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Posted to commits@commons.apache.org by lu...@apache.org on 2013/04/07 09:52:13 UTC
svn commit: r857590 [33/48] - in
/websites/production/commons/content/proper/commons-math/xref-test: ./
org/apache/commons/math3/ org/apache/commons/math3/analysis/
org/apache/commons/math3/analysis/differentiation/
org/apache/commons/math3/analysis/fu...
Modified: websites/production/commons/content/proper/commons-math/xref-test/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html
==============================================================================
--- websites/production/commons/content/proper/commons-math/xref-test/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html (original)
+++ websites/production/commons/content/proper/commons-math/xref-test/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html Sun Apr 7 07:52:05 2013
@@ -33,384 +33,396 @@
<a class="jxr_linenumber" name="23" href="#23">23</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.PointVectorValuePair;
<a class="jxr_linenumber" name="24" href="#24">24</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.InitialGuess;
<a class="jxr_linenumber" name="25" href="#25">25</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.MaxEval;
-<a class="jxr_linenumber" name="26" href="#26">26</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.nonlinear.vector.Target;
-<a class="jxr_linenumber" name="27" href="#27">27</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.nonlinear.vector.Weight;
-<a class="jxr_linenumber" name="28" href="#28">28</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.nonlinear.vector.ModelFunction;
-<a class="jxr_linenumber" name="29" href="#29">29</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.nonlinear.vector.ModelFunctionJacobian;
-<a class="jxr_linenumber" name="30" href="#30">30</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.analysis.MultivariateVectorFunction;
-<a class="jxr_linenumber" name="31" href="#31">31</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.analysis.MultivariateMatrixFunction;
-<a class="jxr_linenumber" name="32" href="#32">32</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.exception.ConvergenceException;
-<a class="jxr_linenumber" name="33" href="#33">33</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.exception.DimensionMismatchException;
-<a class="jxr_linenumber" name="34" href="#34">34</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.exception.TooManyEvaluationsException;
-<a class="jxr_linenumber" name="35" href="#35">35</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.geometry.euclidean.twod.Vector2D;
-<a class="jxr_linenumber" name="36" href="#36">36</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.linear.SingularMatrixException;
-<a class="jxr_linenumber" name="37" href="#37">37</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.util.FastMath;
-<a class="jxr_linenumber" name="38" href="#38">38</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.util.Precision;
-<a class="jxr_linenumber" name="39" href="#39">39</a> <strong class="jxr_keyword">import</strong> org.junit.Assert;
-<a class="jxr_linenumber" name="40" href="#40">40</a> <strong class="jxr_keyword">import</strong> org.junit.Test;
-<a class="jxr_linenumber" name="41" href="#41">41</a> <strong class="jxr_keyword">import</strong> org.junit.Ignore;
-<a class="jxr_linenumber" name="42" href="#42">42</a>
-<a class="jxr_linenumber" name="43" href="#43">43</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="44" href="#44">44</a> <em class="jxr_javadoccomment"> * <p>Some of the unit tests are re-implementations of the MINPACK <a</em>
-<a class="jxr_linenumber" name="45" href="#45">45</a> <em class="jxr_javadoccomment"> * href="<a href="http://www.netlib.org/minpack/ex/file17" target="alexandria_uri">http://www.netlib.org/minpack/ex/file17</a>">file17</a> and <a</em>
-<a class="jxr_linenumber" name="46" href="#46">46</a> <em class="jxr_javadoccomment"> * href="<a href="http://www.netlib.org/minpack/ex/file22" target="alexandria_uri">http://www.netlib.org/minpack/ex/file22</a>">file22</a> test files.</em>
-<a class="jxr_linenumber" name="47" href="#47">47</a> <em class="jxr_javadoccomment"> * The redistribution policy for MINPACK is available <a</em>
-<a class="jxr_linenumber" name="48" href="#48">48</a> <em class="jxr_javadoccomment"> * href="<a href="http://www.netlib.org/minpack/disclaimer" target="alexandria_uri">http://www.netlib.org/minpack/disclaimer</a>">here</a>, for</em>
-<a class="jxr_linenumber" name="49" href="#49">49</a> <em class="jxr_javadoccomment"> * convenience, it is reproduced below.</p></em>
-<a class="jxr_linenumber" name="50" href="#50">50</a>
-<a class="jxr_linenumber" name="51" href="#51">51</a> <em class="jxr_javadoccomment"> * <table border="0" width="80%" cellpadding="10" align="center" bgcolor="#E0E0E0"></em>
-<a class="jxr_linenumber" name="52" href="#52">52</a> <em class="jxr_javadoccomment"> * <tr><td></em>
-<a class="jxr_linenumber" name="53" href="#53">53</a> <em class="jxr_javadoccomment"> * Minpack Copyright Notice (1999) University of Chicago.</em>
-<a class="jxr_linenumber" name="54" href="#54">54</a> <em class="jxr_javadoccomment"> * All rights reserved</em>
-<a class="jxr_linenumber" name="55" href="#55">55</a> <em class="jxr_javadoccomment"> * </td></tr></em>
-<a class="jxr_linenumber" name="56" href="#56">56</a> <em class="jxr_javadoccomment"> * <tr><td></em>
-<a class="jxr_linenumber" name="57" href="#57">57</a> <em class="jxr_javadoccomment"> * Redistribution and use in source and binary forms, with or without</em>
-<a class="jxr_linenumber" name="58" href="#58">58</a> <em class="jxr_javadoccomment"> * modification, are permitted provided that the following conditions</em>
-<a class="jxr_linenumber" name="59" href="#59">59</a> <em class="jxr_javadoccomment"> * are met:</em>
-<a class="jxr_linenumber" name="60" href="#60">60</a> <em class="jxr_javadoccomment"> * <ol></em>
-<a class="jxr_linenumber" name="61" href="#61">61</a> <em class="jxr_javadoccomment"> * <li>Redistributions of source code must retain the above copyright</em>
-<a class="jxr_linenumber" name="62" href="#62">62</a> <em class="jxr_javadoccomment"> * notice, this list of conditions and the following disclaimer.</li></em>
-<a class="jxr_linenumber" name="63" href="#63">63</a> <em class="jxr_javadoccomment"> * <li>Redistributions in binary form must reproduce the above</em>
-<a class="jxr_linenumber" name="64" href="#64">64</a> <em class="jxr_javadoccomment"> * copyright notice, this list of conditions and the following</em>
-<a class="jxr_linenumber" name="65" href="#65">65</a> <em class="jxr_javadoccomment"> * disclaimer in the documentation and/or other materials provided</em>
-<a class="jxr_linenumber" name="66" href="#66">66</a> <em class="jxr_javadoccomment"> * with the distribution.</li></em>
-<a class="jxr_linenumber" name="67" href="#67">67</a> <em class="jxr_javadoccomment"> * <li>The end-user documentation included with the redistribution, if any,</em>
-<a class="jxr_linenumber" name="68" href="#68">68</a> <em class="jxr_javadoccomment"> * must include the following acknowledgment:</em>
-<a class="jxr_linenumber" name="69" href="#69">69</a> <em class="jxr_javadoccomment"> * <code>This product includes software developed by the University of</em>
-<a class="jxr_linenumber" name="70" href="#70">70</a> <em class="jxr_javadoccomment"> * Chicago, as Operator of Argonne National Laboratory.</code></em>
-<a class="jxr_linenumber" name="71" href="#71">71</a> <em class="jxr_javadoccomment"> * Alternately, this acknowledgment may appear in the software itself,</em>
-<a class="jxr_linenumber" name="72" href="#72">72</a> <em class="jxr_javadoccomment"> * if and wherever such third-party acknowledgments normally appear.</li></em>
-<a class="jxr_linenumber" name="73" href="#73">73</a> <em class="jxr_javadoccomment"> * <li><strong>WARRANTY DISCLAIMER. THE SOFTWARE IS SUPPLIED "AS IS"</em>
-<a class="jxr_linenumber" name="74" href="#74">74</a> <em class="jxr_javadoccomment"> * WITHOUT WARRANTY OF ANY KIND. THE COPYRIGHT HOLDER, THE</em>
-<a class="jxr_linenumber" name="75" href="#75">75</a> <em class="jxr_javadoccomment"> * UNITED STATES, THE UNITED STATES DEPARTMENT OF ENERGY, AND</em>
-<a class="jxr_linenumber" name="76" href="#76">76</a> <em class="jxr_javadoccomment"> * THEIR EMPLOYEES: (1) DISCLAIM ANY WARRANTIES, EXPRESS OR</em>
-<a class="jxr_linenumber" name="77" href="#77">77</a> <em class="jxr_javadoccomment"> * IMPLIED, INCLUDING BUT NOT LIMITED TO ANY IMPLIED WARRANTIES</em>
-<a class="jxr_linenumber" name="78" href="#78">78</a> <em class="jxr_javadoccomment"> * OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, TITLE</em>
-<a class="jxr_linenumber" name="79" href="#79">79</a> <em class="jxr_javadoccomment"> * OR NON-INFRINGEMENT, (2) DO NOT ASSUME ANY LEGAL LIABILITY</em>
-<a class="jxr_linenumber" name="80" href="#80">80</a> <em class="jxr_javadoccomment"> * OR RESPONSIBILITY FOR THE ACCURACY, COMPLETENESS, OR</em>
-<a class="jxr_linenumber" name="81" href="#81">81</a> <em class="jxr_javadoccomment"> * USEFULNESS OF THE SOFTWARE, (3) DO NOT REPRESENT THAT USE OF</em>
-<a class="jxr_linenumber" name="82" href="#82">82</a> <em class="jxr_javadoccomment"> * THE SOFTWARE WOULD NOT INFRINGE PRIVATELY OWNED RIGHTS, (4)</em>
-<a class="jxr_linenumber" name="83" href="#83">83</a> <em class="jxr_javadoccomment"> * DO NOT WARRANT THAT THE SOFTWARE WILL FUNCTION</em>
-<a class="jxr_linenumber" name="84" href="#84">84</a> <em class="jxr_javadoccomment"> * UNINTERRUPTED, THAT IT IS ERROR-FREE OR THAT ANY ERRORS WILL</em>
