/*
    * Copyright (C) 2015 Alberto Irurueta Carro (alberto@irurueta.com)
    *
    * Licensed under the Apache License, Version 2.0 (the "License");
    * you may not use this file except in compliance with the License.
    * You may obtain a copy of the License at
    *
    *         http://www.apache.org/licenses/LICENSE-2.0
    *
   * Unless required by applicable law or agreed to in writing, software
   * distributed under the License is distributed on an "AS IS" BASIS,
   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
   * See the License for the specific language governing permissions and
   * limitations under the License.
   */
  package com.irurueta.numerical.fitting;
  
  import com.irurueta.algebra.AlgebraException;
  import com.irurueta.algebra.GaussJordanElimination;
  import com.irurueta.algebra.Matrix;
  import com.irurueta.algebra.Utils;
  import com.irurueta.numerical.EvaluationException;
  import com.irurueta.numerical.NotReadyException;
  import com.irurueta.statistics.ChiSqDist;
  import com.irurueta.statistics.MaxIterationsExceededException;
  
  import java.util.Arrays;
  
  /**
   * Fits provided data (x, y) to a generic non-linear function using
   * Levenberg-Marquardt iterative algorithm.
   * This class is based on the implementation available at Numerical Recipes 3rd
   * Ed, page 801.
   */
  @SuppressWarnings("DuplicatedCode")
  public class LevenbergMarquardtMultiVariateFitter extends MultiVariateFitter {
  
      /**
       * Default convergence parameter. Number of times that tolerance is assumed
       * to be reached to consider that algorithm has finished iterating.
       */
      public static final int DEFAULT_NDONE = 4;
  
      /**
       * Default maximum number of iterations.
       */
      public static final int DEFAULT_ITMAX = 5000;
  
      /**
       * Default tolerance to reach convergence.
       */
      public static final double DEFAULT_TOL = 1e-3;
  
      /**
       * Indicates whether covariance must be adjusted or not after fitting is finished.
       */
      public static final boolean DEFAULT_ADJUST_COVARIANCE = true;
  
      /**
       * Convergence parameter.
       */
      private int ndone = DEFAULT_NDONE;
  
      /**
       * Maximum number of iterations.
       */
      private int itmax = DEFAULT_ITMAX;
  
      /**
       * Tolerance to reach convergence.
       */
      private double tol = DEFAULT_TOL;
  
      /**
       * Evaluator of functions.
       */
      private LevenbergMarquardtMultiVariateFunctionEvaluator evaluator;
  
      /**
       * Number of function parameters to be estimated.
       */
      private int ma;
  
      /**
       * Determines which parameters can be modified during estimation (if true)
       * and which ones are locked (if false).
       */
      private boolean[] ia;
  
      /**
       * Curvature matrix.
       */
      private Matrix alpha;
  
      /**
       * Number of parameters ot be fitted.
       */
      private int mfit = 0;
  
     /**
      * An input point to be evaluated.
      */
     private double[] xRow;
 
     /**
      * Results of function evaluations.
      */
     private double[] ymod;
 
     /**
      * Jacobian of function at a given point.
      */
     Matrix jacobian;
 
     /**
      * Mean square error.
      */
     private double mse = 0.0;
 
     /**
      * Indicates whether covariance must be adjusted or not.
      * When covariance adjustment is enabled, then covariance is recomputed taking
      * into account input samples, input standard deviations of the samples and
      * jacobians of the model function overestimated parameters using the following
      * expression: Cov = (J'*W*J)^-1 where:
      * Cov is the covariance of estimated parameters
      * J is a matrix containing the Jacobians of the function overestimated parameters
      * for each input parameter x. Each row of J matrix contains an evaluation of
      * the model function Jacobian for i-th input parameter x. Each column of J matrix
      * contains the partial derivative of model function over j-th estimated parameter.
      * W is the inverse of input variances. It's a diagonal matrix containing the
      * reciprocal of the input variances (squared input standard deviations). That is:
      * W = diag(w) where k element of w is wk = 1 / sigmak^2, which corresponds to
      * the k-th standard deviation of input sample k.
      * By default, covariance is adjusted after fitting finishes.
      */
     private boolean adjustCovariance = DEFAULT_ADJUST_COVARIANCE;
 
     /**
      * Constructor.
      */
     public LevenbergMarquardtMultiVariateFitter() {
         super();
     }
 
