Class GaussNewtonOptimizer

  • All Implemented Interfaces:

    public class GaussNewtonOptimizer
    extends Object
    implements LeastSquaresOptimizer
    Gauss-Newton least-squares solver.

    This class solve a least-square problem by solving the normal equations of the linearized problem at each iteration. Either LU decomposition or Cholesky decomposition can be used to solve the normal equations, or QR decomposition or SVD decomposition can be used to solve the linear system. Cholesky/LU decomposition is faster but QR decomposition is more robust for difficult problems, and SVD can compute a solution for rank-deficient problems.

    • Constructor Detail

      • GaussNewtonOptimizer

        public GaussNewtonOptimizer()
        Creates a Gauss Newton optimizer.

        The default for the algorithm is to solve the normal equations using QR decomposition.

      • GaussNewtonOptimizer

        public GaussNewtonOptimizer​(MatrixDecomposer decomposer,
                                    boolean formNormalEquations)
        Create a Gauss Newton optimizer that uses the given matrix decomposition algorithm to solve the normal equations.
        decomposer - the decomposition algorithm to use.
        formNormalEquations - whether the normal equations should be explicitly formed. If true then decomposer is used to solve JTJx=JTr, otherwise decomposer is used to solve Jx=r. If decomposer can only solve square systems then this parameter should be true.