org.apache.commons.math3.optim.nonlinear.vector.jacobian

## Class AbstractLeastSquaresOptimizer

- java.lang.Object
- - org.apache.commons.math3.optim.BaseOptimizer<PAIR>
  - - org.apache.commons.math3.optim.BaseMultivariateOptimizer<PointVectorValuePair>
    - - org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer
      - - org.apache.commons.math3.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer
        - - org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer

- Direct Known Subclasses:
    GaussNewtonOptimizer, LevenbergMarquardtOptimizer

  Deprecated.
  All classes and interfaces in this package are deprecated. The optimizers that were provided here were moved to the `org.apache.commons.math3.fitting.leastsquares` package (cf. MATH-1008).

      @Deprecated
      public abstract class AbstractLeastSquaresOptimizer
      extends JacobianMultivariateVectorOptimizer

  Base class for implementing least-squares optimizers. It provides methods for error estimation.
  Since:
    3.1
  Version:
    $Id: AbstractLeastSquaresOptimizer.java 1515242 2013-08-18 23:27:29Z erans $

- - ### Field Summary

    - ### Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer

      `evaluations, iterations`

  - ### Constructor Summary

    Constructors
    Modifier | Constructor and Description
    --- | ---
    `protected` | `AbstractLeastSquaresOptimizer(ConvergenceChecker<PointVectorValuePair> checker)` Deprecated.

  - ### Method Summary

    Methods
    Modifier and Type | Method and Description
    --- | ---
    `protected double` | `computeCost(double[] residuals)` Deprecated. Computes the cost.
    `double[][]` | `computeCovariances(double[] params, double threshold)` Deprecated. Get the covariance matrix of the optimized parameters.
    `protected double[]` | `computeResiduals(double[] objectiveValue)` Deprecated. Computes the residuals.
    `double[]` | `computeSigma(double[] params, double covarianceSingularityThreshold)` Deprecated. Computes an estimate of the standard deviation of the parameters.
    `protected RealMatrix` | `computeWeightedJacobian(double[] params)` Deprecated. Computes the weighted Jacobian matrix.
    `double` | `getChiSquare()` Deprecated. Get a Chi-Square-like value assuming the N residuals follow N distinct normal distributions centered on 0 and whose variances are the reciprocal of the weights.
    `double` | `getRMS()` Deprecated. Gets the root-mean-square (RMS) value.
    `RealMatrix` | `getWeightSquareRoot()` Deprecated. Gets the square-root of the weight matrix.
    `PointVectorValuePair` | `optimize(OptimizationData... optData)` Deprecated. Stores data and performs the optimization.
    `protected void` | `parseOptimizationData(OptimizationData... optData)` Deprecated. Scans the list of (required and optional) optimization data that characterize the problem.
    `protected void` | `setCost(double cost)` Deprecated. Sets the cost.

    - ### Methods inherited from class org.apache.commons.math3.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer

      `computeJacobian`

    - ### Methods inherited from class org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer

      `computeObjectiveValue, getTarget, getTargetSize, getWeight`

    - ### Methods inherited from class org.apache.commons.math3.optim.BaseMultivariateOptimizer

      `getLowerBound, getStartPoint, getUpperBound`

    - ### Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer

      `doOptimize, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize`

    - ### Methods inherited from class java.lang.Object

      `clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

- - ### Constructor Detail

    - #### AbstractLeastSquaresOptimizer

          protected AbstractLeastSquaresOptimizer(ConvergenceChecker<PointVectorValuePair> checker)

      Deprecated.
      Parameters:
        `checker` - Convergence checker.

  - ### Method Detail

    - #### computeWeightedJacobian

          protected RealMatrix computeWeightedJacobian(double[] params)

      Deprecated.
      Computes the weighted Jacobian matrix.
      Parameters:
        `params` - Model parameters at which to compute the Jacobian.
      Returns:
        the weighted Jacobian: W1/2 J.
      Throws:
        `DimensionMismatchException` - if the Jacobian dimension does not match problem dimension.

