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diff --git a/src/main/java/org/apache/commons/math3/optimization/Weight.java b/src/main/java/org/apache/commons/math3/optimization/Weight.java
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+/*
+ * 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.optimization;
+
+import org.apache.commons.math3.linear.DiagonalMatrix;
+import org.apache.commons.math3.linear.NonSquareMatrixException;
+import org.apache.commons.math3.linear.RealMatrix;
+
+/**
+ * Weight matrix of the residuals between model and observations. <br>
+ * Immutable class.
+ *
+ * @deprecated As of 3.1 (to be removed in 4.0).
+ * @since 3.1
+ */
+@Deprecated
+public class Weight implements OptimizationData {
+    /** Weight matrix. */
+    private final RealMatrix weightMatrix;
+
+    /**
+     * Creates a diagonal weight matrix.
+     *
+     * @param weight List of the values of the diagonal.
+     */
+    public Weight(double[] weight) {
+        weightMatrix = new DiagonalMatrix(weight);
+    }
+
+    /**
+     * @param weight Weight matrix.
+     * @throws NonSquareMatrixException if the argument is not a square matrix.
+     */
+    public Weight(RealMatrix weight) {
+        if (weight.getColumnDimension() != weight.getRowDimension()) {
+            throw new NonSquareMatrixException(
+                    weight.getColumnDimension(), weight.getRowDimension());
+        }
+
+        weightMatrix = weight.copy();
+    }
+
+    /**
+     * Gets the initial guess.
+     *
+     * @return the initial guess.
+     */
+    public RealMatrix getWeight() {
+        return weightMatrix.copy();
+    }
+}