Package org.apache.commons.math3.optimization.general

Class GaussNewtonOptimizer

java.lang.Object
org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>
org.apache.commons.math3.optimization.general.AbstractLeastSquaresOptimizer
org.apache.commons.math3.optimization.general.GaussNewtonOptimizer
All Implemented Interfaces:
BaseMultivariateVectorOptimizer<DifferentiableMultivariateVectorFunction>, BaseOptimizer<PointVectorValuePair>, DifferentiableMultivariateVectorOptimizer
@Deprecated public class GaussNewtonOptimizer extends AbstractLeastSquaresOptimizer
Deprecated.
As of 3.1 (to be removed in 4.0).
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

  • Constructor Details

    • GaussNewtonOptimizer

      @Deprecated public GaussNewtonOptimizer()
      Deprecated.
      See SimpleVectorValueChecker()
      Simple constructor with default settings. The normal equations will be solved using LU decomposition and the convergence check is set to a SimpleVectorValueChecker with default tolerances.

    • 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

      @Deprecated public GaussNewtonOptimizer(boolean useLU)
      Deprecated.
      See SimpleVectorValueChecker()
      Simple constructor with default settings. The convergence check is set to a SimpleVectorValueChecker with default tolerances.
      Parameters:
      useLU - If true, the normal equations will be solved using LU decomposition, otherwise they will be solved using QR decomposition.

    • 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