Author: erans
Date: Wed Jun 6 23:48:49 2012
New Revision: 1347211
URL: http://svn.apache.org/viewvc?rev=1347211&view=rev
Log:
MATH-800
Updated userguide and added unit test.
Modified:
commons/proper/math/trunk/src/site/xdoc/userguide/optimization.xml
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/fitting/PolynomialFitterTest.java
Modified: commons/proper/math/trunk/src/site/xdoc/userguide/optimization.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/userguide/optimization.xml?rev=1347211&r1=1347210&r2=1347211&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/userguide/optimization.xml
(original)
+++ commons/proper/math/trunk/src/site/xdoc/userguide/optimization.xml Wed Jun
6 23:48:49 2012
@@ -607,25 +607,36 @@ C: 16.324008168386605
the <a
href="../apidocs/org/apache/commons/math3/analysis/ParametricUnivariateFunction.html">
ParametricUnivariateFunction</a> interface and they must provide the
initial guess of the
- parameters. The more specialized <a
-
href="../apidocs/org/apache/commons/math3/optimization/fitting/PolynomialFitter.html">
- PolynomialFitter</a> and <a
-
href="../apidocs/org/apache/commons/math3/optimization/fitting/HarmonicFitter.html">
- HarmonicFitter</a> classes require neither an implementation of the
parametric real function
- not an initial guess as they are able to compute them by themselves.
+ parameters.
</p>
+
<p>
- An example of fitting a polynomial is given here:
+ The following example shows how to fit data with a polynomial function.
</p>
- <source>PolynomialFitter fitter = new PolynomialFitter(degree, new
LevenbergMarquardtOptimizer());
+ <source>final CurveFitter fitter = new CurveFitter(new
LevenbergMarquardtOptimizer());
fitter.addObservedPoint(-1.00, 2.021170021833143);
fitter.addObservedPoint(-0.99, 2.221135431136975);
fitter.addObservedPoint(-0.98, 2.09985277659314);
fitter.addObservedPoint(-0.97, 2.0211192647627025);
// ... Lots of lines omitted ...
fitter.addObservedPoint( 0.99, -2.4345814727089854);
-PolynomialFunction fitted = fitter.fit();
+
+// The degree of the polynomial is deduced from the length of the array
containing
+// the initial guess for the coefficients of the polynomial.
+final double[] init = { 12.9, -3.4, 2.1 }; // 12.9 - 3.4 x + 2.1 x^2
+
+// Compute optimal coefficients.
+final double[] best = fitter.fit(new PolynomialFunction.Parametric(), init);
+
+// Construct the polynomial that best fits the data.
+final PolynomialFunction fitted = new PolynomialFunction(best);
</source>
+
+ <p>
+ The more specialized <a
href="../apidocs/org/apache/commons/math3/optimization/fitting/HarmonicFitter.html">
+ HarmonicFitter</a> classes requires neither an implementation of the
parametric real function
+ nor an initial guess as it is are able to compute them internally.
+ </p>
</subsection>
</section>
</body>
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/fitting/PolynomialFitterTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/fitting/PolynomialFitterTest.java?rev=1347211&r1=1347210&r2=1347211&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/fitting/PolynomialFitterTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/fitting/PolynomialFitterTest.java
Wed Jun 6 23:48:49 2012
@@ -26,6 +26,8 @@ import org.apache.commons.math3.optimiza
import
org.apache.commons.math3.optimization.general.LevenbergMarquardtOptimizer;
import org.apache.commons.math3.optimization.SimpleVectorValueChecker;
import org.apache.commons.math3.util.FastMath;
+import org.apache.commons.math3.random.RandomDataImpl;
+import org.apache.commons.math3.TestUtils;
import org.junit.Test;
import org.junit.Assert;
@@ -35,6 +37,28 @@ import org.junit.Assert;
* polynomial.
*/
public class PolynomialFitterTest {
+ @Test
+ public void testFit() {
+ final RandomDataImpl rng = new RandomDataImpl();
+ rng.reSeed(64925784252L);
+
+ final LevenbergMarquardtOptimizer optim = new
LevenbergMarquardtOptimizer();
+ final CurveFitter fitter = new CurveFitter(optim);
+ final double[] coeff = { 12.9, -3.4, 2.1 }; // 12.9 - 3.4 x + 2.1 x^2
+ final PolynomialFunction f = new PolynomialFunction(coeff);
+
+ // Collect data from a known polynomial.
+ for (int i = 0; i < 100; i++) {
+ final double x = rng.nextUniform(-100, 100);
+ fitter.addObservedPoint(x, f.value(x));
+ }
+
+ // Start fit from initial guesses that are far from the optimal values.
+ final double[] best = fitter.fit(new PolynomialFunction.Parametric(),
+ new double[] { -1e-20, 3e15, -5e25 });
+
+ TestUtils.assertEquals("best != coeff", coeff, best, 1e-12);
+ }
@Test
public void testNoError() {
