Class GaussNewtonOptimizer

java.lang.Object
org.apache.commons.math.optimization.general.AbstractLeastSquaresOptimizer
org.apache.commons.math.optimization.general.GaussNewtonOptimizer
All Implemented Interfaces:
DifferentiableMultivariateVectorialOptimizer

public class GaussNewtonOptimizer extends AbstractLeastSquaresOptimizer
Gauss-Newton least-squares solver.

This class solve a least-square problem by solving the normal equations of the linearized problem at each iteration. Either LU decomposition or QR decomposition can be used to solve the normal equations. LU decomposition is faster but QR decomposition is more robust for difficult problems.

Since:
2.0
Version:
$Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $