From 4fe86d82eb16f68d31907bfd5a0f685a016d476c Mon Sep 17 00:00:00 2001 From: Gilles Sadowski Date: Fri, 26 Oct 2012 18:27:34 +0000 Subject: [PATCH] MATH-874 I forgot to "svn add" classes (in revision 1402607). git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1402611 13f79535-47bb-0310-9956-ffa450edef68 --- .../commons/math3/optimization/Target.java | 49 +++++++++++++ .../commons/math3/optimization/Weight.java | 71 +++++++++++++++++++ 2 files changed, 120 insertions(+) create mode 100644 src/main/java/org/apache/commons/math3/optimization/Target.java create mode 100644 src/main/java/org/apache/commons/math3/optimization/Weight.java diff --git a/src/main/java/org/apache/commons/math3/optimization/Target.java b/src/main/java/org/apache/commons/math3/optimization/Target.java new file mode 100644 index 000000000..530ad53e3 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optimization/Target.java @@ -0,0 +1,49 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math3.optimization; + +/** + * Target of the optimization procedure. + * They are the values which the objective vector function must reproduce + * When the parameters of the model have been optimized. + *
+ * Immutable class. + * + * @version $Id$ + * @since 3.1 + */ +public class Target implements OptimizationData { + /** Target values (of the objective vector function). */ + private final double[] target; + + /** + * @param observations Target values. + */ + public Target(double[] observations) { + target = observations.clone(); + } + + /** + * Gets the initial guess. + * + * @return the initial guess. + */ + public double[] getTarget() { + return target.clone(); + } +} diff --git a/src/main/java/org/apache/commons/math3/optimization/Weight.java b/src/main/java/org/apache/commons/math3/optimization/Weight.java new file mode 100644 index 000000000..c5263e68e --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optimization/Weight.java @@ -0,0 +1,71 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math3.optimization; + +import org.apache.commons.math3.linear.RealMatrix; +import org.apache.commons.math3.linear.Array2DRowRealMatrix; +import org.apache.commons.math3.linear.NonSquareMatrixException; + +/** + * Weight matrix of the residuals between model and observations. + *
+ * Immutable class. + * + * @version $Id$ + * @since 3.1 + */ +public class Weight implements OptimizationData { + /** Weight matrix. */ + private final RealMatrix weightMatrix; + + /** + * Creates a diagonal weight matrix. + * + * @param weight List of the values of the diagonal. + */ + public Weight(double[] weight) { + final int dim = weight.length; + weightMatrix = new Array2DRowRealMatrix(dim, dim); + for (int i = 0; i < dim; i++) { + weightMatrix.setEntry(i, i, weight[i]); + } + } + + /** + * @param weight Weight matrix. + * @throws NonSquareMatrixException if the argument is not + * a square matrix. + */ + public Weight(RealMatrix weight) { + if (weight.getColumnDimension() != weight.getRowDimension()) { + throw new NonSquareMatrixException(weight.getColumnDimension(), + weight.getRowDimension()); + } + + weightMatrix = weight.copy(); + } + + /** + * Gets the initial guess. + * + * @return the initial guess. + */ + public RealMatrix getWeight() { + return weightMatrix.copy(); + } +}