blob: 7d048f7329523c29aed000d2548331298e82fd0c (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
|
<!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>LeastSquaresProblem.Evaluation (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="LeastSquaresProblem.Evaluation (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/LeastSquaresProblem.Evaluation.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/fitting/leastsquares/LeastSquaresProblem.html" title="interface in org.apache.commons.math3.fitting.leastsquares"><span class="strong">Prev Class</span></a></li>
<li><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LevenbergMarquardtOptimizer.html" title="class in org.apache.commons.math3.fitting.leastsquares"><span class="strong">Next Class</span></a></li>
</ul>
<ul class="navList">
<li><a href="../../../../../../index.html?org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html" target="_top">Frames</a></li>
<li><a href="LeastSquaresProblem.Evaluation.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>Constr | </li>
<li><a href="#method_summary">Method</a></li>
</ul>
<ul class="subNavList">
<li>Detail: </li>
<li>Field | </li>
<li>Constr | </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.fitting.leastsquares</div>
<h2 title="Interface LeastSquaresProblem.Evaluation" class="title">Interface LeastSquaresProblem.Evaluation</h2>
</div>
<div class="contentContainer">
<div class="description">
<ul class="blockList">
<li class="blockList">
<dl>
<dt>All Known Subinterfaces:</dt>
<dd><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresOptimizer.Optimum.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresOptimizer.Optimum</a></dd>
</dl>
<dl>
<dt>All Known Implementing Classes:</dt>
<dd><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/AbstractEvaluation.html" title="class in org.apache.commons.math3.fitting.leastsquares">AbstractEvaluation</a></dd>
</dl>
<dl>
<dt>Enclosing interface:</dt>
<dd><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresProblem</a></dd>
</dl>
<hr>
<br>
<pre>public static interface <span class="strong">LeastSquaresProblem.Evaluation</span></pre>
<div class="block">An evaluation of a <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.html" title="interface in org.apache.commons.math3.fitting.leastsquares"><code>LeastSquaresProblem</code></a> at a particular point. This class
also computes several quantities derived from the value and its Jacobian.</div>
</li>
</ul>
</div>
<div class="summary">
<ul class="blockList">
<li class="blockList">
<!-- ========== 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/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getCost()">getCost</a></strong>()</code>
<div class="block">Get the cost.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getCovariances(double)">getCovariances</a></strong>(double threshold)</code>
<div class="block">Get the covariance matrix of the optimized parameters.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getJacobian()">getJacobian</a></strong>()</code>
<div class="block">Get the weighted Jacobian matrix.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getPoint()">getPoint</a></strong>()</code>
<div class="block">Get the abscissa (independent variables) of this evaluation.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getResiduals()">getResiduals</a></strong>()</code>
<div class="block">Get the weighted residuals.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code>double</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getRMS()">getRMS</a></strong>()</code>
<div class="block">Get the normalized cost.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getSigma(double)">getSigma</a></strong>(double covarianceSingularityThreshold)</code>
<div class="block">Get an estimate of the standard deviation of the parameters.</div>
</td>
</tr>
</table>
</li>
</ul>
</li>
</ul>
</div>
<div class="details">
<ul class="blockList">
<li class="blockList">
<!-- ============ METHOD DETAIL ========== -->
<ul class="blockList">
<li class="blockList"><a name="method_detail">
<!-- -->
</a>
<h3>Method Detail</h3>
<a name="getCovariances(double)">
<!-- -->
</a>
<ul class="blockList">
<li class="blockList">
<h4>getCovariances</h4>
<pre><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> getCovariances(double threshold)</pre>
<div class="block">Get the covariance matrix of the optimized parameters. <br/> Note that this
operation involves the inversion of the <code>J<sup>T</sup>J</code> matrix,
where <code>J</code> is the Jacobian matrix. The <code>threshold</code> parameter is a
way for the caller to specify that the result of this computation should be
