Package org.apache.commons.math.estimation

Class LevenbergMarquardtEstimator

  • All Implemented Interfaces:
    java.io.Serializable, Estimator
    @Deprecated
public class LevenbergMarquardtEstimator
extends AbstractEstimator
implements java.io.Serializable
    Deprecated.
    as of 2.0, everything in package org.apache.commons.math.estimation has been deprecated and replaced by package org.apache.commons.math.optimization.general
    This class solves a least squares problem.

    This implementation should work even for over-determined systems (i.e. systems having more variables than equations). Over-determined systems are solved by ignoring the variables 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.

    The resolution engine is a simple translation of the MINPACK lmder routine with minor changes. The changes include the over-determined resolution and the Q.R. decomposition which has been rewritten following the algorithm described in the P. Lascaux and R. Theodor book Analyse numérique matricielle appliquée à l'art de l'ingénieur, Masson 1986.

    The authors of the original fortran version are:

    • Argonne National Laboratory. MINPACK project. March 1980
    • Burton S. Garbow
    • Kenneth E. Hillstrom
    • Jorge J. More
    The redistribution policy for MINPACK is available here, for convenience, it is reproduced below.

    Minpack Copyright Notice (1999) University of Chicago. All rights reserved
    Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
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      Since:
      1.2
      Version:
      $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $
      See Also:
      Serialized Form