Ted Dunning | 4 Aug 21:10 2014
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Re: [math] Calculating gain matrix in KalmanFilter

Arne,

I think you are correct.

On Mon, Aug 4, 2014 at 7:34 AM, Arne Schwarz <schwarz.arne <at> gmail.com> wrote:

> 2014-08-04 13:43 GMT+02:00 Gilles <gilles <at> harfang.homelinux.org>:
> > On Sun, 3 Aug 2014 18:18:24 +0200, Arne Schwarz wrote:
> >>
> >> Hi,
> >>
> >> I saw that to calculate the gain matrix the actual inverse of the
> >> residual covariance matrix is calculated. Wouldn't it be faster to use
> >> for example a Cholesky decomposition to solve the linear system? Since
> >> a covariance matrix is always symmetric and at least positive
> >> semi-definite.
> >
> >
> > Reading the code (in class "MatrixUtils"), it looks like QR decomposition
> > is used; any problem with that choice?
> >
> > Regards,
> > Gilles
> >
> >
> >
> > ---------------------------------------------------------------------
> > To unsubscribe, e-mail: user-unsubscribe <at> commons.apache.org
> > For additional commands, e-mail: user-help <at> commons.apache.org
> >
(Continue reading)

Alexander Nozik | 4 Aug 12:41 2014
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[math] UnivariateIntegrator stop conditions

The univariate integrator class provides iterative integration 
procedure. It throws exception if the number of evaluations is larger 
than given number. The problem arises when one is limited by some 
performance issues and wants to minimize the number of evaluations even 
at the expense of accuracy. So for example I need to calculate an 
integral with best possible accuracy with limited number of evaluations 
(and check the accuracy afterwards). I can't do that because if 
UnivariateIntegrator throws the exception, I can not access the result. 
Also it does not make sense why the accurasy is provided in the 
constructor and maximum number of evaluations is the parameter of 
integrate method.
Of course one could use the GaussIntegrator, but it does not implement 
UnivariateIntegrator class, so if one needs to use these integrators 
interchangeably (I do need), than the only option is to write some 
wrapper class.
It would be good to have a default UnivariateIntegrator wrapper for 
GaussIntegrator. Also perhaps it makes sense to move maximum evaluations 
to the constructor.

I believe this question has already been discussed somewhere last year 
but I can't remember the answer.

With best regards, Alexander Nozik.
Arne Schwarz | 3 Aug 18:18 2014
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[math] Calculating gain matrix in KalmanFilter

Hi,

I saw that to calculate the gain matrix the actual inverse of the
residual covariance matrix is calculated. Wouldn't it be faster to use
for example a Cholesky decomposition to solve the linear system? Since
a covariance matrix is always symmetric and at least positive
semi-definite.

Arne Schwarz

P.S. Sorry in case this is third mail with the same content,
accidentally send the first two html-formatted.
Arne Schwarz | 3 Aug 17:53 2014
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[math] Calculating gain matrix in KalmanFilter

Hi,

I saw that to calculate the gain matrix the accual inverse of the residual
covariance matrix is calculated. Wouldn't it be faster to use for example a
Cholesky decomposition to solve the linear system? Since a covariance
Matrix is always symmetric and at least positive semi-definite.

Arne Schwarz
Benjamin Eltzner | 1 Aug 18:29 2014
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[math3.fitting.leastsquares]

Dear mailing list,

I would like to do a Levenberg-Marquardt least mean square fit (i. e.
min( |f(x)|^2 ) for f: R^d -> R^n, d in [2,8], n in [~50, ~10000]) using
org.apache.commons.math3.fitting.leastsquares.LevenbergMarquardtOptimizer and
I am somewhat confused by the relevant API.

tl/dr: Is there a way to do this in a simple way, providing only a
function f, its derivative function df and an initial guess for x?

Long form: it seems that I have to create a LeastSquaresProblem which
requires a lot of input

* MultivariateVectorFunction model: done
* MultivariateMatrixFunction jacobian: done
* double[] observed: [0,...,0] in my case, since i want least mean
squares, right?
* double[] start: done
* RealMatrix weight: should this be a "new DiagonalMatrix([1,...,1])" of
the dimension of "observed"?
* ConvergenceChecker<LeastSquaresProblem.Evaluation> checker: no clue
* int maxEvaluations: no clue
* int maxIterations: no clue

Is there a way to get "reasonable defaults" for the three or four last
arguments? Or put differently, what would be "typical" inputs for the
last four arguments?

