Author: erans
Date: Tue Mar 26 16:01:09 2013
New Revision: 1461197
URL: http://svn.apache.org/r1461197
Log:
MATH-956
Replaced hard-coded numbers with constants from class "Precision".
Modified:
commons/proper/math/trunk/src/changes/changes.xml
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java
Modified: commons/proper/math/trunk/src/changes/changes.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/changes/changes.xml?rev=1461197&r1=1461196&r2=1461197&view=diff
==============================================================================
--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Tue Mar 26 16:01:09 2013
@@ -55,6 +55,9 @@ This is a minor release: It combines bug
Changes to existing features were made in a backwards-compatible
way such as to allow drop-in replacement of the v3.1[.1] JAR file.
">
+ <action dev="erans" type="update" issue="MATH-956">
+ Replaced hard-coded numbers in "LevenbergMarquardtOptimizer".
+ </action>
<action dev="luc" type="update" issue="MATH-955" due-to="Evan Ward">
Fixed loading of test file when path contains a space.
</action>
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java?rev=1461197&r1=1461196&r2=1461197&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.java
Tue Mar 26 16:01:09 2013
@@ -112,6 +112,8 @@ import org.apache.commons.math3.util.Fas
*/
public class LevenbergMarquardtOptimizer
extends AbstractLeastSquaresOptimizer {
+ /** Twice the "epsilon machine". */
+ private static final double TWO_EPS = 2 * Precision.EPSILON;
/** Number of solved point. */
private int solvedCols;
/** Diagonal elements of the R matrix in the Q.R. decomposition. */
@@ -518,14 +520,15 @@ public class LevenbergMarquardtOptimizer
}
// tests for termination and stringent tolerances
- // (2.2204e-16 is the machine epsilon for IEEE754)
- if ((FastMath.abs(actRed) <= 2.2204e-16) && (preRed <=
2.2204e-16) && (ratio <= 2.0)) {
+ if (FastMath.abs(actRed) <= TWO_EPS &&
+ preRed <= TWO_EPS &&
+ ratio <= 2.0) {
throw new
ConvergenceException(LocalizedFormats.TOO_SMALL_COST_RELATIVE_TOLERANCE,
costRelativeTolerance);
- } else if (delta <= 2.2204e-16 * xNorm) {
+ } else if (delta <= TWO_EPS * xNorm) {
throw new
ConvergenceException(LocalizedFormats.TOO_SMALL_PARAMETERS_RELATIVE_TOLERANCE,
parRelativeTolerance);
- } else if (maxCosine <= 2.2204e-16) {
+ } else if (maxCosine <= TWO_EPS) {
throw new
ConvergenceException(LocalizedFormats.TOO_SMALL_ORTHOGONALITY_TOLERANCE,
orthoTolerance);
}
@@ -630,8 +633,7 @@ public class LevenbergMarquardtOptimizer
double gNorm = FastMath.sqrt(sum2);
double paru = gNorm / delta;
if (paru == 0) {
- // 2.2251e-308 is the smallest positive real for IEE754
- paru = 2.2251e-308 / FastMath.min(delta, 0.1);
+ paru = Precision.SAFE_MIN / FastMath.min(delta, 0.1);
}
// if the input par lies outside of the interval (parl,paru),
@@ -645,7 +647,7 @@ public class LevenbergMarquardtOptimizer
// evaluate the function at the current value of lmPar
if (lmPar == 0) {
- lmPar = FastMath.max(2.2251e-308, 0.001 * paru);
+ lmPar = FastMath.max(Precision.SAFE_MIN, 0.001 * paru);
}
double sPar = FastMath.sqrt(lmPar);
for (int j = 0; j < solvedCols; ++j) {
