git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1513660 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Gilles Sadowski 2013-08-13 21:38:23 +00:00
parent 0cc43e36b8
commit b0a0c5bd6d
1 changed files with 14 additions and 4 deletions

View File

@ -103,7 +103,7 @@ import org.apache.commons.math3.util.FastMath;
* </table>
*
* @version $Id$
* @since 2.0
* @since 3.3
*/
public class LevenbergMarquardtOptimizer extends AbstractLeastSquaresOptimizer<LevenbergMarquardtOptimizer> {
/** Twice the "epsilon machine". */
@ -112,10 +112,12 @@ public class LevenbergMarquardtOptimizer extends AbstractLeastSquaresOptimizer<L
private double initialStepBoundFactor = 100;
/** Desired relative error in the sum of squares. */
private double costRelativeTolerance = 1e-10;
/** Desired relative error in the approximate solution parameters. */
/** Desired relative error in the approximate solution parameters. */
private double parRelativeTolerance = 1e-10;
/** Desired max cosine on the orthogonality between the function vector
* and the columns of the jacobian. */
/**
* Desired max cosine on the orthogonality between the function vector
* and the columns of the jacobian.
*/
private double orthoTolerance = 1e-10;
/** Threshold for QR ranking. */
private double qrRankingThreshold = Precision.SAFE_MIN;
@ -160,6 +162,8 @@ public class LevenbergMarquardtOptimizer extends AbstractLeastSquaresOptimizer<L
}
/**
* Modifies the given parameter.
*
* @param costRelativeTolerance Desired relative error in the sum of squares.
* @return this instance.
*/
@ -169,6 +173,8 @@ public class LevenbergMarquardtOptimizer extends AbstractLeastSquaresOptimizer<L
}
/**
* Modifies the given parameter.
*
* @param parameterRelativeTolerance Desired relative error in the approximate solution
* parameters.
* @return this instance.
@ -179,6 +185,8 @@ public class LevenbergMarquardtOptimizer extends AbstractLeastSquaresOptimizer<L
}
/**
* Modifies the given parameter.
*
* @param orthoTolerance Desired max cosine on the orthogonality between
* the function vector and the columns of the Jacobian.
* @return this instance.
@ -189,6 +197,8 @@ public class LevenbergMarquardtOptimizer extends AbstractLeastSquaresOptimizer<L
}
/**
* Modifies the given parameter.
*
* @param rankingThreshold Desired threshold for QR ranking.
* If the squared norm of a column vector is smaller or equal to this
* threshold during QR decomposition, it is considered to be a zero vector