I would be very glad, if you could help me with this problem. I have
been trying to figure out, what would be sensible inputs be reading the
(Continue reading)

Jörg Wille | 1 Aug 11:26 2014
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[vfs] webdav access throws ClassCastException: ArrayList cannot be cast Node

 <at> Gary: I am using 2.1-SNAPSHOT Rev.:1609711
 <at> Martin: I can understand - to an extent - what you write about the
difference between XMLConfiguration and PropertyConfiguration.
But can you explain why is this topic special to webdav in general or maybe
only in combination with Alfresco?
And most importantly, how can I get WebDav to work? From reading on the
projects's web-site, I was in the believe that WebDav is a supported
filesystem.
Am I doing something wrong in my code? Are there any examples I can have a
look at?
Rob Walker | 1 Aug 08:32 2014

[vfs] Current status?

Commons VFS seems to be useful to help with a number of aspects I'm 
looking at, but I'm concered about it's current development state.

It seems a little dormant in terms of recent development activity and 
fixing, and the web pages have a number of broken links.

Is this still an active and viable project to consider using?

-- Rob

Ascert - Taking systems to the edge
www.ascert.com
Jörg Wille | 31 Jul 22:43 2014
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[vfs] webdav access throws ClassCastException: ArrayList cannot be cast Node

This is the first time I use VFS. But local and http file access works.
But using webdav (with *Alfresco* as server) does not work.
The Problem is similar to this one:
http://mail-archives.apache.org/mod_mbox/commons-user/201109.mbox/%3C004001cc769b$ff3e6770$fdbb3650$ <at> queres.com%3E

*I am doing the following:*

private static final String URL = "webdav://
admin:alfresco <at> 192.168.66.124:8080/alfresco/webdav/firmware/";
DefaultFileSystemManager manager = new DefaultFileSystemManager();
manager.addProvider("file", new DefaultLocalFileProvider());
manager.addProvider("http", new HttpFileProvider());
manager.addProvider("webdav", new WebdavFileProvider());
manager.setCacheStrategy(CacheStrategy.ON_RESOLVE);
manager.setFilesCache(new SoftRefFilesCache());
manager.init();
final FileObject fileObject = manager.resolveFile(URL)
System.out.println("Name:" + fileObject.getName());
System.out.println("Attached:" + fileObject.isAttached());
try {
    fileObject.isReadable();
} catch (Exception e) {
    System.out.println("Message: " + e.getMessage() + "\nCause: " +
e.getCause()+ "\nStacktrace: " + getStackTrace(e));
}
try {
    fileObject.getChildren();
} catch (Exception e) {
    System.out.println("Message: " + e.getMessage() + "\nCause: " +
e.getCause()+ "\nStacktrace: " + getStackTrace(e));
(Continue reading)

Marcelo Alves | 30 Jul 05:11 2014
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[math] Calculating bivariate integral

Hi,

The apache math library for java supports only univariates integrators. Is
there a way to use these integrators to calculate bivariate integral?

Thanks
Jérôme Serré | 29 Jul 09:54 2014
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[daemon]

Hello,

Sorry if I’m posting in a wrong way but it’s difficult to search in
thousands messages from the archive.

I want to use prunserv (Commons Daemon procrun (1.0.15.0 64-bit)) like a
windows 7 x64 service with simple java class but it doesn’t work as I want.

1.        Registration of prunser is ok

2.        Inst service is ok

3.        Running service in prunserv console is ok

4.        Running service in service windows console is NOT ok

I get this error : service doesn’t start. File not found.

CMD =

TestService //IS//TestService --DisplayName="Test Service"
--Install="Z:\Jerome\SoftWare\Divers\Developpement\java\test\TestService.exe
" --Jvm="C:\Program Files\Java\jre7\bin\server\jvm.dll" --StartMode=jvm
--StartClass=Main --StopMode=jvm --StopClass=Main --JavaHome="C:\Program
Files\Java\jre7" --StartMethod=start --StopMethod=stop --StdError=auto
--LogPath="Z:\Jerome\SoftWare\Divers\Developpement\java\test\logs"

TestService start

Thank you for your help.
(Continue reading)

Jérôme Serré | 29 Jul 10:04 2014
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[daemon]

Hello,

Sorry if I’m posting in a wrong way but it’s difficult to search in
thousands messages from the archive.

I want to use prunserv (Commons Daemon procrun (1.0.15.0 64-bit)) like a
windows 7 x64 service with simple java class but it doesn’t work as I want.

1.        Registration of prunser is ok

2.        Inst service is ok

3.        Running service in prunserv console is ok

4.        Running service in service windows console is NOT ok

I get this error : service doesn’t start. File not found.

CMD =

TestService //IS//TestService --DisplayName="Test Service"
--Install="Z:\Jerome\SoftWare\Divers\Developpement\java\test\TestService.exe
" --Jvm="C:\Program Files\Java\jre7\bin\server\jvm.dll" --StartMode=jvm
--StartClass=Main --StopMode=jvm --StopClass=Main --JavaHome="C:\Program
Files\Java\jre7" --StartMethod=start --StopMethod=stop --StdError=auto
--LogPath="Z:\Jerome\SoftWare\Divers\Developpement\java\test\logs"

TestService start

Thank you for your help.
(Continue reading)


Gmane