Hi South Light,
Le 14/08/2014 19:05, South Light a écrit :
> Hi Thomas,
>
> My problem is to find the best A value in y = 10 ^ ((x + 82) / (-10 * A))
> that fits better in a set of data. I'll be getting different sets of data.
>
> I'm new in the use of the math li
Hi Thomas,
My problem is to find the best A value in y = 10 ^ ((x + 82) / (-10 * A))
that fits better in a set of data. I'll be getting different sets of data.
I'm new in the use of the math lib and the examples found are all based
on deprecated classes.
Now I'm a little lost in
I take it, you ask for help for doing your homework?
Bye, Thomas
> Am 14.08.2014 um 15:56 schrieb South Light :
>
> Hi Ted,
>
> Thanks a lot for your suggestion but I need to add it using java.
>
> Thanks
> again
> .
>
>
>
> 2014-08-14 2:22 GMT-03:00 Ted Dunning :
>
>> Have you conside
Hi Gilles
,
Can you tell me which is the best subclass from AbstractCurveFitter to fit
better to the problem ?
Thanks a lot
.
2014-08-14 6:33 GMT-03:00 Gilles :
> On Wed, 13 Aug 2014 22:08:39 -0300, South Light wrote:
>
>> Hi,
>>
>> May be someone can help me with this problem.
>>
>> Given t
Hi Ted,
Thanks a lot for your suggestion but I need to add it using java.
Thanks
again
.
2014-08-14 2:22 GMT-03:00 Ted Dunning :
> Have you considered using an interactive system like R, Matlab or Octave?
>
> You might be happier.
>
> Or even have you considered goal search in Excel?
>
>
>
On Wed, 13 Aug 2014 22:08:39 -0300, South Light wrote:
Hi,
May be someone can help me with this problem.
Given the follow function: y = 10 ^ ((x + 82) / (-10 * A))
I would like to found the A value witch curve fit better for a set of
x,y
values, usually the set is about 20 to 25 x,y values.
Have you considered using an interactive system like R, Matlab or Octave?
You might be happier.
Or even have you considered goal search in Excel?
On Wed, Aug 13, 2014 at 6:08 PM, South Light wrote:
> Hi,
>
> May be someone can help me with this problem.
>
> Given the follow function: y = 10
Hi,
May be someone can help me with this problem.
Given the follow function: y = 10 ^ ((x + 82) / (-10 * A))
I would like to found the A value witch curve fit better for a set of x,y
values, usually the set is about 20 to 25 x,y values.
I use the CurveFitter class and the ParametricUnivariateFu
iableFunction as simple Univariate or Multivariate
> functions (or vector-functions). In java 8 it could be simply done by
> adding some default methods to corresponding interfaces. But since
> commons-math does not support java 8 (as far as I can understand), it
> should be some utili
corresponding interfaces. But since
commons-math does not support java 8 (as far as I can understand), it
should be some utility class.
With best regards, Alexander Nozik.
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On 08/05/2014 06:40 PM, Arne Schwarz wrote:
> No, but I am developing one with an extended Kalman filter where i
> will test various decompositions. I just stumbled over these lines
> because I read somewhere that explicit calculation of the inverse is
> not a thing one should do. And I suggested t
No, but I am developing one with an extended Kalman filter where i
will test various decompositions. I just stumbled over these lines
because I read somewhere that explicit calculation of the inverse is
not a thing one should do. And I suggested the Cholesky decomposition
because it should be fast
On 08/04/2014 09:10 PM, Ted Dunning wrote:
> Arne,
>
> I think you are correct.
Afaik, it is possible for unscented Kalman filters to avoid the explicit
matrix inversion (see also
http://en.wikipedia.org/wiki/Cholesky_decomposition#Kalman_filters).
We have an open issue which was delayed for 4.0
Arne,
I think you are correct.