     /**
      * Constructor.
      *
      * @param x   input points x where multivariate function f(x1, x2, ...) is
      *            evaluated.
      * @param y   result of evaluation of linear single dimensional function f(x)
      *            at provided multidimensional x points.
      * @param sig standard deviations of each pair of points (x, y).
      * @throws IllegalArgumentException if provided number of rows and arrays
      *                                  don't have the same length.
      */
     public LevenbergMarquardtMultiVariateFitter(final Matrix x, final Matrix y, final double[] sig) {
         super(x, y, sig);
     }
 
     /**
      * Constructor.
      *
      * @param x   input points x where multivariate function f(x1, x2, ...) is
      *            evaluated.
      * @param y   result of evaluation of linear single dimensional function f(x)
      *            at provided multidimensional x points.
      * @param sig standard deviation of all pair of points assuming that
      *            standard deviations are constant.
      * @throws IllegalArgumentException if provided number of rows and arrays
      *                                  don't have the same length.
      */
     public LevenbergMarquardtMultiVariateFitter(final Matrix x, final Matrix y, final double sig) {
         super(x, y, sig);
     }
 
     /**
      * Constructor.
      *
      * @param evaluator evaluator to evaluate function at provided point and
      *                  obtain the evaluation of function basis at such point.
      * @throws FittingException if evaluation fails.
      */
     public LevenbergMarquardtMultiVariateFitter(
             final LevenbergMarquardtMultiVariateFunctionEvaluator evaluator) throws FittingException {
         this();
         setFunctionEvaluator(evaluator);
     }
 
     /**
      * Constructor.
      *
      * @param evaluator evaluator to evaluate multivariate function at provided
      *                  point and obtain the evaluation of function basis at such point.
      * @param x         input points x where multivariate function f(x1, x2, ...) is
      *                  evaluated.
      * @param y         result of evaluation of linear single dimensional function f(x)
      *                  at provided multidimensional x points.
      * @param sig       standard deviations of each pair of points (x, y).
      * @throws IllegalArgumentException if provided number of rows and arrays
      *                                  don't have the same length.
      * @throws FittingException         if evaluation fails.
      */
     public LevenbergMarquardtMultiVariateFitter(
             final LevenbergMarquardtMultiVariateFunctionEvaluator evaluator, final Matrix x, final Matrix y,
             final double[] sig) throws FittingException {
         this(x, y, sig);
         setFunctionEvaluator(evaluator);
     }
 
     /**
      * Constructor.
      *
      * @param evaluator evaluator to evaluate multivariate function at provided
      *                  point and obtain the evaluation of function basis at such point.
      * @param x         input points x where multivariate function f(x1, x2, ...) is
      *                  evaluated.
      * @param y         result of evaluation of linear single dimensional function f(x)
      *                  at provided multidimensional x points.
      * @param sig       standard deviation of all pair of points assuming that
      *                  standard deviations are constant.
      * @throws IllegalArgumentException if provided number of rows and arrays
      *                                  don't have the same length.
      * @throws FittingException         if evaluation fails.
      */
     public LevenbergMarquardtMultiVariateFitter(
             final LevenbergMarquardtMultiVariateFunctionEvaluator evaluator, final Matrix x, final Matrix y,
             final double sig) throws FittingException {
         this(x, y, sig);
         setFunctionEvaluator(evaluator);
     }
 
     /**
      * Returns convergence parameter.
      *
      * @return convergence parameter.
      */
     public int getNdone() {
         return ndone;
     }
 
     /**
      * Sets convergence parameter.
      *
      * @param ndone convergence parameter.
      * @throws IllegalArgumentException if provided value is less than 1.
      */
     public void setNdone(final int ndone) {
         if (ndone < 1) {
             throw new IllegalArgumentException();
         }
         this.ndone = ndone;
     }
 
     /**
      * Returns maximum number of iterations.
      *
      * @return maximum number of iterations.
      */
     public int getItmax() {
         return itmax;
     }
 
     /**
      * Sets maximum number of iterations.
      *
      * @param itmax maximum number of iterations.
      * @throws IllegalArgumentException if provided value is zero or negative.
      */
     public void setItmax(final int itmax) {
         if (itmax <= 0) {
             throw new IllegalArgumentException();
         }
         this.itmax = itmax;
     }
 
     /**
      * Returns tolerance to reach convergence.
      *
      * @return tolerance to reach convergence.
      */
     public double getTol() {
         return tol;
     }
 
