Author: erans
Date: Sun Jun 10 15:12:57 2012
New Revision: 1348613
URL: http://svn.apache.org/viewvc?rev=1348613&view=rev
Log:
MATH-804
Parameterized "CurveFitter" with the type of the fitting function. Updated
subclasses
"PolynomialFitter", "HarmonicFitter", "GaussianFitter" accordingly.
Modified:
commons/proper/math/trunk/src/changes/changes.xml
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/CurveFitter.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/GaussianFitter.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/HarmonicFitter.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/PolynomialFitter.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/fitting/PolynomialFitterTest.java
Modified: commons/proper/math/trunk/src/changes/changes.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/changes/changes.xml?rev=1348613&r1=1348612&r2=1348613&view=diff
==============================================================================
--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Sun Jun 10 15:12:57 2012
@@ -52,6 +52,11 @@ If the output is not quite correct, chec
<body>
<release version="3.1" date="TBD" description="
">
+ <action dev="erans" type="fix" issue="MATH-804">
+ Parameterized "CurveFitter" class (package
"o.a.c.m.optimization.fitting")
+ with the type of the fitting function. Updated subclasses
"PolynomialFitter",
+ "HarmonicFitter", "GaussianFitter".
+ </action>
<action dev="luc" type="fix" issue="MATH-801">
Fixed a problem when building rotations from two pairs of vectors. In
very rare cases,
due to numerical inaccuracies the computed quaternion was not
normalized (some examples
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/CurveFitter.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/CurveFitter.java?rev=1348613&r1=1348612&r2=1348613&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/CurveFitter.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/CurveFitter.java
Sun Jun 10 15:12:57 2012
@@ -27,7 +27,8 @@ import org.apache.commons.math3.optimiza
import org.apache.commons.math3.optimization.PointVectorValuePair;
/** Fitter for parametric univariate real functions y = f(x).
- * <p>When a univariate real function y = f(x) does depend on some
+ * <br/>
+ * When a univariate real function y = f(x) does depend on some
* unknown parameters p<sub>0</sub>, p<sub>1</sub> ... p<sub>n-1</sub>,
* this class can be used to find these parameters. It does this
* by <em>fitting</em> the curve so it remains very close to a set of
@@ -35,11 +36,14 @@ import org.apache.commons.math3.optimiza
* y<sub>1</sub>) ... (x<sub>k-1</sub>, y<sub>k-1</sub>). This fitting
* is done by finding the parameters values that minimizes the objective
* function ∑(y<sub>i</sub>-f(x<sub>i</sub>))<sup>2</sup>. This is
- * really a least squares problem.</p>
+ * really a least squares problem.
+ *
+ * @param <T> Function to use for the fit.
+ *
* @version $Id$
* @since 2.0
*/
-public class CurveFitter {
+public class CurveFitter<T extends ParametricUnivariateFunction> {
/** Optimizer to use for the fitting. */
private final DifferentiableMultivariateVectorOptimizer optimizer;
/** Observed points. */
@@ -120,7 +124,7 @@ public class CurveFitter {
* @throws org.apache.commons.math3.exception.DimensionMismatchException
* if the start point dimension is wrong.
*/
- public double[] fit(final ParametricUnivariateFunction f, final double[]
initialGuess) {
+ public double[] fit(T f, final double[] initialGuess) {
return fit(Integer.MAX_VALUE, f, initialGuess);
}
@@ -141,7 +145,7 @@ public class CurveFitter {
* if the start point dimension is wrong.
* @since 3.0
*/
- public double[] fit(int maxEval, final ParametricUnivariateFunction f,
+ public double[] fit(int maxEval, T f,
final double[] initialGuess) {
// prepare least squares problem
double[] target = new double[observations.size()];
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/GaussianFitter.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/GaussianFitter.java?rev=1348613&r1=1348612&r2=1348613&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/GaussianFitter.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/GaussianFitter.java
Sun Jun 10 15:12:57 2012
@@ -21,7 +21,6 @@ import java.util.Arrays;
import java.util.Comparator;
import org.apache.commons.math3.analysis.function.Gaussian;
-import org.apache.commons.math3.analysis.ParametricUnivariateFunction;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.exception.NumberIsTooSmallException;
import org.apache.commons.math3.exception.OutOfRangeException;
@@ -58,7 +57,7 @@ import org.apache.commons.math3.optimiza
* @since 2.2
* @version $Id$
*/
-public class GaussianFitter extends CurveFitter {
+public class GaussianFitter extends CurveFitter<Gaussian.Parametric> {
/**
* Constructs an instance using the specified optimizer.