On Mon, Aug 4, 2014 at 7:34 AM, Arne Schwarz wrote:
> 2014-08-04 13:43 GMT+02:00 Gilles :
> > On Sun, 3 Aug 2014 18:18:24 +0200, Arne Schwarz wrote:
> >>
> >> Hi,
> >>
> >> I saw that to calculate the gain matrix the actual inverse of the
> >> residual covarian
The problem is that I need a lot of integrations done. So I have one
integrator object configured and use different functions and different
borders as arguments. I can't create multiple GaussIntegrator rules
because rule calculation is very time consuming, so it is easier to
calculate the rule o
On Mon, 04 Aug 2014 16:54:06 +0400, Alexander Nozik wrote:
Thank you for pointing to fitting.leastsquares package. It should be
rather new (from 3.3 as i see), since I haven't noticed it last time
I
looked through the library. In fact I have my own fitting framework
which is rather similar in t
2014-08-04 13:43 GMT+02:00 Gilles :
> On Sun, 3 Aug 2014 18:18:24 +0200, Arne Schwarz wrote:
>>
>> Hi,
>>
>> I saw that to calculate the gain matrix the actual inverse of the
>> residual covariance matrix is calculated. Wouldn't it be faster to use
>> for example a Cholesky decomposition to solve t
Thank you for pointing to fitting.leastsquares package. It should be
rather new (from 3.3 as i see), since I haven't noticed it last time I
looked through the library. In fact I have my own fitting framework
which is rather similar in the structure (developed it two years ago, a
shame there was
On Mon, 04 Aug 2014 14:41:24 +0400, Alexander Nozik wrote:
The univariate integrator class provides iterative integration
procedure. It throws exception if the number of evaluations is larger
than given number. The problem arises when one is limited by some
performance issues and wants to minimiz
On Sun, 3 Aug 2014 18:18:24 +0200, Arne Schwarz wrote:
Hi,
I saw that to calculate the gain matrix the actual inverse of the
residual covariance matrix is calculated. Wouldn't it be faster to
use
for example a Cholesky decomposition to solve the linear system?
Since
a covariance matrix is alw
The univariate integrator class provides iterative integration
procedure. It throws exception if the number of evaluations is larger
than given number. The problem arises when one is limited by some
performance issues and wants to minimize the number of evaluations even
at the expense of accura
I can't comment on the details here but explicitly inverting a matrix is almost
always wrong.
Sent from my iPhone
> On Aug 3, 2014, at 8:53, Arne Schwarz wrote:
>
> Hi,
>
> I saw that to calculate the gain matrix the accual inverse of the residual
> covariance matrix is calculated. Wouldn'
Hi,
I saw that to calculate the gain matrix the actual inverse of the
residual covariance matrix is calculated. Wouldn't it be faster to use
for example a Cholesky decomposition to solve the linear system? Since
a covariance matrix is always symmetric and at least positive
semi-definite.
Arne Sch
Hi,
I saw that to calculate the gain matrix the accual inverse of the residual
covariance matrix is calculated. Wouldn't it be faster to use for example a
Cholesky decomposition to solve the linear system? Since a covariance
Matrix is always symmetric and at least positive semi-definite.
Arne Sch
tegration procedure which is not yet
> present at commons-math (I use a Monte-Carlo sampler).
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present at commons-math (I use a Monte-Carlo
sampler).
With best regards, Alexander Nozik.
On 30-Jul-14 07:11, Marcelo Alves wrote:
Hi,
The apache math library for java supports only univariates integrators. Is
there a way to use these integrators to calculate bivariate integral?
Thanks
wrote:
> Hi,
>
> The apache math library for java supports only univariates integrators. Is
> there a way to use these integrators to calculate bivariate integral?
>
> Thanks
>
Hi,
The apache math library for java supports only univariates integrators. Is
there a way to use these integrators to calculate bivariate integral?
Thanks
Hello all,
I have an application where I need to efficiently update the QR decomposition,
after a rank-one modification, of some matrix A. I want to do this because I'd
like to use multiple linear regression on a growing set of regressors. I
checked the documentation to see whether a method is
y =
-107.99975
(the second iteration of the loop), the value = -3938.593749982256.
Compared to MatLab, the value is 1901.8438.
I've also posted this scenario on Stack Overflow which can be found
here:
http://stackoverflow.com/questions/24618336/apache-commons-math-bicubicsplineinterpolator
982256.
Compared to MatLab, the value is 1901.8438.
I've also posted this scenario on Stack Overflow which can be found here:
http://stackoverflow.com/questions/24618336/apache-commons-math-bicubicsplineinterpolator-is-returning-strange-interpolated
Am I using the interpolator incorrectly?
ontext:
http://apache-commons.680414.n4.nabble.com/math-LevenbergMarquardtOptimizer-unable-to-perform-Q-R-decomposition-on-the-107x2-jacobian-matrix-tp4654105p4665221.html
Sent from the Commons - User mailing list archive at Nabb
gorithms have
similar problems.
