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 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
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package org.apache.commons.math3.fitting.leastsquares;

import org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation;
import org.apache.commons.math3.linear.RealMatrix;
import org.apache.commons.math3.linear.RealVector;

Applies a dense weight matrix to an evaluation.
Since:3.3
/** * Applies a dense weight matrix to an evaluation. * * @since 3.3 */
class DenseWeightedEvaluation extends AbstractEvaluation {
the unweighted evaluation
/** the unweighted evaluation */
private final Evaluation unweighted;
reference to the weight square root matrix
/** reference to the weight square root matrix */
private final RealMatrix weightSqrt;
Create a weighted evaluation from an unweighted one.
Params:
  • unweighted – the evalutation before weights are applied
  • weightSqrt – the matrix square root of the weight matrix
/** * Create a weighted evaluation from an unweighted one. * * @param unweighted the evalutation before weights are applied * @param weightSqrt the matrix square root of the weight matrix */
DenseWeightedEvaluation(final Evaluation unweighted, final RealMatrix weightSqrt) { // weight square root is square, nR=nC=number of observations super(weightSqrt.getColumnDimension()); this.unweighted = unweighted; this.weightSqrt = weightSqrt; } /* apply weights */
{@inheritDoc}
/** {@inheritDoc} */
public RealMatrix getJacobian() { return weightSqrt.multiply(this.unweighted.getJacobian()); }
{@inheritDoc}
/** {@inheritDoc} */
public RealVector getResiduals() { return this.weightSqrt.operate(this.unweighted.getResiduals()); } /* delegate */
{@inheritDoc}
/** {@inheritDoc} */
public RealVector getPoint() { return unweighted.getPoint(); } }