public class GaussNewtonMinimizer extends Object
| Modifier and Type | Class and Description |
|---|---|
protected static class |
GaussNewtonMinimizer.MySteepestDescent |
| Constructor and Description |
|---|
GaussNewtonMinimizer(double epsilon,
int maxIterations)
Construct a multivariate minimizer using the Gauss-Newton method.
|
| Modifier and Type | Method and Description |
|---|---|
IterativeSolution<Vector> |
solve(RealVectorFunction vf)
Solve the minimization problem to minimize F = vf' * vf.
|
IterativeSolution<Vector> |
solve(RealVectorFunction vf,
RntoMatrix J)
Solve the minimization problem to minimize F = vf' * vf.
|
public GaussNewtonMinimizer(double epsilon,
int maxIterations)
epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations - the maximum number of iterationspublic IterativeSolution<Vector> solve(RealVectorFunction vf, RntoMatrix J) throws Exception
vf - a real vector function to be minimizedJ - a function that computes the Jacobian of f for a given xExceptionpublic IterativeSolution<Vector> solve(RealVectorFunction vf) throws Exception
vf - a real vector function to be minimizedExceptionCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.