[1]
http://noether.math.uoa.gr/conferences/sla2014/sites/default/files/Dopico.pdf
On Sat, Jun 28, 2014 at 6:33 AM, Axel wrote:
On Fri, Jun 27, 2014 at 10:56 PM, Thomas Neidhart
wrote:
...
> I did take a look at the stackoverflow question, and there is
alr
changed, and does not match
what is described in user guide any more
(http://commons.apache.org/proper/commons-math/userguide/fitting.html).
I say that because of the deprecated classes.
Would it be possible to update this user guide, in order to help
users like me to program data fitting the right
more
(http://commons.apache.org/proper/commons-math/userguide/fitting.html).
I say that because of the deprecated classes.
Would it be possible to update this user guide, in order to help users like me
to program data fitting the right way ?
Thank you in advance.
Regards,
Raphaël GIRARDOT
Done - MATH-1131. Example code and dataset attached.
On 24 June 2014 23:39, Brent Worden wrote:
> Yes, please do. If you can include your dataset that would be of great
> help.
>
> Thanks,
>
> Brent
>
>
> On Tue, Jun 24, 2014 at 2:14 PM, Schalk Cronj é wrote:
>
On 06/25/2014 03:18 AM, Haluk Dogan wrote:
> Hi all,
>
> Is there any hierarchical clustering implementation in commons-math? If
> not, does somebody know that whether it is in TODO list or not?
Hi,
no, currently there is no hierarchical cluster implementation available
in Commons
Hi all,
Is there any hierarchical clustering implementation in commons-math? If
not, does somebody know that whether it is in TODO list or not?
Thanks.
--
HD
Yes, please do. If you can include your dataset that would be of great
help.
Thanks,
Brent
On Tue, Jun 24, 2014 at 2:14 PM, Schalk Cronj é wrote:
> I have code simplified to the following:
>
>KolmogorovSmirnovTest kst = new KolmogorovSmirnovTest();
>NormalDistribution nd = new Normal
I have code simplified to the following:
KolmogorovSmirnovTest kst = new KolmogorovSmirnovTest();
NormalDistribution nd = new NormalDistribution(mean,stddev);
kst.kolmogorovSmirnovTest(nd,dataset)
I find that for my dataset of 10,000 items, the call to
kolmogorovSmirnovTest takes 'fore
On 05/24/2014 07:40 AM, reginald.john...@gmail.com wrote:
> Do you know of a library that does support ILP?
glpk supports integer and mixed linear programming problems.
I am not aware of a java based library though.
Thomas
-
To
linear programming model.
Afaik, the standard approach is to use integer LP which commons math does
not yet support, but the referenced paper also shows a way to do it with
standard LP.
Thomas
On Fri, May 23, 2014 at 3:27 PM, wrote:
> In the problem, the inequality constraints are
The paper here http://arxiv.org/vc/cs/papers/0609/0609005v5.pdf [arxiv.org]
shows how the TSP can be solved by using a linear programming model.
Afaik, the standard approach is to use integer LP which commons math does
not yet support, but the referenced paper also shows a way to do it with
Unfortunately, I’m not familiar enough with LP to know what you mean by that
statement.
Sent from Windows Mail
From: Ted Dunning
Sent: Thursday, May 22, 2014 9:13 PM
To: Reginald Johnson
Cc: user@commons.apache.org
Is it possible that you encode the symmetry constrain
see
> a
> > way to create a constraint in the optimization class that will let me use
> > anything other than a number for the right hand side.
>
> The simplex solver in math does only support constants on the right
> side, and I am not aware of another solver that
7;t (and still don't) see
> a
> > way to create a constraint in the optimization class that will let me use
> > anything other than a number for the right hand side.
>
> The simplex solver in math does only support constants on the right
> side, and I am not aware of another
anything other than a number for the right hand side.
The simplex solver in math does only support constants on the right
side, and I am not aware of another solver that would support it.
A possible way to express this constraint could be:
A_ij - A_ji = 0
btw. you should not use the org.apache.comm
Is it possible that you encode the symmetry constraint into the function
itself by only allowing adaptation of the upper triangle?
On Thu, May 22, 2014 at 8:36 PM, Reginald Johnson <
reginald.john...@gmail.com> wrote:
> I agree, and in fact my original formulation used that same format
> (A_ij
I agree, and in fact my original formulation used that same format
(A_ij=A_ji) for the constraint. However, I didn't (and still don't) see a
way to create a constraint in the optimization class that will let me use
anything other than a number for the right hand side.
