JacobianMultivariateVectorOptimizer.java
- /*
- * 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;
- }
- }
- }
- }