*
@@ -82,13 +81,11 @@ public class GaussianFitter extends Curv
* @since 3.0
*/
public double[] fit(double[] initialGuess) {
- final ParametricUnivariateFunction f = new
ParametricUnivariateFunction() {
- private final ParametricUnivariateFunction g = new
Gaussian.Parametric();
-
+ final Gaussian.Parametric f = new Gaussian.Parametric() {
public double value(double x, double ... p) {
double v = Double.POSITIVE_INFINITY;
try {
- v = g.value(x, p);
+ v = super.value(x, p);
} catch (NotStrictlyPositiveException e) {
// Do nothing.
}
@@ -100,7 +97,7 @@ public class GaussianFitter extends Curv
Double.POSITIVE_INFINITY,
Double.POSITIVE_INFINITY };
try {
- v = g.gradient(x, p);
+ v = super.gradient(x, p);
} catch (NotStrictlyPositiveException e) {
// Do nothing.
}
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/HarmonicFitter.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/HarmonicFitter.java?rev=1348613&r1=1348612&r2=1348613&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/HarmonicFitter.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/HarmonicFitter.java
Sun Jun 10 15:12:57 2012
@@ -36,7 +36,7 @@ import org.apache.commons.math3.util.Fas
* @version $Id$
* @since 2.0
*/
-public class HarmonicFitter extends CurveFitter {
+public class HarmonicFitter extends CurveFitter<HarmonicOscillator.Parametric>
{
/**
* Simple constructor.
* @param optimizer Optimizer to use for the fitting.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/PolynomialFitter.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/PolynomialFitter.java?rev=1348613&r1=1348612&r2=1348613&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/PolynomialFitter.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/fitting/PolynomialFitter.java
Sun Jun 10 15:12:57 2012
@@ -20,22 +20,18 @@ package org.apache.commons.math3.optimiz
import org.apache.commons.math3.analysis.polynomials.PolynomialFunction;
import
org.apache.commons.math3.optimization.DifferentiableMultivariateVectorOptimizer;
-/** This class implements a curve fitting specialized for polynomials.
- * <p>Polynomial fitting is a very simple case of curve fitting. The
- * estimated coefficients are the polynomial coefficients. They are
- * searched by a least square estimator.</p>
+/**
+ * Polynomial fitting is a very simple case of {@link CurveFitter curve
fitting}.
+ * The estimated coefficients are the polynomial coefficients (see the
+ * {@link #fit(double[]) fit} method).
+ *
* @version $Id$
* @since 2.0
- *
- * @deprecated Since 3.1 (to be removed in 4.0, see <a
href="https://issues.apache.org/jira/browse/MATH-800";>MATH-800</a>).
- * Please use {@link CurveFitter} directly, by passing an instance of
- * {@link
org.apache.commons.math3.analysis.polynomials.PolynomialFunction.Parametric
PolynomialFunction.Parametric}
- * as an argument to the
- * {@link
CurveFitter#fit(int,org.apache.commons.math3.analysis.ParametricUnivariateFunction,double[])
fit}
- * method.
*/
-public class PolynomialFitter extends CurveFitter {
- /** Polynomial degree. */
+public class PolynomialFitter extends
CurveFitter<PolynomialFunction.Parametric> {
+ /** Polynomial degree.
+ * @deprecated
+ */
private final int degree;
/**
@@ -45,6 +41,8 @@ public class PolynomialFitter extends Cu
*
* @param degree Maximal degree of the polynomial.
* @param optimizer Optimizer to use for the fitting.
+ * @deprecated Since 3.1 (to be removed in 4.0). Please use
+ * {@link #PolynomialFitter(DifferentiableMultivariateVectorOptimizer)}
instead.
*/
public PolynomialFitter(int degree, final
DifferentiableMultivariateVectorOptimizer optimizer) {
super(optimizer);
@@ -52,13 +50,38 @@ public class PolynomialFitter extends Cu
}
/**
+ * Simple constructor.
+ *
+ * @param optimizer Optimizer to use for the fitting.
+ */
+ public PolynomialFitter(DifferentiableMultivariateVectorOptimizer
optimizer) {
+ super(optimizer);
+ degree = -1; // To avoid compilation error until the instance variable
is removed.
+ }
+
+ /**
* Get the polynomial fitting the weighted (x, y) points.
*
* @return the coefficients of the polynomial that best fits the observed
points.
* @throws org.apache.commons.math3.exception.ConvergenceException
* if the algorithm failed to converge.
+ * @deprecated Since 3.1 (to be removed in 4.0). Please use {@link
#fit(double[])} instead.
*/
public double[] fit() {
return fit(new PolynomialFunction.Parametric(), new double[degree +
1]);
}
+
+ /**
+ * Get the coefficients of the polynomial fitting the weighted data points.
