org.apache.commons.math3.fitting.leastsquares

Class DenseWeightedEvaluation

java.lang.Object

org.apache.commons.math3.fitting.leastsquares.AbstractEvaluation

org.apache.commons.math3.fitting.leastsquares.DenseWeightedEvaluation

All Implemented Interfaces:

LeastSquaresProblem.Evaluation

 class DenseWeightedEvaluation
extends AbstractEvaluation

Applies a dense weight matrix to an evaluation.

Since:

3.3

Field Summary

Fields

Modifier and Type	Field and Description
private LeastSquaresProblem.Evaluation	unweighted the unweighted evaluation
private RealMatrix	weightSqrt reference to the weight square root matrix

Constructor Summary

Constructors

Constructor and Description
DenseWeightedEvaluation(LeastSquaresProblem.Evaluation unweighted, RealMatrix weightSqrt) Create a weighted evaluation from an unweighted one.

Method Summary

Methods

Modifier and Type	Method and Description
RealMatrix	getJacobian() Get the weighted Jacobian matrix.
RealVector	getPoint() Get the abscissa (independent variables) of this evaluation.
RealVector	getResiduals() Get the weighted residuals.

Methods inherited from class org.apache.commons.math3.fitting.leastsquares.AbstractEvaluation

getCost, getCovariances, getRMS, getSigma

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

unweighted

private final LeastSquaresProblem.Evaluation unweighted

the unweighted evaluation

weightSqrt

private final RealMatrix weightSqrt

reference to the weight square root matrix

Constructor Detail

DenseWeightedEvaluation

DenseWeightedEvaluation(LeastSquaresProblem.Evaluation unweighted,
                       RealMatrix weightSqrt)

Create a weighted evaluation from an unweighted one.

Parameters:

unweighted - the evalutation before weights are applied

weightSqrt - the matrix square root of the weight matrix

Method Detail

getJacobian

public RealMatrix getJacobian()

Get the weighted Jacobian matrix.

Returns:

the weighted Jacobian: W^1/2 J.

getResiduals

public RealVector getResiduals()

Get the weighted residuals. The residual is the difference between the observed (target) values and the model (objective function) value. There is one residual for each element of the vector-valued function. The raw residuals are then multiplied by the square root of the weight matrix.

Returns:

the weighted residuals: W^1/2 K.

getPoint

public RealVector getPoint()

Get the abscissa (independent variables) of this evaluation.

Returns:

the point provided to LeastSquaresProblem.evaluate(RealVector).