Class DenseWeightedEvaluation

java.lang.Object
org.apache.commons.math3.fitting.leastsquares.AbstractEvaluation
org.apache.commons.math3.fitting.leastsquares.DenseWeightedEvaluation
All Implemented Interfaces:
LeastSquaresProblem.Evaluation

class DenseWeightedEvaluation extends AbstractEvaluation
Applies a dense weight matrix to an evaluation.
Since:
3.3
  • Field Details

  • Constructor Details

    • 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 Details

    • 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.
    • getPoint

      public RealVector getPoint()
      Get the abscissa (independent variables) of this evaluation.
      Returns:
      the point provided to LeastSquaresProblem.evaluate(RealVector).