Package org.apache.commons.math3.fitting.leastsquares
This package provides algorithms that minimize the residuals
between observations and model values.
The
Algorithms in this category need access to a problem (represented by a
The problem can be created progressively using a
least-squares optimizers
minimize the distance (called
cost or χ2) between model and
observations.
Algorithms in this category need access to a problem (represented by a
LeastSquaresProblem
).
Such a model predicts a set of values which the algorithm tries to match
with a set of given set of observed values.
The problem can be created progressively using a
builder
or it can
be created at once using a factory
.- Since:
- 3.3
-
Interface Summary Interface Description LeastSquaresOptimizer An algorithm that can be applied to a non-linear least squares problem.LeastSquaresOptimizer.Optimum The optimum found by the optimizer.LeastSquaresProblem The data necessary to define a non-linear least squares problem.LeastSquaresProblem.Evaluation An evaluation of aLeastSquaresProblem
at a particular point.MultivariateJacobianFunction A interface for functions that compute a vector of values and can compute their derivatives (Jacobian).ParameterValidator Interface for validating a set of model parameters.ValueAndJacobianFunction A interface for functions that compute a vector of values and can compute their derivatives (Jacobian). -
Class Summary Class Description AbstractEvaluation An implementation ofLeastSquaresProblem.Evaluation
that is designed for extension.DenseWeightedEvaluation Applies a dense weight matrix to an evaluation.EvaluationRmsChecker Check if an optimization has converged based on the change in computed RMS.GaussNewtonOptimizer Gauss-Newton least-squares solver.LeastSquaresAdapter An adapter that delegates to another implementation ofLeastSquaresProblem
.LeastSquaresBuilder A mutable builder forLeastSquaresProblem
s.LeastSquaresFactory A Factory for creatingLeastSquaresProblem
s.LeastSquaresFactory.LocalLeastSquaresProblem A private, "field" immutable (not "real" immutable) implementation ofLeastSquaresProblem
.LeastSquaresFactory.LocalLeastSquaresProblem.LazyUnweightedEvaluation Container with the model lazy evaluation at a particular point.LeastSquaresFactory.LocalLeastSquaresProblem.UnweightedEvaluation Container with the model evaluation at a particular point.LeastSquaresFactory.LocalValueAndJacobianFunction Combine aMultivariateVectorFunction
with aMultivariateMatrixFunction
to produce aMultivariateJacobianFunction
.LevenbergMarquardtOptimizer This class solves a least-squares problem using the Levenberg-Marquardt algorithm.LevenbergMarquardtOptimizer.InternalData Holds internal data.OptimumImpl A pedantic implementation ofLeastSquaresOptimizer.Optimum
. -
Enum Summary Enum Description GaussNewtonOptimizer.Decomposition The decomposition algorithm to use to solve the normal equations.