-<a class="jxr_linenumber" name="85" href="#85">85</a> <em class="jxr_javadoccomment"> * BE CORRECTED.</strong></li></em>
-<a class="jxr_linenumber" name="86" href="#86">86</a> <em class="jxr_javadoccomment"> * <li><strong>LIMITATION OF LIABILITY. IN NO EVENT WILL THE COPYRIGHT</em>
-<a class="jxr_linenumber" name="87" href="#87">87</a> <em class="jxr_javadoccomment"> * HOLDER, THE UNITED STATES, THE UNITED STATES DEPARTMENT OF</em>
-<a class="jxr_linenumber" name="88" href="#88">88</a> <em class="jxr_javadoccomment"> * ENERGY, OR THEIR EMPLOYEES: BE LIABLE FOR ANY INDIRECT,</em>
-<a class="jxr_linenumber" name="89" href="#89">89</a> <em class="jxr_javadoccomment"> * INCIDENTAL, CONSEQUENTIAL, SPECIAL OR PUNITIVE DAMAGES OF</em>
-<a class="jxr_linenumber" name="90" href="#90">90</a> <em class="jxr_javadoccomment"> * ANY KIND OR NATURE, INCLUDING BUT NOT LIMITED TO LOSS OF</em>
-<a class="jxr_linenumber" name="91" href="#91">91</a> <em class="jxr_javadoccomment"> * PROFITS OR LOSS OF DATA, FOR ANY REASON WHATSOEVER, WHETHER</em>
-<a class="jxr_linenumber" name="92" href="#92">92</a> <em class="jxr_javadoccomment"> * SUCH LIABILITY IS ASSERTED ON THE BASIS OF CONTRACT, TORT</em>
-<a class="jxr_linenumber" name="93" href="#93">93</a> <em class="jxr_javadoccomment"> * (INCLUDING NEGLIGENCE OR STRICT LIABILITY), OR OTHERWISE,</em>
-<a class="jxr_linenumber" name="94" href="#94">94</a> <em class="jxr_javadoccomment"> * EVEN IF ANY OF SAID PARTIES HAS BEEN WARNED OF THE</em>
-<a class="jxr_linenumber" name="95" href="#95">95</a> <em class="jxr_javadoccomment"> * POSSIBILITY OF SUCH LOSS OR DAMAGES.</strong></li></em>
-<a class="jxr_linenumber" name="96" href="#96">96</a> <em class="jxr_javadoccomment"> * <ol></td></tr></em>
-<a class="jxr_linenumber" name="97" href="#97">97</a> <em class="jxr_javadoccomment"> * </table></em>
-<a class="jxr_linenumber" name="98" href="#98">98</a>
-<a class="jxr_linenumber" name="99" href="#99">99</a> <em class="jxr_javadoccomment"> * @author Argonne National Laboratory. MINPACK project. March 1980 (original fortran minpack tests)</em>
-<a class="jxr_linenumber" name="100" href="#100">100</a> <em class="jxr_javadoccomment"> * @author Burton S. Garbow (original fortran minpack tests)</em>
-<a class="jxr_linenumber" name="101" href="#101">101</a> <em class="jxr_javadoccomment"> * @author Kenneth E. Hillstrom (original fortran minpack tests)</em>
-<a class="jxr_linenumber" name="102" href="#102">102</a> <em class="jxr_javadoccomment"> * @author Jorge J. More (original fortran minpack tests)</em>
-<a class="jxr_linenumber" name="103" href="#103">103</a> <em class="jxr_javadoccomment"> * @author Luc Maisonobe (non-minpack tests and minpack tests Java translation)</em>
-<a class="jxr_linenumber" name="104" href="#104">104</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="105" href="#105">105</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html">LevenbergMarquardtOptimizerTest</a>
-<a class="jxr_linenumber" name="106" href="#106">106</a> <strong class="jxr_keyword">extends</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/AbstractLeastSquaresOptimizerAbstractTest.html">AbstractLeastSquaresOptimizerAbstractTest</a> {
-<a class="jxr_linenumber" name="107" href="#107">107</a> @Override
-<a class="jxr_linenumber" name="108" href="#108">108</a> <strong class="jxr_keyword">public</strong> AbstractLeastSquaresOptimizer createOptimizer() {
-<a class="jxr_linenumber" name="109" href="#109">109</a> <strong class="jxr_keyword">return</strong> <strong class="jxr_keyword">new</strong> LevenbergMarquardtOptimizer();
-<a class="jxr_linenumber" name="110" href="#110">110</a> }
-<a class="jxr_linenumber" name="111" href="#111">111</a>
-<a class="jxr_linenumber" name="112" href="#112">112</a> @Override
-<a class="jxr_linenumber" name="113" href="#113">113</a> @Test(expected=SingularMatrixException.<strong class="jxr_keyword">class</strong>)
-<a class="jxr_linenumber" name="114" href="#114">114</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testNonInvertible() {
-<a class="jxr_linenumber" name="115" href="#115">115</a> <em class="jxr_comment">/*</em>
-<a class="jxr_linenumber" name="116" href="#116">116</a> <em class="jxr_comment"> * Overrides the method from parent class, since the default singularity</em>
-<a class="jxr_linenumber" name="117" href="#117">117</a> <em class="jxr_comment"> * threshold (1e-14) does not trigger the expected exception.</em>
-<a class="jxr_linenumber" name="118" href="#118">118</a> <em class="jxr_comment"> */</em>
-<a class="jxr_linenumber" name="119" href="#119">119</a> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/MultiStartMultivariateVectorOptimizerTest.html">LinearProblem</a> problem = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/MultiStartMultivariateVectorOptimizerTest.html">LinearProblem</a>(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[][] {
-<a class="jxr_linenumber" name="120" href="#120">120</a> { 1, 2, -3 },
-<a class="jxr_linenumber" name="121" href="#121">121</a> { 2, 1, 3 },
-<a class="jxr_linenumber" name="122" href="#122">122</a> { -3, 0, -9 }
-<a class="jxr_linenumber" name="123" href="#123">123</a> }, <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 1, 1, 1 });
-<a class="jxr_linenumber" name="124" href="#124">124</a>
-<a class="jxr_linenumber" name="125" href="#125">125</a> AbstractLeastSquaresOptimizer optimizer = createOptimizer();
-<a class="jxr_linenumber" name="126" href="#126">126</a> PointVectorValuePair optimum
-<a class="jxr_linenumber" name="127" href="#127">127</a> = optimizer.optimize(<strong class="jxr_keyword">new</strong> MaxEval(100),
-<a class="jxr_linenumber" name="128" href="#128">128</a> problem.getModelFunction(),
-<a class="jxr_linenumber" name="129" href="#129">129</a> problem.getModelFunctionJacobian(),
-<a class="jxr_linenumber" name="130" href="#130">130</a> problem.getTarget(),
-<a class="jxr_linenumber" name="131" href="#131">131</a> <strong class="jxr_keyword">new</strong> Weight(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 1, 1, 1 }),
-<a class="jxr_linenumber" name="132" href="#132">132</a> <strong class="jxr_keyword">new</strong> InitialGuess(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 0, 0, 0 }));
-<a class="jxr_linenumber" name="133" href="#133">133</a> Assert.assertTrue(FastMath.sqrt(optimizer.getTargetSize()) * optimizer.getRMS() > 0.6);
-<a class="jxr_linenumber" name="134" href="#134">134</a>
-<a class="jxr_linenumber" name="135" href="#135">135</a> optimizer.computeCovariances(optimum.getPoint(), 1.5e-14);
-<a class="jxr_linenumber" name="136" href="#136">136</a> }
-<a class="jxr_linenumber" name="137" href="#137">137</a>
-<a class="jxr_linenumber" name="138" href="#138">138</a> @Test
-<a class="jxr_linenumber" name="139" href="#139">139</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testControlParameters() {
-<a class="jxr_linenumber" name="140" href="#140">140</a> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/CircleVectorial.html">CircleVectorial</a> circle = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/CircleVectorial.html">CircleVectorial</a>();
-<a class="jxr_linenumber" name="141" href="#141">141</a> circle.addPoint( 30.0, 68.0);
-<a class="jxr_linenumber" name="142" href="#142">142</a> circle.addPoint( 50.0, -6.0);
-<a class="jxr_linenumber" name="143" href="#143">143</a> circle.addPoint(110.0, -20.0);
-<a class="jxr_linenumber" name="144" href="#144">144</a> circle.addPoint( 35.0, 15.0);
-<a class="jxr_linenumber" name="145" href="#145">145</a> circle.addPoint( 45.0, 97.0);
-<a class="jxr_linenumber" name="146" href="#146">146</a> checkEstimate(circle.getModelFunction(),
-<a class="jxr_linenumber" name="147" href="#147">147</a> circle.getModelFunctionJacobian(),
-<a class="jxr_linenumber" name="148" href="#148">148</a> 0.1, 10, 1.0e-14, 1.0e-16, 1.0e-10, false);
-<a class="jxr_linenumber" name="149" href="#149">149</a> checkEstimate(circle.getModelFunction(),
-<a class="jxr_linenumber" name="150" href="#150">150</a> circle.getModelFunctionJacobian(),
-<a class="jxr_linenumber" name="151" href="#151">151</a> 0.1, 10, 1.0e-15, 1.0e-17, 1.0e-10, <strong class="jxr_keyword">true</strong>);
-<a class="jxr_linenumber" name="152" href="#152">152</a> checkEstimate(circle.getModelFunction(),
-<a class="jxr_linenumber" name="153" href="#153">153</a> circle.getModelFunctionJacobian(),
-<a class="jxr_linenumber" name="154" href="#154">154</a> 0.1, 5, 1.0e-15, 1.0e-16, 1.0e-10, <strong class="jxr_keyword">true</strong>);
-<a class="jxr_linenumber" name="155" href="#155">155</a> circle.addPoint(300, -300);
-<a class="jxr_linenumber" name="156" href="#156">156</a> checkEstimate(circle.getModelFunction(),
-<a class="jxr_linenumber" name="157" href="#157">157</a> circle.getModelFunctionJacobian(),
-<a class="jxr_linenumber" name="158" href="#158">158</a> 0.1, 20, 1.0e-18, 1.0e-16, 1.0e-10, <strong class="jxr_keyword">true</strong>);
-<a class="jxr_linenumber" name="159" href="#159">159</a> }
-<a class="jxr_linenumber" name="160" href="#160">160</a>
-<a class="jxr_linenumber" name="161" href="#161">161</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">void</strong> checkEstimate(ModelFunction problem,
-<a class="jxr_linenumber" name="162" href="#162">162</a> ModelFunctionJacobian problemJacobian,
-<a class="jxr_linenumber" name="163" href="#163">163</a> <strong class="jxr_keyword">double</strong> initialStepBoundFactor, <strong class="jxr_keyword">int</strong> maxCostEval,