considered meaningless, and thus trigger an exception.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>threshold</code> - Singularity threshold.</dd>
<dt><span class="strong">Returns:</span></dt><dd>the covariance matrix.</dd>
<dt><span class="strong">Throws:</span></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a></code> - if the covariance matrix cannot be computed (singular problem).</dd></dl>
</li>
</ul>
<a name="getSigma(double)">
<!-- -->
</a>
<ul class="blockList">
<li class="blockList">
<h4>getSigma</h4>
<pre><a href="../../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a> getSigma(double covarianceSingularityThreshold)</pre>
<div class="block">Get an estimate of the standard deviation of the parameters. The returned
values are the square root of the diagonal coefficients of the covariance
matrix, <code>sd(a[i]) ~= sqrt(C[i][i])</code>, where <code>a[i]</code> is the optimized
value of the <code>i</code>-th parameter, and <code>C</code> is the covariance matrix.</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>covarianceSingularityThreshold</code> - Singularity threshold (see <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getCovariances(double)"><code>computeCovariances</code></a>).</dd>
<dt><span class="strong">Returns:</span></dt><dd>an estimate of the standard deviation of the optimized parameters</dd>
<dt><span class="strong">Throws:</span></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a></code> - if the covariance matrix cannot be computed.</dd></dl>
</li>
</ul>
<a name="getRMS()">
<!-- -->
</a>
<ul class="blockList">
<li class="blockList">
<h4>getRMS</h4>
<pre>double getRMS()</pre>
<div class="block">Get the normalized cost. It is the square-root of the sum of squared of
the residuals, divided by the number of measurements.</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>the cost.</dd></dl>
</li>
</ul>
<a name="getJacobian()">
<!-- -->
</a>
<ul class="blockList">
<li class="blockList">
<h4>getJacobian</h4>
<pre><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> getJacobian()</pre>
<div class="block">Get the weighted Jacobian matrix.</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>the weighted Jacobian: W<sup>1/2</sup> J.</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 Jacobian dimension does not match problem dimension.</dd></dl>
</li>
</ul>
<a name="getCost()">
<!-- -->
</a>
<ul class="blockList">
<li class="blockList">
<h4>getCost</h4>
<pre>double getCost()</pre>
<div class="block">Get the cost.</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>the cost.</dd><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getResiduals()"><code>getResiduals()</code></a></dd></dl>
</li>
</ul>
<a name="getResiduals()">
<!-- -->
</a>
<ul class="blockList">
<li class="blockList">
<h4>getResiduals</h4>
<pre><a href="../../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a> getResiduals()</pre>
<div class="block">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.</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>the weighted residuals: W<sup>1/2</sup> K.</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 residuals have the wrong length.</dd></dl>
</li>
</ul>
<a name="getPoint()">
<!-- -->
</a>
<ul class="blockListLast">
<li class="blockList">
<h4>getPoint</h4>
<pre><a href="../../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a> getPoint()</pre>
<div class="block">Get the abscissa (independent variables) of this evaluation.</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>the point provided to <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.html#evaluate(org.apache.commons.math3.linear.RealVector)"><code>LeastSquaresProblem.evaluate(RealVector)</code></a>.</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/LeastSquaresProblem.Evaluation.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/fitting/leastsquares/LeastSquaresProblem.html" title="interface in org.apache.commons.math3.fitting.leastsquares"><span class="strong">Prev Class</span></a></li>
<li><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LevenbergMarquardtOptimizer.html" title="class in org.apache.commons.math3.fitting.leastsquares"><span class="strong">Next Class</span></a></li>
</ul>
<ul class="navList">
<li><a href="../../../../../../index.html?org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html" target="_top">Frames</a></li>
<li><a href="LeastSquaresProblem.Evaluation.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>Constr | </li>
<li><a href="#method_summary">Method</a></li>
</ul>
<ul class="subNavList">
<li>Detail: </li>
<li>Field | </li>
<li>Constr | </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>. All rights reserved.</small></p>
</body>
</html>
|
