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diff --git a/commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html b/commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html new file mode 100644 index 0000000..ad790dd --- /dev/null +++ b/commons-math3-3.6.1/docs/apidocs/org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html @@ -0,0 +1,388 @@ +<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"> +<!-- NewPage --> +<html lang="en"> +<head> +<meta http-equiv="Content-Type" content="text/html; charset=UTF-8"> +<title>LeastSquaresConverter (Apache Commons Math 3.6.1 API)</title> +<link rel="stylesheet" type="text/css" href="../../../../../../../stylesheet.css" title="Style"> +</head> +<body> +<script type="text/javascript"><!-- + if (location.href.indexOf('is-external=true') == -1) { + parent.document.title="LeastSquaresConverter (Apache Commons Math 3.6.1 API)"; + } +//--> +</script> +<noscript> +<div>JavaScript is disabled on your browser.</div> +</noscript> +<!-- ========= START OF TOP NAVBAR ======= --> +<div class="topNav"><a name="navbar_top"> +<!-- --> +</a><a href="#skip-navbar_top" title="Skip navigation links"></a><a name="navbar_top_firstrow"> +<!-- --> +</a> +<ul class="navList" title="Navigation"> +<li><a href="../../../../../../../overview-summary.html">Overview</a></li> +<li><a href="package-summary.html">Package</a></li> +<li class="navBarCell1Rev">Class</li> +<li><a href="class-use/LeastSquaresConverter.html">Use</a></li> +<li><a href="package-tree.html">Tree</a></li> +<li><a href="../../../../../../../deprecated-list.html">Deprecated</a></li> +<li><a href="../../../../../../../index-all.html">Index</a></li> +<li><a href="../../../../../../../help-doc.html">Help</a></li> +</ul> +<div class="aboutLanguage"><em><script type="text/javascript" src="http://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script></em></div> +</div> +<div class="subNav"> +<ul class="navList"> +<li><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/GradientMultivariateOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><span class="strong">Prev Class</span></a></li> +<li><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LineSearch.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><span class="strong">Next Class</span></a></li> +</ul> +<ul class="navList"> +<li><a href="../../../../../../../index.html?org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html" target="_top">Frames</a></li> +<li><a href="LeastSquaresConverter.html" target="_top">No Frames</a></li> +</ul> +<ul class="navList" id="allclasses_navbar_top"> +<li><a href="../../../../../../../allclasses-noframe.html">All Classes</a></li> +</ul> +<div> +<script type="text/javascript"><!-- + allClassesLink = document.getElementById("allclasses_navbar_top"); + if(window==top) { + allClassesLink.style.display = "block"; + } + else { + allClassesLink.style.display = "none"; + } + //--> +</script> +</div> +<div> +<ul class="subNavList"> +<li>Summary: </li> +<li>Nested | </li> +<li>Field | </li> +<li><a href="#constructor_summary">Constr</a> | </li> +<li><a href="#method_summary">Method</a></li> +</ul> +<ul class="subNavList"> +<li>Detail: </li> +<li>Field | </li> +<li><a href="#constructor_detail">Constr</a> | </li> +<li><a href="#method_detail">Method</a></li> +</ul> +</div> +<a name="skip-navbar_top"> +<!-- --> +</a></div> +<!-- ========= END OF TOP NAVBAR ========= --> +<!-- ======== START OF CLASS DATA ======== --> +<div class="header"> +<div class="subTitle">org.apache.commons.math3.optim.nonlinear.scalar</div> +<h2 title="Class LeastSquaresConverter" class="title">Class LeastSquaresConverter</h2> +</div> +<div class="contentContainer"> +<ul class="inheritance"> +<li><a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">java.lang.Object</a></li> +<li> +<ul class="inheritance"> +<li>org.apache.commons.math3.optim.nonlinear.scalar.LeastSquaresConverter</li> +</ul> +</li> +</ul> +<div class="description"> +<ul class="blockList"> +<li class="blockList"> +<dl> +<dt>All Implemented Interfaces:</dt> +<dd><a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a></dd> +</dl> +<hr> +<br> +<pre>public class <span class="strong">LeastSquaresConverter</span> +extends <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a> +implements <a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a></pre> +<div class="block">This class converts + <a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateVectorFunction.html" title="interface in org.apache.commons.math3.analysis"><code>vectorial objective functions</code></a> to + <a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis"><code>scalar objective functions</code></a> + when the goal is to minimize them. + <br/> + This class is mostly used when the vectorial objective function represents + a theoretical result computed from a point set applied to a model and + the models point must be adjusted to fit the theoretical result to some + reference observations. The observations may be obtained for example from + physical measurements whether the model is built from theoretical + considerations. + <br/> + This class computes a possibly weighted squared sum of the residuals, which is + a scalar value. The residuals are the difference between the theoretical model + (i.e. the output of the vectorial objective function) and the observations. The + class implements the <a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis"><code>MultivariateFunction</code></a> interface and can therefore be + minimized by any optimizer supporting scalar objectives functions.This is one way + to perform a least square estimation. There are other ways to do this without using + this converter, as some optimization algorithms directly support vectorial objective + functions. + <br/> + This class support combination of residuals with or without weights and correlations.</div> +<dl><dt><span class="strong">Since:</span></dt> + <dd>2.0</dd> +<dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis"><code>MultivariateFunction</code></a>, +<a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateVectorFunction.html" title="interface in org.apache.commons.math3.analysis"><code>MultivariateVectorFunction</code></a></dd></dl> +</li> +</ul> +</div> +<div class="summary"> +<ul class="blockList"> +<li class="blockList"> +<!-- ======== CONSTRUCTOR SUMMARY ======== --> +<ul class="blockList"> +<li class="blockList"><a name="constructor_summary"> +<!-- --> +</a> +<h3>Constructor Summary</h3> +<table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Constructor Summary table, listing constructors, and an explanation"> +<caption><span>Constructors</span><span class="tabEnd"> </span></caption> +<tr> +<th class="colOne" scope="col">Constructor and Description</th> +</tr> +<tr class="altColor"> +<td class="colOne"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html#LeastSquaresConverter(org.apache.commons.math3.analysis.MultivariateVectorFunction,%20double[])">LeastSquaresConverter</a></strong>(<a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateVectorFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateVectorFunction</a> function, + double[] observations)</code> +<div class="block">Builds a simple converter for uncorrelated residuals with identical + weights.</div> +</td> +</tr> +<tr class="rowColor"> +<td class="colOne"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html#LeastSquaresConverter(org.apache.commons.math3.analysis.MultivariateVectorFunction,%20double[],%20double[])">LeastSquaresConverter</a></strong>(<a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateVectorFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateVectorFunction</a> function, + double[] observations, + double[] weights)</code> +<div class="block">Builds a simple converter for uncorrelated residuals with the + specified weights.</div> +</td> +</tr> +<tr class="altColor"> +<td class="colOne"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html#LeastSquaresConverter(org.apache.commons.math3.analysis.MultivariateVectorFunction,%20double[],%20org.apache.commons.math3.linear.RealMatrix)">LeastSquaresConverter</a></strong>(<a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateVectorFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateVectorFunction</a> function, + double[] observations, + <a href="../../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> scale)</code> +<div class="block">Builds a simple converter for correlated residuals with the + specified weights.</div> +</td> +</tr> +</table> +</li> +</ul> +<!-- ========== METHOD SUMMARY =========== --> +<ul class="blockList"> +<li class="blockList"><a name="method_summary"> +<!-- --> +</a> +<h3>Method Summary</h3> +<table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Method Summary table, listing methods, and an explanation"> +<caption><span>Methods</span><span class="tabEnd"> </span></caption> +<tr> +<th class="colFirst" scope="col">Modifier and Type</th> +<th class="colLast" scope="col">Method and Description</th> +</tr> +<tr class="altColor"> +<td class="colFirst"><code>double</code></td> +<td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html#value(double[])">value</a></strong>(double[] point)</code> +<div class="block">Compute the value for the function at the given point.