+ * The degree of the fitting polynomial is {@code guess.length - 1}.
+ *
+ * @param guess First guess for the coefficients. They must be sorted in
+ * increasing order of the polynomial's degree.
+ * @return the coefficients of the polynomial that best fits the observed
points.
+ * @throws org.apache.commons.math3.exception.ConvergenceException
+ * if the algorithm failed to converge.
+ */
+ public double[] fit(double[] guess) {
+ return fit(new PolynomialFunction.Parametric(), guess);
+ }
}
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/fitting/PolynomialFitterTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/fitting/PolynomialFitterTest.java?rev=1348613&r1=1348612&r2=1348613&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/fitting/PolynomialFitterTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/fitting/PolynomialFitterTest.java
Sun Jun 10 15:12:57 2012
@@ -43,7 +43,7 @@ public class PolynomialFitterTest {
rng.reSeed(64925784252L);
final LevenbergMarquardtOptimizer optim = new
LevenbergMarquardtOptimizer();
- final CurveFitter fitter = new CurveFitter(optim);
+ final PolynomialFitter fitter = new PolynomialFitter(optim);
final double[] coeff = { 12.9, -3.4, 2.1 }; // 12.9 - 3.4 x + 2.1 x^2
final PolynomialFunction f = new PolynomialFunction(coeff);
@@ -54,8 +54,7 @@ public class PolynomialFitterTest {
}
// Start fit from initial guesses that are far from the optimal values.
- final double[] best = fitter.fit(new PolynomialFunction.Parametric(),
- new double[] { -1e-20, 3e15, -5e25 });
+ final double[] best = fitter.fit(new double[] { -1e-20, 3e15, -5e25 });
TestUtils.assertEquals("best != coeff", coeff, best, 1e-12);
}
@@ -66,15 +65,13 @@ public class PolynomialFitterTest {
for (int degree = 1; degree < 10; ++degree) {
PolynomialFunction p = buildRandomPolynomial(degree, randomizer);
- CurveFitter fitter = new CurveFitter(new
LevenbergMarquardtOptimizer());
+ PolynomialFitter fitter = new PolynomialFitter(new
LevenbergMarquardtOptimizer());
for (int i = 0; i <= degree; ++i) {
fitter.addObservedPoint(1.0, i, p.value(i));
}
final double[] init = new double[degree + 1];
- PolynomialFunction fitted = new
PolynomialFunction(fitter.fit(Integer.MAX_VALUE,
- new
PolynomialFunction.Parametric(),
-
init));
+ PolynomialFunction fitted = new
PolynomialFunction(fitter.fit(init));
for (double x = -1.0; x < 1.0; x += 0.01) {
double error = FastMath.abs(p.value(x) - fitted.value(x)) /
@@ -91,16 +88,14 @@ public class PolynomialFitterTest {
for (int degree = 0; degree < 10; ++degree) {
PolynomialFunction p = buildRandomPolynomial(degree, randomizer);
- CurveFitter fitter = new CurveFitter(new
LevenbergMarquardtOptimizer());
+ PolynomialFitter fitter = new PolynomialFitter(new
LevenbergMarquardtOptimizer());
for (double x = -1.0; x < 1.0; x += 0.01) {
fitter.addObservedPoint(1.0, x,
p.value(x) + 0.1 *
randomizer.nextGaussian());
}
final double[] init = new double[degree + 1];
- PolynomialFunction fitted = new
PolynomialFunction(fitter.fit(Integer.MAX_VALUE,
- new
PolynomialFunction.Parametric(),
-
init));
+ PolynomialFunction fitted = new
PolynomialFunction(fitter.fit(init));
for (double x = -1.0; x < 1.0; x += 0.01) {
double error = FastMath.abs(p.value(x) - fitted.value(x)) /
@@ -130,7 +125,7 @@ public class PolynomialFitterTest {
for (int degree = 0; degree < 10; ++degree) {
PolynomialFunction p = buildRandomPolynomial(degree, randomizer);
- CurveFitter fitter = new CurveFitter(optimizer);
+ PolynomialFitter fitter = new PolynomialFitter(optimizer);
// reusing the same point over and over again does not bring
// information, the problem cannot be solved in this case for
@@ -142,9 +137,7 @@ public class PolynomialFitterTest {
try {
final double[] init = new double[degree + 1];
- fitter.fit(Integer.MAX_VALUE,
- new PolynomialFunction.Parametric(),
- init);
+ fitter.fit(init);
Assert.assertTrue(solvable || (degree == 0));
} catch(ConvergenceException e) {
Assert.assertTrue((! solvable) && (degree > 0));
