## Interface NonLinearParameterTransforms

• All Known Implementing Classes:
UncoupledParameterTransforms

public interface NonLinearParameterTransforms
Describes the transformation (and its inverse) from a set of n variables (e.g. model parameters) to a set of m variables (e.g. fitting parameters), where m <= n.The principle use is in constrained optimisation, where the valid values of the parameters of a model live in some hyper-volume in R^n, but we wish to work with unconstrained variables in R^m.

The model parameters are denoted as y and the unconstrained variables as y*, which are related by the vector function y* = f(y), and its inverse y = f-1(y*). The i,j element of the Jacobian is the rate of change of the ith element of y* with respect to the j th element of y, which is a (matrix) function of y, i.e. J(y). The inverse Jacobian is the rate of change of y with respect to y*, i.e. J-1(y*). These four functions must be provided by implementations of this interface.

• ### Method Summary

All Methods
Modifier and Type Method Description
int getNumberOfFittingParameters()
int getNumberOfModelParameters()
DoubleMatrix inverseJacobian​(DoubleArray fittingParameters)
Calculates the inverse Jacobian - the rate of change of the model parameters WRT the fitting parameters.
DoubleArray inverseTransform​(DoubleArray fittingParameters)
Transforms from a set of unconstrained fitting parameters to a (possibly larger) set of function parameters.
DoubleMatrix jacobian​(DoubleArray modelParameters)
Calculates the Jacobian - the rate of change of the fitting parameters WRT the model parameters.
DoubleArray transform​(DoubleArray modelParameters)
Transforms from a set of model parameters to a (possibly smaller) set of unconstrained fitting parameters.
• ### Method Detail

• #### getNumberOfModelParameters

int getNumberOfModelParameters()
• #### getNumberOfFittingParameters

int getNumberOfFittingParameters()
• #### transform

DoubleArray transform​(DoubleArray modelParameters)
Transforms from a set of model parameters to a (possibly smaller) set of unconstrained fitting parameters.
Parameters:
modelParameters - the model parameters
Returns:
The fitting parameters
• #### inverseTransform

DoubleArray inverseTransform​(DoubleArray fittingParameters)
Transforms from a set of unconstrained fitting parameters to a (possibly larger) set of function parameters.
Parameters:
fittingParameters - The fitting parameters
Returns:
The model parameters
• #### jacobian

DoubleMatrix jacobian​(DoubleArray modelParameters)
Calculates the Jacobian - the rate of change of the fitting parameters WRT the model parameters.
Parameters:
modelParameters - The model parameters
Returns:
The Jacobian
• #### inverseJacobian

DoubleMatrix inverseJacobian​(DoubleArray fittingParameters)
Calculates the inverse Jacobian - the rate of change of the model parameters WRT the fitting parameters.
Parameters:
fittingParameters - The fitting parameters
Returns:
the inverse Jacobian