net.finmath.optimizer

Enum LevenbergMarquardt.RegularizationMethod

java.lang.Object

java.lang.Enum<LevenbergMarquardt.RegularizationMethod>

net.finmath.optimizer.LevenbergMarquardt.RegularizationMethod

All Implemented Interfaces:

Serializable, Comparable<LevenbergMarquardt.RegularizationMethod>

Enclosing class:

LevenbergMarquardt

public static enum LevenbergMarquardt.RegularizationMethod
extends Enum<LevenbergMarquardt.RegularizationMethod>

The regularization method used to invert the approximation of the Hessian matrix.

Author:

Christian Fries

Enum Constant Summary

Enum Constants

Enum Constant and Description
LEVENBERG The Hessian approximated and regularized as \( H_{\lambda} = J^T J + \lambda I \).
LEVENBERG_MARQUARDT The Hessian approximated and regularized as \( H_{\lambda} = J^T J + \lambda \text{diag}(J^T J) \).

Method Summary

Modifier and Type	Method and Description
static LevenbergMarquardt.RegularizationMethod	valueOf(String name) Returns the enum constant of this type with the specified name.
static LevenbergMarquardt.RegularizationMethod[]	values() Returns an array containing the constants of this enum type, in the order they are declared.

Methods inherited from class java.lang.Enum

clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Detail

LEVENBERG

public static final LevenbergMarquardt.RegularizationMethod LEVENBERG

The Hessian approximated and regularized as \( H_{\lambda} = J^T J + \lambda I \).

LEVENBERG_MARQUARDT

public static final LevenbergMarquardt.RegularizationMethod LEVENBERG_MARQUARDT

The Hessian approximated and regularized as \( H_{\lambda} = J^T J + \lambda \text{diag}(J^T J) \).

Method Detail

values

public static LevenbergMarquardt.RegularizationMethod[] values()

Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:

for (LevenbergMarquardt.RegularizationMethod c : LevenbergMarquardt.RegularizationMethod.values())
    System.out.println(c);

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static LevenbergMarquardt.RegularizationMethod valueOf(String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum type has no constant with the specified name

NullPointerException - if the argument is null