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Posted to commits@commons.apache.org by lu...@apache.org on 2013/04/07 01:42:02 UTC
svn commit: r857558 [23/39] - in
/websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3:
./ analysis/ analysis/differentiation/ analysis/interpolation/ complex/
dfp/ distribution/ distribution/fitting/ ex...
Modified: websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerNelderMeadTest.html
==============================================================================
--- websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerNelderMeadTest.html (original)
+++ websites/production/commons/content/proper/commons-math/testapidocs/src-html/org/apache/commons/math3/optim/nonlinear/scalar/noderiv/SimplexOptimizerNelderMeadTest.html Sat Apr 6 23:42:01 2013
@@ -22,280 +22,308 @@
<FONT color="green">019</FONT> <a name="line.19"></a>
<FONT color="green">020</FONT> <a name="line.20"></a>
<FONT color="green">021</FONT> import org.apache.commons.math3.exception.TooManyEvaluationsException;<a name="line.21"></a>
-<FONT color="green">022</FONT> import org.apache.commons.math3.analysis.MultivariateFunction;<a name="line.22"></a>
-<FONT color="green">023</FONT> import org.apache.commons.math3.analysis.MultivariateVectorFunction;<a name="line.23"></a>
-<FONT color="green">024</FONT> import org.apache.commons.math3.linear.Array2DRowRealMatrix;<a name="line.24"></a>
-<FONT color="green">025</FONT> import org.apache.commons.math3.linear.RealMatrix;<a name="line.25"></a>
-<FONT color="green">026</FONT> import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;<a name="line.26"></a>
+<FONT color="green">022</FONT> import org.apache.commons.math3.exception.MathUnsupportedOperationException;<a name="line.22"></a>
+<FONT color="green">023</FONT> import org.apache.commons.math3.analysis.MultivariateFunction;<a name="line.23"></a>
+<FONT color="green">024</FONT> import org.apache.commons.math3.analysis.MultivariateVectorFunction;<a name="line.24"></a>
+<FONT color="green">025</FONT> import org.apache.commons.math3.linear.Array2DRowRealMatrix;<a name="line.25"></a>
+<FONT color="green">026</FONT> import org.apache.commons.math3.linear.RealMatrix;<a name="line.26"></a>
<FONT color="green">027</FONT> import org.apache.commons.math3.optim.InitialGuess;<a name="line.27"></a>
<FONT color="green">028</FONT> import org.apache.commons.math3.optim.MaxEval;<a name="line.28"></a>
-<FONT color="green">029</FONT> import org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction;<a name="line.29"></a>
+<FONT color="green">029</FONT> import org.apache.commons.math3.optim.SimpleBounds;<a name="line.29"></a>
<FONT color="green">030</FONT> import org.apache.commons.math3.optim.PointValuePair;<a name="line.30"></a>
-<FONT color="green">031</FONT> import org.apache.commons.math3.optim.nonlinear.scalar.LeastSquaresConverter;<a name="line.31"></a>
-<FONT color="green">032</FONT> import org.apache.commons.math3.util.FastMath;<a name="line.32"></a>
-<FONT color="green">033</FONT> import org.junit.Assert;<a name="line.33"></a>
-<FONT color="green">034</FONT> import org.junit.Test;<a name="line.34"></a>
-<FONT color="green">035</FONT> <a name="line.35"></a>
-<FONT color="green">036</FONT> public class SimplexOptimizerNelderMeadTest {<a name="line.36"></a>
-<FONT color="green">037</FONT> @Test<a name="line.37"></a>
-<FONT color="green">038</FONT> public void testMinimize1() {<a name="line.38"></a>
-<FONT color="green">039</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);<a name="line.39"></a>
-<FONT color="green">040</FONT> final FourExtrema fourExtrema = new FourExtrema();<a name="line.40"></a>
-<FONT color="green">041</FONT> <a name="line.41"></a>
-<FONT color="green">042</FONT> final PointValuePair optimum<a name="line.42"></a>
-<FONT color="green">043</FONT> = optimizer.optimize(new MaxEval(100),<a name="line.43"></a>
-<FONT color="green">044</FONT> new ObjectiveFunction(fourExtrema),<a name="line.44"></a>
-<FONT color="green">045</FONT> GoalType.MINIMIZE,<a name="line.45"></a>
-<FONT color="green">046</FONT> new InitialGuess(new double[] { -3, 0 }),<a name="line.46"></a>
-<FONT color="green">047</FONT> new NelderMeadSimplex(new double[] { 0.2, 0.2 }));<a name="line.47"></a>
-<FONT color="green">048</FONT> Assert.assertEquals(fourExtrema.xM, optimum.getPoint()[0], 2e-7);<a name="line.48"></a>
-<FONT color="green">049</FONT> Assert.assertEquals(fourExtrema.yP, optimum.getPoint()[1], 2e-5);<a name="line.49"></a>
-<FONT color="green">050</FONT> Assert.assertEquals(fourExtrema.valueXmYp, optimum.getValue(), 6e-12);<a name="line.50"></a>
-<FONT color="green">051</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.51"></a>
-<FONT color="green">052</FONT> Assert.assertTrue(optimizer.getEvaluations() < 90);<a name="line.52"></a>
-<FONT color="green">053</FONT> }<a name="line.53"></a>
-<FONT color="green">054</FONT> <a name="line.54"></a>
-<FONT color="green">055</FONT> @Test<a name="line.55"></a>
-<FONT color="green">056</FONT> public void testMinimize2() {<a name="line.56"></a>
-<FONT color="green">057</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);<a name="line.57"></a>
-<FONT color="green">058</FONT> final FourExtrema fourExtrema = new FourExtrema();<a name="line.58"></a>
-<FONT color="green">059</FONT> <a name="line.59"></a>
-<FONT color="green">060</FONT> final PointValuePair optimum<a name="line.60"></a>
-<FONT color="green">061</FONT> = optimizer.optimize(new MaxEval(100),<a name="line.61"></a>
-<FONT color="green">062</FONT> new ObjectiveFunction(fourExtrema),<a name="line.62"></a>
-<FONT color="green">063</FONT> GoalType.MINIMIZE,<a name="line.63"></a>
-<FONT color="green">064</FONT> new InitialGuess(new double[] { 1, 0 }),<a name="line.64"></a>
-<FONT color="green">065</FONT> new NelderMeadSimplex(new double[] { 0.2, 0.2 }));<a name="line.65"></a>
-<FONT color="green">066</FONT> Assert.assertEquals(fourExtrema.xP, optimum.getPoint()[0], 5e-6);<a name="line.66"></a>
-<FONT color="green">067</FONT> Assert.assertEquals(fourExtrema.yM, optimum.getPoint()[1], 6e-6);<a name="line.67"></a>
-<FONT color="green">068</FONT> Assert.assertEquals(fourExtrema.valueXpYm, optimum.getValue(), 1e-11);<a name="line.68"></a>