     /**
      * Sets tolerance to reach convergence.
      *
      * @param tol tolerance to reach convergence.
      * @throws IllegalArgumentException if provided value is zero or negative.
      */
     public void setTol(final double tol) {
         if (tol <= 0.0) {
             throw new IllegalArgumentException();
         }
         this.tol = tol;
     }
 
     /**
      * Returns function evaluator to evaluate function at a given point and
      * obtain function jacobian respect to each provided parameter.
      *
      * @return function evaluator.
      */
     public LevenbergMarquardtMultiVariateFunctionEvaluator getFunctionEvaluator() {
         return evaluator;
     }
 
     /**
      * Sets function evaluator to evaluate function at a given point and obtain
      * function jacobian respect to each provided parameter.
      *
      * @param evaluator function evaluator.
      * @throws FittingException if evaluation fails.
      */
     public final void setFunctionEvaluator(
             final LevenbergMarquardtMultiVariateFunctionEvaluator evaluator) throws FittingException {
         internalSetFunctionEvaluator(evaluator);
     }
 
     /**
      * Indicates whether provided instance has enough data to start the function
      * fitting.
      *
      * @return true if this instance is ready to start the function fitting,
      * false otherwise.
      */
     @Override
     public boolean isReady() {
         return evaluator != null && x != null && y != null && x.getRows() == y.getRows()
                 && x.getColumns() == evaluator.getNumberOfDimensions()
                 && y.getColumns() == evaluator.getNumberOfVariables();
     }
 
     /**
      * Returns curvature matrix.
      *
      * @return curvature matrix.
      */
     public Matrix getAlpha() {
         return alpha;
     }
 
     /**
      * Returns degrees of freedom of computed chi square value.
      * Degrees of freedom is equal to the number of sampled data minus the
      * number of estimated parameters.
      *
      * @return degrees of freedom of computed chi square value.
      */
     public int getChisqDegreesOfFreedom() {
         return ndat - ma;
     }
 
     /**
      * Gets mean square error produced by estimated parameters respect to
      * provided sample data.
      *
      * @return mean square error.
      */
     public double getMse() {
         return mse;
     }
 
     /**
      * Gets the probability of finding a smaller chi square value.
      * The smaller the found chi square value is, the better the fit of the estimated
      * parameters to the actual parameter.
      * Thus, the smaller the chance of finding a smaller chi square value, then the
      * better the estimated fit is.
      *
      * @return probability of finding a smaller chi square value (better fit), expressed
      * as a value between 0.0 and 1.0.
      * @throws MaxIterationsExceededException if convergence of incomplete
      *                                        gamma function cannot be reached. This is rarely thrown and happens
      *                                        usually for numerically unstable input values.
      */
     public double getP() throws MaxIterationsExceededException {
         return ChiSqDist.cdf(getChisq(), getChisqDegreesOfFreedom());
     }
 
     /**
      * Gets a measure of quality of estimated fit as a value between 0.0 and 1.0.
      * The larger the quality value is, the better the fit that has been estimated.
      *
      * @return measure of quality of estimated fit.
      * @throws MaxIterationsExceededException if convergence of incomplete
      *                                        gamma function cannot be reached. This is rarely thrown and happens
      *                                        usually for numerically unstable input values.
      */
     public double getQ() throws MaxIterationsExceededException {
         return 1.0 - getP();
     }
 
     /**
      * Indicates whether covariance must be adjusted or not.
      * When covariance adjustment is enabled, then covariance is recomputed taking
      * into account input samples, input standard deviations of the samples and
      * jacobians of the model function overestimated parameters using the following
      * expression: Cov = (J'*W*J)^-1 where:
      * Cov is the covariance of estimated parameters
      * J is a matrix containing the Jacobians of the function overestimated parameters
      * for each input parameter x. Each row of J matrix contains an evaluation of
      * the model function Jacobian for i-th input parameter x. Each column of J matrix
      * contains the partial derivative of model function over j-th estimated parameter.
      * W is the inverse of input variances. It's a diagonal matrix containing the
      * reciprocal of the input variances (squared input standard deviations). That is:
      * W = diag(w) where k element of w is wk = 1 / sigmak^2, which corresponds to
      * the k-th standard deviation of input sample k.
      * By default, covariance is adjusted after fitting finishes.
      * <a href="http://people.duke.edu/~hpgavin/ce281/lm.pdf">http://people.duke.edu/~hpgavin/ce281/lm.pdf</a>
      * <a href="https://www8.cs.umu.se/kurser/5DA001/HT07/lectures/lsq-handouts.pdf">https://www8.cs.umu.se/kurser/5DA001/HT07/lectures/lsq-handouts.pdf</a>
      * Numerical Recipes 3rd Ed, page 812
      *
      * @return true if covariance must be adjusted, false otherwise.
      */
     public boolean isCovarianceAdjusted() {
         return adjustCovariance;
     }
 
