org.jquantlib.math.optimization

Class LevenbergMarquardt

java.lang.Object

org.jquantlib.math.optimization.OptimizationMethod

org.jquantlib.math.optimization.LevenbergMarquardt

public class LevenbergMarquardt
extends OptimizationMethod

Levenberg-Marquardt optimization method

This implementation is based on MINPACK

See Also:

http://www.netlib.org/minpack, http://www.netlib.org/cephes/linalg.tgz

Constructor Summary

Constructors

Constructor and Description
LevenbergMarquardt()
LevenbergMarquardt(double epsfcn, double xtol, double gtol)

Method Summary

Modifier and Type	Method and Description
void	fcn(int x1, int n, double x2, double fvec, int x3)
EndCriteria.Type	minimize(Problem P, EndCriteria endCriteria)

Methods inherited from class java.lang.Object

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

Constructor Detail

LevenbergMarquardt

public LevenbergMarquardt()

LevenbergMarquardt

public LevenbergMarquardt(double epsfcn,
                          double xtol,
                          double gtol)

Method Detail

minimize

public EndCriteria.Type minimize(Problem P,
                                 EndCriteria endCriteria)

Specified by:

minimize in class OptimizationMethod

fcn

public void fcn(int x1,
                int n,
                double x2,
                double fvec,
                int x3)