/**
* @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;
}
/**
* The default fit. If used after calling fit(lambda, minDeltaChi2, maxIterations), uses those
* values. The stop condition is fetched from <code>this.stop()</code>. Override <code>this.stop()
* </code> if you want to use another stop condition.
*/
public void fit() throws LMAMatrix.InvertException {
iterationCount = 0;
if (Double.isNaN(calculateChi2())) {
throw new RuntimeException("INITIAL PARAMETERS ARE ILLEGAL.");
}
do {
chi2 = calculateChi2();
if (verbose) {
System.out.println(
iterationCount + ": chi2 = " + chi2 + ", " + Arrays.toString(parameters));
}
updateAlpha();
updateBeta();
try {
solveIncrements();
incrementedChi2 = calculateIncrementedChi2();
// The guess results to worse chi2 or NaN - make the step smaller
if (incrementedChi2 >= chi2 || Double.isNaN(incrementedChi2)) {
lambda *= lambdaFactor;
} // The guess results to better chi2 - move and make the step larger
else {
lambda /= lambdaFactor;
updateParameters();
}
} catch (LMAMatrix.InvertException e) {
// If the error happens on the last round, the fit has failed - throw the error out
if (iterationCount == maxIterations) {
throw e;
}
// otherwise make the step smaller and try again
if (verbose) {
System.out.println(e.getMessage());
}
lambda *= lambdaFactor;
}
iterationCount++;
} while (!stop());
printEndReport();
}
