Author: luc
Date: Tue Feb 17 18:38:32 2009
New Revision: 745188
URL: http://svn.apache.org/viewvc?rev=745188&view=rev
Log:
added a no-args constructor for GaussNewtonEstimator
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/AbstractEstimator.java
commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/AbstractEstimator.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/AbstractEstimator.java?rev=745188&r1=745187&r2=745188&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/AbstractEstimator.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/AbstractEstimator.java
Tue Feb 17 18:38:32 2009
@@ -34,10 +34,16 @@
*/
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.
+ * <p>The maximal number of cost evaluations allowed is set
+ * to its default value {...@link #DEFAULT_MAX_COST_EVALUATIONS}.</p>
*/
protected AbstractEstimator() {
+ setMaxCostEval(DEFAULT_MAX_COST_EVALUATIONS);
}
/**
Modified:
commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java?rev=745188&r1=745187&r2=745188&view=diff
==============================================================================
---
commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java
(original)
+++
commons/proper/math/trunk/src/java/org/apache/commons/math/estimation/GaussNewtonEstimator.java
Tue Feb 17 18:38:32 2009
@@ -40,6 +40,34 @@
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.
+ * <p>
+ * The estimator is built with default values for all settings.
+ * </p>
+ * @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 @@
* to improve the criterion anymore
* @param steadyStateThreshold steady state detection threshold, the
* problem has converged has reached a steady state if
- * <code>Math.abs (Jn - Jn-1) < Jn * convergence</code>, where
- * <code>Jn</code> and <code>Jn-1</code> are the current and
- * preceding criterion value (square sum of the weighted residuals
- * of considered measurements).
+ * <code>Math.abs(J<sub>n</sub> - J<sub>n-1</sub>) <
+ * J<sub>n</sub> × convergence</code>, where
<code>J<sub>n</sub></code>
+ * and <code>J<sub>n-1</sub></code> 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.
+ * <p>
+ * The problem has converged has reached a steady state if
+ * <code>Math.abs(J<sub>n</sub> - J<sub>n-1</sub>) <
+ * J<sub>n</sub> × convergence</code>, where
<code>J<sub>n</sub></code>
+ * and <code>J<sub>n-1</sub></code> are the current and preceding criterion
+ * values (square sum of the weighted residuals of considered
measurements).
+ * </p>
+ * @param steadyStateThreshold steady state detection threshold
+ */
+ public void setSteadyStateThreshold(final double steadyStateThreshold) {
+ this.steadyStateThreshold = steadyStateThreshold;
+ }
+
/**
* Solve an estimation problem using a least squares criterion.
*
@@ -92,7 +143,7 @@
* below a physical threshold under which improvement are considered
* useless or when the algorithm is unable to improve it (even if it
* is still high). The first condition that is met stops the
- * iterations. If the convergence it nos reached before the maximum
+ * iterations. If the convergence it not reached before the maximum
* number of iterations, an {...@link EstimationException} is
* thrown.</p>
*
@@ -172,13 +223,4 @@
}
- /** Threshold for cost steady state detection. */
- private double steadyStateThreshold;
-
- /** Threshold for cost convergence. */
- private double convergence;
-
- /** Serializable version identifier */
- private static final long serialVersionUID = 5485001826076289109L;
-
}
