GaussNewtonOptimizer (Apache Commons Math 3.6.1 API)

java.lang.Object
- org.apache.commons.math3.fitting.leastsquares.GaussNewtonOptimizer

All Implemented Interfaces:

LeastSquaresOptimizer
```
public class GaussNewtonOptimizer
extends Object
implements LeastSquaresOptimizer
```
Gauss-Newton least-squares solver.
This class solve a least-square problem by solving the normal equations of the linearized problem at each iteration. Either LU decomposition or Cholesky decomposition can be used to solve the normal equations, or QR decomposition or SVD decomposition can be used to solve the linear system. LU decomposition is faster but QR decomposition is more robust for difficult problems, and SVD can compute a solution for rank-deficient problems.

Since:

3.3

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class GaussNewtonOptimizer.Decomposition
The decomposition algorithm to use to solve the normal equations.
- Nested classes/interfaces inherited from interface org.apache.commons.math3.fitting.leastsquares.LeastSquaresOptimizer
  LeastSquaresOptimizer.Optimum

Nested Classes
Modifier and Type	Class and Description
`static class`	`GaussNewtonOptimizer.Decomposition` The decomposition algorithm to use to solve the normal equations.

Constructor Summary

Constructors
Constructor and Description
`GaussNewtonOptimizer()` Creates a Gauss Newton optimizer.
`GaussNewtonOptimizer(GaussNewtonOptimizer.Decomposition decomposition)` Create a Gauss Newton optimizer that uses the given decomposition algorithm to solve the normal equations.

Method Summary

Methods
Modifier and Type	Method and Description
`GaussNewtonOptimizer.Decomposition`	`getDecomposition()` Get the matrix decomposition algorithm used to solve the normal equations.
`LeastSquaresOptimizer.Optimum`	`optimize(LeastSquaresProblem lsp)` Solve the non-linear least squares problem.
`String`	`toString()`
`GaussNewtonOptimizer`	`withDecomposition(GaussNewtonOptimizer.Decomposition newDecomposition)` Configure the decomposition algorithm.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

- Constructor Detail
  - GaussNewtonOptimizer
```
public GaussNewtonOptimizer()
```
    Creates a Gauss Newton optimizer.
    The default for the algorithm is to solve the normal equations using QR decomposition.
  - GaussNewtonOptimizer
```
public GaussNewtonOptimizer(GaussNewtonOptimizer.Decomposition decomposition)
```
    Create a Gauss Newton optimizer that uses the given decomposition algorithm to solve the normal equations.
    
    Parameters:
    decomposition - the GaussNewtonOptimizer.Decomposition algorithm.
- Method Detail
  - getDecomposition
```
public GaussNewtonOptimizer.Decomposition getDecomposition()
```
    Get the matrix decomposition algorithm used to solve the normal equations.
    
    Returns:
    the matrix GaussNewtonOptimizer.Decomposition algoritm.
  - withDecomposition
```
public GaussNewtonOptimizer withDecomposition(GaussNewtonOptimizer.Decomposition newDecomposition)
```
    Configure the decomposition algorithm.
    
    Parameters:
    newDecomposition - the GaussNewtonOptimizer.Decomposition algorithm to use.
    
    Returns:
    a new instance.
  - optimize
```
public LeastSquaresOptimizer.Optimum optimize(LeastSquaresProblem lsp)
```
    Solve the non-linear least squares problem.
    
    Specified by:
    
    optimize in interface LeastSquaresOptimizer
    
    Parameters:
    lsp - the problem definition, including model function and convergence criteria.
    
    Returns:
    The optimum.
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object

Class GaussNewtonOptimizer

Nested Class Summary

Nested classes/interfaces inherited from interface org.apache.commons.math3.fitting.leastsquares.LeastSquaresOptimizer

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

GaussNewtonOptimizer

GaussNewtonOptimizer

Method Detail

getDecomposition

withDecomposition

optimize

toString