org.apache.commons.math3.optim.nonlinear.vector
Class JacobianMultivariateVectorOptimizer

java.lang.Object
  extended by org.apache.commons.math3.optim.BaseOptimizer<PAIR>
      extended by org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointVectorValuePair>
          extended by org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer
              extended by org.apache.commons.math3.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer
Direct Known Subclasses:
AbstractLeastSquaresOptimizer

public abstract class JacobianMultivariateVectorOptimizer
extends MultivariateVectorOptimizer

Base class for implementing optimizers for multivariate vector differentiable functions. It contains boiler-plate code for dealing with Jacobian evaluation. It assumes that the rows of the Jacobian matrix iterate on the model functions while the columns iterate on the parameters; thus, the numbers of rows is equal to the dimension of the Target while the number of columns is equal to the dimension of the InitialGuess.

Since:
3.1
Version:
$Id$

Field Summary
 
Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer
evaluations, iterations
 
Constructor Summary
protected JacobianMultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
           
 
Method Summary
protected  double[][] computeJacobian(double[] params)
          Computes the Jacobian matrix.
 PointVectorValuePair optimize(OptimizationData... optData)
          Stores data and performs the optimization.
 
Methods inherited from class org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer
computeObjectiveValue, getTarget, getTargetSize, getWeight
 
Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer
getLowerBound, getStartPoint, getUpperBound
 
Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer
doOptimize, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

JacobianMultivariateVectorOptimizer

protected JacobianMultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
Parameters:
checker - Convergence checker.
Method Detail

computeJacobian

protected double[][] computeJacobian(double[] params)
Computes the Jacobian matrix.

Parameters:
params - Point at which the Jacobian must be evaluated.
Returns:
the Jacobian at the specified point.

optimize

public PointVectorValuePair optimize(OptimizationData... optData)
                              throws TooManyEvaluationsException,
                                     DimensionMismatchException
Stores data and performs the optimization.

Overrides:
optimize in class MultivariateVectorOptimizer
Parameters:
optData - Optimization data. The following data will be looked for:
Returns:
a point/value pair that satifies the convergence criteria.
Throws:
TooManyEvaluationsException - if the maximal number of evaluations is exceeded.
DimensionMismatchException - if the initial guess, target, and weight arguments have inconsistent dimensions.


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