diff --git a/src/java/org/apache/commons/math/estimation/AbstractEstimator.java b/src/java/org/apache/commons/math/estimation/AbstractEstimator.java index b26dcd55f..8c344f241 100644 --- a/src/java/org/apache/commons/math/estimation/AbstractEstimator.java +++ b/src/java/org/apache/commons/math/estimation/AbstractEstimator.java @@ -34,10 +34,16 @@ import org.apache.commons.math.linear.decomposition.LUDecompositionImpl; */ public abstract class AbstractEstimator implements Estimator { + /** Default maximal number of cost evaluations allowed. */ + public static final int DEFAULT_MAX_COST_EVALUATIONS = 100; + /** * Build an abstract estimator for least squares problems. + *
The maximal number of cost evaluations allowed is set + * to its default value {@link #DEFAULT_MAX_COST_EVALUATIONS}.
*/ protected AbstractEstimator() { + setMaxCostEval(DEFAULT_MAX_COST_EVALUATIONS); } /** diff --git a/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java b/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java index 7a1c14c48..722544d27 100644 --- a/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java +++ b/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java @@ -40,6 +40,34 @@ import org.apache.commons.math.linear.decomposition.LUDecompositionImpl; public class GaussNewtonEstimator extends AbstractEstimator implements Serializable { + /** Serializable version identifier */ + private static final long serialVersionUID = 5485001826076289109L; + + /** Default threshold for cost steady state detection. */ + private static final double DEFAULT_STEADY_STATE_THRESHOLD = 1.0e-6; + + /** Default threshold for cost convergence. */ + private static final double DEFAULT_CONVERGENCE = 1.0e-6; + + /** Threshold for cost steady state detection. */ + private double steadyStateThreshold; + + /** Threshold for cost convergence. */ + private double convergence; + + /** Simple constructor with default settings. + *+ * The estimator is built with default values for all settings. + *
+ * @see #DEFAULT_STEADY_STATE_THRESHOLD + * @see #DEFAULT_CONVERGENCE + * @see AbstractEstimator#DEFAULT_MAX_COST_EVALUATIONS + */ + public GaussNewtonEstimator() { + this.steadyStateThreshold = DEFAULT_STEADY_STATE_THRESHOLD; + this.convergence = DEFAULT_CONVERGENCE; + } + /** * Simple constructor. * @@ -66,19 +94,42 @@ public class GaussNewtonEstimator extends AbstractEstimator implements Serializa * to improve the criterion anymore * @param steadyStateThreshold steady state detection threshold, the * problem has converged has reached a steady state if - *Math.abs (Jn - Jn-1) < Jn * convergence
, where
- * Jn
and Jn-1
are the current and
- * preceding criterion value (square sum of the weighted residuals
- * of considered measurements).
+ * Math.abs(Jn - Jn-1) <
+ * Jn × convergence
, where Jn
+ * and Jn-1
are the current and preceding criterion
+ * values (square sum of the weighted residuals of considered measurements).
*/
- public GaussNewtonEstimator(int maxCostEval,
- double convergence,
- double steadyStateThreshold) {
+ public GaussNewtonEstimator(final int maxCostEval, final double convergence,
+ final double steadyStateThreshold) {
setMaxCostEval(maxCostEval);
this.steadyStateThreshold = steadyStateThreshold;
this.convergence = convergence;
}
+ /**
+ * Set the convergence criterion threshold.
+ * @param convergence criterion threshold below which we do not need
+ * to improve the criterion anymore
+ */
+ public void setConvergence(final double convergence) {
+ this.convergence = convergence;
+ }
+
+ /**
+ * Set the steady state detection threshold.
+ *
+ * The problem has converged has reached a steady state if
+ * Math.abs(Jn - Jn-1) <
+ * Jn × convergence
, where Jn
+ * and Jn-1
are the current and preceding criterion
+ * values (square sum of the weighted residuals of considered measurements).
+ *