Author: erans
Date: Thu Aug 25 09:28:13 2011
New Revision: 1161463
URL: http://svn.apache.org/viewvc?rev=1161463&view=rev
Log:
MATH-413
New constructor.
Javadoc typos.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/general/LevenbergMarquardtOptimizer.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/general/LevenbergMarquardtOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/general/LevenbergMarquardtOptimizer.java?rev=1161463&r1=1161462&r2=1161463&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/general/LevenbergMarquardtOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/general/LevenbergMarquardtOptimizer.java
Thu Aug 25 09:28:13 2011
@@ -141,11 +141,11 @@ public class LevenbergMarquardtOptimizer
* other contructor}.
* The default values for the algorithm settings are:
* <ul>
- * <li>Initial step bound factor}: 100</li>
- * <li>Cost relative tolerance}: 1e-10</li>
- * <li>Parameters relative tolerance}: 1e-10</li>
- * <li>Orthogonality tolerance}: 1e-10</li>
- * <li>QR ranking threshold}: {@link MathUtils#SAFE_MIN}</li>
+ * <li>Initial step bound factor: 100</li>
+ * <li>Cost relative tolerance: 1e-10</li>
+ * <li>Parameters relative tolerance: 1e-10</li>
+ * <li>Orthogonality tolerance: 1e-10</li>
+ * <li>QR ranking threshold: {@link MathUtils#SAFE_MIN}</li>
* </ul>
*/
public LevenbergMarquardtOptimizer() {
@@ -153,6 +153,61 @@ public class LevenbergMarquardtOptimizer
}
/**
+ * Constructor that allows the specification of a custom convergence
+ * checker.
+ * Note that all the usual convergence checks will be <em>disabled</em>.
+ * The default values for the algorithm settings are:
+ * <ul>
+ * <li>Initial step bound factor: 100</li>
+ * <li>Cost relative tolerance: 1e-10</li>
+ * <li>Parameters relative tolerance: 1e-10</li>
+ * <li>Orthogonality tolerance: 1e-10</li>
+ * <li>QR ranking threshold: {@link MathUtils#SAFE_MIN}</li>
+ * </ul>
+ *
+ * @param checker Convergence checker.
+ */
+ public
LevenbergMarquardtOptimizer(ConvergenceChecker<VectorialPointValuePair>
checker) {
+ this(100, checker, 1e-10, 1e-10, 1e-10, MathUtils.SAFE_MIN);
+ }
+
+ /**
+ * Constructor that allows the specification of a custom convergence
+ * checker, in addition to the standard ones.
+ *
+ * @param initialStepBoundFactor Positive input variable used in
+ * determining the initial step bound. This bound is set to the
+ * product of initialStepBoundFactor and the euclidean norm of
+ * {@code diag * x} if non-zero, or else to {@code initialStepBoundFactor}
+ * itself. In most cases factor should lie in the interval
+ * {@code (0.1, 100.0)}. {@code 100} is a generally recommended value.
+ * @param checker Convergence checker.
+ * @param costRelativeTolerance Desired relative error in the sum of
+ * squares.
+ * @param parRelativeTolerance Desired relative error in the approximate
+ * solution parameters.
+ * @param orthoTolerance Desired max cosine on the orthogonality between
+ * the function vector and the columns of the Jacobian.
+ * @param threshold Desired threshold for QR ranking. If the squared norm
+ * of a column vector is smaller or equal to this threshold during QR
+ * decomposition, it is considered to be a zero vector and hence the rank
+ * of the matrix is reduced.
+ */
+ public LevenbergMarquardtOptimizer(double initialStepBoundFactor,
+
ConvergenceChecker<VectorialPointValuePair> checker,
+ double costRelativeTolerance,
+ double parRelativeTolerance,
+ double orthoTolerance,
+ double threshold) {
+ super(checker);
+ this.initialStepBoundFactor = initialStepBoundFactor;
+ this.costRelativeTolerance = costRelativeTolerance;
+ this.parRelativeTolerance = parRelativeTolerance;
+ this.orthoTolerance = orthoTolerance;
+ this.qrRankingThreshold = threshold;
+ }
+
+ /**
* Build an optimizer for least squares problems with default values
* for some of the tuning parameters (see the {@link
* #LevenbergMarquardtOptimizer(double,double,double,double,double)
