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LevenbergMarquardtOptimizer is thread safe. 

Converted the mutable fields to locals.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1569349 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2014-02-18 14:32:23 +00:00
parent 4cdfc143ea
commit 8b697afded
1 changed files with 19 additions and 17 deletions
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36
src/main/java/org/apache/commons/math3/fitting/leastsquares/LevenbergMarquardtOptimizer.java
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@ -126,12 +126,6 @@ public class LevenbergMarquardtOptimizer implements LeastSquaresOptimizer {
/** Threshold for QR ranking. */
private final double qrRankingThreshold;
/* scratch space TODO convert to locals */
/** Levenberg-Marquardt parameter. */
private double lmPar;
/** Parameters evolution direction associated with lmPar. */
private double[] lmDir;
/** Default constructor.
* <p>
* The default values for the algorithm settings are:
@ -314,8 +308,10 @@ public class LevenbergMarquardtOptimizer implements LeastSquaresOptimizer {
// arrays shared with the other private methods
final int solvedCols = FastMath.min(nR, nC);
lmDir = new double[nC];
lmPar = 0;
/* Parameters evolution direction associated with lmPar. */
double[] lmDir = new double[nC];
/* Levenberg-Marquardt parameter. */
double lmPar = 0;
// local point
double delta = 0;
@ -435,9 +431,9 @@ public class LevenbergMarquardtOptimizer implements LeastSquaresOptimizer {
oldObj = tmpVec;
// determine the Levenberg-Marquardt parameter
determineLMParameter(qtf, delta, diag,
lmPar = determineLMParameter(qtf, delta, diag,
internalData, solvedCols,
work1, work2, work3);
work1, work2, work3, lmDir, lmPar);
// compute the new point and the norm of the evolution direction
double lmNorm = 0;
@ -631,10 +627,14 @@ public class LevenbergMarquardtOptimizer implements LeastSquaresOptimizer {
* @param work1 work array
* @param work2 work array
* @param work3 work array
* @param lmDir the "returned" LM direction will be stored in this array.
* @param lmPar the value of the LM parameter from the previous iteration.
* @return the new LM parameter
*/
private void determineLMParameter(double[] qy, double delta, double[] diag,
private double determineLMParameter(double[] qy, double delta, double[] diag,
InternalData internalData, int solvedCols,
double[] work1, double[] work2, double[] work3) {
double[] work1, double[] work2, double[] work3,
double[] lmDir, double lmPar) {
final double[][] weightedJacobian = internalData.weightedJacobian;
final int[] permutation = internalData.permutation;
final int rank = internalData.rank;
@ -672,7 +672,7 @@ public class LevenbergMarquardtOptimizer implements LeastSquaresOptimizer {
double fp = dxNorm - delta;
if (fp <= 0.1 * delta) {
lmPar = 0;
return;
return lmPar;
}
// if the jacobian is not rank deficient, the Newton step provides
@ -734,7 +734,7 @@ public class LevenbergMarquardtOptimizer implements LeastSquaresOptimizer {
int pj = permutation[j];
work1[pj] = sPar * diag[pj];
}
determineLMDirection(qy, work1, work2, internalData, solvedCols, work3);
determineLMDirection(qy, work1, work2, internalData, solvedCols, work3, lmDir);
dxNorm = 0;
for (int j = 0; j < solvedCols; ++j) {
@ -753,7 +753,7 @@ public class LevenbergMarquardtOptimizer implements LeastSquaresOptimizer {
(parl == 0 &&
fp <= previousFP &&
previousFP < 0)) {
return;
return lmPar;
}
// compute the Newton correction
@ -787,7 +787,7 @@ public class LevenbergMarquardtOptimizer implements LeastSquaresOptimizer {
lmPar = FastMath.max(parl, lmPar + correction);
}
return;
return lmPar;
}
/**
@ -811,12 +811,14 @@ public class LevenbergMarquardtOptimizer implements LeastSquaresOptimizer {
* @param internalData Data (modified in-place in this method).
* @param solvedCols Number of sloved point.
* @param work work array
* @param lmDir the "returned" LM direction is stored in this array
*/
private void determineLMDirection(double[] qy, double[] diag,
double[] lmDiag,
InternalData internalData,
int solvedCols,
double[] work) {
double[] work,
double[] lmDir) {
final int[] permutation = internalData.permutation;
final double[][] weightedJacobian = internalData.weightedJacobian;
final double[] diagR = internalData.diagR;