-<a class="jxr_linenumber" name="164" href="#164">164</a> <strong class="jxr_keyword">double</strong> costRelativeTolerance, <strong class="jxr_keyword">double</strong> parRelativeTolerance,
-<a class="jxr_linenumber" name="165" href="#165">165</a> <strong class="jxr_keyword">double</strong> orthoTolerance, <strong class="jxr_keyword">boolean</strong> shouldFail) {
-<a class="jxr_linenumber" name="166" href="#166">166</a> <strong class="jxr_keyword">try</strong> {
-<a class="jxr_linenumber" name="167" href="#167">167</a> LevenbergMarquardtOptimizer optimizer
-<a class="jxr_linenumber" name="168" href="#168">168</a> = <strong class="jxr_keyword">new</strong> LevenbergMarquardtOptimizer(initialStepBoundFactor,
-<a class="jxr_linenumber" name="169" href="#169">169</a> costRelativeTolerance,
-<a class="jxr_linenumber" name="170" href="#170">170</a> parRelativeTolerance,
-<a class="jxr_linenumber" name="171" href="#171">171</a> orthoTolerance,
-<a class="jxr_linenumber" name="172" href="#172">172</a> Precision.SAFE_MIN);
-<a class="jxr_linenumber" name="173" href="#173">173</a> optimizer.optimize(<strong class="jxr_keyword">new</strong> MaxEval(maxCostEval),
-<a class="jxr_linenumber" name="174" href="#174">174</a> problem,
-<a class="jxr_linenumber" name="175" href="#175">175</a> problemJacobian,
-<a class="jxr_linenumber" name="176" href="#176">176</a> <strong class="jxr_keyword">new</strong> Target(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 0, 0, 0, 0, 0 }),
-<a class="jxr_linenumber" name="177" href="#177">177</a> <strong class="jxr_keyword">new</strong> Weight(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 1, 1, 1, 1, 1 }),
-<a class="jxr_linenumber" name="178" href="#178">178</a> <strong class="jxr_keyword">new</strong> InitialGuess(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 98.680, 47.345 }));
-<a class="jxr_linenumber" name="179" href="#179">179</a> Assert.assertTrue(!shouldFail);
-<a class="jxr_linenumber" name="180" href="#180">180</a> } <strong class="jxr_keyword">catch</strong> (DimensionMismatchException ee) {
-<a class="jxr_linenumber" name="181" href="#181">181</a> Assert.assertTrue(shouldFail);
-<a class="jxr_linenumber" name="182" href="#182">182</a> } <strong class="jxr_keyword">catch</strong> (TooManyEvaluationsException ee) {
-<a class="jxr_linenumber" name="183" href="#183">183</a> Assert.assertTrue(shouldFail);
-<a class="jxr_linenumber" name="184" href="#184">184</a> }
-<a class="jxr_linenumber" name="185" href="#185">185</a> }
-<a class="jxr_linenumber" name="186" href="#186">186</a>
-<a class="jxr_linenumber" name="187" href="#187">187</a> <em class="jxr_javadoccomment">/**</em>
-<a class="jxr_linenumber" name="188" href="#188">188</a> <em class="jxr_javadoccomment"> * Non-linear test case: fitting of decay curve (from Chapter 8 of</em>
-<a class="jxr_linenumber" name="189" href="#189">189</a> <em class="jxr_javadoccomment"> * Bevington's textbook, "Data reduction and analysis for the physical sciences").</em>
-<a class="jxr_linenumber" name="190" href="#190">190</a> <em class="jxr_javadoccomment"> * XXX The expected ("reference") values may not be accurate and the tolerance too</em>
-<a class="jxr_linenumber" name="191" href="#191">191</a> <em class="jxr_javadoccomment"> * relaxed for this test to be currently really useful (the issue is under</em>
-<a class="jxr_linenumber" name="192" href="#192">192</a> <em class="jxr_javadoccomment"> * investigation).</em>
-<a class="jxr_linenumber" name="193" href="#193">193</a> <em class="jxr_javadoccomment"> */</em>
-<a class="jxr_linenumber" name="194" href="#194">194</a> @Test
-<a class="jxr_linenumber" name="195" href="#195">195</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testBevington() {
-<a class="jxr_linenumber" name="196" href="#196">196</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[][] dataPoints = {
-<a class="jxr_linenumber" name="197" href="#197">197</a> <em class="jxr_comment">// column 1 = times</em>
-<a class="jxr_linenumber" name="198" href="#198">198</a> { 15, 30, 45, 60, 75, 90, 105, 120, 135, 150,
-<a class="jxr_linenumber" name="199" href="#199">199</a> 165, 180, 195, 210, 225, 240, 255, 270, 285, 300,
-<a class="jxr_linenumber" name="200" href="#200">200</a> 315, 330, 345, 360, 375, 390, 405, 420, 435, 450,
-<a class="jxr_linenumber" name="201" href="#201">201</a> 465, 480, 495, 510, 525, 540, 555, 570, 585, 600,
-<a class="jxr_linenumber" name="202" href="#202">202</a> 615, 630, 645, 660, 675, 690, 705, 720, 735, 750,
-<a class="jxr_linenumber" name="203" href="#203">203</a> 765, 780, 795, 810, 825, 840, 855, 870, 885, },
-<a class="jxr_linenumber" name="204" href="#204">204</a> <em class="jxr_comment">// column 2 = measured counts</em>
-<a class="jxr_linenumber" name="205" href="#205">205</a> { 775, 479, 380, 302, 185, 157, 137, 119, 110, 89,
-<a class="jxr_linenumber" name="206" href="#206">206</a> 74, 61, 66, 68, 48, 54, 51, 46, 55, 29,
-<a class="jxr_linenumber" name="207" href="#207">207</a> 28, 37, 49, 26, 35, 29, 31, 24, 25, 35,
-<a class="jxr_linenumber" name="208" href="#208">208</a> 24, 30, 26, 28, 21, 18, 20, 27, 17, 17,
-<a class="jxr_linenumber" name="209" href="#209">209</a> 14, 17, 24, 11, 22, 17, 12, 10, 13, 16,
-<a class="jxr_linenumber" name="210" href="#210">210</a> 9, 9, 14, 21, 17, 13, 12, 18, 10, },
-<a class="jxr_linenumber" name="211" href="#211">211</a> };
-<a class="jxr_linenumber" name="212" href="#212">212</a>
-<a class="jxr_linenumber" name="213" href="#213">213</a> <strong class="jxr_keyword">final</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html">BevingtonProblem</a> problem = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html">BevingtonProblem</a>();
-<a class="jxr_linenumber" name="214" href="#214">214</a>
-<a class="jxr_linenumber" name="215" href="#215">215</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> len = dataPoints[0].length;
-<a class="jxr_linenumber" name="216" href="#216">216</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] weights = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[len];
-<a class="jxr_linenumber" name="217" href="#217">217</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < len; i++) {
-<a class="jxr_linenumber" name="218" href="#218">218</a> problem.addPoint(dataPoints[0][i],
-<a class="jxr_linenumber" name="219" href="#219">219</a> dataPoints[1][i]);
-<a class="jxr_linenumber" name="220" href="#220">220</a>
-<a class="jxr_linenumber" name="221" href="#221">221</a> weights[i] = 1 / dataPoints[1][i];
-<a class="jxr_linenumber" name="222" href="#222">222</a> }
-<a class="jxr_linenumber" name="223" href="#223">223</a>
-<a class="jxr_linenumber" name="224" href="#224">224</a> <strong class="jxr_keyword">final</strong> LevenbergMarquardtOptimizer optimizer
-<a class="jxr_linenumber" name="225" href="#225">225</a> = <strong class="jxr_keyword">new</strong> LevenbergMarquardtOptimizer();
+<a class="jxr_linenumber" name="26" href="#26">26</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.SimpleBounds;
+<a class="jxr_linenumber" name="27" href="#27">27</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.nonlinear.vector.Target;
+<a class="jxr_linenumber" name="28" href="#28">28</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.nonlinear.vector.Weight;
+<a class="jxr_linenumber" name="29" href="#29">29</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.nonlinear.vector.ModelFunction;
+<a class="jxr_linenumber" name="30" href="#30">30</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.optim.nonlinear.vector.ModelFunctionJacobian;
+<a class="jxr_linenumber" name="31" href="#31">31</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.analysis.MultivariateVectorFunction;
+<a class="jxr_linenumber" name="32" href="#32">32</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.analysis.MultivariateMatrixFunction;
+<a class="jxr_linenumber" name="33" href="#33">33</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.exception.ConvergenceException;
+<a class="jxr_linenumber" name="34" href="#34">34</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.exception.DimensionMismatchException;
+<a class="jxr_linenumber" name="35" href="#35">35</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.exception.TooManyEvaluationsException;
+<a class="jxr_linenumber" name="36" href="#36">36</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.exception.MathUnsupportedOperationException;
+<a class="jxr_linenumber" name="37" href="#37">37</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.geometry.euclidean.twod.Vector2D;
+<a class="jxr_linenumber" name="38" href="#38">38</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.linear.SingularMatrixException;
+<a class="jxr_linenumber" name="39" href="#39">39</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.util.FastMath;
+<a class="jxr_linenumber" name="40" href="#40">40</a> <strong class="jxr_keyword">import</strong> org.apache.commons.math3.util.Precision;
+<a class="jxr_linenumber" name="41" href="#41">41</a> <strong class="jxr_keyword">import</strong> org.junit.Assert;
+<a class="jxr_linenumber" name="42" href="#42">42</a> <strong class="jxr_keyword">import</strong> org.junit.Test;
+<a class="jxr_linenumber" name="43" href="#43">43</a> <strong class="jxr_keyword">import</strong> org.junit.Ignore;
+<a class="jxr_linenumber" name="44" href="#44">44</a>
+<a class="jxr_linenumber" name="45" href="#45">45</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="46" href="#46">46</a> <em class="jxr_javadoccomment"> * <p>Some of the unit tests are re-implementations of the MINPACK <a</em>
