Package org.apache.commons.math3.optim.nonlinear.vector.jacobian

Class GaussNewtonOptimizer

java.lang.Object
org.apache.commons.math3.optim.BaseOptimizer<PointVectorValuePair>
org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointVectorValuePair>
org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer
org.apache.commons.math3.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer
org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer
org.apache.commons.math3.optim.nonlinear.vector.jacobian.GaussNewtonOptimizer
@Deprecated public class GaussNewtonOptimizer extends AbstractLeastSquaresOptimizer
Deprecated.
All classes and interfaces in this package are deprecated. The optimizers that were provided here were moved to the org.apache.commons.math3.fitting.leastsquares package (cf. MATH-1008).
Gauss-Newton least-squares solver.
Constraints are not supported: the call to optimize will throw MathUnsupportedOperationException if bounds are passed to it.

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

  • Constructor Details

    • GaussNewtonOptimizer

      public GaussNewtonOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
      Deprecated.
      Simple constructor with default settings. The normal equations will be solved using LU decomposition.
      Parameters:
      checker - Convergence checker.

    • GaussNewtonOptimizer

      public GaussNewtonOptimizer(boolean useLU, ConvergenceChecker<PointVectorValuePair> checker)
      Deprecated.
      Parameters:
      useLU - If true, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition.
      checker - Convergence checker.

  • Method Details