/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math3.fitting.leastsquares; import org.apache.commons.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation; import org.apache.commons.math3.linear.RealMatrix; import org.apache.commons.math3.linear.RealVector; /** * Applies a dense weight matrix to an evaluation. * * @since 3.3 */ class DenseWeightedEvaluation extends AbstractEvaluation { /** the unweighted evaluation */ private final Evaluation unweighted; /** reference to the weight square root matrix */ private final RealMatrix weightSqrt; /** * Create a weighted evaluation from an unweighted one. * * @param unweighted the evalutation before weights are applied * @param weightSqrt the matrix square root of the weight matrix */ DenseWeightedEvaluation(final Evaluation unweighted, final RealMatrix weightSqrt) { // weight square root is square, nR=nC=number of observations super(weightSqrt.getColumnDimension()); this.unweighted = unweighted; this.weightSqrt = weightSqrt; } /* apply weights */ /** {@inheritDoc} */ public RealMatrix getJacobian() { return weightSqrt.multiply(this.unweighted.getJacobian()); } /** {@inheritDoc} */ public RealVector getResiduals() { return this.weightSqrt.operate(this.unweighted.getResiduals()); } /* delegate */ /** {@inheritDoc} */ public RealVector getPoint() { return unweighted.getPoint(); } }