org.akutan.optimization
Class LMSolver

java.lang.Object
  org.akutan.optimization.LMSolver

public class LMSolver
extends java.lang.Object

This class minimizes the objective function subject to the Levenberg-Marquardt algorithm. The specific steps are taken from Fletcher second edition.

Since:

10 May 2007

Field Summary

protected double	_termCondition This value seems to good enough for the test cases
protected int	_trace Trace level, higher number for more logging

Constructor Summary

LMSolver()

Method Summary

protected cern.colt.matrix.DoubleMatrix2D	make2D(cern.colt.matrix.DoubleMatrix1D v) Helper function that returns a (x,1) 2D matrix given a (x) vector
void	setTrace(int t) Set the trace level
cern.colt.matrix.DoubleMatrix1D	solve(LMObjective objective, cern.colt.matrix.DoubleMatrix1D x0) Solves the cost function.

Methods inherited from class java.lang.Object

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

Field Detail

_termCondition

protected double _termCondition

This value seems to good enough for the test cases

_trace

protected int _trace

Trace level, higher number for more logging

Constructor Detail

LMSolver

public LMSolver()

Method Detail

setTrace

public void setTrace(int t)

Set the trace level

Parameters:

t - The trace level to set

make2D

protected cern.colt.matrix.DoubleMatrix2D make2D(cern.colt.matrix.DoubleMatrix1D v)

Helper function that returns a (x,1) 2D matrix given a (x) vector

Parameters:

v - The vector to convert into a 1 column matrix

Returns:

The 1 column matrix identical to v

solve

public cern.colt.matrix.DoubleMatrix1D solve(LMObjective objective,
                                             cern.colt.matrix.DoubleMatrix1D x0)

Solves the cost function. Fletcher uses x4, but it doesn't seem to work unless I use x10.

Parameters:

objective - Cost or Objective function to be minimized

x0 - Vector of initial x values for the starting point of the minimization.

Returns:

The solution point which minimizes the object function subject to the constraints