Change private least square problem implementation to internal class.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1571014 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe
parent
f299ecf330
commit
dcdfd7ed9e
|
|
@ -25,6 +25,7 @@ import org.apache.commons.math3.linear.DiagonalMatrix;
|
|||
import org.apache.commons.math3.linear.EigenDecomposition;
|
||||
import org.apache.commons.math3.linear.RealMatrix;
|
||||
import org.apache.commons.math3.linear.RealVector;
|
||||
import org.apache.commons.math3.optim.AbstractOptimizationProblem;
|
||||
import org.apache.commons.math3.optim.ConvergenceChecker;
|
||||
import org.apache.commons.math3.optim.PointVectorValuePair;
|
||||
import org.apache.commons.math3.util.FastMath;
|
||||
|
|
@ -61,7 +62,7 @@ public class LeastSquaresFactory {
|
|||
final ConvergenceChecker<Evaluation> checker,
|
||||
final int maxEvaluations,
|
||||
final int maxIterations) {
|
||||
return new LeastSquaresProblemImpl(
|
||||
return new LocalLeastSquaresProblem(
|
||||
model,
|
||||
observed,
|
||||
start,
|
||||
|
|
@ -269,5 +270,129 @@ public class LeastSquaresFactory {
|
|||
}
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* A private, "field" immutable (not "real" immutable) implementation of {@link
|
||||
* LeastSquaresProblem}.
|
||||
* @since 3.3
|
||||
*/
|
||||
private static class LocalLeastSquaresProblem
|
||||
extends AbstractOptimizationProblem<Evaluation>
|
||||
implements LeastSquaresProblem {
|
||||
|
||||
/** Target values for the model function at optimum. */
|
||||
private RealVector target;
|
||||
/** Model function. */
|
||||
private MultivariateJacobianFunction model;
|
||||
/** Initial guess. */
|
||||
private RealVector start;
|
||||
|
||||
/**
|
||||
* Create a {@link LeastSquaresProblem} from the given data.
|
||||
*
|
||||
* @param model the model function
|
||||
* @param target the observed data
|
||||
* @param start the initial guess
|
||||
* @param checker the convergence checker
|
||||
* @param maxEvaluations the allowed evaluations
|
||||
* @param maxIterations the allowed iterations
|
||||
*/
|
||||
LocalLeastSquaresProblem(final MultivariateJacobianFunction model,
|
||||
final RealVector target,
|
||||
final RealVector start,
|
||||
final ConvergenceChecker<Evaluation> checker,
|
||||
final int maxEvaluations,
|
||||
final int maxIterations) {
|
||||
super(maxEvaluations, maxIterations, checker);
|
||||
this.target = target;
|
||||
this.model = model;
|
||||
this.start = start;
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public int getObservationSize() {
|
||||
return target.getDimension();
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public int getParameterSize() {
|
||||
return start.getDimension();
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public RealVector getStart() {
|
||||
return start == null ? null : start.copy();
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public Evaluation evaluate(final RealVector point) {
|
||||
//evaluate value and jacobian in one function call
|
||||
final Pair<RealVector, RealMatrix> value = this.model.value(point);
|
||||
return new UnweightedEvaluation(
|
||||
value.getFirst(),
|
||||
value.getSecond(),
|
||||
this.target,
|
||||
point);
|
||||
}
|
||||
|
||||
/**
|
||||
* Container with the model evaluation at a particular point.
|
||||
* <p/>
|
||||
* TODO revisit lazy evaluation
|
||||
*/
|
||||
private static class UnweightedEvaluation extends AbstractEvaluation {
|
||||
|
||||
/** the point of evaluation */
|
||||
private final RealVector point;
|
||||
/** value at point */
|
||||
private final RealVector values;
|
||||
/** deriviative at point */
|
||||
private final RealMatrix jacobian;
|
||||
/** reference to the observed values */
|
||||
private final RealVector target;
|
||||
|
||||
/**
|
||||
* Create an {@link Evaluation} with no weights.
|
||||
*
|
||||
* @param values the computed function values
|
||||
* @param jacobian the computed function Jacobian
|
||||
* @param target the observed values
|
||||
* @param point the abscissa
|
||||
*/
|
||||
private UnweightedEvaluation(final RealVector values,
|
||||
final RealMatrix jacobian,
|
||||
final RealVector target,
|
||||
final RealVector point) {
|
||||
super(target.getDimension());
|
||||
this.values = values;
|
||||
this.jacobian = jacobian;
|
||||
this.target = target;
|
||||
this.point = point;
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public RealVector getValue() {
|
||||
return this.values;
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public RealMatrix getJacobian() {
|
||||
return this.jacobian;
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public RealVector getPoint() {
|
||||
return this.point;
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public RealVector getResiduals() {
|
||||
return target.subtract(this.getValue());
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
|
|
|||
|
|
@ -1,149 +0,0 @@
|
|||
/*
|
||||
* Licensed to the Apache Software Foundation (ASF) under one or more
|
||||
* contributor license agreements. See the NOTICE file distributed with
|
||||
* this work for additional information regarding copyright ownership.
