On 12/28/12 7:08 AM, Dimitri Pourbaix wrote: > Luc, > >> However, it is also possible to set a non-diagonal weight matrix, >> and >> one class (AbstractLeastSquaresOptimizer) performs an eigen >> dcomposition >> on the matrix to extract its square root. I don't know any use >> case for >> this, but it has been set up this way, so I guess someone has a >> use for >> non-diagonal weights. > > Such a situation occurs when observations are correlated. That is > actually the most general expression for a least square problem. > >> I wonder if I should simply add this as is or if we should rather >> remove >> the non-diagonal weights feature and support only vector weights. > > Even if a vector of weights is convenient, it would only cover a > subset > of situations. However, even a vector of weights is not needed if > both > the models and the observations are pre-multiplied by the square root > of their weight. By the way, I remind you that those weights already > caused some bugs in the 2.0 release. > > Personnally, I could live with a vector form. > > As a more general comment, I find it amazing that all the +1 for the > release were only concerned by the compliance with (commons) rules, > configuration files, ... Just 4 days after the release, you suddenly > figure out that a user is in trouble and you want a quick fix. Maybe > such a test would have been need BEFORE the release!
You are certainly welcome to help verify future release candidates, as well as the commits that go into them. Phil > > Regards, > Dim. > ---------------------------------------------------------------------------- > > Dimitri Pourbaix * Don't worry, be happy > Institut d'Astronomie et d'Astrophysique * and CARPE DIEM. > CP 226, office 2.N4.211, building NO * > Universite Libre de Bruxelles * Tel : +32-2-650.35.71 > Boulevard du Triomphe * Fax : +32-2-650.42.26 > B-1050 Bruxelles * NAC: HBZSC RG2Z6 > http://sb9.astro.ulb.ac.be/~pourbaix * > mailto:pourb...@astro.ulb.ac.be > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
