/**
* @return The covariance matrix of the fit parameters.
* @throws LMAMatrix.InvertException if the inversion of alpha fails. Note that even if the fit
* does NOT throw the invert exception, this method can still do it, because here alpha is
* inverted with lambda = 0.
*/
public double[][] getCovarianceMatrixOfStandardErrorsInParameters()
throws LMAMatrix.InvertException {
double[][] result = new double[parameters.length][parameters.length];
double oldLambda = lambda;
lambda = 0;
updateAlpha();
try {
alpha.invert();
} catch (LMAMatrix.InvertException e) {
// restore alpha just in case
lambda = oldLambda;
updateAlpha();
throw new LMAMatrix.InvertException(
"Inverting alpha failed with lambda = 0\n" + e.getMessage());
}
for (int i = 0; i < result.length; i++) {
for (int j = 0; j < result.length; j++) {
result[i][j] = alpha.getElement(i, j);
}
}
alpha.invert();
lambda = oldLambda;
updateAlpha();
return result;
}