</div> +</td> +</tr> +</table> +<ul class="blockList"> +<li class="blockList"><a name="methods_inherited_from_class_java.lang.Object"> +<!-- --> +</a> +<h3>Methods inherited from class java.lang.<a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></h3> +<code><a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true#wait(long,%20int)" title="class or interface in java.lang">wait</a></code></li> +</ul> +</li> +</ul> +</li> +</ul> +</div> +<div class="details"> +<ul class="blockList"> +<li class="blockList"> +<!-- ========= CONSTRUCTOR DETAIL ======== --> +<ul class="blockList"> +<li class="blockList"><a name="constructor_detail"> +<!-- --> +</a> +<h3>Constructor Detail</h3> +<a name="LeastSquaresConverter(org.apache.commons.math3.analysis.MultivariateVectorFunction, double[])"> +<!-- --> +</a> +<ul class="blockList"> +<li class="blockList"> +<h4>LeastSquaresConverter</h4> +<pre>public LeastSquaresConverter(<a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateVectorFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateVectorFunction</a> function, + double[] observations)</pre> +<div class="block">Builds a simple converter for uncorrelated residuals with identical + weights.</div> +<dl><dt><span class="strong">Parameters:</span></dt><dd><code>function</code> - vectorial residuals function to wrap</dd><dd><code>observations</code> - observations to be compared to objective function to compute residuals</dd></dl> +</li> +</ul> +<a name="LeastSquaresConverter(org.apache.commons.math3.analysis.MultivariateVectorFunction, double[], double[])"> +<!-- --> +</a> +<ul class="blockList"> +<li class="blockList"> +<h4>LeastSquaresConverter</h4> +<pre>public LeastSquaresConverter(<a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateVectorFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateVectorFunction</a> function, + double[] observations, + double[] weights)</pre> +<div class="block">Builds a simple converter for uncorrelated residuals with the + specified weights. + <p> + The scalar objective function value is computed as: + <pre> + objective = ∑weight<sub>i</sub>(observation<sub>i</sub>-objective<sub>i</sub>)<sup>2</sup> + </pre> + </p> + <p> + Weights can be used for example to combine residuals with different standard + deviations. As an example, consider a residuals array in which even elements + are angular measurements in degrees with a 0.01° standard deviation and + odd elements are distance measurements in meters with a 15m standard deviation. + In this case, the weights array should be initialized with value + 1.0/(0.01<sup>2</sup>) in the even elements and 1.0/(15.0<sup>2</sup>) in the + odd elements (i.e. reciprocals of variances). + </p> + <p> + The array computed by the objective function, the observations array and the + weights array must have consistent sizes or a <a href="../../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception"><code>DimensionMismatchException</code></a> + will be triggered while computing the scalar objective. + </p></div> +<dl><dt><span class="strong">Parameters:</span></dt><dd><code>function</code> - vectorial residuals function to wrap</dd><dd><code>observations</code> - observations to be compared to objective function to compute residuals</dd><dd><code>weights</code> - weights to apply to the residuals</dd> +<dt><span class="strong">Throws:</span></dt> +<dd><code><a href="../../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the observations vector and the weights + vector dimensions do not match (objective function dimension is checked only when + the <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html#value(double[])"><code>value(double[])</code></a> method is called)</dd></dl> +</li> +</ul> +<a name="LeastSquaresConverter(org.apache.commons.math3.analysis.MultivariateVectorFunction, double[], org.apache.commons.math3.linear.RealMatrix)"> +<!