001/* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017package org.apache.commons.math3.fitting.leastsquares; 018 019import org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation; 020import org.apache.commons.math3.linear.ArrayRealVector; 021import org.apache.commons.math3.linear.DecompositionSolver; 022import org.apache.commons.math3.linear.QRDecomposition; 023import org.apache.commons.math3.linear.RealMatrix; 024import org.apache.commons.math3.linear.RealVector; 025import org.apache.commons.math3.util.FastMath; 026 027/** 028 * An implementation of {@link Evaluation} that is designed for extension. All of the 029 * methods implemented here use the methods that are left unimplemented. 030 * <p/> 031 * TODO cache results? 032 * 033 * @since 3.3 034 */ 035public abstract class AbstractEvaluation implements Evaluation { 036 037 /** number of observations */ 038 private final int observationSize; 039 040 /** 041 * Constructor. 042 * 043 * @param observationSize the number of observation. Needed for {@link 044 * #getRMS()}. 045 */ 046 AbstractEvaluation(final int observationSize) { 047 this.observationSize = observationSize; 048 } 049 050 /** {@inheritDoc} */ 051 public RealMatrix getCovariances(double threshold) { 052 // Set up the Jacobian. 053 final RealMatrix j = this.getJacobian(); 054 055 // Compute transpose(J)J. 056 final RealMatrix jTj = j.transpose().multiply(j); 057 058 // Compute the covariances matrix. 059 final DecompositionSolver solver 060 = new QRDecomposition(jTj, threshold).getSolver(); 061 return solver.getInverse(); 062 } 063 064 /** {@inheritDoc} */ 065 public RealVector getSigma(double covarianceSingularityThreshold) { 066 final RealMatrix cov = this.getCovariances(covarianceSingularityThreshold); 067 final int nC = cov.getColumnDimension(); 068 final RealVector sig = new ArrayRealVector(nC); 069 for (int i = 0; i < nC; ++i) { 070 sig.setEntry(i, FastMath.sqrt(cov.getEntry(i,i))); 071 } 072 return sig; 073 } 074 075 /** {@inheritDoc} */ 076 public double getRMS() { 077 final double cost = this.getCost(); 078 return FastMath.sqrt(cost * cost / this.observationSize); 079 } 080 081 /** {@inheritDoc} */ 082 public double getCost() { 083 final ArrayRealVector r = new ArrayRealVector(this.getResiduals()); 084 return FastMath.sqrt(r.dotProduct(r)); 085 } 086 087}