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From "Bruce A Johnson (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1009) PolynomialFitter
Date Thu, 27 Feb 2014 14:41:20 GMT

    [ https://issues.apache.org/jira/browse/MATH-1009?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13914580#comment-13914580
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Bruce A Johnson commented on MATH-1009:
---------------------------------------

Yes,  as far as I can tell PolynomialCurveFitter extends AbstractCurveFitter which uses the
non-linear LevenbergMarquardt method

> PolynomialFitter
> ----------------
>
>                 Key: MATH-1009
>                 URL: https://issues.apache.org/jira/browse/MATH-1009
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.2
>         Environment: All
>            Reporter: Konstantin Berlin
>            Priority: Minor
>             Fix For: 3.3
>
>
> org.apache.commons.math3.fitting.PolynomialFitter
> should be implemented using linear least-squares method like QR decomposition solver.
> There are several reasons for this
> 1) Nonlinear methods are much slower
> 2) Linear methods (QR and SVD) are numerically more stable.
> 3) By storing the QR decomposition it is possible to recompute the solution for different
input data values.
> See
> http://mathworld.wolfram.com/LeastSquaresFittingPolynomial.html



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