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From Evan Ward <evan.w...@nrl.navy.mil>
Subject Re: [math] refactoring least squares
Date Tue, 18 Feb 2014 22:57:00 GMT

On 02/18/2014 09:51 AM, luc wrote:
> Hi all,
>
> As you have probably noticed, I have committed the changes proposed by
> Evan. This ends up to about 20 different commits,
> as I have tried to stick with the progressive changes he made in his
> Github repository. Some of the initial commits
> do not abide by our development rules (missing Apache headers, author
> tags or some checkstyle problems), but some have been
> fixed in intermediate commits by Evan himself months ago during the
> discussions with Gilles, and I have fixed the remaining
> ones in the final commits. So if you take the current status, it is
> compliant.
>
> I kept the single leastsquares package, so did not introduce an
> additional leastsquares2.
>
> I have also taken care to preserve all changes already done since last
> summer when Evan designed his code. In particular, this
> means the new curve fitters have been adapted so they both use the new
> package and fix MAX-1014 has Gilles already did that.
>
> I would like to ask Evan to check in case I have mixed something, and
> after this check we can look at polishing this and
> perhaps extending some parts to other optimizers or move some
> interfaces upward if necessary.

Thanks Luc! It looks good to me.

One thing I would like to change/add before the 3.3 release are the
decomposition algorithms for GaussNewton. Using a CholeskyDecomposition
on the normal equations should be faster than LU by a factor of 2.
Similarly, using QR on the Jacobian, before forming the normal equations
should be more stable than any method that forms the normal equations. I
can implement these changes as extra Decomposition options. What is the
best way to send the patches? Attachments on JIRA? Pull requests on github?

Out of curiosity, why is /** {@inheritDoc} */ required? Isn't that the
default?

Best Regards,
Evan

> best regards
> Luc
>
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