Package org.apache.commons.math4.legacy.fitting.leastsquares
This package provides algorithms that minimize the residuals
between observations and model values.
The
Algorithms in this category need access to a problem (represented by a
The problem can be created progressively using a
least-squares optimizers minimize the distance (called
cost or χ2) between model and
observations.
Algorithms in this category need access to a problem (represented by a
LeastSquaresProblem).
Such a model predicts a set of values which the algorithm tries to match
with a set of given set of observed values.
The problem can be created progressively using a
builder or it can
be created at once using a factory.- Since:
- 3.3
-
Interface Summary Interface Description LeastSquaresOptimizer An algorithm that can be applied to a non-linear least squares problem.LeastSquaresOptimizer.Optimum The optimum found by the optimizer.LeastSquaresProblem The data necessary to define a non-linear least squares problem.LeastSquaresProblem.Evaluation An evaluation of aLeastSquaresProblemat a particular point.MultivariateJacobianFunction A interface for functions that compute a vector of values and can compute their derivatives (Jacobian).ParameterValidator Interface for validating a set of model parameters.ValueAndJacobianFunction A interface for functions that compute a vector of values and can compute their derivatives (Jacobian). -
Class Summary Class Description AbstractEvaluation An implementation ofLeastSquaresProblem.Evaluationthat is designed for extension.DifferentiatorVectorMultivariateJacobianFunction A MultivariateJacobianFunction (a thing that requires a derivative) combined with the thing that can find derivatives.EvaluationRmsChecker Check if an optimization has converged based on the change in computed RMS.GaussNewtonOptimizer Gauss-Newton least-squares solver.LeastSquaresAdapter An adapter that delegates to another implementation ofLeastSquaresProblem.LeastSquaresBuilder A mutable builder forLeastSquaresProblems.LeastSquaresFactory A Factory for creatingLeastSquaresProblems.LevenbergMarquardtOptimizer This class solves a least-squares problem using the Levenberg-Marquardt algorithm. -
Enum Summary Enum Description GaussNewtonOptimizer.Decomposition The decomposition algorithm to use to solve the normal equations.