Package org.apache.commons.math3.fitting.leastsquares

Enum GaussNewtonOptimizer.Decomposition

java.lang.Object
java.lang.Enum<GaussNewtonOptimizer.Decomposition>
org.apache.commons.math3.fitting.leastsquares.GaussNewtonOptimizer.Decomposition
All Implemented Interfaces:
Serializable, Comparable<GaussNewtonOptimizer.Decomposition>, java.lang.constant.Constable
Enclosing class:
GaussNewtonOptimizer
public static enum GaussNewtonOptimizer.Decomposition extends Enum<GaussNewtonOptimizer.Decomposition>
The decomposition algorithm to use to solve the normal equations.

  • Enum Constant Details

    • LU

      public static final GaussNewtonOptimizer.Decomposition LU
      Solve by forming the normal equations (JTJx=JTr) and using the LUDecomposition.

      Theoretically this method takes mn2/2 operations to compute the normal matrix and n3/3 operations (m > n) to solve the system using the LU decomposition.

    • QR

      public static final GaussNewtonOptimizer.Decomposition QR
      Solve the linear least squares problem (Jx=r) using the QRDecomposition.

      Theoretically this method takes mn2 - n3/3 operations (m > n) and has better numerical accuracy than any method that forms the normal equations.

    • CHOLESKY

      public static final GaussNewtonOptimizer.Decomposition CHOLESKY
      Solve by forming the normal equations (JTJx=JTr) and using the CholeskyDecomposition.

      Theoretically this method takes mn2/2 operations to compute the normal matrix and n3/6 operations (m > n) to solve the system using the Cholesky decomposition.

    • SVD

      public static final GaussNewtonOptimizer.Decomposition SVD
      Solve the linear least squares problem using the SingularValueDecomposition.

      This method is slower, but can provide a solution for rank deficient and nearly singular systems.

  • Method Details

    • values

      public static GaussNewtonOptimizer.Decomposition[] values()
      Returns an array containing the constants of this enum type, in the order they are declared.
      Returns:
      an array containing the constants of this enum type, in the order they are declared

    • valueOf

      public static GaussNewtonOptimizer.Decomposition valueOf(String name)
      Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)
      Parameters:
      name - the name of the enum constant to be returned.
      Returns:
      the enum constant with the specified name
      Throws:
      IllegalArgumentException - if this enum type has no constant with the specified name
      NullPointerException - if the argument is null

    • solve

      protected abstract RealVector solve(RealMatrix jacobian, RealVector residuals)
      Solve the linear least squares problem Jx=r.
      Parameters:
      jacobian - the Jacobian matrix, J. the number of rows >= the number or columns.
      residuals - the computed residuals, r.
      Returns:
      the solution x, to the linear least squares problem Jx=r.
      Throws:
      ConvergenceException - if the matrix properties (e.g. singular) do not permit a solution.