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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.fitting.leastsquares;
import org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation;
import org.apache.commons.math3.linear.RealMatrix;
import org.apache.commons.math3.linear.RealVector;
/**
* Applies a dense weight matrix to an evaluation.
*
* @since 3.3
*/
class DenseWeightedEvaluation extends AbstractEvaluation {
/** the unweighted evaluation */
private final Evaluation unweighted;
/** reference to the weight square root matrix */
private final RealMatrix weightSqrt;
/**
* Create a weighted evaluation from an unweighted one.
*
* @param unweighted the evalutation before weights are applied
* @param weightSqrt the matrix square root of the weight matrix
*/
DenseWeightedEvaluation(final Evaluation unweighted,
final RealMatrix weightSqrt) {
// weight square root is square, nR=nC=number of observations
super(weightSqrt.getColumnDimension());
this.unweighted = unweighted;
this.weightSqrt = weightSqrt;
}
/* apply weights */
/** {@inheritDoc} */
public RealMatrix getJacobian() {
return weightSqrt.multiply(this.unweighted.getJacobian());
}
/** {@inheritDoc} */
public RealVector getResiduals() {
return this.weightSqrt.operate(this.unweighted.getResiduals());
}
/* delegate */
/** {@inheritDoc} */
public RealVector getPoint() {
return unweighted.getPoint();
}
}
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