|
||||
* The ASF licenses this file to You under the Apache License, Version 2.0
|
||||
* (the "License"); you may not use this file except in compliance with
|
||||
* the License. You may obtain a copy of the License at
|
||||
*
|
||||
* http://www.apache.org/licenses/LICENSE-2.0
|
||||
*
|
||||
* Unless required by applicable law or agreed to in writing, software
|
||||
* distributed under the License is distributed on an "AS IS" BASIS,
|
||||
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
* See the License for the specific language governing permissions and
|
||||
* limitations under the License.
|
||||
*/
|
||||
package org.apache.commons.math3.fitting.leastsquares;
|
||||
|
||||
import org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation;
|
||||
import org.apache.commons.math3.linear.RealMatrix;
|
||||
import org.apache.commons.math3.linear.RealVector;
|
||||
import org.apache.commons.math3.optim.AbstractOptimizationProblem;
|
||||
import org.apache.commons.math3.optim.ConvergenceChecker;
|
||||
import org.apache.commons.math3.util.Pair;
|
||||
|
||||
/**
|
||||
* A private, "field" immutable (not "real" immutable) implementation of {@link
|
||||
* LeastSquaresProblem}.
|
||||
*
|
||||
* @version $Id$
|
||||
* @since 3.3
|
||||
*/
|
||||
class LeastSquaresProblemImpl
|
||||
extends AbstractOptimizationProblem<Evaluation>
|
||||
implements LeastSquaresProblem {
|
||||
|
||||
/** Target values for the model function at optimum. */
|
||||
private RealVector target;
|
||||
/** Model function. */
|
||||
private MultivariateJacobianFunction model;
|
||||
/** Initial guess. */
|
||||
private RealVector start;
|
||||
|
||||
/**
|
||||
* Create a {@link LeastSquaresProblem} from the given data.
|
||||
*
|
||||
* @param model the model function
|
||||
* @param target the observed data
|
||||
* @param start the initial guess
|
||||
* @param checker the convergence checker
|
||||
* @param maxEvaluations the allowed evaluations
|
||||
* @param maxIterations the allowed iterations
|
||||
*/
|
||||
LeastSquaresProblemImpl(final MultivariateJacobianFunction model,
|
||||
final RealVector target,
|
||||
final RealVector start,
|
||||
final ConvergenceChecker<Evaluation> checker,
|
||||
final int maxEvaluations,
|
||||
final int maxIterations) {
|
||||
super(maxEvaluations, maxIterations, checker);
|
||||
this.target = target;
|
||||
this.model = model;
|
||||
this.start = start;
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public int getObservationSize() {
|
||||
return target.getDimension();
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public int getParameterSize() {
|
||||
return start.getDimension();
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public RealVector getStart() {
|
||||
return start == null ? null : start.copy();
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public Evaluation evaluate(final RealVector point) {
|
||||
//evaluate value and jacobian in one function call
|
||||
final Pair<RealVector, RealMatrix> value = this.model.value(point);
|
||||
return new UnweightedEvaluation(
|
||||
value.getFirst(),
|
||||
value.getSecond(),
|
||||
this.target,
|
||||
point);
|
||||
}
|
||||
|
||||
/**
|
||||
* Container with the model evaluation at a particular point.
|
||||
* <p/>
|
||||
* TODO revisit lazy evaluation
|
||||
*/
|
||||
private static class UnweightedEvaluation extends AbstractEvaluation {
|
||||
|
||||
/** the point of evaluation */
|
||||
private final RealVector point;
|
||||
/** value at point */
|
||||
private final RealVector values;
|
||||
/** deriviative at point */
|
||||
private final RealMatrix jacobian;
|
||||
/** reference to the observed values */
|
||||
private final RealVector target;
|
||||
|
||||
/**
|
||||
* Create an {@link Evaluation} with no weights.
|
||||
*
|
||||
* @param values the computed function values
|
||||
* @param jacobian the computed function Jacobian
|
||||
* @param target the observed values
|
||||
* @param point the abscissa
|
||||
*/
|
||||
private UnweightedEvaluation(final RealVector values,
|
||||
final RealMatrix jacobian,
|
||||
final RealVector target,
|
||||
final RealVector point) {
|
||||
super(target.getDimension());
|
||||
this.values = values;
|
||||
this.jacobian = jacobian;
|
||||
this.target = target;
|
||||
this.point = point;
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public RealVector getValue() {
|
||||
return this.values;
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public RealMatrix getJacobian() {
|
||||
return this.jacobian;
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public RealVector getPoint() {
|
||||
return this.point;
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
public RealVector getResiduals() {
|
||||
return target.subtract(this.getValue());
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
Loading…
Reference in New Issue