+<a class="jxr_linenumber" name="47" href="#47">47</a> <em class="jxr_javadoccomment"> * href="<a href="http://www.netlib.org/minpack/ex/file17" target="alexandria_uri">http://www.netlib.org/minpack/ex/file17</a>">file17</a> and <a</em>
+<a class="jxr_linenumber" name="48" href="#48">48</a> <em class="jxr_javadoccomment"> * href="<a href="http://www.netlib.org/minpack/ex/file22" target="alexandria_uri">http://www.netlib.org/minpack/ex/file22</a>">file22</a> test files.</em>
+<a class="jxr_linenumber" name="49" href="#49">49</a> <em class="jxr_javadoccomment"> * The redistribution policy for MINPACK is available <a</em>
+<a class="jxr_linenumber" name="50" href="#50">50</a> <em class="jxr_javadoccomment"> * href="<a href="http://www.netlib.org/minpack/disclaimer" target="alexandria_uri">http://www.netlib.org/minpack/disclaimer</a>">here</a>, for</em>
+<a class="jxr_linenumber" name="51" href="#51">51</a> <em class="jxr_javadoccomment"> * convenience, it is reproduced below.</p></em>
+<a class="jxr_linenumber" name="52" href="#52">52</a>
+<a class="jxr_linenumber" name="53" href="#53">53</a> <em class="jxr_javadoccomment"> * <table border="0" width="80%" cellpadding="10" align="center" bgcolor="#E0E0E0"></em>
+<a class="jxr_linenumber" name="54" href="#54">54</a> <em class="jxr_javadoccomment"> * <tr><td></em>
+<a class="jxr_linenumber" name="55" href="#55">55</a> <em class="jxr_javadoccomment"> * Minpack Copyright Notice (1999) University of Chicago.</em>
+<a class="jxr_linenumber" name="56" href="#56">56</a> <em class="jxr_javadoccomment"> * All rights reserved</em>
+<a class="jxr_linenumber" name="57" href="#57">57</a> <em class="jxr_javadoccomment"> * </td></tr></em>
+<a class="jxr_linenumber" name="58" href="#58">58</a> <em class="jxr_javadoccomment"> * <tr><td></em>
+<a class="jxr_linenumber" name="59" href="#59">59</a> <em class="jxr_javadoccomment"> * Redistribution and use in source and binary forms, with or without</em>
+<a class="jxr_linenumber" name="60" href="#60">60</a> <em class="jxr_javadoccomment"> * modification, are permitted provided that the following conditions</em>
+<a class="jxr_linenumber" name="61" href="#61">61</a> <em class="jxr_javadoccomment"> * are met:</em>
+<a class="jxr_linenumber" name="62" href="#62">62</a> <em class="jxr_javadoccomment"> * <ol></em>
+<a class="jxr_linenumber" name="63" href="#63">63</a> <em class="jxr_javadoccomment"> * <li>Redistributions of source code must retain the above copyright</em>
+<a class="jxr_linenumber" name="64" href="#64">64</a> <em class="jxr_javadoccomment"> * notice, this list of conditions and the following disclaimer.</li></em>
+<a class="jxr_linenumber" name="65" href="#65">65</a> <em class="jxr_javadoccomment"> * <li>Redistributions in binary form must reproduce the above</em>
+<a class="jxr_linenumber" name="66" href="#66">66</a> <em class="jxr_javadoccomment"> * copyright notice, this list of conditions and the following</em>
+<a class="jxr_linenumber" name="67" href="#67">67</a> <em class="jxr_javadoccomment"> * disclaimer in the documentation and/or other materials provided</em>
+<a class="jxr_linenumber" name="68" href="#68">68</a> <em class="jxr_javadoccomment"> * with the distribution.</li></em>
+<a class="jxr_linenumber" name="69" href="#69">69</a> <em class="jxr_javadoccomment"> * <li>The end-user documentation included with the redistribution, if any,</em>
+<a class="jxr_linenumber" name="70" href="#70">70</a> <em class="jxr_javadoccomment"> * must include the following acknowledgment:</em>
+<a class="jxr_linenumber" name="71" href="#71">71</a> <em class="jxr_javadoccomment"> * <code>This product includes software developed by the University of</em>
+<a class="jxr_linenumber" name="72" href="#72">72</a> <em class="jxr_javadoccomment"> * Chicago, as Operator of Argonne National Laboratory.</code></em>
+<a class="jxr_linenumber" name="73" href="#73">73</a> <em class="jxr_javadoccomment"> * Alternately, this acknowledgment may appear in the software itself,</em>
+<a class="jxr_linenumber" name="74" href="#74">74</a> <em class="jxr_javadoccomment"> * if and wherever such third-party acknowledgments normally appear.</li></em>
+<a class="jxr_linenumber" name="75" href="#75">75</a> <em class="jxr_javadoccomment"> * <li><strong>WARRANTY DISCLAIMER. THE SOFTWARE IS SUPPLIED "AS IS"</em>
+<a class="jxr_linenumber" name="76" href="#76">76</a> <em class="jxr_javadoccomment"> * WITHOUT WARRANTY OF ANY KIND. THE COPYRIGHT HOLDER, THE</em>
+<a class="jxr_linenumber" name="77" href="#77">77</a> <em class="jxr_javadoccomment"> * UNITED STATES, THE UNITED STATES DEPARTMENT OF ENERGY, AND</em>
+<a class="jxr_linenumber" name="78" href="#78">78</a> <em class="jxr_javadoccomment"> * THEIR EMPLOYEES: (1) DISCLAIM ANY WARRANTIES, EXPRESS OR</em>
+<a class="jxr_linenumber" name="79" href="#79">79</a> <em class="jxr_javadoccomment"> * IMPLIED, INCLUDING BUT NOT LIMITED TO ANY IMPLIED WARRANTIES</em>
+<a class="jxr_linenumber" name="80" href="#80">80</a> <em class="jxr_javadoccomment"> * OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, TITLE</em>
+<a class="jxr_linenumber" name="81" href="#81">81</a> <em class="jxr_javadoccomment"> * OR NON-INFRINGEMENT, (2) DO NOT ASSUME ANY LEGAL LIABILITY</em>
+<a class="jxr_linenumber" name="82" href="#82">82</a> <em class="jxr_javadoccomment"> * OR RESPONSIBILITY FOR THE ACCURACY, COMPLETENESS, OR</em>
+<a class="jxr_linenumber" name="83" href="#83">83</a> <em class="jxr_javadoccomment"> * USEFULNESS OF THE SOFTWARE, (3) DO NOT REPRESENT THAT USE OF</em>
+<a class="jxr_linenumber" name="84" href="#84">84</a> <em class="jxr_javadoccomment"> * THE SOFTWARE WOULD NOT INFRINGE PRIVATELY OWNED RIGHTS, (4)</em>
+<a class="jxr_linenumber" name="85" href="#85">85</a> <em class="jxr_javadoccomment"> * DO NOT WARRANT THAT THE SOFTWARE WILL FUNCTION</em>
+<a class="jxr_linenumber" name="86" href="#86">86</a> <em class="jxr_javadoccomment"> * UNINTERRUPTED, THAT IT IS ERROR-FREE OR THAT ANY ERRORS WILL</em>
+<a class="jxr_linenumber" name="87" href="#87">87</a> <em class="jxr_javadoccomment"> * BE CORRECTED.</strong></li></em>
+<a class="jxr_linenumber" name="88" href="#88">88</a> <em class="jxr_javadoccomment"> * <li><strong>LIMITATION OF LIABILITY. IN NO EVENT WILL THE COPYRIGHT</em>
+<a class="jxr_linenumber" name="89" href="#89">89</a> <em class="jxr_javadoccomment"> * HOLDER, THE UNITED STATES, THE UNITED STATES DEPARTMENT OF</em>
+<a class="jxr_linenumber" name="90" href="#90">90</a> <em class="jxr_javadoccomment"> * ENERGY, OR THEIR EMPLOYEES: BE LIABLE FOR ANY INDIRECT,</em>
+<a class="jxr_linenumber" name="91" href="#91">91</a> <em class="jxr_javadoccomment"> * INCIDENTAL, CONSEQUENTIAL, SPECIAL OR PUNITIVE DAMAGES OF</em>
+<a class="jxr_linenumber" name="92" href="#92">92</a> <em class="jxr_javadoccomment"> * ANY KIND OR NATURE, INCLUDING BUT NOT LIMITED TO LOSS OF</em>
+<a class="jxr_linenumber" name="93" href="#93">93</a> <em class="jxr_javadoccomment"> * PROFITS OR LOSS OF DATA, FOR ANY REASON WHATSOEVER, WHETHER</em>
+<a class="jxr_linenumber" name="94" href="#94">94</a> <em class="jxr_javadoccomment"> * SUCH LIABILITY IS ASSERTED ON THE BASIS OF CONTRACT, TORT</em>
+<a class="jxr_linenumber" name="95" href="#95">95</a> <em class="jxr_javadoccomment"> * (INCLUDING NEGLIGENCE OR STRICT LIABILITY), OR OTHERWISE,</em>
+<a class="jxr_linenumber" name="96" href="#96">96</a> <em class="jxr_javadoccomment"> * EVEN IF ANY OF SAID PARTIES HAS BEEN WARNED OF THE</em>
+<a class="jxr_linenumber" name="97" href="#97">97</a> <em class="jxr_javadoccomment"> * POSSIBILITY OF SUCH LOSS OR DAMAGES.</strong></li></em>
+<a class="jxr_linenumber" name="98" href="#98">98</a> <em class="jxr_javadoccomment"> * <ol></td></tr></em>
+<a class="jxr_linenumber" name="99" href="#99">99</a> <em class="jxr_javadoccomment"> * </table></em>
+<a class="jxr_linenumber" name="100" href="#100">100</a>
+<a class="jxr_linenumber" name="101" href="#101">101</a> <em class="jxr_javadoccomment"> * @author Argonne National Laboratory. MINPACK project. March 1980 (original fortran minpack tests)</em>
+<a class="jxr_linenumber" name="102" href="#102">102</a> <em class="jxr_javadoccomment"> * @author Burton S. Garbow (original fortran minpack tests)</em>
+<a class="jxr_linenumber" name="103" href="#103">103</a> <em class="jxr_javadoccomment"> * @author Kenneth E. Hillstrom (original fortran minpack tests)</em>
+<a class="jxr_linenumber" name="104" href="#104">104</a> <em class="jxr_javadoccomment"> * @author Jorge J. More (original fortran minpack tests)</em>
+<a class="jxr_linenumber" name="105" href="#105">105</a> <em class="jxr_javadoccomment"> * @author Luc Maisonobe (non-minpack tests and minpack tests Java translation)</em>
+<a class="jxr_linenumber" name="106" href="#106">106</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="107" href="#107">107</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html">LevenbergMarquardtOptimizerTest</a>
+<a class="jxr_linenumber" name="108" href="#108">108</a> <strong class="jxr_keyword">extends</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/AbstractLeastSquaresOptimizerAbstractTest.html">AbstractLeastSquaresOptimizerAbstractTest</a> {
+<a class="jxr_linenumber" name="109" href="#109">109</a> @Override
+<a class="jxr_linenumber" name="110" href="#110">110</a> <strong class="jxr_keyword">public</strong> AbstractLeastSquaresOptimizer createOptimizer() {
+<a class="jxr_linenumber" name="111" href="#111">111</a> <strong class="jxr_keyword">return</strong> <strong class="jxr_keyword">new</strong> LevenbergMarquardtOptimizer();
+<a class="jxr_linenumber" name="112" href="#112">112</a> }
+<a class="jxr_linenumber" name="113" href="#113">113</a>
