Class DenseWeightedEvaluation

    • Constructor Detail

      • DenseWeightedEvaluation

        DenseWeightedEvaluation​(LeastSquaresProblem.Evaluation unweighted,
                                RealMatrix weightSqrt)
        Create a weighted evaluation from an unweighted one.
        Parameters:
        unweighted - the evalutation before weights are applied
        weightSqrt - the matrix square root of the weight matrix
    • Method Detail

      • getJacobian

        public RealMatrix getJacobian()
        Get the weighted Jacobian matrix.
        Returns:
        the weighted Jacobian: W1/2 J.
      • getResiduals

        public RealVector getResiduals()
        Get the weighted residuals. The residual is the difference between the observed (target) values and the model (objective function) value. There is one residual for each element of the vector-valued function. The raw residuals are then multiplied by the square root of the weight matrix.
        Returns:
        the weighted residuals: W1/2 K.