diff options
Diffstat (limited to 'src/main/java/org/apache/commons/math3/optim/nonlinear/vector/JacobianMultivariateVectorOptimizer.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/optim/nonlinear/vector/JacobianMultivariateVectorOptimizer.java | 116 |
1 files changed, 116 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/JacobianMultivariateVectorOptimizer.java b/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/JacobianMultivariateVectorOptimizer.java new file mode 100644 index 0000000..52372c8 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optim/nonlinear/vector/JacobianMultivariateVectorOptimizer.java @@ -0,0 +1,116 @@ +/* + * 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.optim.nonlinear.vector; + +import org.apache.commons.math3.analysis.MultivariateMatrixFunction; +import org.apache.commons.math3.optim.ConvergenceChecker; +import org.apache.commons.math3.optim.OptimizationData; +import org.apache.commons.math3.optim.PointVectorValuePair; +import org.apache.commons.math3.exception.TooManyEvaluationsException; +import org.apache.commons.math3.exception.DimensionMismatchException; + +/** + * Base class for implementing optimizers for multivariate vector + * differentiable functions. + * It contains boiler-plate code for dealing with Jacobian evaluation. + * It assumes that the rows of the Jacobian matrix iterate on the model + * functions while the columns iterate on the parameters; thus, the numbers + * of rows is equal to the dimension of the {@link Target} while the + * number of columns is equal to the dimension of the + * {@link org.apache.commons.math3.optim.InitialGuess InitialGuess}. + * + * @since 3.1 + * @deprecated All classes and interfaces in this package are deprecated. + * The optimizers that were provided here were moved to the + * {@link org.apache.commons.math3.fitting.leastsquares} package + * (cf. MATH-1008). + */ +@Deprecated +public abstract class JacobianMultivariateVectorOptimizer + extends MultivariateVectorOptimizer { + /** + * Jacobian of the model function. + */ + private MultivariateMatrixFunction jacobian; + + /** + * @param checker Convergence checker. + */ + protected JacobianMultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker) { + super(checker); + } + + /** + * Computes the Jacobian matrix. + * + * @param params Point at which the Jacobian must be evaluated. + * @return the Jacobian at the specified point. + */ + protected double[][] computeJacobian(final double[] params) { + return jacobian.value(params); + } + + /** + * {@inheritDoc} + * + * @param optData Optimization data. In addition to those documented in + * {@link MultivariateVectorOptimizer#optimize(OptimizationData...)} + * MultivariateOptimizer}, this method will register the following data: + * <ul> + * <li>{@link ModelFunctionJacobian}</li> + * </ul> + * @return {@inheritDoc} + * @throws TooManyEvaluationsException if the maximal number of + * evaluations is exceeded. + * @throws DimensionMismatchException if the initial guess, target, and weight + * arguments have inconsistent dimensions. + */ + @Override + public PointVectorValuePair optimize(OptimizationData... optData) + throws TooManyEvaluationsException, + DimensionMismatchException { + // Set up base class and perform computation. + return super.optimize(optData); + } + + /** + * Scans the list of (required and optional) optimization data that + * characterize the problem. + * + * @param optData Optimization data. + * The following data will be looked for: + * <ul> + * <li>{@link ModelFunctionJacobian}</li> + * </ul> + */ + @Override + protected void parseOptimizationData(OptimizationData... optData) { + // Allow base class to register its own data. + super.parseOptimizationData(optData); + + // The existing values (as set by the previous call) are reused if + // not provided in the argument list. + for (OptimizationData data : optData) { + if (data instanceof ModelFunctionJacobian) { + jacobian = ((ModelFunctionJacobian) data).getModelFunctionJacobian(); + // If more data must be parsed, this statement _must_ be + // changed to "continue". + break; + } + } + } +} |