Do you know if this librar
In electrical and fluid flow problems, it is customary to encode flow to a node
as positive and flow from as negative. This reduces your constraints to a much
simpler form
Sum_j A_ij = 0
A_ij = A_ji
Sent from my iPhone
-
To u
I am attempting to set up a min cost network flow linear programming problem
using the org.apache.commons.math3.optimization.linear package. I am having
problems setting up the constraints that dictate that any flow that goes into a
network node must also leave that node.
I’m looking for
The Apache Commons Team is pleased to announce the release of Apache
Commons Math 3.3.
Apache Commons Math is a library of lightweight, self-contained
mathematics and statistics components addressing the most common
problems not available in the Java programming language or Commons
This is a
On Tue, Apr 8, 2014 at 2:52 PM, paul womack wrote:
> Gilles wrote:
>
>>
>> I think that calling "gcd" ensures that the result will not overflow for
>> the largest possible range of arguments.
>>
>> It's part of the code logic.
>>
>> Maybe you could write methods that implement the "naive" algorit
Gilles wrote:
I think that calling "gcd" ensures that the result will not overflow for
the largest possible range of arguments.
It's part of the code logic.
Maybe you could write methods that implement the "naive" algorithms for
addition, subtraction, ...
Then test whether you always get corre
Hi.
On Tue, 08 Apr 2014 09:25:32 +0200, MARTEL Leo wrote:
Hello everyone,
I'm writing here to get help with an application I
am developing using the Fraction class from org.apache.commons.math.
But, since I am French, my English is quite bad ! I apologize, for
this
and I hope, you will unders
Hello everyone,
I'm writing here to get help with an application I
am developing using the Fraction class from org.apache.commons.math.
But, since I am French, my English is quite bad ! I apologize, for this
and I hope, you will understand me anyway.
Here is my problem:
I
need the rational
Hello.
I have a question regarding BicubicSplineInterpolator .
I have to visualize measured data using interpolation.
The BicubicSplineInterpolator documentation says :
xval - All the x-coordinates of the interpolation points, sorted in
increasing order.
yval - All the y-coordinates of the int
Hello all,
I have a question regarding BicubicSplineInterpolator .
I have to visualize measured data using interpolation.
The BicubicSplineInterpolator documentation says :
xval - All the x-coordinates of the interpolation points, sorted in increasing
order.
yval - All the y-coordinates of the
Hi Calle,
Le 24/03/2014 17:28, Calle Ekdahl a écrit :
> When using the event handler in the ODE solver I’m getting the error
> message/exception
>
> "Exception in thread "main"
> org.apache.commons.math3.exception.NoBracketingException: function values at
> endpoints do not have different sign
No. Not a riddle.
It just looks on the wikipedia page like it requires evaluating a formula.
WRiting that formula doesn't require commons math.
On Mon, Mar 24, 2014 at 10:39 AM, AJ Weber wrote:
> Is that a riddle? Maybe it's not "more than arithmetic".
>
> Ma
Is that a riddle? Maybe it's not "more than arithmetic".
Maybe someone on this java-math-related mailing list has this handy, and
is willing to share, whether they leveraged the Commons Math library or not.
-AJ
On 3/24/2014 1:25 PM, Ted Dunning wrote:
Why is this more
Why is this more than arithmetic?
http://en.wikipedia.org/wiki/Penman%E2%80%93Monteith_equation
On Mon, Mar 24, 2014 at 10:22 AM, AJ Weber wrote:
> Sorry for the newbie question, but has anyone written a java method to
> solve the Peman-Monteith eq given the daily mean temp, rh, wind speed,
Sorry for the newbie question, but has anyone written a java method to
solve the Peman-Monteith eq given the daily mean temp, rh, wind speed,
and solar radiation?
Looking for a method or utility to reasonably-accurately calculate net
evapotranspiration for a "pet project."
Thanks in advance,
When using the event handler in the ODE solver I’m getting the error
message/exception
"Exception in thread "main"
org.apache.commons.math3.exception.NoBracketingException: function values at
endpoints do not have different signs, endpoints: [692,555, 692,556], values:
[-0, -0]”
What could be
On 2/21/14, 12:39 PM, Zachary Seid wrote:
> Hello all,
> I would like to access information wrapped in the RegressionResults class,
> but for OLSMultipleRegression and/or GLSMultipleRegression.
Great suggestion.
