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From Christian <ch9....@gmail.com>
Subject [math] LevenbergMarquardtOptimizer unable to perform Q.R decomposition on the 107x2 jacobian matrix
Date Tue, 01 Oct 2013 13:54:40 GMT
sorry just jet realized the note: *Note:*please don't send patches or 
attachments to any of the mailing lists. Patches are best handled via 
theIssue Tracking 
<http://commons.apache.org/proper/commons-math/issue-tracking.html>system. 
Otherwise, please upload the file to a public server and include the URL 
in the mail.
so here is the url: http://snipt.org/Ahihj0


Hello

I really need your help to get the LevenbergMarquardtOptimizer up and 
running. Please see the attached compileable code.

No matter how I try to return the gradients an Exception will raise ... 
hmmm get stuck ...

Thanks
Christian

Stack:
run:
true
tc 2012.2765286077058
Test A,B,C1,C2 [501.2905381669908, 245.5260642192166, -212.706661273106, 
400.8921485235668]
Curve fitting ...
Exception in thread "main" 
org.apache.commons.math3.exception.ConvergenceException: illegal state: 
unable to perform Q.R decomposition on the 107x2 jacobian matrix
     at 
org.apache.commons.math3.optim.nonlinear.vector.jacobian.LevenbergMarquardtOptimizer.qrDecomposition(LevenbergMarquardtOptimizer.java:884)
     at 
org.apache.commons.math3.optim.nonlinear.vector.jacobian.LevenbergMarquardtOptimizer.doOptimize(LevenbergMarquardtOptimizer.java:331)
     at 
org.apache.commons.math3.optim.nonlinear.vector.jacobian.LevenbergMarquardtOptimizer.doOptimize(LevenbergMarquardtOptimizer.java:113)
     at 
org.apache.commons.math3.optim.BaseOptimizer.optimize(BaseOptimizer.java:143)
     at 
org.apache.commons.math3.optim.BaseMultivariateOptimizer.optimize(BaseMultivariateOptimizer.java:66)
     at 
org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer.optimize(MultivariateVectorOptimizer.java:87)
     at 
org.apache.commons.math3.optim.nonlinear.vector.JacobianMultivariateVectorOptimizer.optimize(JacobianMultivariateVectorOptimizer.java:83)
     at 
org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer.optimize(AbstractLeastSquaresOptimizer.java:197)
     at 
org.apache.commons.math3.fitting.CurveFitter.fit(CurveFitter.java:172)
     at 
org.apache.commons.math3.fitting.CurveFitter.fit(CurveFitter.java:136)
     at 
tryout.Sornette2NoLogPriceLevenberg.main(Sornette2NoLogPriceLevenberg.java:62)
Java Result: 1
BUILD SUCCESSFUL (total time: 0 seconds)



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