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Java example source code file (DenseWeightedEvaluation.java)

This example Java source code file (DenseWeightedEvaluation.java) is included in the alvinalexander.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

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Java - Java tags/keywords

abstractevaluation, denseweightedevaluation, evaluation, realmatrix, realvector

The DenseWeightedEvaluation.java Java example source code

 * 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,
 * 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
        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();


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