> However,
> OLS/GLS do not currently support the UpdatingMultipleLinearRegression
>
Hello all,
I would like to access information wrapped in the RegressionResults class,
but for OLSMultipleRegression and/or GLSMultipleRegression. However,
OLS/GLS do not currently support the UpdatingMultipleLinearRegression
interface, and I was wondering if there is a simple workaround to provide
On Sun, 26 Jan 2014 18:16:49 -0500, Patrick Meyer wrote:
Yes, but I am wondering if it had just been moved in the way many of
the classes in optimization were moved to optim. Given that
LevenbergMarquardt was deprecated in 3.1 and 3.2 only to reappear in
the latest development version made me thi
Message-
From: Gilles [mailto:gil...@harfang.homelinux.org]
Sent: Sunday, January 26, 2014 5:42 PM
To: user@commons.apache.org
Subject: Re: [math] LevenbergMarquardtOptimizer replacement
Hello.
>
> I would like to use the LevenbergMarquardtOptimizer but it was
> deprecated in 3.1. It
it or a
suitable replacement.
http://commons.apache.org/proper/commons-math/javadocs/api-3.2/org/apache/commons/math3/optim/nonlinear/vector/jacobian/LevenbergMarquardtOptimizer.html
[But it is deprecated, as you noticed.]
HTH,
Gilles
Hi,
I would like to use the LevenbergMarquardtOptimizer but it was deprecated in
3.1. It is listed in o.a.c.m.fitting.leastsquares in the latest development
API. However, I do not see an it listed anywhere in 3.1 or 3.2. I am
currently using 3.1 and I would like to know where I can find it or a
On 1/25/14, 9:37 AM, supa wrote:
> Is version 3.3 release date known ?
No, we don't set fixed release dates. That said, I think we are
getting close, which means a release is likely some time in the next
month or so.
Phil
>
> Thanks,
> Siarhei
>
> --
On 1/25/14, 9:37 AM, supa wrote:
> Is version 3.3 release date known ?
No, we don't set fixed release dates. That said, I think we are
getting close, which means some time in the next month or so.
Phil
>
> Thanks,
> Siarhei
>
> --
Is version 3.3 release date known ?
Thanks,
Siarhei
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Hello.
Thank you for recommending LevenbergMarquardtOptimizer. It works for
our
function. However, it seems to take much longer than BOBYQAOptimizer.
Is
this expected as it needs to compute gradient?
It's difficult to tell.
Someone listening here might provide some theoretical insight.
Bu
Gilles,
Thank you for recommending LevenbergMarquardtOptimizer. It works for our
function. However, it seems to take much longer than BOBYQAOptimizer. Is
this expected as it needs to compute gradient?
Andrew
From:
Gilles
To:
Date:
12/19/2013 07:03 PM
Subject:
Re: [math] BOBYQAOptimizer
Hi Avi,
[first of all, please add a [math] marker in the subject line when
posting questions here about this component. The list is shared among
all Apache Commons Components, and this marker help subscribers to
filter messages appropriately, thanks].
Le 20/12/2013 12:31, ABINASH MISRA a écrit
Could some one let me know support of Big Decimal support in Apache Math
Library
or any proposal for Bid Decimal support in next release.
Thanks with Regards,
Avi
On Thu, 19 Dec 2013 08:53:14 -0500, enzhong...@pnc.com wrote:
Gilles,
Thank you for answering. PowellOptimizer did not work very well for
our
particular function, and other optimizers in scalar.noderiv are not
easily
understandable.
It would be interesting to know what you tested, and what
;
double val = 0;
for (int i=0; i
To:
Date:
12/18/2013 07:22 PM
Subject:
Re: [math] BOBYQAOptimizer hang
Hi.
On Wed, 18 Dec 2013 12:58:52 -0500, enzhong...@pnc.com wrote:
> I ran into a case that BOBYQAOptimizer hang in line 485. trsbox is
> pretty
> complex method an
he short story is that BOBYQAOptimzer is not really supported.
The long story is on the bug-tracking system:
https://issues.apache.org/jira/browse/MATH-621
Sorry,
Gilles
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public double value(double point[]) {
int len = x.length;
double val = 0;
for (int i=0; i
Date:
12/18/2013 12:59 PM
Subject:
[math] BOBYQAOptimizer hang
I ran into a case that BOBYQAOptimizer hang in line 485. trsbox is pretty
complex method and I&#
I ran into a case that BOBYQAOptimizer hang in line 485. trsbox is pretty
complex method and I'm not familiar with the algorithm. It seems going
into infinite loop between different states.
final double[] dsqCrvmin = trsbox(delta, gnew, xbdi, s,
Hi Gilles
[...]
