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Diffstat (limited to 'src/main/java/org/apache/commons/math3/fitting/PolynomialCurveFitter.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/fitting/PolynomialCurveFitter.java | 127 |
1 files changed, 127 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/fitting/PolynomialCurveFitter.java b/src/main/java/org/apache/commons/math3/fitting/PolynomialCurveFitter.java new file mode 100644 index 0000000..ab2b5ca --- /dev/null +++ b/src/main/java/org/apache/commons/math3/fitting/PolynomialCurveFitter.java @@ -0,0 +1,127 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ +package org.apache.commons.math3.fitting; + +import org.apache.commons.math3.analysis.polynomials.PolynomialFunction; +import org.apache.commons.math3.exception.MathInternalError; +import org.apache.commons.math3.fitting.leastsquares.LeastSquaresBuilder; +import org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem; +import org.apache.commons.math3.linear.DiagonalMatrix; + +import java.util.Collection; + +/** + * Fits points to a {@link + * org.apache.commons.math3.analysis.polynomials.PolynomialFunction.Parametric polynomial} function. + * <br> + * The size of the {@link #withStartPoint(double[]) initial guess} array defines the degree of the + * polynomial to be fitted. They must be sorted in increasing order of the polynomial's degree. The + * optimal values of the coefficients will be returned in the same order. + * + * @since 3.3 + */ +public class PolynomialCurveFitter extends AbstractCurveFitter { + /** Parametric function to be fitted. */ + private static final PolynomialFunction.Parametric FUNCTION = + new PolynomialFunction.Parametric(); + + /** Initial guess. */ + private final double[] initialGuess; + + /** Maximum number of iterations of the optimization algorithm. */ + private final int maxIter; + + /** + * Contructor used by the factory methods. + * + * @param initialGuess Initial guess. + * @param maxIter Maximum number of iterations of the optimization algorithm. + * @throws MathInternalError if {@code initialGuess} is {@code null}. + */ + private PolynomialCurveFitter(double[] initialGuess, int maxIter) { + this.initialGuess = initialGuess; + this.maxIter = maxIter; + } + + /** + * Creates a default curve fitter. Zero will be used as initial guess for the coefficients, and + * the maximum number of iterations of the optimization algorithm is set to {@link + * Integer#MAX_VALUE}. + * + * @param degree Degree of the polynomial to be fitted. + * @return a curve fitter. + * @see #withStartPoint(double[]) + * @see #withMaxIterations(int) + */ + public static PolynomialCurveFitter create(int degree) { + return new PolynomialCurveFitter(new double[degree + 1], Integer.MAX_VALUE); + } + + /** + * Configure the start point (initial guess). + * + * @param newStart new start point (initial guess) + * @return a new instance. + */ + public PolynomialCurveFitter withStartPoint(double[] newStart) { + return new PolynomialCurveFitter(newStart.clone(), maxIter); + } + + /** + * Configure the maximum number of iterations. + * + * @param newMaxIter maximum number of iterations + * @return a new instance. + */ + public PolynomialCurveFitter withMaxIterations(int newMaxIter) { + return new PolynomialCurveFitter(initialGuess, newMaxIter); + } + + /** {@inheritDoc} */ + @Override + protected LeastSquaresProblem getProblem(Collection<WeightedObservedPoint> observations) { + // Prepare least-squares problem. + final int len = observations.size(); + final double[] target = new double[len]; + final double[] weights = new double[len]; + + int i = 0; + for (WeightedObservedPoint obs : observations) { + target[i] = obs.getY(); + weights[i] = obs.getWeight(); + ++i; + } + + final AbstractCurveFitter.TheoreticalValuesFunction model = + new AbstractCurveFitter.TheoreticalValuesFunction(FUNCTION, observations); + + if (initialGuess == null) { + throw new MathInternalError(); + } + + // Return a new least squares problem set up to fit a polynomial curve to the + // observed points. + return new LeastSquaresBuilder() + .maxEvaluations(Integer.MAX_VALUE) + .maxIterations(maxIter) + .start(initialGuess) + .target(target) + .weight(new DiagonalMatrix(weights)) + .model(model.getModelFunction(), model.getModelFunctionJacobian()) + .build(); + } +} |