org.ddogleg.optimization.wrap

Class LevenbergDampened_to_UnconstrainedLeastSquares

java.lang.Object

org.ddogleg.optimization.wrap.LevenbergDampened_to_UnconstrainedLeastSquares

All Implemented Interfaces:

java.io.Serializable, IterativeOptimization, UnconstrainedLeastSquares

public class LevenbergDampened_to_UnconstrainedLeastSquares
extends java.lang.Object
implements UnconstrainedLeastSquares

Wrapper around LevenbergMarquardtDampened for UnconstrainedLeastSquares

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
LevenbergDampened_to_UnconstrainedLeastSquares(LevenbergDenseBase alg)

Method Summary

Modifier and Type	Method and Description
double	getFunctionValue() Returns the value of the objective function being evaluated at the current parameters value.
double[]	getParameters() After each iteration this function can be called to get the current best set of parameters.
java.lang.String	getWarning() Provides feed back if something went wrong, but still produced a solution.
void	initialize(double[] initial, double ftol, double gtol) Specify the initial set of parameters from which to start from.
boolean	isConverged() Indicates if iteration stopped due to convergence or not.
boolean	isUpdated() True if the parameter(s) being optimized have been updated
boolean	iterate() Updates the search.
void	setFunction(FunctionNtoM function, FunctionNtoMxN jacobian) Specifies a set of functions and their Jacobian.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LevenbergDampened_to_UnconstrainedLeastSquares

public LevenbergDampened_to_UnconstrainedLeastSquares(LevenbergDenseBase alg)

Method Detail

setFunction

public void setFunction(FunctionNtoM function,
                        FunctionNtoMxN jacobian)

Description copied from interface: UnconstrainedLeastSquares

Specifies a set of functions and their Jacobian. See class description for documentation on output data format.

Specified by:

setFunction in interface UnconstrainedLeastSquares

Parameters:

function - Computes the output of M functions f_i(x) which take in N fit parameters as input.

jacobian - Computes the Jacobian of the M functions. If null a numerical Jacobian will be used.

initialize

public void initialize(double[] initial,
                       double ftol,
                       double gtol)

Description copied from interface: UnconstrainedLeastSquares

Specify the initial set of parameters from which to start from. Call after UnconstrainedLeastSquares.setFunction(org.ddogleg.optimization.functions.FunctionNtoM, org.ddogleg.optimization.functions.FunctionNtoMxN) has been called.

Specified by:

initialize in interface UnconstrainedLeastSquares

Parameters:

initial - Initial parameters or guess with N elements..

ftol - Relative threshold for change in function value between iterations. 0 ≤ ftol ≤ 1. Try 1e-12

gtol - Absolute threshold for convergence based on the gradient's norm. 0 disables test. 0 ≤ gtol. Try 1e-12

getParameters

public double[] getParameters()

Description copied from interface: UnconstrainedLeastSquares

After each iteration this function can be called to get the current best set of parameters.

Specified by:

getParameters in interface UnconstrainedLeastSquares

iterate

public boolean iterate()
                throws OptimizationException

Description copied from interface: IterativeOptimization

Updates the search. If the search has terminated true is returned. After the search has terminated invoke IterativeOptimization.isConverged() to see if a solution has been converged to or if it stopped for some other reason.

NOTE: The optimization parameters might not be modified after iterate() is called. An internal book keeping step might have been done. To see if parameters have changed call IterativeOptimization.isUpdated().

Specified by:

iterate in interface IterativeOptimization

Returns:

true if it has converged or that no more progress can be made.

Throws:

OptimizationException

isConverged

public boolean isConverged()

Description copied from interface: IterativeOptimization

Indicates if iteration stopped due to convergence or not.

Specified by:

isConverged in interface IterativeOptimization

Returns:

True if iteration stopped because it converged.

getWarning

public java.lang.String getWarning()

Description copied from interface: IterativeOptimization

Provides feed back if something went wrong, but still produced a solution. If there is no message then null is returned. The meaning and type of messages are implementation specific.

Specified by:

getWarning in interface IterativeOptimization

Returns:

Additional info on the computed solution.

getFunctionValue

public double getFunctionValue()

Description copied from interface: UnconstrainedLeastSquares

Returns the value of the objective function being evaluated at the current parameters value. If not supported then an exception is thrown.

Specified by:

getFunctionValue in interface UnconstrainedLeastSquares

Returns:

Objective function's value.

isUpdated

public boolean isUpdated()

Description copied from interface: IterativeOptimization

True if the parameter(s) being optimized have been updated

Specified by:

isUpdated in interface IterativeOptimization

Returns:

True if parameters have been updated