> Independently of which method is more effective, what Luc outlined
> should certainly be doable with the official release, not just the
> development version.
thanks for pointing this out, I assume the development version has
just refactored to a different position the various p
Hi.
[...]
I implemented it and it works fine.
One thing that for sure is positive of this method is the fact that
it
can be performed with the current available 3.2 release, which is
available in maven, whereas for the Optimization solution the
development version is needed.
Independently o
R' R u = R' Q' z
>
> This allows back-substitution to be used to solve for u.
>
> The particularly nice thing about QR decomposition used in this way is that
> all of the QR implementations that I know of have a solve method.
>
> If you form the matrix A and vector z,
back-substitution to be used to solve for u.
The particularly nice thing about QR decomposition used in this way is that
all of the QR implementations that I know of have a solve method.
If you form the matrix A and vector z, then the code that you want in
commons math is something
i Ted,
>>>> thanks for the reply.
>>>>
>>>>> How would you like to handle the fact that you may have an infinite number
>>>>> of solutions? Will you be happy with any of them? Or do you somehow want
>>>>> to find all of them?
>
te:
>> Hi Andrea,
>>
>> Le 06/12/2013 10:02, andrea antonello a écrit :
>>> Hi Ted,
>>> thanks for the reply.
>>>
>>>> How would you like to handle the fact that you may have an infinite number
>>>> of solutions? Will you be happy with
te number
>>> of solutions? Will you be happy with any of them? Or do you somehow want
>>> to find all of them?
>>
>> I am afraid my math knowledge goes only to a certain point here (too
>> few it seems).
>> In my usecase I am trying to define a terrain
f them?
>
> I am afraid my math knowledge goes only to a certain point here (too
> few it seems).
> In my usecase I am trying to define a terrain model from sparse points
> (lidar elevation points).
> So my idea was to get a set of points (given X, Y, Z) to define the
> paramete
Hi Ted,
thanks for the reply.
> How would you like to handle the fact that you may have an infinite number
> of solutions? Will you be happy with any of them? Or do you somehow want
> to find all of them?
I am afraid my math knowledge goes only to a certain point here (too
few it seem
Andrea,
How would you like to handle the fact that you may have an infinite number
of solutions? Will you be happy with any of them? Or do you somehow want
to find all of them?
On Thu, Dec 5, 2013 at 5:31 AM, andrea antonello wrote:
> Hi, I need a hint about how to solve an equation of the
Hi, I need a hint about how to solve an equation of the type:
Z = aX^2 + bY^2 + cXY + dX + eY + f
Is an example that handles such a case available? A testcase code maybe?
Thanks for any hint,
Andrea
PS: is there a way to search the mailinglist for topics? I wasn't able
to check if this had alrea
e) as any change more than
> 30% then, for the following numbers, the steep drop will be between 4.5 &
> 2:
>
> 11.9, 10.5, 10, 9.9, 9.5, 8.5, 7.9, 6.5, 6, 5, 4.5, 2, 1.9, 1.5, 1.1, 1
>
> Is there a function is commons maths that I can use to determine steep drop?
No, there is
Hello,
I have a set of numbers arranged in desc order. I would like to determine
if there's any steep drop and where it occurs i.e. where rate of change is
high.
e.g. if I define steep drop (high Rate of Change) as any change more than
30% then, for the following numbers, the steep drop will be b
MaxEval object?
Yes.
And the initial guess should be wrapped into an instance of
org.apache.commons.math3.optim.InitialGuess
Be warned that a new API has been proposed, currently tested for the
least-squares problem:
https://issues.apache.org/jira/browse/MATH-1026
[You are most welcome to help
On 11/23/2013 08:48 PM, rambor wrote:
> Hi Thomas,
>
> Thank you for your help, it worked but uncovered a new problem. I am doing
> the ill conditioned example in the test subdirectory of the src. I can make
> a new instance of the NonLinearConjugateGradientOptimizer Class as:
>
> NonLinearConj
://apache-commons.680414.n4.nabble.com/Conjugate-Gradient-Math-3-2-tp4657021p4657068.html
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On 11/22/2013 07:00 PM, rambor wrote:
> Hi,
>
> I am having a horrible time trying to get the new interfaces to work. I
> clearly don't understand the changes.
>
> I'd like to do the NonLinearConjugateGradientOptimizer and I can't get the
> constructor to work in the new implementation. So far,
ceptable
to the NonLinearConjugateGradient constructor?
Thanks,
Rob
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