Fixed checkstyle warnings.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1517359 13f79535-47bb-0310-9956-ffa450edef68
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@ -80,29 +80,29 @@ public abstract class AbstractLeastSquaresOptimizer<OPTIM extends AbstractLeastS
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}
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/** {@inheritDoc} */
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public OPTIM withTarget(double[] target) {
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this.target = target.clone();
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public OPTIM withTarget(double[] newTarget) {
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this.target = newTarget.clone();
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return self();
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}
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/** {@inheritDoc} */
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public OPTIM withWeight(RealMatrix weight) {
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this.weight = weight; // XXX Not thread-safe
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weightSqrt = squareRoot(weight);
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public OPTIM withWeight(RealMatrix newWeight) {
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this.weight = newWeight; // XXX Not thread-safe
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weightSqrt = squareRoot(newWeight);
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return self();
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}
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/** {@inheritDoc} */
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public OPTIM withModelAndJacobian(MultivariateVectorFunction model,
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MultivariateMatrixFunction jacobian) {
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this.model = model; // XXX Not thread-safe
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this.jacobian = jacobian; // XXX Not thread-safe
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public OPTIM withModelAndJacobian(MultivariateVectorFunction newModel,
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MultivariateMatrixFunction newJacobian) {
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this.model = newModel; // XXX Not thread-safe
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this.jacobian = newJacobian; // XXX Not thread-safe
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return self();
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}
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/** {@inheritDoc} */
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public OPTIM withStartPoint(double[] start) {
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this.start = start.clone();
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public OPTIM withStartPoint(double[] newStart) {
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this.start = newStart.clone();
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return self();
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}
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@ -85,11 +85,11 @@ public class GaussNewtonOptimizer extends AbstractLeastSquaresOptimizer<GaussNew
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}
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/**
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* @param useLU Whether to use LU decomposition.
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* @param newUseLU Whether to use LU decomposition.
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* @return this instance.
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*/
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public GaussNewtonOptimizer withLU(boolean useLU) {
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this.useLU = useLU;
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public GaussNewtonOptimizer withLU(boolean newUseLU) {
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this.useLU = newUseLU;
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return self();
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}
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@ -176,28 +176,28 @@ public class LevenbergMarquardtOptimizer extends AbstractLeastSquaresOptimizer<L
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}
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/**
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* @param initialStepBoundFactor Positive input variable used in
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* @param newInitialStepBoundFactor Positive input variable used in
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* determining the initial step bound. This bound is set to the
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* product of initialStepBoundFactor and the euclidean norm of
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* {@code diag * x} if non-zero, or else to {@code initialStepBoundFactor}
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* {@code diag * x} if non-zero, or else to {@code newInitialStepBoundFactor}
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* itself. In most cases factor should lie in the interval
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* {@code (0.1, 100.0)}. {@code 100} is a generally recommended value.
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* of the matrix is reduced.
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* @return this instance.
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*/
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public LevenbergMarquardtOptimizer withInitialStepBoundFactor(double initialStepBoundFactor) {
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this.initialStepBoundFactor = initialStepBoundFactor;
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public LevenbergMarquardtOptimizer withInitialStepBoundFactor(double newInitialStepBoundFactor) {
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this.initialStepBoundFactor = newInitialStepBoundFactor;
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return self();
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}
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/**
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* Modifies the given parameter.
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*
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* @param costRelativeTolerance Desired relative error in the sum of squares.
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* @param newCostRelativeTolerance Desired relative error in the sum of squares.
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* @return this instance.
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*/
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public LevenbergMarquardtOptimizer withCostRelativeTolerance(double costRelativeTolerance) {
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this.costRelativeTolerance = costRelativeTolerance;
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public LevenbergMarquardtOptimizer withCostRelativeTolerance(double newCostRelativeTolerance) {
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this.costRelativeTolerance = newCostRelativeTolerance;
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return self();
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}
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@ -216,12 +216,12 @@ public class LevenbergMarquardtOptimizer extends AbstractLeastSquaresOptimizer<L
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/**
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* Modifies the given parameter.
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*
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* @param orthoTolerance Desired max cosine on the orthogonality between
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* @param newOrthoTolerance Desired max cosine on the orthogonality between
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* the function vector and the columns of the Jacobian.
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* @return this instance.
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*/
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public LevenbergMarquardtOptimizer withOrthoTolerance(double orthoTolerance) {
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this.orthoTolerance = orthoTolerance;
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public LevenbergMarquardtOptimizer withOrthoTolerance(double newOrthoTolerance) {
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this.orthoTolerance = newOrthoTolerance;
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return self();
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}
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@ -547,17 +547,17 @@ public class LevenbergMarquardtOptimizer extends AbstractLeastSquaresOptimizer<L
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*/
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private static class InternalData {
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/** Weighted Jacobian. */
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final double[][] weightedJacobian;
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private final double[][] weightedJacobian;
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/** Columns permutation array. */
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final int[] permutation;
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private final int[] permutation;
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/** Rank of the Jacobian matrix. */
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final int rank;
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private final int rank;
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/** Diagonal elements of the R matrix in the QR decomposition. */
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final double[] diagR;
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private final double[] diagR;
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/** Norms of the columns of the jacobian matrix. */
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final double[] jacNorm;
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private final double[] jacNorm;
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/** Coefficients of the Householder transforms vectors. */
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final double[] beta;
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private final double[] beta;
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/**
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* @param weightedJacobian Weighted Jacobian.
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@ -60,7 +60,7 @@ public abstract class AbstractOptimizer<PAIR, OPTIM extends AbstractOptimizer<PA
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*
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* @param other Instance to copy.
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*/
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protected AbstractOptimizer(AbstractOptimizer other) {
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protected AbstractOptimizer(AbstractOptimizer<PAIR, OPTIM> other) {
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checker = other.checker; // XXX Not thread-safe.
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evaluations.setMaximalCount(other.getMaxEvaluations());
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iterations.setMaximalCount(other.getMaxIterations());
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@ -72,13 +72,14 @@ public abstract class AbstractOptimizer<PAIR, OPTIM extends AbstractOptimizer<PA
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* @return the "self-type" instance.
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*/
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protected OPTIM self() {
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@SuppressWarnings("unchecked")
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final OPTIM optim = (OPTIM) this;
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return optim;
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}
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/** {@inheritDoc} */
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public OPTIM withConvergenceChecker(ConvergenceChecker<PAIR> checker) {
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this.checker = checker;
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public OPTIM withConvergenceChecker(ConvergenceChecker<PAIR> newChecker) {
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this.checker = newChecker;
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return self();
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}
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