-<FONT color="green">069</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.69"></a>
-<FONT color="green">070</FONT> Assert.assertTrue(optimizer.getEvaluations() < 90);<a name="line.70"></a>
-<FONT color="green">071</FONT> }<a name="line.71"></a>
-<FONT color="green">072</FONT> <a name="line.72"></a>
-<FONT color="green">073</FONT> @Test<a name="line.73"></a>
-<FONT color="green">074</FONT> public void testMaximize1() {<a name="line.74"></a>
-<FONT color="green">075</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);<a name="line.75"></a>
-<FONT color="green">076</FONT> final FourExtrema fourExtrema = new FourExtrema();<a name="line.76"></a>
-<FONT color="green">077</FONT> <a name="line.77"></a>
-<FONT color="green">078</FONT> final PointValuePair optimum<a name="line.78"></a>
-<FONT color="green">079</FONT> = optimizer.optimize(new MaxEval(100),<a name="line.79"></a>
-<FONT color="green">080</FONT> new ObjectiveFunction(fourExtrema),<a name="line.80"></a>
-<FONT color="green">081</FONT> GoalType.MAXIMIZE,<a name="line.81"></a>
-<FONT color="green">082</FONT> new InitialGuess(new double[] { -3, 0 }),<a name="line.82"></a>
-<FONT color="green">083</FONT> new NelderMeadSimplex(new double[] { 0.2, 0.2 }));<a name="line.83"></a>
-<FONT color="green">084</FONT> Assert.assertEquals(fourExtrema.xM, optimum.getPoint()[0], 1e-5);<a name="line.84"></a>
-<FONT color="green">085</FONT> Assert.assertEquals(fourExtrema.yM, optimum.getPoint()[1], 3e-6);<a name="line.85"></a>
-<FONT color="green">086</FONT> Assert.assertEquals(fourExtrema.valueXmYm, optimum.getValue(), 3e-12);<a name="line.86"></a>
-<FONT color="green">087</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.87"></a>
-<FONT color="green">088</FONT> Assert.assertTrue(optimizer.getEvaluations() < 90);<a name="line.88"></a>
-<FONT color="green">089</FONT> }<a name="line.89"></a>
+<FONT color="green">031</FONT> import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;<a name="line.31"></a>
+<FONT color="green">032</FONT> import org.apache.commons.math3.optim.nonlinear.scalar.ObjectiveFunction;<a name="line.32"></a>
+<FONT color="green">033</FONT> import org.apache.commons.math3.optim.nonlinear.scalar.LeastSquaresConverter;<a name="line.33"></a>
+<FONT color="green">034</FONT> import org.apache.commons.math3.util.FastMath;<a name="line.34"></a>
+<FONT color="green">035</FONT> import org.junit.Assert;<a name="line.35"></a>
+<FONT color="green">036</FONT> import org.junit.Test;<a name="line.36"></a>
+<FONT color="green">037</FONT> <a name="line.37"></a>
+<FONT color="green">038</FONT> public class SimplexOptimizerNelderMeadTest {<a name="line.38"></a>
+<FONT color="green">039</FONT> @Test(expected=MathUnsupportedOperationException.class)<a name="line.39"></a>
+<FONT color="green">040</FONT> public void testBoundsUnsupported() {<a name="line.40"></a>
+<FONT color="green">041</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);<a name="line.41"></a>
+<FONT color="green">042</FONT> final FourExtrema fourExtrema = new FourExtrema();<a name="line.42"></a>
+<FONT color="green">043</FONT> <a name="line.43"></a>
+<FONT color="green">044</FONT> optimizer.optimize(new MaxEval(100),<a name="line.44"></a>
+<FONT color="green">045</FONT> new ObjectiveFunction(fourExtrema),<a name="line.45"></a>
+<FONT color="green">046</FONT> GoalType.MINIMIZE,<a name="line.46"></a>
+<FONT color="green">047</FONT> new InitialGuess(new double[] { -3, 0 }),<a name="line.47"></a>
+<FONT color="green">048</FONT> new NelderMeadSimplex(new double[] { 0.2, 0.2 }),<a name="line.48"></a>
+<FONT color="green">049</FONT> new SimpleBounds(new double[] { -5, -1 },<a name="line.49"></a>
+<FONT color="green">050</FONT> new double[] { 5, 1 }));<a name="line.50"></a>
+<FONT color="green">051</FONT> }<a name="line.51"></a>
+<FONT color="green">052</FONT> <a name="line.52"></a>
+<FONT color="green">053</FONT> @Test<a name="line.53"></a>
+<FONT color="green">054</FONT> public void testMinimize1() {<a name="line.54"></a>
+<FONT color="green">055</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);<a name="line.55"></a>
+<FONT color="green">056</FONT> final FourExtrema fourExtrema = new FourExtrema();<a name="line.56"></a>
+<FONT color="green">057</FONT> <a name="line.57"></a>
+<FONT color="green">058</FONT> final PointValuePair optimum<a name="line.58"></a>
+<FONT color="green">059</FONT> = optimizer.optimize(new MaxEval(100),<a name="line.59"></a>
+<FONT color="green">060</FONT> new ObjectiveFunction(fourExtrema),<a name="line.60"></a>
+<FONT color="green">061</FONT> GoalType.MINIMIZE,<a name="line.61"></a>
+<FONT color="green">062</FONT> new InitialGuess(new double[] { -3, 0 }),<a name="line.62"></a>
+<FONT color="green">063</FONT> new NelderMeadSimplex(new double[] { 0.2, 0.2 }));<a name="line.63"></a>
+<FONT color="green">064</FONT> Assert.assertEquals(fourExtrema.xM, optimum.getPoint()[0], 2e-7);<a name="line.64"></a>
+<FONT color="green">065</FONT> Assert.assertEquals(fourExtrema.yP, optimum.getPoint()[1], 2e-5);<a name="line.65"></a>
+<FONT color="green">066</FONT> Assert.assertEquals(fourExtrema.valueXmYp, optimum.getValue(), 6e-12);<a name="line.66"></a>
+<FONT color="green">067</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.67"></a>
+<FONT color="green">068</FONT> Assert.assertTrue(optimizer.getEvaluations() < 90);<a name="line.68"></a>
+<FONT color="green">069</FONT> <a name="line.69"></a>
+<FONT color="green">070</FONT> // Check that the number of iterations is updated (MATH-949).<a name="line.70"></a>
+<FONT color="green">071</FONT> Assert.assertTrue(optimizer.getIterations() > 0);<a name="line.71"></a>
+<FONT color="green">072</FONT> }<a name="line.72"></a>
+<FONT color="green">073</FONT> <a name="line.73"></a>
+<FONT color="green">074</FONT> @Test<a name="line.74"></a>
+<FONT color="green">075</FONT> public void testMinimize2() {<a name="line.75"></a>
+<FONT color="green">076</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);<a name="line.76"></a>
+<FONT color="green">077</FONT> final FourExtrema fourExtrema = new FourExtrema();<a name="line.77"></a>
+<FONT color="green">078</FONT> <a name="line.78"></a>
+<FONT color="green">079</FONT> final PointValuePair optimum<a name="line.79"></a>