     /**
      * Specifies whether covariance must be adjusted or not.
      * When covariance adjustment is enabled, then covariance is recomputed taking
      * into account input samples, input standard deviations of the samples and
      * jacobians of the model function overestimated parameters using the following
      * expression: Cov = (J'*W*J)^-1 where:
      * Cov is the covariance of estimated parameters
      * J is a matrix containing the Jacobians of the function overestimated parameters
      * for each input parameter x. Each row of J matrix contains an evaluation of
      * the model function Jacobian for i-th input parameter x. Each column of J matrix
      * contains the partial derivative of model function over j-th estimated parameter.
      * W is the inverse of input variances. It's a diagonal matrix containing the
      * reciprocal of the input variances (squared input standard deviations). That is:
      * W = diag(w) where k element of w is wk = 1 / sigmak^2, which corresponds to
      * the k-th standard deviation of input sample k.
      * By default, covariance is adjusted after fitting finishes.
      *
      * @param adjustCovariance true if covariance must be adjusted, false otherwise.
      */
     public void setCovarianceAdjusted(final boolean adjustCovariance) {
         this.adjustCovariance = adjustCovariance;
     }
 
     /**
      * Fits a function to provided data so that parameters associated to that
      * function can be estimated along with their covariance matrix and chi
      * square value.
      * If chi square value is close to 1, the fit is usually good.
      * If it is much larger, then error cannot be properly fitted.
      * If it is close to zero, then the model over-fits the error.
      * Methods {@link #getP()} and {@link #getQ()} can also be used to determine
      * the quality of the fit.
      *
      * @throws FittingException  if fitting fails.
      * @throws NotReadyException if enough input data has not yet been provided.
      */
     @Override
     public void fit() throws FittingException, NotReadyException {
         if (!isReady()) {
             throw new NotReadyException();
         }
 
         try {
             resultAvailable = false;
 
             int j;
             int k;
             int l;
             int iter;
             int done = 0;
             double alamda = 0.001;
             double ochisq;
             final var atry = new double[ma];
             final var beta = new double[ma];
             final var da = new double[ma];
 
             // number of parameters to be fitted
             mfit = 0;
             for (j = 0; j < ma; j++) {
                 if (ia[j]) {
                     mfit++;
                 }
             }
 
             final var oneda = new Matrix(mfit, 1);
             final var temp = new Matrix(mfit, mfit);
 
             // initialization
             mrqcof(a, alpha, beta);
             System.arraycopy(a, 0, atry, 0, ma);
 
             ochisq = chisq;
             for (iter = 0; iter < itmax; iter++) {
 
                 if (done == ndone) {
                     // last pass. Use zero alamda
                     alamda = 0.0;
                 }
 
                 for (j = 0; j < mfit; j++) {
                     // alter linearized fitting matrix, by augmenting diagonal
                     // elements
                     for (k = 0; k < mfit; k++) {
                         covar.setElementAt(j, k, alpha.getElementAt(j, k));
                     }
                     covar.setElementAt(j, j, alpha.getElementAt(j, j) * (1.0 + alamda));
                     for (k = 0; k < mfit; k++) {
                         temp.setElementAt(j, k, covar.getElementAt(j, k));
                     }
                     oneda.setElementAt(j, 0, beta[j]);
                 }
 
                 // matrix solution
                 GaussJordanElimination.process(temp, oneda);
 
                 for (j = 0; j < mfit; j++) {
                     for (k = 0; k < mfit; k++) {
                         covar.setElementAt(j, k, temp.getElementAt(j, k));
                     }
                     da[j] = oneda.getElementAt(j, 0);
                 }
 
                 if (done == ndone) {
                     // Converged. Clean up and return
                     covsrt(covar);
                     covsrt(alpha);
 
                     if (adjustCovariance) {
                         adjustCovariance();
                     }
 
                     resultAvailable = true;
 
                     return;
                 }
 
                 // did the trial succeed?
                 for (j = 0, l = 0; l < ma; l++) {
                     if (ia[l]) {
                         atry[l] = a[l] + da[j++];
                     }
                 }
 
                 mrqcof(atry, covar, da);
                 if (Math.abs(chisq - ochisq) < Math.max(tol, tol * chisq)) {
                     done++;
                 }
 
                 if (chisq < ochisq) {
                     // success, accept the new solution
                     alamda *= 0.1;
                     ochisq = chisq;
                     for (j = 0; j < mfit; j++) {
                         for (k = 0; k < mfit; k++) {
                             alpha.setElementAt(j, k, covar.getElementAt(j, k));
                         }
                         beta[j] = da[j];
                     }
                     System.arraycopy(atry, 0, a, 0, ma);
                 } else {
                     // failure, increase alamda
                     alamda *= 10.0;
                     chisq = ochisq;
                 }
             }
 
