Author: luc
Date: Thu Oct 16 04:34:38 2008
New Revision: 705211
URL: http://svn.apache.org/viewvc?rev=705211&view=rev
Log:
replaced calls to deprecated methods from linear algebra package
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java?rev=705211&r1=705210&r2=705211&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java
Thu Oct 16 04:34:38 2008
@@ -20,8 +20,11 @@
import java.io.Serializable;
import org.apache.commons.math.linear.InvalidMatrixException;
+import org.apache.commons.math.linear.LUDecompositionImpl;
import org.apache.commons.math.linear.RealMatrix;
import org.apache.commons.math.linear.RealMatrixImpl;
+import org.apache.commons.math.linear.RealVector;
+import org.apache.commons.math.linear.RealVectorImpl;
/**
* This class implements a solver for estimation problems.
@@ -106,8 +109,8 @@
// work matrices
double[] grad = new double[parameters.length];
- RealMatrixImpl bDecrement = new RealMatrixImpl(parameters.length, 1);
- double[][] bDecrementData = bDecrement.getDataRef();
+ RealVectorImpl bDecrement = new RealVectorImpl(parameters.length);
+ double[] bDecrementData = bDecrement.getDataRef();
RealMatrixImpl wGradGradT = new RealMatrixImpl(parameters.length,
parameters.length);
double[][] wggData = wGradGradT.getDataRef();
@@ -117,7 +120,7 @@
// build the linear problem
incrementJacobianEvaluationsCounter();
- RealMatrix b = new RealMatrixImpl(parameters.length, 1);
+ RealVector b = new RealVectorImpl(parameters.length);
RealMatrix a = new RealMatrixImpl(parameters.length,
parameters.length);
for (int i = 0; i < measurements.length; ++i) {
if (! measurements [i].isIgnored()) {
@@ -128,7 +131,7 @@
// compute the normal equation
for (int j = 0; j < parameters.length; ++j) {
grad[j] = measurements[i].getPartial(parameters[j]);
- bDecrementData[j][0] = weight * residual * grad[j];
+ bDecrementData[j] = weight * residual * grad[j];
}
// build the contribution matrix for measurement i
@@ -150,11 +153,11 @@
try {
// solve the linearized least squares problem
- RealMatrix dX = a.solve(b);
+ RealVector dX = new LUDecompositionImpl(a).solve(b);
// update the estimated parameters
for (int i = 0; i < parameters.length; ++i) {
- parameters[i].setEstimate(parameters[i].getEstimate() +
dX.getEntry(i, 0));
+ parameters[i].setEstimate(parameters[i].getEstimate() +
dX.getEntry(i));
}
} catch(InvalidMatrixException e) {
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java?rev=705211&r1=705210&r2=705211&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/GLSMultipleLinearRegression.java
Thu Oct 16 04:34:38 2008
@@ -16,6 +16,7 @@
*/
package org.apache.commons.math.stat.regression;
+import org.apache.commons.math.linear.LUDecompositionImpl;
import org.apache.commons.math.linear.RealMatrix;
import org.apache.commons.math.linear.RealMatrixImpl;
@@ -44,6 +45,9 @@
/** Covariance matrix. */
private RealMatrix Omega;
+ /** Inverse of covariance matrix. */
+ private RealMatrix OmegaInverse;
+
public void newSampleData(double[] y, double[][] x, double[][] covariance)
{
validateSampleData(x, y);
newYSampleData(y);
@@ -59,6 +63,19 @@
*/
protected void newCovarianceData(double[][] omega){
this.Omega = new RealMatrixImpl(omega);
+ this.OmegaInverse = null;
+ }
+
+ /**
+ * Get the inverse of the covariance.
+ * <p>The inverse of the covariance matrix is lazily evaluated and
cached.</p>
+ * @return inverse of the covariance
+ */
+ protected RealMatrix getOmegaInverse() {
+ if (OmegaInverse == null) {
+ OmegaInverse = new LUDecompositionImpl(Omega).getInverse();
+ }
+ return OmegaInverse;
}
/**
@@ -69,10 +86,10 @@
* @return beta
*/
protected RealMatrix calculateBeta() {
- RealMatrix OI = Omega.inverse();
+ RealMatrix OI = getOmegaInverse();
RealMatrix XT = X.transpose();
RealMatrix XTOIX = XT.multiply(OI).multiply(X);
- return XTOIX.inverse().multiply(XT).multiply(OI).multiply(Y);
+ return new
LUDecompositionImpl(XTOIX).getInverse().multiply(XT).multiply(OI).multiply(Y);
}
/**
@@ -83,8 +100,9 @@
* @return The beta variance matrix
*/
protected RealMatrix calculateBetaVariance() {
- RealMatrix XTOIX = X.transpose().multiply(Omega.inverse()).multiply(X);
- return XTOIX.inverse();
+ RealMatrix OI = getOmegaInverse();
+ RealMatrix XTOIX = X.transpose().multiply(OI).multiply(X);
+ return new LUDecompositionImpl(XTOIX).getInverse();
}
/**
@@ -96,7 +114,7 @@
*/
protected double calculateYVariance() {
RealMatrix u = calculateResiduals();
- RealMatrix sse = u.transpose().multiply(Omega.inverse()).multiply(u);
+ RealMatrix sse =
u.transpose().multiply(getOmegaInverse()).multiply(u);
return sse.getTrace()/(X.getRowDimension()-X.getColumnDimension());
}
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java?rev=705211&r1=705210&r2=705211&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/stat/regression/OLSMultipleLinearRegression.java
Thu Oct 16 04:34:38 2008
@@ -16,6 +16,7 @@
*/
package org.apache.commons.math.stat.regression;
+import org.apache.commons.math.linear.LUDecompositionImpl;
import org.apache.commons.math.linear.QRDecomposition;
import org.apache.commons.math.linear.QRDecompositionImpl;
import org.apache.commons.math.linear.RealMatrix;
@@ -107,7 +108,7 @@
*/
protected RealMatrix calculateBetaVariance() {
RealMatrix XTX = X.transpose().multiply(X);
- return XTX.inverse();
+ return new LUDecompositionImpl(XTX).getInverse();
}