+<FONT color="green">080</FONT> = optimizer.optimize(new MaxEval(100),<a name="line.80"></a>
+<FONT color="green">081</FONT> new ObjectiveFunction(fourExtrema),<a name="line.81"></a>
+<FONT color="green">082</FONT> GoalType.MINIMIZE,<a name="line.82"></a>
+<FONT color="green">083</FONT> new InitialGuess(new double[] { 1, 0 }),<a name="line.83"></a>
+<FONT color="green">084</FONT> new NelderMeadSimplex(new double[] { 0.2, 0.2 }));<a name="line.84"></a>
+<FONT color="green">085</FONT> Assert.assertEquals(fourExtrema.xP, optimum.getPoint()[0], 5e-6);<a name="line.85"></a>
+<FONT color="green">086</FONT> Assert.assertEquals(fourExtrema.yM, optimum.getPoint()[1], 6e-6);<a name="line.86"></a>
+<FONT color="green">087</FONT> Assert.assertEquals(fourExtrema.valueXpYm, optimum.getValue(), 1e-11);<a name="line.87"></a>
+<FONT color="green">088</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.88"></a>
+<FONT color="green">089</FONT> Assert.assertTrue(optimizer.getEvaluations() < 90);<a name="line.89"></a>
<FONT color="green">090</FONT> <a name="line.90"></a>
-<FONT color="green">091</FONT> @Test<a name="line.91"></a>
-<FONT color="green">092</FONT> public void testMaximize2() {<a name="line.92"></a>
-<FONT color="green">093</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);<a name="line.93"></a>
-<FONT color="green">094</FONT> final FourExtrema fourExtrema = new FourExtrema();<a name="line.94"></a>
-<FONT color="green">095</FONT> <a name="line.95"></a>
-<FONT color="green">096</FONT> final PointValuePair optimum<a name="line.96"></a>
-<FONT color="green">097</FONT> = optimizer.optimize(new MaxEval(100),<a name="line.97"></a>
-<FONT color="green">098</FONT> new ObjectiveFunction(fourExtrema),<a name="line.98"></a>
-<FONT color="green">099</FONT> GoalType.MAXIMIZE,<a name="line.99"></a>
-<FONT color="green">100</FONT> new InitialGuess(new double[] { 1, 0 }),<a name="line.100"></a>
-<FONT color="green">101</FONT> new NelderMeadSimplex(new double[] { 0.2, 0.2 }));<a name="line.101"></a>
-<FONT color="green">102</FONT> Assert.assertEquals(fourExtrema.xP, optimum.getPoint()[0], 4e-6);<a name="line.102"></a>
-<FONT color="green">103</FONT> Assert.assertEquals(fourExtrema.yP, optimum.getPoint()[1], 5e-6);<a name="line.103"></a>
-<FONT color="green">104</FONT> Assert.assertEquals(fourExtrema.valueXpYp, optimum.getValue(), 7e-12);<a name="line.104"></a>
-<FONT color="green">105</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.105"></a>
-<FONT color="green">106</FONT> Assert.assertTrue(optimizer.getEvaluations() < 90);<a name="line.106"></a>
-<FONT color="green">107</FONT> }<a name="line.107"></a>
-<FONT color="green">108</FONT> <a name="line.108"></a>
-<FONT color="green">109</FONT> @Test<a name="line.109"></a>
-<FONT color="green">110</FONT> public void testRosenbrock() {<a name="line.110"></a>
+<FONT color="green">091</FONT> // Check that the number of iterations is updated (MATH-949).<a name="line.91"></a>
+<FONT color="green">092</FONT> Assert.assertTrue(optimizer.getIterations() > 0);<a name="line.92"></a>
+<FONT color="green">093</FONT> }<a name="line.93"></a>
+<FONT color="green">094</FONT> <a name="line.94"></a>
+<FONT color="green">095</FONT> @Test<a name="line.95"></a>
+<FONT color="green">096</FONT> public void testMaximize1() {<a name="line.96"></a>
+<FONT color="green">097</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);<a name="line.97"></a>
+<FONT color="green">098</FONT> final FourExtrema fourExtrema = new FourExtrema();<a name="line.98"></a>
+<FONT color="green">099</FONT> <a name="line.99"></a>
+<FONT color="green">100</FONT> final PointValuePair optimum<a name="line.100"></a>
+<FONT color="green">101</FONT> = optimizer.optimize(new MaxEval(100),<a name="line.101"></a>
+<FONT color="green">102</FONT> new ObjectiveFunction(fourExtrema),<a name="line.102"></a>
+<FONT color="green">103</FONT> GoalType.MAXIMIZE,<a name="line.103"></a>
+<FONT color="green">104</FONT> new InitialGuess(new double[] { -3, 0 }),<a name="line.104"></a>
+<FONT color="green">105</FONT> new NelderMeadSimplex(new double[] { 0.2, 0.2 }));<a name="line.105"></a>
+<FONT color="green">106</FONT> Assert.assertEquals(fourExtrema.xM, optimum.getPoint()[0], 1e-5);<a name="line.106"></a>
+<FONT color="green">107</FONT> Assert.assertEquals(fourExtrema.yM, optimum.getPoint()[1], 3e-6);<a name="line.107"></a>
+<FONT color="green">108</FONT> Assert.assertEquals(fourExtrema.valueXmYm, optimum.getValue(), 3e-12);<a name="line.108"></a>
+<FONT color="green">109</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.109"></a>
+<FONT color="green">110</FONT> Assert.assertTrue(optimizer.getEvaluations() < 90);<a name="line.110"></a>
<FONT color="green">111</FONT> <a name="line.111"></a>
-<FONT color="green">112</FONT> Rosenbrock rosenbrock = new Rosenbrock();<a name="line.112"></a>
-<FONT color="green">113</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);<a name="line.113"></a>
-<FONT color="green">114</FONT> PointValuePair optimum<a name="line.114"></a>
-<FONT color="green">115</FONT> = optimizer.optimize(new MaxEval(100),<a name="line.115"></a>
-<FONT color="green">116</FONT> new ObjectiveFunction(rosenbrock),<a name="line.116"></a>
-<FONT color="green">117</FONT> GoalType.MINIMIZE,<a name="line.117"></a>
-<FONT color="green">118</FONT> new InitialGuess(new double[] { -1.2, 1 }),<a name="line.118"></a>
-<FONT color="green">119</FONT> new NelderMeadSimplex(new double[][] {<a name="line.119"></a>
-<FONT color="green">120</FONT> { -1.2, 1 },<a name="line.120"></a>
-<FONT color="green">121</FONT> { 0.9, 1.2 },<a name="line.121"></a>
-<FONT color="green">122</FONT> { 3.5, -2.3 } }));<a name="line.122"></a>
-<FONT color="green">123</FONT> <a name="line.123"></a>
-<FONT color="green">124</FONT> Assert.assertEquals(rosenbrock.getCount(), optimizer.getEvaluations());<a name="line.124"></a>
-<FONT color="green">125</FONT> Assert.assertTrue(optimizer.getEvaluations() > 40);<a name="line.125"></a>
-<FONT color="green">126</FONT> Assert.assertTrue(optimizer.getEvaluations() < 50);<a name="line.126"></a>
-<FONT color="green">127</FONT> Assert.assertTrue(optimum.getValue() < 8e-4);<a name="line.127"></a>
-<FONT color="green">128</FONT> }<a name="line.128"></a>
