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Subject: svn commit: r1161463 -
 /commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/general/LevenbergMarquardtOptimizer.java
Date: Thu, 25 Aug 2011 09:28:13 -0000
To: commits@commons.apache.org
From: erans@apache.org
Message-Id: <20110825092813.D234B23889F7@eris.apache.org>

Author: erans
Date: Thu Aug 25 09:28:13 2011
New Revision: 1161463

URL: http://svn.apache.org/viewvc?rev=1161463&view=rev
Log:
MATH-413
New constructor.
Javadoc typos.

Modified:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/general/LevenbergMarquardtOptimizer.java

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/general/LevenbergMarquardtOptimizer.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/general/LevenbergMarquardtOptimizer.java?rev=1161463&r1=1161462&r2=1161463&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/general/LevenbergMarquardtOptimizer.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/general/LevenbergMarquardtOptimizer.java Thu Aug 25 09:28:13 2011
@@ -141,11 +141,11 @@ public class LevenbergMarquardtOptimizer
      * other contructor}.
      * The default values for the algorithm settings are:
      * <ul>
-     *  <li>Initial step bound factor}: 100</li>
-     *  <li>Cost relative tolerance}: 1e-10</li>
-     *  <li>Parameters relative tolerance}: 1e-10</li>
-     *  <li>Orthogonality tolerance}: 1e-10</li>
-     *  <li>QR ranking threshold}: {@link MathUtils#SAFE_MIN}</li>
+     *  <li>Initial step bound factor: 100</li>
+     *  <li>Cost relative tolerance: 1e-10</li>
+     *  <li>Parameters relative tolerance: 1e-10</li>
+     *  <li>Orthogonality tolerance: 1e-10</li>
+     *  <li>QR ranking threshold: {@link MathUtils#SAFE_MIN}</li>
      * </ul>
      */
     public LevenbergMarquardtOptimizer() {
@@ -153,6 +153,61 @@ public class LevenbergMarquardtOptimizer
     }
 
     /**
+     * Constructor that allows the specification of a custom convergence
+     * checker.
+     * Note that all the usual convergence checks will be <em>disabled</em>.
+     * The default values for the algorithm settings are:
+     * <ul>
+     *  <li>Initial step bound factor: 100</li>
+     *  <li>Cost relative tolerance: 1e-10</li>
+     *  <li>Parameters relative tolerance: 1e-10</li>
+     *  <li>Orthogonality tolerance: 1e-10</li>
+     *  <li>QR ranking threshold: {@link MathUtils#SAFE_MIN}</li>
+     * </ul>
+     *
+     * @param checker Convergence checker.
+     */
+    public LevenbergMarquardtOptimizer(ConvergenceChecker<VectorialPointValuePair> checker) {
+        this(100, checker, 1e-10, 1e-10, 1e-10, MathUtils.SAFE_MIN);
+    }
+
+    /**
+     * Constructor that allows the specification of a custom convergence
+     * checker, in addition to the standard ones.
+     *
+     * @param initialStepBoundFactor Positive input variable used in
+     * determining the initial step bound. This bound is set to the
+     * product of initialStepBoundFactor and the euclidean norm of
+     * {@code diag * x} if non-zero, or else to {@code initialStepBoundFactor}
+     * itself. In most cases factor should lie in the interval
+     * {@code (0.1, 100.0)}. {@code 100} is a generally recommended value.
+     * @param checker Convergence checker.
+     * @param costRelativeTolerance Desired relative error in the sum of
+     * squares.
+     * @param parRelativeTolerance Desired relative error in the approximate
+     * solution parameters.
+     * @param orthoTolerance Desired max cosine on the orthogonality between
+     * the function vector and the columns of the Jacobian.
+     * @param threshold Desired threshold for QR ranking. If the squared norm
+     * of a column vector is smaller or equal to this threshold during QR
+     * decomposition, it is considered to be a zero vector and hence the rank
+     * of the matrix is reduced.
+     */
+    public LevenbergMarquardtOptimizer(double initialStepBoundFactor,
+                                       ConvergenceChecker<VectorialPointValuePair> checker,
+                                       double costRelativeTolerance,
+                                       double parRelativeTolerance,
+                                       double orthoTolerance,
+                                       double threshold) {
+        super(checker);
+        this.initialStepBoundFactor = initialStepBoundFactor;
+        this.costRelativeTolerance = costRelativeTolerance;
+        this.parRelativeTolerance = parRelativeTolerance;
+        this.orthoTolerance = orthoTolerance;
+        this.qrRankingThreshold = threshold;
+    }
+
+    /**
      * Build an optimizer for least squares problems with default values
      * for some of the tuning parameters (see the {@link
      * #LevenbergMarquardtOptimizer(double,double,double,double,double)