1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.apache.commons.math4.legacy.fitting.leastsquares;
18
19 import org.apache.commons.math4.legacy.fitting.leastsquares.LeastSquaresProblem.Evaluation;
20 import org.apache.commons.math4.legacy.linear.RealMatrix;
21 import org.apache.commons.math4.legacy.linear.RealVector;
22
23 /**
24 * Applies a dense weight matrix to an evaluation.
25 *
26 * @since 3.3
27 */
28 class DenseWeightedEvaluation extends AbstractEvaluation {
29
30 /** the unweighted evaluation. */
31 private final Evaluation unweighted;
32 /** reference to the weight square root matrix. */
33 private final RealMatrix weightSqrt;
34
35 /**
36 * Create a weighted evaluation from an unweighted one.
37 *
38 * @param unweighted the evaluation before weights are applied
39 * @param weightSqrt the matrix square root of the weight matrix
40 */
41 DenseWeightedEvaluation(final Evaluation unweighted,
42 final RealMatrix weightSqrt) {
43 // weight square root is square, nR=nC=number of observations
44 super(weightSqrt.getColumnDimension());
45 this.unweighted = unweighted;
46 this.weightSqrt = weightSqrt;
47 }
48
49 /* apply weights */
50
51 /** {@inheritDoc} */
52 @Override
53 public RealMatrix getJacobian() {
54 return weightSqrt.multiply(this.unweighted.getJacobian());
55 }
56
57 /** {@inheritDoc} */
58 @Override
59 public RealVector getResiduals() {
60 return this.weightSqrt.operate(this.unweighted.getResiduals());
61 }
62
63 /* delegate */
64
65 /** {@inheritDoc} */
66 @Override
67 public RealVector getPoint() {
68 return unweighted.getPoint();
69 }
70 }