-- --> +</a> +<ul class="blockListLast"> +<li class="blockList"> +<h4>LeastSquaresConverter</h4> +<pre>public LeastSquaresConverter(<a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateVectorFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateVectorFunction</a> function, + double[] observations, + <a href="../../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> scale)</pre> +<div class="block">Builds a simple converter for correlated residuals with the + specified weights. + <p> + The scalar objective function value is computed as: + <pre> + objective = y<sup>T</sup>y with y = scale×(observation-objective) + </pre> + </p> + <p> + The array computed by the objective function, the observations array and the + the scaling matrix must have consistent sizes or a <a href="../../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception"><code>DimensionMismatchException</code></a> + will be triggered while computing the scalar objective. + </p></div> +<dl><dt><span class="strong">Parameters:</span></dt><dd><code>function</code> - vectorial residuals function to wrap</dd><dd><code>observations</code> - observations to be compared to objective function to compute residuals</dd><dd><code>scale</code> - scaling matrix</dd> +<dt><span class="strong">Throws:</span></dt> +<dd><code><a href="../../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the observations vector and the scale + matrix dimensions do not match (objective function dimension is checked only when + the <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html#value(double[])"><code>value(double[])</code></a> method is called)</dd></dl> +</li> +</ul> +</li> +</ul> +<!-- ============ METHOD DETAIL ========== --> +<ul class="blockList"> +<li class="blockList"><a name="method_detail"> +<!-- --> +</a> +<h3>Method Detail</h3> +<a name="value(double[])"> +<!-- --> +</a> +<ul class="blockListLast"> +<li class="blockList"> +<h4>value</h4> +<pre>public double value(double[] point)</pre> +<div class="block">Compute the value for the function at the given point.</div> +<dl> +<dt><strong>Specified by:</strong></dt> +<dd><code><a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html#value(double[])">value</a></code> in interface <code><a href="../../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a></code></dd> +<dt><span class="strong">Parameters:</span></dt><dd><code>point</code> - Point at which the function must be evaluated.</dd> +<dt><span class="strong">Returns:</span></dt><dd>the function value for the given point.</dd></dl> +</li> +</ul> +</li> +</ul> +</li> +</ul> +</div> +</div> +<!-- ========= END OF CLASS DATA ========= --> +<!-- ======= START OF BOTTOM NAVBAR ====== --> +<div class="bottomNav"><a name="navbar_bottom"> +<!-- --> +</a><a href="#skip-navbar_bottom" title="Skip navigation links"></a><a name="navbar_bottom_firstrow"> +<!-- --> +</a> +<ul class="navList" title="Navigation"> +<li><a href="../../../../../../../overview-summary.html">Overview</a></li> +<li><a href="package-summary.html">Package</a></li> +<li class="navBarCell1Rev">Class</li> +<li><a href="class-use/LeastSquaresConverter.html">Use</a></li> +<li><a href="package-tree.html">Tree</a></li> +<li><a href="../../../../../../../deprecated-list.html">Deprecated</a></li> +<li><a href="../../../../../../../index-all.html">Index</a></li> +<li><a href="../../../../../../../help-doc.html">Help</a></li> +</ul> +<div class="aboutLanguage"><em><script type="text/javascript" src="http://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script></em></div> +</div> +<div class="subNav"> +<ul class="navList"> +<li><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/GradientMultivariateOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><span class="strong">Prev Class</span></a></li> +<li><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LineSearch.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><span class="strong">Next Class</span></a></li> +</ul> +<ul class="navList"> +<li><a href="../../../../../../../index.html?org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html" target="_top">Frames</a></li> +<li><a href="LeastSquaresConverter.html" target="_top">No Frames</a></li> +</ul> +<ul class="navList" id="allclasses_navbar_bottom"> +<li><a href="../../../../../../../allclasses-noframe.html">All Classes</a></li> +</ul> +<div> +<script type="text/javascript"><!-- + allClassesLink = document.getElementById("allclasses_navbar_bottom"); + if(window==top) { + allClassesLink.style.display = "block"; + } + else { + allClassesLink.style.display = "none"; + } + //--> +</script> +</div> +<div> +<ul class="subNavList"> +<li>Summary: </li> +<li>Nested | </li> +<li>Field | </li> +<li><a href="#constructor_summary">Constr</a> | </li> +<li><a href="#method_summary">Method</a></li> +</ul> +<ul class="subNavList"> +<li>Detail: </li> +<li>Field | </li> +<li><a href="#constructor_detail">Constr</a> | </li> +<li><a href="#method_detail">Method</a></li> +</ul> +</div> +<a name="skip-navbar_bottom"> +<!-- --> +</a></div> +<!-- ======== END OF BOTTOM NAVBAR ======= --> +<p class="legalCopy"><small>Copyright © 2003–2016 <a href="http://www.apache.org/">The Apache Software Foundation</a>. 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