Hi. > Is the test checked in? I am interested in looking at it.
Thanks for the interest, but it is a unit test for the software which I work on. I'm afraid that a discussion about this will be fairly OT here. Basically, I need to compute the covariance matrix, but the model function is the result of a simulation: thus, currently I compute the Jacobian numerically (using a trivial approximation of the derivatives). One of the issues is how to make sure that the resulting matrix is meaningful. Another issue, further up, is how to make sure that the Jacobian is meaningful. We also want to test optimizers that use derivatives (i.e. "LevenbergMarquardtOptimizer") but, since the parameters are subject to (simple) boundary conditions (e.g. orbit eccentricity, temperature, ...), I use a "logit" transform when passing the values to the optimizer. This leads to a (transformed) Jacobian whose columns have very different orders of magnitudes. So I wonder whether the "transform" approach is usable at all... Best, Gilles --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