+<a class="jxr_linenumber" name="114" href="#114">114</a> @Test(expected=MathUnsupportedOperationException.<strong class="jxr_keyword">class</strong>)
+<a class="jxr_linenumber" name="115" href="#115">115</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testConstraintsUnsupported() {
+<a class="jxr_linenumber" name="116" href="#116">116</a> createOptimizer().optimize(<strong class="jxr_keyword">new</strong> MaxEval(100),
+<a class="jxr_linenumber" name="117" href="#117">117</a> <strong class="jxr_keyword">new</strong> Target(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 2 }),
+<a class="jxr_linenumber" name="118" href="#118">118</a> <strong class="jxr_keyword">new</strong> Weight(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 1 }),
+<a class="jxr_linenumber" name="119" href="#119">119</a> <strong class="jxr_keyword">new</strong> InitialGuess(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 1, 2 }),
+<a class="jxr_linenumber" name="120" href="#120">120</a> <strong class="jxr_keyword">new</strong> SimpleBounds(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { -10, 0 },
+<a class="jxr_linenumber" name="121" href="#121">121</a> <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 20, 30 }));
+<a class="jxr_linenumber" name="122" href="#122">122</a> }
+<a class="jxr_linenumber" name="123" href="#123">123</a>
+<a class="jxr_linenumber" name="124" href="#124">124</a> @Override
+<a class="jxr_linenumber" name="125" href="#125">125</a> @Test(expected=SingularMatrixException.<strong class="jxr_keyword">class</strong>)
+<a class="jxr_linenumber" name="126" href="#126">126</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testNonInvertible() {
+<a class="jxr_linenumber" name="127" href="#127">127</a> <em class="jxr_comment">/*</em>
+<a class="jxr_linenumber" name="128" href="#128">128</a> <em class="jxr_comment"> * Overrides the method from parent class, since the default singularity</em>
+<a class="jxr_linenumber" name="129" href="#129">129</a> <em class="jxr_comment"> * threshold (1e-14) does not trigger the expected exception.</em>
+<a class="jxr_linenumber" name="130" href="#130">130</a> <em class="jxr_comment"> */</em>
+<a class="jxr_linenumber" name="131" href="#131">131</a> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/MultiStartMultivariateVectorOptimizerTest.html">LinearProblem</a> problem = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/MultiStartMultivariateVectorOptimizerTest.html">LinearProblem</a>(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[][] {
+<a class="jxr_linenumber" name="132" href="#132">132</a> { 1, 2, -3 },
+<a class="jxr_linenumber" name="133" href="#133">133</a> { 2, 1, 3 },
+<a class="jxr_linenumber" name="134" href="#134">134</a> { -3, 0, -9 }
+<a class="jxr_linenumber" name="135" href="#135">135</a> }, <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 1, 1, 1 });
+<a class="jxr_linenumber" name="136" href="#136">136</a>
+<a class="jxr_linenumber" name="137" href="#137">137</a> AbstractLeastSquaresOptimizer optimizer = createOptimizer();
+<a class="jxr_linenumber" name="138" href="#138">138</a> PointVectorValuePair optimum
+<a class="jxr_linenumber" name="139" href="#139">139</a> = optimizer.optimize(<strong class="jxr_keyword">new</strong> MaxEval(100),
+<a class="jxr_linenumber" name="140" href="#140">140</a> problem.getModelFunction(),
+<a class="jxr_linenumber" name="141" href="#141">141</a> problem.getModelFunctionJacobian(),
+<a class="jxr_linenumber" name="142" href="#142">142</a> problem.getTarget(),
+<a class="jxr_linenumber" name="143" href="#143">143</a> <strong class="jxr_keyword">new</strong> Weight(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 1, 1, 1 }),
+<a class="jxr_linenumber" name="144" href="#144">144</a> <strong class="jxr_keyword">new</strong> InitialGuess(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 0, 0, 0 }));
+<a class="jxr_linenumber" name="145" href="#145">145</a> Assert.assertTrue(FastMath.sqrt(optimizer.getTargetSize()) * optimizer.getRMS() > 0.6);
+<a class="jxr_linenumber" name="146" href="#146">146</a>
+<a class="jxr_linenumber" name="147" href="#147">147</a> optimizer.computeCovariances(optimum.getPoint(), 1.5e-14);
+<a class="jxr_linenumber" name="148" href="#148">148</a> }
+<a class="jxr_linenumber" name="149" href="#149">149</a>
+<a class="jxr_linenumber" name="150" href="#150">150</a> @Test
+<a class="jxr_linenumber" name="151" href="#151">151</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testControlParameters() {
+<a class="jxr_linenumber" name="152" href="#152">152</a> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/CircleVectorial.html">CircleVectorial</a> circle = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/CircleVectorial.html">CircleVectorial</a>();
+<a class="jxr_linenumber" name="153" href="#153">153</a> circle.addPoint( 30.0, 68.0);
+<a class="jxr_linenumber" name="154" href="#154">154</a> circle.addPoint( 50.0, -6.0);
+<a class="jxr_linenumber" name="155" href="#155">155</a> circle.addPoint(110.0, -20.0);
+<a class="jxr_linenumber" name="156" href="#156">156</a> circle.addPoint( 35.0, 15.0);
+<a class="jxr_linenumber" name="157" href="#157">157</a> circle.addPoint( 45.0, 97.0);
+<a class="jxr_linenumber" name="158" href="#158">158</a> checkEstimate(circle.getModelFunction(),
+<a class="jxr_linenumber" name="159" href="#159">159</a> circle.getModelFunctionJacobian(),
+<a class="jxr_linenumber" name="160" href="#160">160</a> 0.1, 10, 1.0e-14, 1.0e-16, 1.0e-10, false);
+<a class="jxr_linenumber" name="161" href="#161">161</a> checkEstimate(circle.getModelFunction(),
+<a class="jxr_linenumber" name="162" href="#162">162</a> circle.getModelFunctionJacobian(),
+<a class="jxr_linenumber" name="163" href="#163">163</a> 0.1, 10, 1.0e-15, 1.0e-17, 1.0e-10, <strong class="jxr_keyword">true</strong>);
+<a class="jxr_linenumber" name="164" href="#164">164</a> checkEstimate(circle.getModelFunction(),
+<a class="jxr_linenumber" name="165" href="#165">165</a> circle.getModelFunctionJacobian(),
+<a class="jxr_linenumber" name="166" href="#166">166</a> 0.1, 5, 1.0e-15, 1.0e-16, 1.0e-10, <strong class="jxr_keyword">true</strong>);
+<a class="jxr_linenumber" name="167" href="#167">167</a> circle.addPoint(300, -300);
+<a class="jxr_linenumber" name="168" href="#168">168</a> checkEstimate(circle.getModelFunction(),
+<a class="jxr_linenumber" name="169" href="#169">169</a> circle.getModelFunctionJacobian(),
+<a class="jxr_linenumber" name="170" href="#170">170</a> 0.1, 20, 1.0e-18, 1.0e-16, 1.0e-10, <strong class="jxr_keyword">true</strong>);
+<a class="jxr_linenumber" name="171" href="#171">171</a> }
+<a class="jxr_linenumber" name="172" href="#172">172</a>
+<a class="jxr_linenumber" name="173" href="#173">173</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">void</strong> checkEstimate(ModelFunction problem,
+<a class="jxr_linenumber" name="174" href="#174">174</a> ModelFunctionJacobian problemJacobian,
+<a class="jxr_linenumber" name="175" href="#175">175</a> <strong class="jxr_keyword">double</strong> initialStepBoundFactor, <strong class="jxr_keyword">int</strong> maxCostEval,
+<a class="jxr_linenumber" name="176" href="#176">176</a> <strong class="jxr_keyword">double</strong> costRelativeTolerance, <strong class="jxr_keyword">double</strong> parRelativeTolerance,
+<a class="jxr_linenumber" name="177" href="#177">177</a> <strong class="jxr_keyword">double</strong> orthoTolerance, <strong class="jxr_keyword">boolean</strong> shouldFail) {
+<a class="jxr_linenumber" name="178" href="#178">178</a> <strong class="jxr_keyword">try</strong> {
+<a class="jxr_linenumber" name="179" href="#179">179</a> LevenbergMarquardtOptimizer optimizer
+<a class="jxr_linenumber" name="180" href="#180">180</a> = <strong class="jxr_keyword">new</strong> LevenbergMarquardtOptimizer(initialStepBoundFactor,
+<a class="jxr_linenumber" name="181" href="#181">181</a> costRelativeTolerance,
+<a class="jxr_linenumber" name="182" href="#182">182</a> parRelativeTolerance,
+<a class="jxr_linenumber" name="183" href="#183">183</a> orthoTolerance,
+<a class="jxr_linenumber" name="184" href="#184">184</a> Precision.SAFE_MIN);
+<a class="jxr_linenumber" name="185" href="#185">185</a> optimizer.optimize(<strong class="jxr_keyword">new</strong> MaxEval(maxCostEval),
+<a class="jxr_linenumber" name="186" href="#186">186</a> problem,
+<a class="jxr_linenumber" name="187" href="#187">187</a> problemJacobian,
+<a class="jxr_linenumber" name="188" href="#188">188</a> <strong class="jxr_keyword">new</strong> Target(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 0, 0, 0, 0, 0 }),
+<a class="jxr_linenumber" name="189" href="#189">189</a> <strong class="jxr_keyword">new</strong> Weight(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 1, 1, 1, 1, 1 }),
+<a class="jxr_linenumber" name="190" href="#190">190</a> <strong class="jxr_keyword">new</strong> InitialGuess(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 98.680, 47.345 }));
+<a class="jxr_linenumber" name="191" href="#191">191</a> Assert.assertTrue(!shouldFail);
+<a class="jxr_linenumber" name="192" href="#192">192</a> } <strong class="jxr_keyword">catch</strong> (DimensionMismatchException ee) {
+<a class="jxr_linenumber" name="193" href="#193">193</a> Assert.assertTrue(shouldFail);
+<a class="jxr_linenumber" name="194" href="#194">194</a> } <strong class="jxr_keyword">catch</strong> (TooManyEvaluationsException ee) {
+<a class="jxr_linenumber" name="195" href="#195">195</a> Assert.assertTrue(shouldFail);
+<a class="jxr_linenumber" name="196" href="#196">196</a> }