             // too many iterations
             throw new FittingException("too many iterations");
 
         } catch (final AlgebraException | EvaluationException e) {
             throw new FittingException(e);
         }
     }
 
     /**
      * Prevents parameter at position i of linear combination of basis functions
      * to be modified during function fitting.
      *
      * @param i   position of parameter to be retained.
      * @param val value to be set for parameter at position i.
      */
     public void hold(final int i, final double val) {
         ia[i] = false;
         a[i] = val;
     }
 
     /**
      * Releases parameter at position i of linear combination of basis functions,
      * so it can be modified again if needed.
      *
      * @param i position of parameter to be released.
      */
     public void free(final int i) {
         ia[i] = true;
     }
 
     /**
      * Adjusts covariance.
      * Covariance must be adjusted to produce more real results close to the scale
      * of problem, otherwise estimated covariance will just be a measure of
      * goodness similar to chi square value because it will be the inverse of
      * the curvature matrix, which is just a solution of the covariance up to scale.
      * <p>
      * Covariance is adjusted taking into account input samples, input standard
      * deviations of the samples and jacobians of the model function overestimated
      * parameters using the following expression: Cov = (J'*W*J)^-1 where:
      * Cov is the covariance of estimated parameters
      * J is a matrix containing the Jacobians of the function overestimated parameters
      * for each input parameter x. Each row of J matrix contains an evaluation of
      * the model function Jacobian for i-th input parameter x. Each column of J matrix
      * contains the partial derivative of model function over j-th estimated parameter.
      * W is the inverse of input variances. It's a diagonal matrix containing the
      * reciprocal of the input variances (squared input standard deviations). That is:
      * W = diag(w) where k element of w is wk = 1 / sigmak^2, which corresponds to
      * the k-th standard deviation of input sample k.
      *
      * @throws AlgebraException    if there are numerical instabilities.
      * @throws EvaluationException if function evaluation fails.
      */
     private void adjustCovariance() throws AlgebraException, EvaluationException {
 
         final var nVars = evaluator.getNumberOfVariables();
         final var xCols = x.getColumns();
         if (xRow == null) {
             xRow = new double[x.getColumns()];
         }
         if (jacobian == null) {
             jacobian = new Matrix(nVars, ma);
         }
 
         final var jacobianTrans = new Matrix(ma, nVars);
 
         final var invCov = new Matrix(a.length, a.length);
         final var tmpInvCov = new Matrix(a.length, a.length);
         final var chiSqrDegreesOfFreedom = getChisqDegreesOfFreedom();
         for (int i = 0; i < ndat; i++) {
             x.getSubmatrixAsArray(i, 0, i, xCols - 1, xRow);
 
             evaluator.evaluate(i, xRow, ymod, a, jacobian);
 
             jacobian.transpose(jacobianTrans);
 
             jacobianTrans.multiply(jacobian, tmpInvCov);
 
             final var w = 1.0 / ((chiSqrDegreesOfFreedom + 1) * sig[i] * sig[i]);
             tmpInvCov.multiplyByScalar(w);
             invCov.add(tmpInvCov);
         }
 
         covar = Utils.inverse(invCov);
     }
 
     /**
      * Internal method to set function evaluator to evaluate function at a given
      * point and obtain function jacobian respect to each provided parameter.
      *
      * @param evaluator function evaluator.
      * @throws FittingException if evaluation fails.
      */
     private void internalSetFunctionEvaluator(final LevenbergMarquardtMultiVariateFunctionEvaluator evaluator)
             throws FittingException {
 
         try {
             this.evaluator = evaluator;
 
             if (evaluator != null) {
                 a = evaluator.createInitialParametersArray();
                 ma = a.length;
                 covar = new Matrix(ma, ma);
                 alpha = new Matrix(ma, ma);
                 ia = new boolean[ma];
                 Arrays.fill(ia, true);
             }
         } catch (final AlgebraException e) {
             throw new FittingException(e);
         }
     }
 
     /**
      * Used by fit to evaluate the linearized fitting matrix alpha, and vector
      * beta to calculate chi square.
      *
      * @param a     estimated parameters so far.
      * @param alpha curvature (i.e. fitting) matrix.
      * @param beta  array where derivative increments for each parameter are
      *              stored.
      * @throws AlgebraException    if there are numerical instabilities.
      * @throws EvaluationException if function evaluation fails.
      */
     private void mrqcof(final double[] a, final Matrix alpha, final double[] beta)
             throws AlgebraException, EvaluationException {
 
         int i;
         int j;
         int k;
         int l;
         int m;
         double wt;
         double sig2i;
         double dy;
         final var nVars = evaluator.getNumberOfVariables();
         if (jacobian == null) {
             jacobian = new Matrix(nVars, ma);
         }
         if (xRow == null) {
             xRow = new double[x.getColumns()];
         }
         final var xCols = evaluator.getNumberOfDimensions();
         if (ymod == null) {
             ymod = new double[nVars];
         }
 
         for (j = 0; j < mfit; j++) {
             for (k = 0; k <= j; k++) {
                 alpha.setElementAt(j, k, 0.0);
             }
             beta[j] = 0.;
         }
 
         chisq = 0.0;
         mse = 0.0;
         final var degreesOfFreedom = getChisqDegreesOfFreedom();
         for (i = 0; i < ndat; i++) {
             // summation loop over all data
             x.getSubmatrixAsArray(i, 0, i, xCols - 1, xRow);
             evaluator.evaluate(i, xRow, ymod, a, jacobian);
             sig2i = 1.0 / (sig[i] * sig[i]);
             for (int n = 0; n < nVars; n++) {
                 dy = y.getElementAt(i, n) - ymod[n];
                 for (j = 0, l = 0; l < ma; l++) {
                     if (ia[l]) {
                         wt = jacobian.getElementAt(n, l) * sig2i;
                         final var alphaBuffer = alpha.getBuffer();
                         for (k = 0, m = 0; m < l + 1; m++) {
                             if (ia[m]) {
                                 final var index = alpha.getIndex(j, k++);
                                 alphaBuffer[index] += wt * jacobian.getElementAt(n, m);
                             }
                         }
                         beta[j++] += dy * wt;
                     }
                 }
 
                 // add to mse
                 mse += dy * dy / Math.abs(degreesOfFreedom);
 
                 // and find chi square
                 chisq += dy * dy * sig2i / degreesOfFreedom;
             }
         }
 
         // fill in the symmetric side
         for (j = 1; j < mfit; j++) {
             for (k = 0; k < j; k++) {
                 alpha.setElementAt(k, j, alpha.getElementAt(j, k));
             }
         }
     }
 
     /**
      * Expand in storage the covariance matrix covar, to take into account
      * parameters that are being held fixed. (For the latter, return zero
      * covariances).
      *
      * @param covar covariance matrix.
      */
     private void covsrt(final Matrix covar) {
         int i;
         int j;
         int k;
         for (i = mfit; i < ma; i++) {
             for (j = 0; j < i + 1; j++) {
                 covar.setElementAt(i, j, 0.0);
                 covar.setElementAt(j, i, 0.0);
             }
         }
 
         k = mfit - 1;
         for (j = ma - 1; j >= 0; j--) {
             if (ia[j]) {
                 final var buffer = covar.getBuffer();
                 for (i = 0; i < ma; i++) {
                     final var pos1 = covar.getIndex(i, k);
                     final var pos2 = covar.getIndex(i, j);
                     swap(buffer, buffer, pos1, pos2);
                 }
                 for (i = 0; i < ma; i++) {
                     final var pos1 = covar.getIndex(k, i);
                     final var pos2 = covar.getIndex(j, i);
                     swap(buffer, buffer, pos1, pos2);
                 }
 
                 k--;
             }
         }
     }
 
     /**
      * Swaps values of arrays at provided positions.
      *
      * @param array1 1st array.
      * @param array2 2nd array.
      * @param pos1   1st position.
      * @param pos2   2nd position.
      */
     private static void swap(final double[] array1, final double[] array2, final int pos1, final int pos2) {
         final var value1 = array1[pos1];
         final var value2 = array2[pos2];
         array1[pos1] = value2;
         array2[pos2] = value1;
     }
 }