Enum Constant Detail

• LU

  public static final GaussNewtonOptimizer.Decomposition LU

  Solve by forming the normal equations (J^TJx=J^Tr) and using the LUDecomposition.

  Theoretically this method takes mn²/2 operations to compute the normal matrix and n³/3 operations (m > n) to solve the system using the LU decomposition.

• QR

  public static final GaussNewtonOptimizer.Decomposition QR

  Solve the linear least squares problem (Jx=r) using the QRDecomposition.

  Theoretically this method takes mn² - n³/3 operations (m > n) and has better numerical accuracy than any method that forms the normal equations.

• CHOLESKY

  public static final GaussNewtonOptimizer.Decomposition CHOLESKY

  Solve by forming the normal equations (J^TJx=J^Tr) and using the CholeskyDecomposition.

  Theoretically this method takes mn²/2 operations to compute the normal matrix and n³/6 operations (m > n) to solve the system using the Cholesky decomposition.

• SVD

  public static final GaussNewtonOptimizer.Decomposition SVD

  Solve the linear least squares problem using the SingularValueDecomposition.

  This method is slower, but can provide a solution for rank deficient and nearly singular systems.

Method Detail

• values

  public static GaussNewtonOptimizer.Decomposition[] values()

  Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:

  for (GaussNewtonOptimizer.Decomposition c : GaussNewtonOptimizer.Decomposition.values())
      System.out.println(c);
  

  Returns:

  an array containing the constants of this enum type, in the order they are declared

• valueOf

  public static GaussNewtonOptimizer.Decomposition valueOf(String name)

  Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

  Parameters:

  name - the name of the enum constant to be returned.

  Returns:

  the enum constant with the specified name

  Throws:

  IllegalArgumentException - if this enum type has no constant with the specified name

  NullPointerException - if the argument is null

• solve

  protected abstract RealVector solve(RealMatrix jacobian,
                 RealVector residuals)

  Solve the linear least squares problem Jx=r.

  Parameters:

  jacobian - the Jacobian matrix, J. the number of rows >= the number or columns.

  residuals - the computed residuals, r.

  Returns:

  the solution x, to the linear least squares problem Jx=r.

  Throws:

  ConvergenceException - if the matrix properties (e.g. singular) do not permit a solution.