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.optim.nonlinear.vector; 018 019import org.apache.commons.math3.analysis.MultivariateMatrixFunction; 020import org.apache.commons.math3.optim.ConvergenceChecker; 021import org.apache.commons.math3.optim.OptimizationData; 022import org.apache.commons.math3.optim.PointVectorValuePair; 023import org.apache.commons.math3.exception.TooManyEvaluationsException; 024import org.apache.commons.math3.exception.DimensionMismatchException; 025 026/** 027 * Base class for implementing optimizers for multivariate vector 028 * differentiable functions. 029 * It contains boiler-plate code for dealing with Jacobian evaluation. 030 * It assumes that the rows of the Jacobian matrix iterate on the model 031 * functions while the columns iterate on the parameters; thus, the numbers 032 * of rows is equal to the dimension of the {@link Target} while the 033 * number of columns is equal to the dimension of the 034 * {@link org.apache.commons.math3.optim.InitialGuess InitialGuess}. 035 * 036 * @since 3.1 037 * @deprecated All classes and interfaces in this package are deprecated. 038 * The optimizers that were provided here were moved to the 039 * {@link org.apache.commons.math3.fitting.leastsquares} package 040 * (cf. MATH-1008). 041 */ 042@Deprecated 043public abstract class JacobianMultivariateVectorOptimizer 044 extends MultivariateVectorOptimizer { 045 /** 046 * Jacobian of the model function. 047 */ 048 private MultivariateMatrixFunction jacobian; 049 050 /** 051 * @param checker Convergence checker. 052 */ 053 protected JacobianMultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker) { 054 super(checker); 055 } 056 057 /** 058 * Computes the Jacobian matrix. 059 * 060 * @param params Point at which the Jacobian must be evaluated. 061 * @return the Jacobian at the specified point. 062 */ 063 protected double[][] computeJacobian(final double[] params) { 064 return jacobian.value(params); 065 } 066 067 /** 068 * {@inheritDoc} 069 * 070 * @param optData Optimization data. In addition to those documented in 071 * {@link MultivariateVectorOptimizer#optimize(OptimizationData...)} 072 * MultivariateOptimizer}, this method will register the following data: 073 * <ul> 074 * <li>{@link ModelFunctionJacobian}</li> 075 * </ul> 076 * @return {@inheritDoc} 077 * @throws TooManyEvaluationsException if the maximal number of 078 * evaluations is exceeded. 079 * @throws DimensionMismatchException if the initial guess, target, and weight 080 * arguments have inconsistent dimensions. 081 */ 082 @Override 083 public PointVectorValuePair optimize(OptimizationData... optData) 084 throws TooManyEvaluationsException, 085 DimensionMismatchException { 086 // Set up base class and perform computation. 087 return super.optimize(optData); 088 } 089 090 /** 091 * Scans the list of (required and optional) optimization data that 092 * characterize the problem. 093 * 094 * @param optData Optimization data. 095 * The following data will be looked for: 096 * <ul> 097 * <li>{@link ModelFunctionJacobian}</li> 098 * </ul> 099 */ 100 @Override 101 protected void parseOptimizationData(OptimizationData... optData) { 102 // Allow base class to register its own data. 103 super.parseOptimizationData(optData); 104 105 // The existing values (as set by the previous call) are reused if 106 // not provided in the argument list. 107 for (OptimizationData data : optData) { 108 if (data instanceof ModelFunctionJacobian) { 109 jacobian = ((ModelFunctionJacobian) data).getModelFunctionJacobian(); 110 // If more data must be parsed, this statement _must_ be 111 // changed to "continue". 112 break; 113 } 114 } 115 } 116}