+<a class="jxr_linenumber" name="197" href="#197">197</a> }
+<a class="jxr_linenumber" name="198" href="#198">198</a>
+<a class="jxr_linenumber" name="199" href="#199">199</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="200" href="#200">200</a> <em class="jxr_javadoccomment"> * Non-linear test case: fitting of decay curve (from Chapter 8 of</em>
+<a class="jxr_linenumber" name="201" href="#201">201</a> <em class="jxr_javadoccomment"> * Bevington's textbook, "Data reduction and analysis for the physical sciences").</em>
+<a class="jxr_linenumber" name="202" href="#202">202</a> <em class="jxr_javadoccomment"> * XXX The expected ("reference") values may not be accurate and the tolerance too</em>
+<a class="jxr_linenumber" name="203" href="#203">203</a> <em class="jxr_javadoccomment"> * relaxed for this test to be currently really useful (the issue is under</em>
+<a class="jxr_linenumber" name="204" href="#204">204</a> <em class="jxr_javadoccomment"> * investigation).</em>
+<a class="jxr_linenumber" name="205" href="#205">205</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="206" href="#206">206</a> @Test
+<a class="jxr_linenumber" name="207" href="#207">207</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testBevington() {
+<a class="jxr_linenumber" name="208" href="#208">208</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[][] dataPoints = {
+<a class="jxr_linenumber" name="209" href="#209">209</a> <em class="jxr_comment">// column 1 = times</em>
+<a class="jxr_linenumber" name="210" href="#210">210</a> { 15, 30, 45, 60, 75, 90, 105, 120, 135, 150,
+<a class="jxr_linenumber" name="211" href="#211">211</a> 165, 180, 195, 210, 225, 240, 255, 270, 285, 300,
+<a class="jxr_linenumber" name="212" href="#212">212</a> 315, 330, 345, 360, 375, 390, 405, 420, 435, 450,
+<a class="jxr_linenumber" name="213" href="#213">213</a> 465, 480, 495, 510, 525, 540, 555, 570, 585, 600,
+<a class="jxr_linenumber" name="214" href="#214">214</a> 615, 630, 645, 660, 675, 690, 705, 720, 735, 750,
+<a class="jxr_linenumber" name="215" href="#215">215</a> 765, 780, 795, 810, 825, 840, 855, 870, 885, },
+<a class="jxr_linenumber" name="216" href="#216">216</a> <em class="jxr_comment">// column 2 = measured counts</em>
+<a class="jxr_linenumber" name="217" href="#217">217</a> { 775, 479, 380, 302, 185, 157, 137, 119, 110, 89,
+<a class="jxr_linenumber" name="218" href="#218">218</a> 74, 61, 66, 68, 48, 54, 51, 46, 55, 29,
+<a class="jxr_linenumber" name="219" href="#219">219</a> 28, 37, 49, 26, 35, 29, 31, 24, 25, 35,
+<a class="jxr_linenumber" name="220" href="#220">220</a> 24, 30, 26, 28, 21, 18, 20, 27, 17, 17,
+<a class="jxr_linenumber" name="221" href="#221">221</a> 14, 17, 24, 11, 22, 17, 12, 10, 13, 16,
+<a class="jxr_linenumber" name="222" href="#222">222</a> 9, 9, 14, 21, 17, 13, 12, 18, 10, },
+<a class="jxr_linenumber" name="223" href="#223">223</a> };
+<a class="jxr_linenumber" name="224" href="#224">224</a>
+<a class="jxr_linenumber" name="225" href="#225">225</a> <strong class="jxr_keyword">final</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html">BevingtonProblem</a> problem = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html">BevingtonProblem</a>();
<a class="jxr_linenumber" name="226" href="#226">226</a>
-<a class="jxr_linenumber" name="227" href="#227">227</a> <strong class="jxr_keyword">final</strong> PointVectorValuePair optimum
-<a class="jxr_linenumber" name="228" href="#228">228</a> = optimizer.optimize(<strong class="jxr_keyword">new</strong> MaxEval(100),
-<a class="jxr_linenumber" name="229" href="#229">229</a> problem.getModelFunction(),
-<a class="jxr_linenumber" name="230" href="#230">230</a> problem.getModelFunctionJacobian(),
-<a class="jxr_linenumber" name="231" href="#231">231</a> <strong class="jxr_keyword">new</strong> Target(dataPoints[1]),
-<a class="jxr_linenumber" name="232" href="#232">232</a> <strong class="jxr_keyword">new</strong> Weight(weights),
-<a class="jxr_linenumber" name="233" href="#233">233</a> <strong class="jxr_keyword">new</strong> InitialGuess(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 10, 900, 80, 27, 225 }));
-<a class="jxr_linenumber" name="234" href="#234">234</a>
-<a class="jxr_linenumber" name="235" href="#235">235</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] solution = optimum.getPoint();
-<a class="jxr_linenumber" name="236" href="#236">236</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] expectedSolution = { 10.4, 958.3, 131.4, 33.9, 205.0 };
-<a class="jxr_linenumber" name="237" href="#237">237</a>
-<a class="jxr_linenumber" name="238" href="#238">238</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[][] covarMatrix = optimizer.computeCovariances(solution, 1e-14);
-<a class="jxr_linenumber" name="239" href="#239">239</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[][] expectedCovarMatrix = {
-<a class="jxr_linenumber" name="240" href="#240">240</a> { 3.38, -3.69, 27.98, -2.34, -49.24 },
-<a class="jxr_linenumber" name="241" href="#241">241</a> { -3.69, 2492.26, 81.89, -69.21, -8.9 },
-<a class="jxr_linenumber" name="242" href="#242">242</a> { 27.98, 81.89, 468.99, -44.22, -615.44 },
-<a class="jxr_linenumber" name="243" href="#243">243</a> { -2.34, -69.21, -44.22, 6.39, 53.80 },
-<a class="jxr_linenumber" name="244" href="#244">244</a> { -49.24, -8.9, -615.44, 53.8, 929.45 }
-<a class="jxr_linenumber" name="245" href="#245">245</a> };
+<a class="jxr_linenumber" name="227" href="#227">227</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> len = dataPoints[0].length;
+<a class="jxr_linenumber" name="228" href="#228">228</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] weights = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[len];
+<a class="jxr_linenumber" name="229" href="#229">229</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < len; i++) {
+<a class="jxr_linenumber" name="230" href="#230">230</a> problem.addPoint(dataPoints[0][i],
+<a class="jxr_linenumber" name="231" href="#231">231</a> dataPoints[1][i]);
+<a class="jxr_linenumber" name="232" href="#232">232</a>
+<a class="jxr_linenumber" name="233" href="#233">233</a> weights[i] = 1 / dataPoints[1][i];
+<a class="jxr_linenumber" name="234" href="#234">234</a> }
+<a class="jxr_linenumber" name="235" href="#235">235</a>
+<a class="jxr_linenumber" name="236" href="#236">236</a> <strong class="jxr_keyword">final</strong> LevenbergMarquardtOptimizer optimizer
+<a class="jxr_linenumber" name="237" href="#237">237</a> = <strong class="jxr_keyword">new</strong> LevenbergMarquardtOptimizer();
+<a class="jxr_linenumber" name="238" href="#238">238</a>
+<a class="jxr_linenumber" name="239" href="#239">239</a> <strong class="jxr_keyword">final</strong> PointVectorValuePair optimum
+<a class="jxr_linenumber" name="240" href="#240">240</a> = optimizer.optimize(<strong class="jxr_keyword">new</strong> MaxEval(100),
+<a class="jxr_linenumber" name="241" href="#241">241</a> problem.getModelFunction(),
+<a class="jxr_linenumber" name="242" href="#242">242</a> problem.getModelFunctionJacobian(),
+<a class="jxr_linenumber" name="243" href="#243">243</a> <strong class="jxr_keyword">new</strong> Target(dataPoints[1]),
+<a class="jxr_linenumber" name="244" href="#244">244</a> <strong class="jxr_keyword">new</strong> Weight(weights),
+<a class="jxr_linenumber" name="245" href="#245">245</a> <strong class="jxr_keyword">new</strong> InitialGuess(<strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[] { 10, 900, 80, 27, 225 }));
<a class="jxr_linenumber" name="246" href="#246">246</a>
-<a class="jxr_linenumber" name="247" href="#247">247</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> numParams = expectedSolution.length;
-<a class="jxr_linenumber" name="248" href="#248">248</a>
-<a class="jxr_linenumber" name="249" href="#249">249</a> <em class="jxr_comment">// Check that the computed solution is within the reference error range.</em>
-<a class="jxr_linenumber" name="250" href="#250">250</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < numParams; i++) {
-<a class="jxr_linenumber" name="251" href="#251">251</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> error = FastMath.sqrt(expectedCovarMatrix[i][i]);
-<a class="jxr_linenumber" name="252" href="#252">252</a> Assert.assertEquals(<span class="jxr_string">"Parameter "</span> + i, expectedSolution[i], solution[i], error);
-<a class="jxr_linenumber" name="253" href="#253">253</a> }
-<a class="jxr_linenumber" name="254" href="#254">254</a>
-<a class="jxr_linenumber" name="255" href="#255">255</a> <em class="jxr_comment">// Check that each entry of the computed covariance matrix is within 10%</em>
-<a class="jxr_linenumber" name="256" href="#256">256</a> <em class="jxr_comment">// of the reference matrix entry.</em>
-<a class="jxr_linenumber" name="257" href="#257">257</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < numParams; i++) {
-<a class="jxr_linenumber" name="258" href="#258">258</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> j = 0; j < numParams; j++) {
-<a class="jxr_linenumber" name="259" href="#259">259</a> Assert.assertEquals(<span class="jxr_string">"Covariance matrix ["</span> + i + <span class="jxr_string">"]["</span> + j + <span class="jxr_string">"]"</span>,
-<a class="jxr_linenumber" name="260" href="#260">260</a> expectedCovarMatrix[i][j],
-<a class="jxr_linenumber" name="261" href="#261">261</a> covarMatrix[i][j],
-<a class="jxr_linenumber" name="262" href="#262">262</a> FastMath.abs(0.1 * expectedCovarMatrix[i][j]));
-<a class="jxr_linenumber" name="263" href="#263">263</a> }
-<a class="jxr_linenumber" name="264" href="#264">264</a> }
