MATH-887

Changed "computeWeightedJacobian" to return exactly that, instead of the
weighted Jacobian matrix multiplied by -1. Changed subclasses accordingly.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1408250 13f79535-47bb-0310-9956-ffa450edef68

src/main/java/org/apache/commons/math3/optimization/general/AbstractLeastSquaresOptimizer.java

@@ -148,7 +148,8 @@ public abstract class AbstractLeastSquaresOptimizer
      */
     @Deprecated
     protected void updateJacobian() {
-        computeWeightedJacobian(point);
+        final RealMatrix weightedJacobian = computeWeightedJacobian(point);
+        weightedResidualJacobian = weightedJacobian.scalarMultiply(-1).getData();
     }
 
     /**
@@ -183,15 +184,7 @@ public abstract class AbstractLeastSquaresOptimizer
             }
         }
 
-        // XXX What is the purpose of the multiplication by -1?
+        return weightMatrixSqrt.multiply(MatrixUtils.createRealMatrix(jacobianData));
-        final RealMatrix weightedJacobian
-            = weightMatrixSqrt.multiply(MatrixUtils.createRealMatrix(jacobianData)).scalarMultiply(-1);
-
-        // XXX For backwards-compatibility (field "weightedResidualJacobian"
-        // must be removed in 4.0).
-        weightedResidualJacobian = weightedJacobian.getData();
-
-        return weightedJacobian;
     }
 
     /**
@@ -201,8 +194,8 @@ public abstract class AbstractLeastSquaresOptimizer
      * @throws org.apache.commons.math3.exception.TooManyEvaluationsException
      * if the maximal number of evaluations is exceeded.
      * @deprecated As of 3.1. Please use {@link #computeResiduals(double[])},
-     * {@link #computeObjectiveValue(double[])} and {@link #computeCost(double[])}
+     * {@link #computeObjectiveValue(double[])}, {@link #computeCost(double[])}
-     * instead.
+     * and {@link #setCost(double)} instead.
      */
     @Deprecated
     protected void updateResidualsAndCost() {
@@ -212,7 +205,7 @@ public abstract class AbstractLeastSquaresOptimizer
         // Compute cost.
         cost = computeCost(res);
 
-        // Compute weighted residuals. XXX To be moved to "LevenbergMarquardtOptimizer".
+        // Compute weighted residuals.
         final ArrayRealVector residuals = new ArrayRealVector(res);
         weightedResiduals = weightMatrixSqrt.operate(residuals).toArray();
     }

src/main/java/org/apache/commons/math3/optimization/general/GaussNewtonOptimizer.java

@@ -143,9 +143,7 @@ public class GaussNewtonOptimizer extends AbstractLeastSquaresOptimizer {
 
                 final double[] grad   = weightedJacobian.getRow(i);
                 final double weight   = residualsWeights[i];
-                // XXX Minus sign could be left out if "weightedJacobian"
+                final double residual = currentResiduals[i];
-                // would be defined differently.
-                final double residual = -currentResiduals[i];
 
                 // compute the normal equation
                 final double wr = weight * residual;

src/main/java/org/apache/commons/math3/optimization/general/LevenbergMarquardtOptimizer.java

@@ -839,11 +839,14 @@ public class LevenbergMarquardtOptimizer extends AbstractLeastSquaresOptimizer {
      * pivoting. The diagonal elements of the R matrix are therefore also in
      * non-increasing absolute values order.</p>
      *
-     * @param jacobian Weighte Jacobian matrix at the current point.
+     * @param jacobian Weighted Jacobian matrix at the current point.
      * @exception ConvergenceException if the decomposition cannot be performed
      */
     private void qrDecomposition(RealMatrix jacobian) throws ConvergenceException {
-        weightedJacobian = jacobian.getData();
+        // Code in this class assumes that the weighted Jacobian is -(W^(1/2) J),
+        // hence the multiplication by -1.
+        weightedJacobian = jacobian.scalarMultiply(-1).getData();
+
         final int nR = weightedJacobian.length;
         final int nC = weightedJacobian[0].length;