-<FONT color="green">129</FONT> <a name="line.129"></a>
-<FONT color="green">130</FONT> @Test<a name="line.130"></a>
-<FONT color="green">131</FONT> public void testPowell() {<a name="line.131"></a>
-<FONT color="green">132</FONT> Powell powell = new Powell();<a name="line.132"></a>
-<FONT color="green">133</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);<a name="line.133"></a>
-<FONT color="green">134</FONT> PointValuePair optimum =<a name="line.134"></a>
-<FONT color="green">135</FONT> optimizer.optimize(new MaxEval(200),<a name="line.135"></a>
-<FONT color="green">136</FONT> new ObjectiveFunction(powell),<a name="line.136"></a>
-<FONT color="green">137</FONT> GoalType.MINIMIZE,<a name="line.137"></a>
-<FONT color="green">138</FONT> new InitialGuess(new double[] { 3, -1, 0, 1 }),<a name="line.138"></a>
-<FONT color="green">139</FONT> new NelderMeadSimplex(4));<a name="line.139"></a>
-<FONT color="green">140</FONT> Assert.assertEquals(powell.getCount(), optimizer.getEvaluations());<a name="line.140"></a>
-<FONT color="green">141</FONT> Assert.assertTrue(optimizer.getEvaluations() > 110);<a name="line.141"></a>
-<FONT color="green">142</FONT> Assert.assertTrue(optimizer.getEvaluations() < 130);<a name="line.142"></a>
-<FONT color="green">143</FONT> Assert.assertTrue(optimum.getValue() < 2e-3);<a name="line.143"></a>
-<FONT color="green">144</FONT> }<a name="line.144"></a>
-<FONT color="green">145</FONT> <a name="line.145"></a>
-<FONT color="green">146</FONT> @Test<a name="line.146"></a>
-<FONT color="green">147</FONT> public void testLeastSquares1() {<a name="line.147"></a>
-<FONT color="green">148</FONT> final RealMatrix factors<a name="line.148"></a>
-<FONT color="green">149</FONT> = new Array2DRowRealMatrix(new double[][] {<a name="line.149"></a>
-<FONT color="green">150</FONT> { 1, 0 },<a name="line.150"></a>
-<FONT color="green">151</FONT> { 0, 1 }<a name="line.151"></a>
-<FONT color="green">152</FONT> }, false);<a name="line.152"></a>
-<FONT color="green">153</FONT> LeastSquaresConverter ls = new LeastSquaresConverter(new MultivariateVectorFunction() {<a name="line.153"></a>
-<FONT color="green">154</FONT> public double[] value(double[] variables) {<a name="line.154"></a>
-<FONT color="green">155</FONT> return factors.operate(variables);<a name="line.155"></a>
-<FONT color="green">156</FONT> }<a name="line.156"></a>
-<FONT color="green">157</FONT> }, new double[] { 2.0, -3.0 });<a name="line.157"></a>
-<FONT color="green">158</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-6);<a name="line.158"></a>
-<FONT color="green">159</FONT> PointValuePair optimum =<a name="line.159"></a>
-<FONT color="green">160</FONT> optimizer.optimize(new MaxEval(200),<a name="line.160"></a>
-<FONT color="green">161</FONT> new ObjectiveFunction(ls),<a name="line.161"></a>
-<FONT color="green">162</FONT> GoalType.MINIMIZE,<a name="line.162"></a>
-<FONT color="green">163</FONT> new InitialGuess(new double[] { 10, 10 }),<a name="line.163"></a>
-<FONT color="green">164</FONT> new NelderMeadSimplex(2));<a name="line.164"></a>
-<FONT color="green">165</FONT> Assert.assertEquals( 2, optimum.getPointRef()[0], 3e-5);<a name="line.165"></a>
-<FONT color="green">166</FONT> Assert.assertEquals(-3, optimum.getPointRef()[1], 4e-4);<a name="line.166"></a>
-<FONT color="green">167</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.167"></a>
-<FONT color="green">168</FONT> Assert.assertTrue(optimizer.getEvaluations() < 80);<a name="line.168"></a>
-<FONT color="green">169</FONT> Assert.assertTrue(optimum.getValue() < 1.0e-6);<a name="line.169"></a>
-<FONT color="green">170</FONT> }<a name="line.170"></a>
-<FONT color="green">171</FONT> <a name="line.171"></a>
-<FONT color="green">172</FONT> @Test<a name="line.172"></a>
-<FONT color="green">173</FONT> public void testLeastSquares2() {<a name="line.173"></a>
-<FONT color="green">174</FONT> final RealMatrix factors<a name="line.174"></a>
-<FONT color="green">175</FONT> = new Array2DRowRealMatrix(new double[][] {<a name="line.175"></a>
-<FONT color="green">176</FONT> { 1, 0 },<a name="line.176"></a>
-<FONT color="green">177</FONT> { 0, 1 }<a name="line.177"></a>
-<FONT color="green">178</FONT> }, false);<a name="line.178"></a>
-<FONT color="green">179</FONT> LeastSquaresConverter ls = new LeastSquaresConverter(new MultivariateVectorFunction() {<a name="line.179"></a>
-<FONT color="green">180</FONT> public double[] value(double[] variables) {<a name="line.180"></a>
-<FONT color="green">181</FONT> return factors.operate(variables);<a name="line.181"></a>
-<FONT color="green">182</FONT> }<a name="line.182"></a>
-<FONT color="green">183</FONT> }, new double[] { 2, -3 }, new double[] { 10, 0.1 });<a name="line.183"></a>
-<FONT color="green">184</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-6);<a name="line.184"></a>
-<FONT color="green">185</FONT> PointValuePair optimum =<a name="line.185"></a>
-<FONT color="green">186</FONT> optimizer.optimize(new MaxEval(200),<a name="line.186"></a>
-<FONT color="green">187</FONT> new ObjectiveFunction(ls),<a name="line.187"></a>
-<FONT color="green">188</FONT> GoalType.MINIMIZE,<a name="line.188"></a>
-<FONT color="green">189</FONT> new InitialGuess(new double[] { 10, 10 }),<a name="line.189"></a>
-<FONT color="green">190</FONT> new NelderMeadSimplex(2));<a name="line.190"></a>
-<FONT color="green">191</FONT> Assert.assertEquals( 2, optimum.getPointRef()[0], 5e-5);<a name="line.191"></a>
-<FONT color="green">192</FONT> Assert.assertEquals(-3, optimum.getPointRef()[1], 8e-4);<a name="line.192"></a>
-<FONT color="green">193</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.193"></a>
-<FONT color="green">194</FONT> Assert.assertTrue(optimizer.getEvaluations() < 80);<a name="line.194"></a>
-<FONT color="green">195</FONT> Assert.assertTrue(optimum.getValue() < 1e-6);<a name="line.195"></a>
-<FONT color="green">196</FONT> }<a name="line.196"></a>
-<FONT color="green">197</FONT> <a name="line.197"></a>
-<FONT color="green">198</FONT> @Test<a name="line.198"></a>
-<FONT color="green">199</FONT> public void testLeastSquares3() {<a name="line.199"></a>
-<FONT color="green">200</FONT> final RealMatrix factors =<a name="line.200"></a>