-<a class="jxr_linenumber" name="265" href="#265">265</a> }
+<a class="jxr_linenumber" name="247" href="#247">247</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] solution = optimum.getPoint();
+<a class="jxr_linenumber" name="248" href="#248">248</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] expectedSolution = { 10.4, 958.3, 131.4, 33.9, 205.0 };
+<a class="jxr_linenumber" name="249" href="#249">249</a>
+<a class="jxr_linenumber" name="250" href="#250">250</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[][] covarMatrix = optimizer.computeCovariances(solution, 1e-14);
+<a class="jxr_linenumber" name="251" href="#251">251</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[][] expectedCovarMatrix = {
+<a class="jxr_linenumber" name="252" href="#252">252</a> { 3.38, -3.69, 27.98, -2.34, -49.24 },
+<a class="jxr_linenumber" name="253" href="#253">253</a> { -3.69, 2492.26, 81.89, -69.21, -8.9 },
+<a class="jxr_linenumber" name="254" href="#254">254</a> { 27.98, 81.89, 468.99, -44.22, -615.44 },
+<a class="jxr_linenumber" name="255" href="#255">255</a> { -2.34, -69.21, -44.22, 6.39, 53.80 },
+<a class="jxr_linenumber" name="256" href="#256">256</a> { -49.24, -8.9, -615.44, 53.8, 929.45 }
+<a class="jxr_linenumber" name="257" href="#257">257</a> };
+<a class="jxr_linenumber" name="258" href="#258">258</a>
+<a class="jxr_linenumber" name="259" href="#259">259</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> numParams = expectedSolution.length;
+<a class="jxr_linenumber" name="260" href="#260">260</a>
+<a class="jxr_linenumber" name="261" href="#261">261</a> <em class="jxr_comment">// Check that the computed solution is within the reference error range.</em>
+<a class="jxr_linenumber" name="262" href="#262">262</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < numParams; i++) {
+<a class="jxr_linenumber" name="263" href="#263">263</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> error = FastMath.sqrt(expectedCovarMatrix[i][i]);
+<a class="jxr_linenumber" name="264" href="#264">264</a> Assert.assertEquals(<span class="jxr_string">"Parameter "</span> + i, expectedSolution[i], solution[i], error);
+<a class="jxr_linenumber" name="265" href="#265">265</a> }
<a class="jxr_linenumber" name="266" href="#266">266</a>
-<a class="jxr_linenumber" name="267" href="#267">267</a> @Test
-<a class="jxr_linenumber" name="268" href="#268">268</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testCircleFitting2() {
-<a class="jxr_linenumber" name="269" href="#269">269</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> xCenter = 123.456;
-<a class="jxr_linenumber" name="270" href="#270">270</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> yCenter = 654.321;
-<a class="jxr_linenumber" name="271" href="#271">271</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> xSigma = 10;
-<a class="jxr_linenumber" name="272" href="#272">272</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> ySigma = 15;
-<a class="jxr_linenumber" name="273" href="#273">273</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> radius = 111.111;
-<a class="jxr_linenumber" name="274" href="#274">274</a> <em class="jxr_comment">// The test is extremely sensitive to the seed.</em>
-<a class="jxr_linenumber" name="275" href="#275">275</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">long</strong> seed = 59421061L;
-<a class="jxr_linenumber" name="276" href="#276">276</a> <strong class="jxr_keyword">final</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/RandomCirclePointGenerator.html">RandomCirclePointGenerator</a> factory
-<a class="jxr_linenumber" name="277" href="#277">277</a> = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/RandomCirclePointGenerator.html">RandomCirclePointGenerator</a>(xCenter, yCenter, radius,
-<a class="jxr_linenumber" name="278" href="#278">278</a> xSigma, ySigma,
-<a class="jxr_linenumber" name="279" href="#279">279</a> seed);
-<a class="jxr_linenumber" name="280" href="#280">280</a> <strong class="jxr_keyword">final</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/CircleProblem.html">CircleProblem</a> circle = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/CircleProblem.html">CircleProblem</a>(xSigma, ySigma);
-<a class="jxr_linenumber" name="281" href="#281">281</a>
-<a class="jxr_linenumber" name="282" href="#282">282</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> numPoints = 10;
-<a class="jxr_linenumber" name="283" href="#283">283</a> <strong class="jxr_keyword">for</strong> (Vector2D p : factory.generate(numPoints)) {
-<a class="jxr_linenumber" name="284" href="#284">284</a> circle.addPoint(p.getX(), p.getY());
-<a class="jxr_linenumber" name="285" href="#285">285</a> }
-<a class="jxr_linenumber" name="286" href="#286">286</a>
-<a class="jxr_linenumber" name="287" href="#287">287</a> <em class="jxr_comment">// First guess for the center's coordinates and radius.</em>
-<a class="jxr_linenumber" name="288" href="#288">288</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] init = { 90, 659, 115 };
-<a class="jxr_linenumber" name="289" href="#289">289</a>
-<a class="jxr_linenumber" name="290" href="#290">290</a> <strong class="jxr_keyword">final</strong> LevenbergMarquardtOptimizer optimizer
-<a class="jxr_linenumber" name="291" href="#291">291</a> = <strong class="jxr_keyword">new</strong> LevenbergMarquardtOptimizer();
-<a class="jxr_linenumber" name="292" href="#292">292</a> <strong class="jxr_keyword">final</strong> PointVectorValuePair optimum = optimizer.optimize(<strong class="jxr_keyword">new</strong> MaxEval(100),
-<a class="jxr_linenumber" name="293" href="#293">293</a> circle.getModelFunction(),
-<a class="jxr_linenumber" name="294" href="#294">294</a> circle.getModelFunctionJacobian(),
-<a class="jxr_linenumber" name="295" href="#295">295</a> <strong class="jxr_keyword">new</strong> Target(circle.target()),
-<a class="jxr_linenumber" name="296" href="#296">296</a> <strong class="jxr_keyword">new</strong> Weight(circle.weight()),
-<a class="jxr_linenumber" name="297" href="#297">297</a> <strong class="jxr_keyword">new</strong> InitialGuess(init));
+<a class="jxr_linenumber" name="267" href="#267">267</a> <em class="jxr_comment">// Check that each entry of the computed covariance matrix is within 10%</em>
+<a class="jxr_linenumber" name="268" href="#268">268</a> <em class="jxr_comment">// of the reference matrix entry.</em>
+<a class="jxr_linenumber" name="269" href="#269">269</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < numParams; i++) {
+<a class="jxr_linenumber" name="270" href="#270">270</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> j = 0; j < numParams; j++) {
+<a class="jxr_linenumber" name="271" href="#271">271</a> Assert.assertEquals(<span class="jxr_string">"Covariance matrix ["</span> + i + <span class="jxr_string">"]["</span> + j + <span class="jxr_string">"]"</span>,
+<a class="jxr_linenumber" name="272" href="#272">272</a> expectedCovarMatrix[i][j],
+<a class="jxr_linenumber" name="273" href="#273">273</a> covarMatrix[i][j],
+<a class="jxr_linenumber" name="274" href="#274">274</a> FastMath.abs(0.1 * expectedCovarMatrix[i][j]));
+<a class="jxr_linenumber" name="275" href="#275">275</a> }
+<a class="jxr_linenumber" name="276" href="#276">276</a> }
+<a class="jxr_linenumber" name="277" href="#277">277</a> }
+<a class="jxr_linenumber" name="278" href="#278">278</a>
+<a class="jxr_linenumber" name="279" href="#279">279</a> @Test
+<a class="jxr_linenumber" name="280" href="#280">280</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> testCircleFitting2() {
+<a class="jxr_linenumber" name="281" href="#281">281</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> xCenter = 123.456;
+<a class="jxr_linenumber" name="282" href="#282">282</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> yCenter = 654.321;
+<a class="jxr_linenumber" name="283" href="#283">283</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> xSigma = 10;
+<a class="jxr_linenumber" name="284" href="#284">284</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> ySigma = 15;
+<a class="jxr_linenumber" name="285" href="#285">285</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> radius = 111.111;
+<a class="jxr_linenumber" name="286" href="#286">286</a> <em class="jxr_comment">// The test is extremely sensitive to the seed.</em>
+<a class="jxr_linenumber" name="287" href="#287">287</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">long</strong> seed = 59421061L;
+<a class="jxr_linenumber" name="288" href="#288">288</a> <strong class="jxr_keyword">final</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/RandomCirclePointGenerator.html">RandomCirclePointGenerator</a> factory
+<a class="jxr_linenumber" name="289" href="#289">289</a> = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/RandomCirclePointGenerator.html">RandomCirclePointGenerator</a>(xCenter, yCenter, radius,
+<a class="jxr_linenumber" name="290" href="#290">290</a> xSigma, ySigma,
+<a class="jxr_linenumber" name="291" href="#291">291</a> seed);
+<a class="jxr_linenumber" name="292" href="#292">292</a> <strong class="jxr_keyword">final</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/CircleProblem.html">CircleProblem</a> circle = <strong class="jxr_keyword">new</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/CircleProblem.html">CircleProblem</a>(xSigma, ySigma);
+<a class="jxr_linenumber" name="293" href="#293">293</a>
+<a class="jxr_linenumber" name="294" href="#294">294</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">int</strong> numPoints = 10;
