Hi everyone,

I wish to use the excellent LeastSquaresProblem with weights, and I would like to know if the weights need to be normalized. For example, given an array of weights

- Should the sum of all the weights add up to 1.0?
- Or, should all the weights be divided by the average weight (the weights would then add up to N, the number of weights in the list.)

I assume the correct way to add the weights is then :

LeastSquaresBuilder builder = new LeastSquaresBuilder();

builder.weight(new DiagonalMatrix(weights));

Thanks again, John