-<FONT color="green">201</FONT> new Array2DRowRealMatrix(new double[][] {<a name="line.201"></a>
-<FONT color="green">202</FONT> { 1, 0 },<a name="line.202"></a>
-<FONT color="green">203</FONT> { 0, 1 }<a name="line.203"></a>
-<FONT color="green">204</FONT> }, false);<a name="line.204"></a>
-<FONT color="green">205</FONT> LeastSquaresConverter ls = new LeastSquaresConverter(new MultivariateVectorFunction() {<a name="line.205"></a>
-<FONT color="green">206</FONT> public double[] value(double[] variables) {<a name="line.206"></a>
-<FONT color="green">207</FONT> return factors.operate(variables);<a name="line.207"></a>
-<FONT color="green">208</FONT> }<a name="line.208"></a>
-<FONT color="green">209</FONT> }, new double[] { 2, -3 }, new Array2DRowRealMatrix(new double [][] {<a name="line.209"></a>
-<FONT color="green">210</FONT> { 1, 1.2 }, { 1.2, 2 }<a name="line.210"></a>
-<FONT color="green">211</FONT> }));<a name="line.211"></a>
+<FONT color="green">112</FONT> // Check that the number of iterations is updated (MATH-949).<a name="line.112"></a>
+<FONT color="green">113</FONT> Assert.assertTrue(optimizer.getIterations() > 0);<a name="line.113"></a>
+<FONT color="green">114</FONT> }<a name="line.114"></a>
+<FONT color="green">115</FONT> <a name="line.115"></a>
+<FONT color="green">116</FONT> @Test<a name="line.116"></a>
+<FONT color="green">117</FONT> public void testMaximize2() {<a name="line.117"></a>
+<FONT color="green">118</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);<a name="line.118"></a>
+<FONT color="green">119</FONT> final FourExtrema fourExtrema = new FourExtrema();<a name="line.119"></a>
+<FONT color="green">120</FONT> <a name="line.120"></a>
+<FONT color="green">121</FONT> final PointValuePair optimum<a name="line.121"></a>
+<FONT color="green">122</FONT> = optimizer.optimize(new MaxEval(100),<a name="line.122"></a>
+<FONT color="green">123</FONT> new ObjectiveFunction(fourExtrema),<a name="line.123"></a>
+<FONT color="green">124</FONT> GoalType.MAXIMIZE,<a name="line.124"></a>
+<FONT color="green">125</FONT> new InitialGuess(new double[] { 1, 0 }),<a name="line.125"></a>
+<FONT color="green">126</FONT> new NelderMeadSimplex(new double[] { 0.2, 0.2 }));<a name="line.126"></a>
+<FONT color="green">127</FONT> Assert.assertEquals(fourExtrema.xP, optimum.getPoint()[0], 4e-6);<a name="line.127"></a>
+<FONT color="green">128</FONT> Assert.assertEquals(fourExtrema.yP, optimum.getPoint()[1], 5e-6);<a name="line.128"></a>
+<FONT color="green">129</FONT> Assert.assertEquals(fourExtrema.valueXpYp, optimum.getValue(), 7e-12);<a name="line.129"></a>
+<FONT color="green">130</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.130"></a>
+<FONT color="green">131</FONT> Assert.assertTrue(optimizer.getEvaluations() < 90);<a name="line.131"></a>
+<FONT color="green">132</FONT> <a name="line.132"></a>
+<FONT color="green">133</FONT> // Check that the number of iterations is updated (MATH-949).<a name="line.133"></a>
+<FONT color="green">134</FONT> Assert.assertTrue(optimizer.getIterations() > 0);<a name="line.134"></a>
+<FONT color="green">135</FONT> }<a name="line.135"></a>
+<FONT color="green">136</FONT> <a name="line.136"></a>
+<FONT color="green">137</FONT> @Test<a name="line.137"></a>
+<FONT color="green">138</FONT> public void testRosenbrock() {<a name="line.138"></a>
+<FONT color="green">139</FONT> <a name="line.139"></a>
+<FONT color="green">140</FONT> Rosenbrock rosenbrock = new Rosenbrock();<a name="line.140"></a>
+<FONT color="green">141</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);<a name="line.141"></a>
+<FONT color="green">142</FONT> PointValuePair optimum<a name="line.142"></a>
+<FONT color="green">143</FONT> = optimizer.optimize(new MaxEval(100),<a name="line.143"></a>
+<FONT color="green">144</FONT> new ObjectiveFunction(rosenbrock),<a name="line.144"></a>
+<FONT color="green">145</FONT> GoalType.MINIMIZE,<a name="line.145"></a>
+<FONT color="green">146</FONT> new InitialGuess(new double[] { -1.2, 1 }),<a name="line.146"></a>
+<FONT color="green">147</FONT> new NelderMeadSimplex(new double[][] {<a name="line.147"></a>
+<FONT color="green">148</FONT> { -1.2, 1 },<a name="line.148"></a>
+<FONT color="green">149</FONT> { 0.9, 1.2 },<a name="line.149"></a>
+<FONT color="green">150</FONT> { 3.5, -2.3 } }));<a name="line.150"></a>
+<FONT color="green">151</FONT> <a name="line.151"></a>
+<FONT color="green">152</FONT> Assert.assertEquals(rosenbrock.getCount(), optimizer.getEvaluations());<a name="line.152"></a>
+<FONT color="green">153</FONT> Assert.assertTrue(optimizer.getEvaluations() > 40);<a name="line.153"></a>
+<FONT color="green">154</FONT> Assert.assertTrue(optimizer.getEvaluations() < 50);<a name="line.154"></a>
+<FONT color="green">155</FONT> Assert.assertTrue(optimum.getValue() < 8e-4);<a name="line.155"></a>
+<FONT color="green">156</FONT> }<a name="line.156"></a>
+<FONT color="green">157</FONT> <a name="line.157"></a>
+<FONT color="green">158</FONT> @Test<a name="line.158"></a>
+<FONT color="green">159</FONT> public void testPowell() {<a name="line.159"></a>
+<FONT color="green">160</FONT> Powell powell = new Powell();<a name="line.160"></a>
+<FONT color="green">161</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);<a name="line.161"></a>
+<FONT color="green">162</FONT> PointValuePair optimum =<a name="line.162"></a>
+<FONT color="green">163</FONT> optimizer.optimize(new MaxEval(200),<a name="line.163"></a>
+<FONT color="green">164</FONT> new ObjectiveFunction(powell),<a name="line.164"></a>
+<FONT color="green">165</FONT> GoalType.MINIMIZE,<a name="line.165"></a>
+<FONT color="green">166</FONT> new InitialGuess(new double[] { 3, -1, 0, 1 }),<a name="line.166"></a>
+<FONT color="green">167</FONT> new NelderMeadSimplex(4));<a name="line.167"></a>
+<FONT color="green">168</FONT> Assert.assertEquals(powell.getCount(), optimizer.getEvaluations());<a name="line.168"></a>
+<FONT color="green">169</FONT> Assert.assertTrue(optimizer.getEvaluations() > 110);<a name="line.169"></a>
+<FONT color="green">170</FONT> Assert.assertTrue(optimizer.getEvaluations() < 130);<a name="line.170"></a>
+<FONT color="green">171</FONT> Assert.assertTrue(optimum.getValue() < 2e-3);<a name="line.171"></a>
+<FONT color="green">172</FONT> }<a name="line.172"></a>