+<a class="jxr_linenumber" name="295" href="#295">295</a> <strong class="jxr_keyword">for</strong> (Vector2D p : factory.generate(numPoints)) {
+<a class="jxr_linenumber" name="296" href="#296">296</a> circle.addPoint(p.getX(), p.getY());
+<a class="jxr_linenumber" name="297" href="#297">297</a> }
<a class="jxr_linenumber" name="298" href="#298">298</a>
-<a class="jxr_linenumber" name="299" href="#299">299</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] paramFound = optimum.getPoint();
-<a class="jxr_linenumber" name="300" href="#300">300</a>
-<a class="jxr_linenumber" name="301" href="#301">301</a> <em class="jxr_comment">// Retrieve errors estimation.</em>
-<a class="jxr_linenumber" name="302" href="#302">302</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] asymptoticStandardErrorFound = optimizer.computeSigma(paramFound, 1e-14);
-<a class="jxr_linenumber" name="303" href="#303">303</a>
-<a class="jxr_linenumber" name="304" href="#304">304</a> <em class="jxr_comment">// Check that the parameters are found within the assumed error bars.</em>
-<a class="jxr_linenumber" name="305" href="#305">305</a> Assert.assertEquals(xCenter, paramFound[0], asymptoticStandardErrorFound[0]);
-<a class="jxr_linenumber" name="306" href="#306">306</a> Assert.assertEquals(yCenter, paramFound[1], asymptoticStandardErrorFound[1]);
-<a class="jxr_linenumber" name="307" href="#307">307</a> Assert.assertEquals(radius, paramFound[2], asymptoticStandardErrorFound[2]);
-<a class="jxr_linenumber" name="308" href="#308">308</a> }
-<a class="jxr_linenumber" name="309" href="#309">309</a>
-<a class="jxr_linenumber" name="310" href="#310">310</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html">QuadraticProblem</a> {
-<a class="jxr_linenumber" name="311" href="#311">311</a> <strong class="jxr_keyword">private</strong> List<Double> x;
-<a class="jxr_linenumber" name="312" href="#312">312</a> <strong class="jxr_keyword">private</strong> List<Double> y;
-<a class="jxr_linenumber" name="313" href="#313">313</a>
-<a class="jxr_linenumber" name="314" href="#314">314</a> <strong class="jxr_keyword">public</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html">QuadraticProblem</a>() {
-<a class="jxr_linenumber" name="315" href="#315">315</a> x = <strong class="jxr_keyword">new</strong> ArrayList<Double>();
-<a class="jxr_linenumber" name="316" href="#316">316</a> y = <strong class="jxr_keyword">new</strong> ArrayList<Double>();
-<a class="jxr_linenumber" name="317" href="#317">317</a> }
-<a class="jxr_linenumber" name="318" href="#318">318</a>
-<a class="jxr_linenumber" name="319" href="#319">319</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> addPoint(<strong class="jxr_keyword">double</strong> x, <strong class="jxr_keyword">double</strong> y) {
-<a class="jxr_linenumber" name="320" href="#320">320</a> <strong class="jxr_keyword">this</strong>.x.add(x);
-<a class="jxr_linenumber" name="321" href="#321">321</a> <strong class="jxr_keyword">this</strong>.y.add(y);
-<a class="jxr_linenumber" name="322" href="#322">322</a> }
-<a class="jxr_linenumber" name="323" href="#323">323</a>
-<a class="jxr_linenumber" name="324" href="#324">324</a> <strong class="jxr_keyword">public</strong> ModelFunction getModelFunction() {
-<a class="jxr_linenumber" name="325" href="#325">325</a> <strong class="jxr_keyword">return</strong> <strong class="jxr_keyword">new</strong> ModelFunction(<strong class="jxr_keyword">new</strong> MultivariateVectorFunction() {
-<a class="jxr_linenumber" name="326" href="#326">326</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong>[] value(<strong class="jxr_keyword">double</strong>[] variables) {
-<a class="jxr_linenumber" name="327" href="#327">327</a> <strong class="jxr_keyword">double</strong>[] values = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[x.size()];
-<a class="jxr_linenumber" name="328" href="#328">328</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < values.length; ++i) {
-<a class="jxr_linenumber" name="329" href="#329">329</a> values[i] = (variables[0] * x.get(i) + variables[1]) * x.get(i) + variables[2];
-<a class="jxr_linenumber" name="330" href="#330">330</a> }
-<a class="jxr_linenumber" name="331" href="#331">331</a> <strong class="jxr_keyword">return</strong> values;
-<a class="jxr_linenumber" name="332" href="#332">332</a> }
-<a class="jxr_linenumber" name="333" href="#333">333</a> });
+<a class="jxr_linenumber" name="299" href="#299">299</a> <em class="jxr_comment">// First guess for the center's coordinates and radius.</em>
+<a class="jxr_linenumber" name="300" href="#300">300</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] init = { 90, 659, 115 };
+<a class="jxr_linenumber" name="301" href="#301">301</a>
+<a class="jxr_linenumber" name="302" href="#302">302</a> <strong class="jxr_keyword">final</strong> LevenbergMarquardtOptimizer optimizer
+<a class="jxr_linenumber" name="303" href="#303">303</a> = <strong class="jxr_keyword">new</strong> LevenbergMarquardtOptimizer();
+<a class="jxr_linenumber" name="304" href="#304">304</a> <strong class="jxr_keyword">final</strong> PointVectorValuePair optimum = optimizer.optimize(<strong class="jxr_keyword">new</strong> MaxEval(100),
+<a class="jxr_linenumber" name="305" href="#305">305</a> circle.getModelFunction(),
+<a class="jxr_linenumber" name="306" href="#306">306</a> circle.getModelFunctionJacobian(),
+<a class="jxr_linenumber" name="307" href="#307">307</a> <strong class="jxr_keyword">new</strong> Target(circle.target()),
+<a class="jxr_linenumber" name="308" href="#308">308</a> <strong class="jxr_keyword">new</strong> Weight(circle.weight()),
+<a class="jxr_linenumber" name="309" href="#309">309</a> <strong class="jxr_keyword">new</strong> InitialGuess(init));
+<a class="jxr_linenumber" name="310" href="#310">310</a>
+<a class="jxr_linenumber" name="311" href="#311">311</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] paramFound = optimum.getPoint();
+<a class="jxr_linenumber" name="312" href="#312">312</a>
+<a class="jxr_linenumber" name="313" href="#313">313</a> <em class="jxr_comment">// Retrieve errors estimation.</em>
+<a class="jxr_linenumber" name="314" href="#314">314</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong>[] asymptoticStandardErrorFound = optimizer.computeSigma(paramFound, 1e-14);
+<a class="jxr_linenumber" name="315" href="#315">315</a>
+<a class="jxr_linenumber" name="316" href="#316">316</a> <em class="jxr_comment">// Check that the parameters are found within the assumed error bars.</em>
+<a class="jxr_linenumber" name="317" href="#317">317</a> Assert.assertEquals(xCenter, paramFound[0], asymptoticStandardErrorFound[0]);
+<a class="jxr_linenumber" name="318" href="#318">318</a> Assert.assertEquals(yCenter, paramFound[1], asymptoticStandardErrorFound[1]);
+<a class="jxr_linenumber" name="319" href="#319">319</a> Assert.assertEquals(radius, paramFound[2], asymptoticStandardErrorFound[2]);
+<a class="jxr_linenumber" name="320" href="#320">320</a> }
+<a class="jxr_linenumber" name="321" href="#321">321</a>
+<a class="jxr_linenumber" name="322" href="#322">322</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html">QuadraticProblem</a> {
+<a class="jxr_linenumber" name="323" href="#323">323</a> <strong class="jxr_keyword">private</strong> List<Double> x;
+<a class="jxr_linenumber" name="324" href="#324">324</a> <strong class="jxr_keyword">private</strong> List<Double> y;
+<a class="jxr_linenumber" name="325" href="#325">325</a>
+<a class="jxr_linenumber" name="326" href="#326">326</a> <strong class="jxr_keyword">public</strong> <a href="../../../../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizerTest.html">QuadraticProblem</a>() {
+<a class="jxr_linenumber" name="327" href="#327">327</a> x = <strong class="jxr_keyword">new</strong> ArrayList<Double>();
+<a class="jxr_linenumber" name="328" href="#328">328</a> y = <strong class="jxr_keyword">new</strong> ArrayList<Double>();
+<a class="jxr_linenumber" name="329" href="#329">329</a> }
+<a class="jxr_linenumber" name="330" href="#330">330</a>
+<a class="jxr_linenumber" name="331" href="#331">331</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">void</strong> addPoint(<strong class="jxr_keyword">double</strong> x, <strong class="jxr_keyword">double</strong> y) {
+<a class="jxr_linenumber" name="332" href="#332">332</a> <strong class="jxr_keyword">this</strong>.x.add(x);
+<a class="jxr_linenumber" name="333" href="#333">333</a> <strong class="jxr_keyword">this</strong>.y.add(y);
<a class="jxr_linenumber" name="334" href="#334">334</a> }
<a class="jxr_linenumber" name="335" href="#335">335</a>
-<a class="jxr_linenumber" name="336" href="#336">336</a> <strong class="jxr_keyword">public</strong> ModelFunctionJacobian getModelFunctionJacobian() {
-<a class="jxr_linenumber" name="337" href="#337">337</a> <strong class="jxr_keyword">return</strong> <strong class="jxr_keyword">new</strong> ModelFunctionJacobian(<strong class="jxr_keyword">new</strong> MultivariateMatrixFunction() {
-<a class="jxr_linenumber" name="338" href="#338">338</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong>[][] value(<strong class="jxr_keyword">double</strong>[] params) {
-<a class="jxr_linenumber" name="339" href="#339">339</a> <strong class="jxr_keyword">double</strong>[][] jacobian = <strong class="jxr_keyword">new</strong> <strong class="jxr_keyword">double</strong>[x.size()][3];
-<a class="jxr_linenumber" name="340" href="#340">340</a> <strong class="jxr_keyword">for</strong> (<strong class="jxr_keyword">int</strong> i = 0; i < jacobian.length; ++i) {
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