equations should be explicitly formed. If true then decomposer is used to solve J^TJx=J^Tr, otherwise decomposer is used to solve Jx=r.

withFormNormalEquations

public GaussNewtonOptimizer withFormNormalEquations(boolean newFormNormalEquations)

Configure if the normal equations should be explicitly formed.

Parameters:

newFormNormalEquations - whether the normal equations should be explicitly formed. If true then decomposer is used to solve J^TJx=J^Tr, otherwise decomposer is used to solve Jx=r. If decomposer can only solve square systems then this parameter should be true.

Returns:

a new instance.

optimize

public LeastSquaresOptimizer.Optimum optimize(LeastSquaresProblem lsp)

Solve the non-linear least squares problem.

Specified by:

optimize in interface LeastSquaresOptimizer

Parameters:

lsp - the problem definition, including model function and convergence criteria.

Returns:

The optimum.

toString

public String toString()

Overrides:

toString in class Object