+<FONT color="green">173</FONT> <a name="line.173"></a>
+<FONT color="green">174</FONT> @Test<a name="line.174"></a>
+<FONT color="green">175</FONT> public void testLeastSquares1() {<a name="line.175"></a>
+<FONT color="green">176</FONT> final RealMatrix factors<a name="line.176"></a>
+<FONT color="green">177</FONT> = new Array2DRowRealMatrix(new double[][] {<a name="line.177"></a>
+<FONT color="green">178</FONT> { 1, 0 },<a name="line.178"></a>
+<FONT color="green">179</FONT> { 0, 1 }<a name="line.179"></a>
+<FONT color="green">180</FONT> }, false);<a name="line.180"></a>
+<FONT color="green">181</FONT> LeastSquaresConverter ls = new LeastSquaresConverter(new MultivariateVectorFunction() {<a name="line.181"></a>
+<FONT color="green">182</FONT> public double[] value(double[] variables) {<a name="line.182"></a>
+<FONT color="green">183</FONT> return factors.operate(variables);<a name="line.183"></a>
+<FONT color="green">184</FONT> }<a name="line.184"></a>
+<FONT color="green">185</FONT> }, new double[] { 2.0, -3.0 });<a name="line.185"></a>
+<FONT color="green">186</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-6);<a name="line.186"></a>
+<FONT color="green">187</FONT> PointValuePair optimum =<a name="line.187"></a>
+<FONT color="green">188</FONT> optimizer.optimize(new MaxEval(200),<a name="line.188"></a>
+<FONT color="green">189</FONT> new ObjectiveFunction(ls),<a name="line.189"></a>
+<FONT color="green">190</FONT> GoalType.MINIMIZE,<a name="line.190"></a>
+<FONT color="green">191</FONT> new InitialGuess(new double[] { 10, 10 }),<a name="line.191"></a>
+<FONT color="green">192</FONT> new NelderMeadSimplex(2));<a name="line.192"></a>
+<FONT color="green">193</FONT> Assert.assertEquals( 2, optimum.getPointRef()[0], 3e-5);<a name="line.193"></a>
+<FONT color="green">194</FONT> Assert.assertEquals(-3, optimum.getPointRef()[1], 4e-4);<a name="line.194"></a>
+<FONT color="green">195</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.195"></a>
+<FONT color="green">196</FONT> Assert.assertTrue(optimizer.getEvaluations() < 80);<a name="line.196"></a>
+<FONT color="green">197</FONT> Assert.assertTrue(optimum.getValue() < 1.0e-6);<a name="line.197"></a>
+<FONT color="green">198</FONT> }<a name="line.198"></a>
+<FONT color="green">199</FONT> <a name="line.199"></a>
+<FONT color="green">200</FONT> @Test<a name="line.200"></a>
+<FONT color="green">201</FONT> public void testLeastSquares2() {<a name="line.201"></a>
+<FONT color="green">202</FONT> final RealMatrix factors<a name="line.202"></a>
+<FONT color="green">203</FONT> = new Array2DRowRealMatrix(new double[][] {<a name="line.203"></a>
+<FONT color="green">204</FONT> { 1, 0 },<a name="line.204"></a>
+<FONT color="green">205</FONT> { 0, 1 }<a name="line.205"></a>
+<FONT color="green">206</FONT> }, false);<a name="line.206"></a>
+<FONT color="green">207</FONT> LeastSquaresConverter ls = new LeastSquaresConverter(new MultivariateVectorFunction() {<a name="line.207"></a>
+<FONT color="green">208</FONT> public double[] value(double[] variables) {<a name="line.208"></a>
+<FONT color="green">209</FONT> return factors.operate(variables);<a name="line.209"></a>
+<FONT color="green">210</FONT> }<a name="line.210"></a>
+<FONT color="green">211</FONT> }, new double[] { 2, -3 }, new double[] { 10, 0.1 });<a name="line.211"></a>
<FONT color="green">212</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-6);<a name="line.212"></a>
-<FONT color="green">213</FONT> PointValuePair optimum<a name="line.213"></a>
-<FONT color="green">214</FONT> = optimizer.optimize(new MaxEval(200),<a name="line.214"></a>
-<FONT color="green">215</FONT> new ObjectiveFunction(ls),<a name="line.215"></a>
-<FONT color="green">216</FONT> GoalType.MINIMIZE,<a name="line.216"></a>
-<FONT color="green">217</FONT> new InitialGuess(new double[] { 10, 10 }),<a name="line.217"></a>
-<FONT color="green">218</FONT> new NelderMeadSimplex(2));<a name="line.218"></a>
-<FONT color="green">219</FONT> Assert.assertEquals( 2, optimum.getPointRef()[0], 2e-3);<a name="line.219"></a>
+<FONT color="green">213</FONT> PointValuePair optimum =<a name="line.213"></a>
+<FONT color="green">214</FONT> optimizer.optimize(new MaxEval(200),<a name="line.214"></a>
+<FONT color="green">215</FONT> new ObjectiveFunction(ls),<a name="line.215"></a>
+<FONT color="green">216</FONT> GoalType.MINIMIZE,<a name="line.216"></a>
+<FONT color="green">217</FONT> new InitialGuess(new double[] { 10, 10 }),<a name="line.217"></a>
+<FONT color="green">218</FONT> new NelderMeadSimplex(2));<a name="line.218"></a>
+<FONT color="green">219</FONT> Assert.assertEquals( 2, optimum.getPointRef()[0], 5e-5);<a name="line.219"></a>
<FONT color="green">220</FONT> Assert.assertEquals(-3, optimum.getPointRef()[1], 8e-4);<a name="line.220"></a>
<FONT color="green">221</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.221"></a>
<FONT color="green">222</FONT> Assert.assertTrue(optimizer.getEvaluations() < 80);<a name="line.222"></a>
<FONT color="green">223</FONT> Assert.assertTrue(optimum.getValue() < 1e-6);<a name="line.223"></a>
<FONT color="green">224</FONT> }<a name="line.224"></a>
<FONT color="green">225</FONT> <a name="line.225"></a>
-<FONT color="green">226</FONT> @Test(expected=TooManyEvaluationsException.class)<a name="line.226"></a>
-<FONT color="green">227</FONT> public void testMaxIterations() {<a name="line.227"></a>
-<FONT color="green">228</FONT> Powell powell = new Powell();<a name="line.228"></a>
-<FONT color="green">229</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);<a name="line.229"></a>
-<FONT color="green">230</FONT> optimizer.optimize(new MaxEval(20),<a name="line.230"></a>
-<FONT color="green">231</FONT> new ObjectiveFunction(powell),<a name="line.231"></a>
-<FONT color="green">232</FONT> GoalType.MINIMIZE,<a name="line.232"></a>
-<FONT color="green">233</FONT> new InitialGuess(new double[] { 3, -1, 0, 1 }),<a name="line.233"></a>
-<FONT color="green">234</FONT> new NelderMeadSimplex(4));<a name="line.234"></a>
-<FONT color="green">235</FONT> }<a name="line.235"></a>
-<FONT color="green">236</FONT> <a name="line.236"></a>
-<FONT color="green">237</FONT> private static class FourExtrema implements MultivariateFunction {<a name="line.237"></a>
