GaussNewtonOptimizer (Commons Math 2.2 API)

java.lang.Object
- org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer
- - org.apache.commons.math.optimization.general.GaussNewtonOptimizer

All Implemented Interfaces:

DifferentiableMultivariateVectorialOptimizer
```
public class GaussNewtonOptimizer
extends AbstractLeastSquaresOptimizer
```
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 QR decomposition can be used to solve the normal equations. LU decomposition is faster but QR decomposition is more robust for difficult problems.

Since:

2.0

Version:

$Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $

- Field Summary
  - Fields inherited from class org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer
    checker, cols, cost, DEFAULT_MAX_ITERATIONS, jacobian, objective, point, residuals, residualsWeights, rows, targetValues, wjacobian, wresiduals
- Constructor Summary
  
  Constructors
  Constructor Description
  
  GaussNewtonOptimizer(boolean useLU)
  Simple constructor with default settings.
- Method Summary
  
  All Methods Instance Methods Concrete Methods
  Modifier and Type Method Description
  
  VectorialPointValuePair doOptimize()
  Perform the bulk of optimization algorithm.
  - Methods inherited from class org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer
    getChiSquare, getConvergenceChecker, getCovariances, getEvaluations, getIterations, getJacobianEvaluations, getMaxEvaluations, getMaxIterations, getRMS, guessParametersErrors, incrementIterationsCounter, optimize, setConvergenceChecker, setMaxEvaluations, setMaxIterations, updateJacobian, updateResidualsAndCost
  - Methods inherited from class java.lang.Object
    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - GaussNewtonOptimizer
```
public GaussNewtonOptimizer(boolean useLU)
```
    Simple constructor with default settings.
    The convergence check is set to a SimpleVectorialValueChecker and the maximal number of evaluation is set to AbstractLeastSquaresOptimizer.DEFAULT_MAX_ITERATIONS.
    
    Parameters:
    
    useLU - if true, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition
- Method Detail
  - doOptimize
```
public VectorialPointValuePair doOptimize()
                                   throws FunctionEvaluationException,
                                          OptimizationException,
                                          java.lang.IllegalArgumentException
```
    Perform the bulk of optimization algorithm.
    
    Specified by:
    
    doOptimize in class AbstractLeastSquaresOptimizer
    
    Returns:
    
    the point/value pair giving the optimal value for objective function
    
    Throws:
    
    FunctionEvaluationException - if the objective function throws one during the search
    
    OptimizationException - if the algorithm failed to converge
    
    java.lang.IllegalArgumentException - if the start point dimension is wrong