Hi,
I have a few questions regarding the implementation of the quadratic problem in
the
org.apache.commons.math.optimization.general.LevenbergMarquardtOptimizerTest.
I assume the quadratic is defined as:
f(x) = a*x^2 + b*x + c
This is the implementation of the jacobian function:
private double[][] jacobian(double[] variables) {
double[][] jacobian = new double[x.size()][3];
for (int i = 0; i < jacobian.length; ++i) {
jacobian[i][0] = x.get(i) * x.get(i);
jacobian[i][1] = x.get(i);
jacobian[i][2] = 1.0;
}
return jacobian;
}
It seems like the lines
jacobian[i][0] = x.get(i) * x.get(i);
jacobian[i][1] = x.get(i);
jacobian[i][2] = 1.0;
Really should be:
jacobian[i][0] = 2 * x.get(i) * variables[0];
jacobian[i][1] = variables[1];
jacobian[i][2] = 0;
Does that make sense?
My second question has to do with the value function below:
public double[] value(double[] variables) {
double[] values = new double[x.size()];
for (int i = 0; i < values.length; ++i) {
values[i] = (variables[0] * x.get(i) + variables[1]) * x.get(i)
+ variables[2];
}
return values;
}
Should this:
values[i] = (variables[0] * x.get(i) + variables[1]) * x.get(i) + variables[2];
Really be:
values[i] = (variables[0] * x.get(i)*x.get(i) + variables[1]) * x.get(i) +
variables[2];
Thanks,
- Ole
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