-<FONT color="green">238</FONT> // The following function has 4 local extrema.<a name="line.238"></a>
-<FONT color="green">239</FONT> final double xM = -3.841947088256863675365;<a name="line.239"></a>
-<FONT color="green">240</FONT> final double yM = -1.391745200270734924416;<a name="line.240"></a>
-<FONT color="green">241</FONT> final double xP = 0.2286682237349059125691;<a name="line.241"></a>
-<FONT color="green">242</FONT> final double yP = -yM;<a name="line.242"></a>
-<FONT color="green">243</FONT> final double valueXmYm = 0.2373295333134216789769; // Local maximum.<a name="line.243"></a>
-<FONT color="green">244</FONT> final double valueXmYp = -valueXmYm; // Local minimum.<a name="line.244"></a>
-<FONT color="green">245</FONT> final double valueXpYm = -0.7290400707055187115322; // Global minimum.<a name="line.245"></a>
-<FONT color="green">246</FONT> final double valueXpYp = -valueXpYm; // Global maximum.<a name="line.246"></a>
-<FONT color="green">247</FONT> <a name="line.247"></a>
-<FONT color="green">248</FONT> public double value(double[] variables) {<a name="line.248"></a>
-<FONT color="green">249</FONT> final double x = variables[0];<a name="line.249"></a>
-<FONT color="green">250</FONT> final double y = variables[1];<a name="line.250"></a>
-<FONT color="green">251</FONT> return (x == 0 || y == 0) ? 0 :<a name="line.251"></a>
-<FONT color="green">252</FONT> FastMath.atan(x) * FastMath.atan(x + 2) * FastMath.atan(y) * FastMath.atan(y) / (x * y);<a name="line.252"></a>
-<FONT color="green">253</FONT> }<a name="line.253"></a>
-<FONT color="green">254</FONT> }<a name="line.254"></a>
-<FONT color="green">255</FONT> <a name="line.255"></a>
-<FONT color="green">256</FONT> private static class Rosenbrock implements MultivariateFunction {<a name="line.256"></a>
-<FONT color="green">257</FONT> private int count;<a name="line.257"></a>
-<FONT color="green">258</FONT> <a name="line.258"></a>
-<FONT color="green">259</FONT> public Rosenbrock() {<a name="line.259"></a>
-<FONT color="green">260</FONT> count = 0;<a name="line.260"></a>
-<FONT color="green">261</FONT> }<a name="line.261"></a>
-<FONT color="green">262</FONT> <a name="line.262"></a>
-<FONT color="green">263</FONT> public double value(double[] x) {<a name="line.263"></a>
-<FONT color="green">264</FONT> ++count;<a name="line.264"></a>
-<FONT color="green">265</FONT> double a = x[1] - x[0] * x[0];<a name="line.265"></a>
-<FONT color="green">266</FONT> double b = 1.0 - x[0];<a name="line.266"></a>
-<FONT color="green">267</FONT> return 100 * a * a + b * b;<a name="line.267"></a>
-<FONT color="green">268</FONT> }<a name="line.268"></a>
-<FONT color="green">269</FONT> <a name="line.269"></a>
-<FONT color="green">270</FONT> public int getCount() {<a name="line.270"></a>
-<FONT color="green">271</FONT> return count;<a name="line.271"></a>
-<FONT color="green">272</FONT> }<a name="line.272"></a>
-<FONT color="green">273</FONT> }<a name="line.273"></a>
-<FONT color="green">274</FONT> <a name="line.274"></a>
-<FONT color="green">275</FONT> private static class Powell implements MultivariateFunction {<a name="line.275"></a>
-<FONT color="green">276</FONT> private int count;<a name="line.276"></a>
-<FONT color="green">277</FONT> <a name="line.277"></a>
-<FONT color="green">278</FONT> public Powell() {<a name="line.278"></a>
-<FONT color="green">279</FONT> count = 0;<a name="line.279"></a>
-<FONT color="green">280</FONT> }<a name="line.280"></a>
-<FONT color="green">281</FONT> <a name="line.281"></a>
-<FONT color="green">282</FONT> public double value(double[] x) {<a name="line.282"></a>
-<FONT color="green">283</FONT> ++count;<a name="line.283"></a>
-<FONT color="green">284</FONT> double a = x[0] + 10 * x[1];<a name="line.284"></a>
-<FONT color="green">285</FONT> double b = x[2] - x[3];<a name="line.285"></a>
-<FONT color="green">286</FONT> double c = x[1] - 2 * x[2];<a name="line.286"></a>
-<FONT color="green">287</FONT> double d = x[0] - x[3];<a name="line.287"></a>
-<FONT color="green">288</FONT> return a * a + 5 * b * b + c * c * c * c + 10 * d * d * d * d;<a name="line.288"></a>
+<FONT color="green">226</FONT> @Test<a name="line.226"></a>
+<FONT color="green">227</FONT> public void testLeastSquares3() {<a name="line.227"></a>
+<FONT color="green">228</FONT> final RealMatrix factors =<a name="line.228"></a>
+<FONT color="green">229</FONT> new Array2DRowRealMatrix(new double[][] {<a name="line.229"></a>
+<FONT color="green">230</FONT> { 1, 0 },<a name="line.230"></a>
+<FONT color="green">231</FONT> { 0, 1 }<a name="line.231"></a>
+<FONT color="green">232</FONT> }, false);<a name="line.232"></a>
+<FONT color="green">233</FONT> LeastSquaresConverter ls = new LeastSquaresConverter(new MultivariateVectorFunction() {<a name="line.233"></a>
+<FONT color="green">234</FONT> public double[] value(double[] variables) {<a name="line.234"></a>
+<FONT color="green">235</FONT> return factors.operate(variables);<a name="line.235"></a>
+<FONT color="green">236</FONT> }<a name="line.236"></a>
+<FONT color="green">237</FONT> }, new double[] { 2, -3 }, new Array2DRowRealMatrix(new double [][] {<a name="line.237"></a>
+<FONT color="green">238</FONT> { 1, 1.2 }, { 1.2, 2 }<a name="line.238"></a>
+<FONT color="green">239</FONT> }));<a name="line.239"></a>
+<FONT color="green">240</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-6);<a name="line.240"></a>
+<FONT color="green">241</FONT> PointValuePair optimum<a name="line.241"></a>
+<FONT color="green">242</FONT> = optimizer.optimize(new MaxEval(200),<a name="line.242"></a>
+<FONT color="green">243</FONT> new ObjectiveFunction(ls),<a name="line.243"></a>
+<FONT color="green">244</FONT> GoalType.MINIMIZE,<a name="line.244"></a>
+<FONT color="green">245</FONT> new InitialGuess(new double[] { 10, 10 }),<a name="line.245"></a>
+<FONT color="green">246</FONT> new NelderMeadSimplex(2));<a name="line.246"></a>
+<FONT color="green">247</FONT> Assert.assertEquals( 2, optimum.getPointRef()[0], 2e-3);<a name="line.247"></a>
+<FONT color="green">248</FONT> Assert.assertEquals(-3, optimum.getPointRef()[1], 8e-4);<a name="line.248"></a>
+<FONT color="green">249</FONT> Assert.assertTrue(optimizer.getEvaluations() > 60);<a name="line.249"></a>
