Author: erans
Date: Thu Nov 8 12:48:54 2012
New Revision: 1407034
URL: http://svn.apache.org/viewvc?rev=1407034&view=rev
Log:
MATH-887
Made "GaussNewtonOptimizer" use the new methods in base class
"AbstractLeastSquaresOptimizer" instead of modifying the (now
deprecated) protected fields.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/general/GaussNewtonOptimizer.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/general/GaussNewtonOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/general/GaussNewtonOptimizer.java?rev=1407034&r1=1407033&r2=1407034&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/general/GaussNewtonOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/general/GaussNewtonOptimizer.java
Thu Nov 8 12:48:54 2012
@@ -18,6 +18,8 @@
package org.apache.commons.math3.optimization.general;
import org.apache.commons.math3.exception.ConvergenceException;
+import org.apache.commons.math3.exception.NullArgumentException;
+import org.apache.commons.math3.exception.MathInternalError;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.linear.ArrayRealVector;
import org.apache.commons.math3.linear.BlockRealMatrix;
@@ -43,7 +45,6 @@ import org.apache.commons.math3.optimiza
* @since 2.0
*
*/
-
public class GaussNewtonOptimizer extends AbstractLeastSquaresOptimizer {
/** Indicator for using LU decomposition. */
private final boolean useLU;
@@ -100,10 +101,26 @@ public class GaussNewtonOptimizer extend
/** {@inheritDoc} */
@Override
public PointVectorValuePair doOptimize() {
-
final ConvergenceChecker<PointVectorValuePair> checker
= getConvergenceChecker();
+ // Computation will be useless without a checker (see "for-loop").
+ if (checker == null) {
+ throw new NullArgumentException();
+ }
+
+ final double[] targetValues = getTarget();
+ final int nR = targetValues.length; // Number of observed data.
+
+ final RealMatrix weightMatrix = getWeight();
+ // Diagonal of the weight matrix.
+ final double[] residualsWeights = new double[nR];
+ for (int i = 0; i < nR; i++) {
+ residualsWeights[i] = weightMatrix.getEntry(i, i);
+ }
+
+ double[] currentPoint = getStartPoint();
+
// iterate until convergence is reached
PointVectorValuePair current = null;
int iter = 0;
@@ -112,21 +129,22 @@ public class GaussNewtonOptimizer extend
// evaluate the objective function and its jacobian
PointVectorValuePair previous = current;
- updateResidualsAndCost();
- updateJacobian();
- current = new PointVectorValuePair(point, objective);
-
- final double[] targetValues = getTargetRef();
- final double[] residualsWeights = getWeightRef();
+ // Value of the objective function at "currentPoint".
+ final double[] currentObjective =
computeObjectiveValue(currentPoint);
+ final double[] currentResiduals =
computeResiduals(currentObjective);
+ final RealMatrix weightedJacobian = computeJacobian(currentPoint);
+ current = new PointVectorValuePair(currentPoint, currentObjective);
// build the linear problem
final double[] b = new double[cols];
final double[][] a = new double[cols][cols];
for (int i = 0; i < rows; ++i) {
- final double[] grad = weightedResidualJacobian[i];
+ final double[] grad = weightedJacobian.getRow(i);
final double weight = residualsWeights[i];
- final double residual = objective[i] - targetValues[i];
+ // XXX Minus sign could be left out if "weightedJacobian"
+ // would be defined differently.
+ final double residual = -currentResiduals[i];
// compute the normal equation
final double wr = weight * residual;
@@ -153,20 +171,22 @@ public class GaussNewtonOptimizer extend
final double[] dX = solver.solve(new ArrayRealVector(b,
false)).toArray();
// update the estimated parameters
for (int i = 0; i < cols; ++i) {
- point[i] += dX[i];
+ currentPoint[i] += dX[i];
}
} catch (SingularMatrixException e) {
throw new
ConvergenceException(LocalizedFormats.UNABLE_TO_SOLVE_SINGULAR_PROBLEM);
}
- // check convergence
- if (checker != null) {
- if (previous != null) {
- converged = checker.converged(iter, previous, current);
+ // Check convergence.
+ if (previous != null) {
+ converged = checker.converged(iter, previous, current);
+ if (converged) {
+ cost = computeCost(currentResiduals);
+ return current;
}
}
}
- // we have converged
- return current;
+ // Must never happen.
+ throw new MathInternalError();
}
}