    - #### computeCost

          protected double computeCost(double[] residuals)

      Deprecated.
      Computes the cost.
      Parameters:
        `residuals` - Residuals.
      Returns:
        the cost.
      See Also:
        `computeResiduals(double[])`

    - #### getRMS

          public double getRMS()

      Deprecated.
      Gets the root-mean-square (RMS) value. The RMS the root of the arithmetic mean of the square of all weighted residuals. This is related to the criterion that is minimized by the optimizer as follows: If c if the criterion, and n is the number of measurements, then the RMS is sqrt (c/n).
      Returns:
        the RMS value.

    - #### getChiSquare

          public double getChiSquare()

      Deprecated.
      Get a Chi-Square-like value assuming the N residuals follow N distinct normal distributions centered on 0 and whose variances are the reciprocal of the weights.
      Returns:
        chi-square value

    - #### getWeightSquareRoot

          public RealMatrix getWeightSquareRoot()

      Deprecated.
      Gets the square-root of the weight matrix.
      Returns:
        the square-root of the weight matrix.

    - #### setCost

          protected void setCost(double cost)

      Deprecated.
      Sets the cost.
      Parameters:
        `cost` - Cost value.

    - #### computeCovariances

          public double[][] computeCovariances(double[] params,
                                      double threshold)

      Deprecated.
      Get the covariance matrix of the optimized parameters.
      Note that this operation involves the inversion of the `JTJ` matrix, where `J` is the Jacobian matrix. The `threshold` parameter is a way for the caller to specify that the result of this computation should be considered meaningless, and thus trigger an exception.
      Parameters:
        `params` - Model parameters.
        `threshold` - Singularity threshold.
      Returns:
        the covariance matrix.
      Throws:
        `SingularMatrixException` - if the covariance matrix cannot be computed (singular problem).

    - #### computeSigma

          public double[] computeSigma(double[] params,
                              double covarianceSingularityThreshold)

      Deprecated.
      Computes an estimate of the standard deviation of the parameters. The returned values are the square root of the diagonal coefficients of the covariance matrix, `sd(a[i]) ~= sqrt(C[i][i])`, where `a[i]` is the optimized value of the `i`-th parameter, and `C` is the covariance matrix.
      Parameters:
        `params` - Model parameters.
        `covarianceSingularityThreshold` - Singularity threshold (see `computeCovariances`).
      Returns:
        an estimate of the standard deviation of the optimized parameters
      Throws:
        `SingularMatrixException` - if the covariance matrix cannot be computed.

    - #### optimize

          public PointVectorValuePair optimize(OptimizationData... optData)
                                        throws TooManyEvaluationsException

      Deprecated.
      Stores data and performs the optimization.

      The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.

      When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).

      Important note: Subclasses must override `BaseOptimizer.parseOptimizationData(OptimizationData[])` if they need to register their own options; but then, they must also call `super.parseOptimizationData(optData)` within that method.

      Overrides:
        `optimize` in class `JacobianMultivariateVectorOptimizer`
      Parameters:
        `optData` - Optimization data. In addition to those documented in `JacobianMultivariateVectorOptimizer`, this method will register the following data:
        - `Weight`
      Returns:
        a point/value pair that satisfies the convergence criteria.
      Throws:
        `TooManyEvaluationsException` - if the maximal number of evaluations is exceeded.
        `DimensionMismatchException` - if the initial guess, target, and weight arguments have inconsistent dimensions.

    - #### computeResiduals

          protected double[] computeResiduals(double[] objectiveValue)

      Deprecated.
      Computes the 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.
      Parameters:
        `objectiveValue` - Value of the the objective function. This is the value returned from a call to `computeObjectiveValue` (whose array argument contains the model parameters).
      Returns:
        the residuals.
      Throws:
        `DimensionMismatchException` - if `params` has a wrong length.

    - #### parseOptimizationData

          protected void parseOptimizationData(OptimizationData... optData)

      Deprecated.
      Scans the list of (required and optional) optimization data that characterize the problem. If the weight matrix is specified, the `weightMatrixSqrt` field is recomputed.
      Overrides:
        `parseOptimizationData` in class `JacobianMultivariateVectorOptimizer`
      Parameters:
        `optData` - Optimization data. The following data will be looked for:
        - `Weight`

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