+<FONT color="green">250</FONT> Assert.assertTrue(optimizer.getEvaluations() < 80);<a name="line.250"></a>
+<FONT color="green">251</FONT> Assert.assertTrue(optimum.getValue() < 1e-6);<a name="line.251"></a>
+<FONT color="green">252</FONT> }<a name="line.252"></a>
+<FONT color="green">253</FONT> <a name="line.253"></a>
+<FONT color="green">254</FONT> @Test(expected=TooManyEvaluationsException.class)<a name="line.254"></a>
+<FONT color="green">255</FONT> public void testMaxIterations() {<a name="line.255"></a>
+<FONT color="green">256</FONT> Powell powell = new Powell();<a name="line.256"></a>
+<FONT color="green">257</FONT> SimplexOptimizer optimizer = new SimplexOptimizer(-1, 1e-3);<a name="line.257"></a>
+<FONT color="green">258</FONT> optimizer.optimize(new MaxEval(20),<a name="line.258"></a>
+<FONT color="green">259</FONT> new ObjectiveFunction(powell),<a name="line.259"></a>
+<FONT color="green">260</FONT> GoalType.MINIMIZE,<a name="line.260"></a>
+<FONT color="green">261</FONT> new InitialGuess(new double[] { 3, -1, 0, 1 }),<a name="line.261"></a>
+<FONT color="green">262</FONT> new NelderMeadSimplex(4));<a name="line.262"></a>
+<FONT color="green">263</FONT> }<a name="line.263"></a>
+<FONT color="green">264</FONT> <a name="line.264"></a>
+<FONT color="green">265</FONT> private static class FourExtrema implements MultivariateFunction {<a name="line.265"></a>
+<FONT color="green">266</FONT> // The following function has 4 local extrema.<a name="line.266"></a>
+<FONT color="green">267</FONT> final double xM = -3.841947088256863675365;<a name="line.267"></a>
+<FONT color="green">268</FONT> final double yM = -1.391745200270734924416;<a name="line.268"></a>
+<FONT color="green">269</FONT> final double xP = 0.2286682237349059125691;<a name="line.269"></a>
+<FONT color="green">270</FONT> final double yP = -yM;<a name="line.270"></a>
+<FONT color="green">271</FONT> final double valueXmYm = 0.2373295333134216789769; // Local maximum.<a name="line.271"></a>
+<FONT color="green">272</FONT> final double valueXmYp = -valueXmYm; // Local minimum.<a name="line.272"></a>
+<FONT color="green">273</FONT> final double valueXpYm = -0.7290400707055187115322; // Global minimum.<a name="line.273"></a>
+<FONT color="green">274</FONT> final double valueXpYp = -valueXpYm; // Global maximum.<a name="line.274"></a>
+<FONT color="green">275</FONT> <a name="line.275"></a>
+<FONT color="green">276</FONT> public double value(double[] variables) {<a name="line.276"></a>
+<FONT color="green">277</FONT> final double x = variables[0];<a name="line.277"></a>
+<FONT color="green">278</FONT> final double y = variables[1];<a name="line.278"></a>
+<FONT color="green">279</FONT> return (x == 0 || y == 0) ? 0 :<a name="line.279"></a>
+<FONT color="green">280</FONT> FastMath.atan(x) * FastMath.atan(x + 2) * FastMath.atan(y) * FastMath.atan(y) / (x * y);<a name="line.280"></a>
+<FONT color="green">281</FONT> }<a name="line.281"></a>
+<FONT color="green">282</FONT> }<a name="line.282"></a>
+<FONT color="green">283</FONT> <a name="line.283"></a>
+<FONT color="green">284</FONT> private static class Rosenbrock implements MultivariateFunction {<a name="line.284"></a>
+<FONT color="green">285</FONT> private int count;<a name="line.285"></a>
+<FONT color="green">286</FONT> <a name="line.286"></a>
+<FONT color="green">287</FONT> public Rosenbrock() {<a name="line.287"></a>
+<FONT color="green">288</FONT> count = 0;<a name="line.288"></a>
<FONT color="green">289</FONT> }<a name="line.289"></a>
<FONT color="green">290</FONT> <a name="line.290"></a>
-<FONT color="green">291</FONT> public int getCount() {<a name="line.291"></a>
-<FONT color="green">292</FONT> return count;<a name="line.292"></a>
-<FONT color="green">293</FONT> }<a name="line.293"></a>
-<FONT color="green">294</FONT> }<a name="line.294"></a>
-<FONT color="green">295</FONT> }<a name="line.295"></a>
+<FONT color="green">291</FONT> public double value(double[] x) {<a name="line.291"></a>
+<FONT color="green">292</FONT> ++count;<a name="line.292"></a>
+<FONT color="green">293</FONT> double a = x[1] - x[0] * x[0];<a name="line.293"></a>
+<FONT color="green">294</FONT> double b = 1.0 - x[0];<a name="line.294"></a>
+<FONT color="green">295</FONT> return 100 * a * a + b * b;<a name="line.295"></a>
+<FONT color="green">296</FONT> }<a name="line.296"></a>
+<FONT color="green">297</FONT> <a name="line.297"></a>
+<FONT color="green">298</FONT> public int getCount() {<a name="line.298"></a>
+<FONT color="green">299</FONT> return count;<a name="line.299"></a>
+<FONT color="green">300</FONT> }<a name="line.300"></a>
+<FONT color="green">301</FONT> }<a name="line.301"></a>
+<FONT color="green">302</FONT> <a name="line.302"></a>
+<FONT color="green">303</FONT> private static class Powell implements MultivariateFunction {<a name="line.303"></a>
+<FONT color="green">304</FONT> private int count;<a name="line.304"></a>
+<FONT color="green">305</FONT> <a name="line.305"></a>
+<FONT color="green">306</FONT> public Powell() {<a name="line.306"></a>
+<FONT color="green">307</FONT> count = 0;<a name="line.307"></a>
+<FONT color="green">308</FONT> }<a name="line.308"></a>
+<FONT color="green">309</FONT> <a name="line.309"></a>
+<FONT color="green">310</FONT> public double value(double[] x) {<a name="line.310"></a>
+<FONT color="green">311</FONT> ++count;<a name="line.311"></a>
+<FONT color="green">312</FONT> double a = x[0] + 10 * x[1];<a name="line.312"></a>
+<FONT color="green">313</FONT> double b = x[2] - x[3];<a name="line.313"></a>
+<FONT color="green">314</FONT> double c = x[1] - 2 * x[2];<a name="line.314"></a>
+<FONT color="green">315</FONT> double d = x[0] - x[3];<a name="line.315"></a>
+<FONT color="green">316</FONT> return a * a + 5 * b * b + c * c * c * c + 10 * d * d * d * d;<a name="line.316"></a>
+<FONT color="green">317</FONT> }<a name="line.317"></a>
+<FONT color="green">318</FONT> <a name="line.318"></a>
+<FONT color="green">319</FONT> public int getCount() {<a name="line.319"></a>
+<FONT color="green">320</FONT> return count;<a name="line.320"></a>
+<FONT color="green">321</FONT> }<a name="line.321"></a>
+<FONT color="green">322</FONT> }<a name="line.322"></a>
+<FONT color="green">323</FONT> }<a name="line.323"></a>