source: Sophya/trunk/SophyaLib/NTools/generalfit.h@ 220

Last change on this file since 220 was 220, checked in by ansari, 26 years ago

Creation module DPC/NTools Reza 09/04/99
File size: 7.8 KB
Line 
1// This may look like C code, but it is really -*- C++ -*-
2#ifndef GENERALFIT_SEEN
3#define GENERALFIT_SEEN
4
5#include "exceptions.h"
6#include "matrix.h"
7#include "cvector.h"
8#include "generaldata.h"
9
10//================================================================
11// GeneralFunction
12//================================================================
13
14class GeneralFunction EXC_AWARE {
15public:
16 GeneralFunction(unsigned int nVar, unsigned int nPar);
17 virtual ~GeneralFunction();
18
19 virtual double Value(double const xp[], double const* parm)=0;
20 virtual double Val_Der(double const xp[], double const* parm
21 , double* DgDpar);
22
23 void SetDeltaParm(int numPar, double delta=0.);
24 void SetDeltaParm(double const* dparam);
25
26 inline int NVar() const {return mNVar;}
27 inline int NPar() const {return mNPar;}
28
29protected:
30 const int mNVar; // nombre de variables f(x,y,z,...)
31 const int mNPar; // nombre de parametres
32
33 double *deltaParm;
34 double *tmpParm;
35};
36
37//================================================================
38// GeneralFunc
39//================================================================
40
41class GeneralFunc : public GeneralFunction {
42public:
43 GeneralFunc(unsigned int nvar, unsigned int npar
44 ,double (*fun)(double const*,double const*)
45 ,double (*funder)(double const*, double const*, double*)=NULL);
46 virtual ~GeneralFunc();
47
48 virtual double Value(double const xp[], double const* Par);
49 virtual double Val_Der(double const xp[],double const* parm
50 , double* DgDpar);
51
52protected:
53 double (*tmpFun) (double const*, double const*);
54 double (*tmpFunDer)(double const*, double const*, double*);
55};
56
57//================================================================
58// GeneralXi2
59//================================================================
60
61class GeneralFitData;
62
63class GeneralXi2 EXC_AWARE {
64public:
65 GeneralXi2(unsigned int nPar);
66 virtual ~GeneralXi2();
67
68 virtual double Value(GeneralFitData& data, double* parm, int& ndataused)=0;
69 virtual double Derivee(GeneralFitData& data, int i, double* parm);
70 virtual double Derivee2(GeneralFitData& data, int i,int j, double* parm);
71
72 void SetDeltaParm(int numPar, double delta=0.);
73 void SetDeltaParm(double const* dparam);
74
75 inline int NPar() const {return mNPar;}
76
77protected:
78 const int mNPar; // nombre de parametres
79
80 double *deltaParm;
81};
82
83//================================================================
84// GENERALFIT
85//================================================================
86
87class GeneralFit EXC_AWARE {
88public:
89 GeneralFit(GeneralFunction* f);
90 GeneralFit(GeneralXi2* f);
91 ~GeneralFit();
92
93 void WriteStep(char *filename = NULL);
94 void SetDebug(int level = 0);
95 void SetMaxStep(int n = 100);
96 void SetLambda_Fac(double fac = 10.);
97 void SetStopChi2(double s = 0.01);
98 void SetEps(double ep = 1.e-8);
99 void SetEps(int n,double ep = 1.e-8);
100 void SetStopMx(int nstopmx = 3, double stopchi2 = -1.);
101 void SetStopLent(int nstoplent = 3);
102 void SetFunction(GeneralFunction*);
103 void SetFuncXi2(GeneralXi2*);
104 void SetData(GeneralFitData*);
105 void SetParam(int n,double value, double step
106 ,double min=1., double max=-1.);
107 void SetParam(int n,string const&
108 ,double value, double step
109 ,double min=1., double max=-1.);
110 void SetParam(int n,double value);
111 void SetStep(int n,double value);
112 void SetMinStepDeriv(int i,double val = 0.);
113 void SetMinStepDeriv(double val = 0.);
114 void SetBound(int n,double min,double max);
115 void SetBound(int n);
116 void SetUnBound(int n);
117 void SetUnBound();
118 void SetFix(int n,double v);
119 void SetFix(int n);
120 void SetFree(int n);
121 void SetFree();
122
123 double GetParm(int);
124 Vector GetParm();
125 double GetParmErr(int);
126 double GetCoVar(int,int);
127 double GetStep(int n);
128 double GetMax(int n);
129 double GetMin(int n);
130 inline double GetChi2() const {return Chi2;};
131 inline double GetChi2Red() const {
132 if(mNddl<=0) return (double) mNddl;
133 return Chi2/(double) mNddl;
134 };
135 inline double GetEps(int i) const {return Eps(i);};
136 inline int GetNddl() const {return mNddl;};
137 inline int GetNStep() const {return nStep;};
138 inline int GetNVar() const {return mNVar;};
139 inline int GetNPar() const {return mNPar;};
140 inline int GetNFree() const {return mNParFree;};
141 inline int GetNBound() const {return mNParBound;};
142 inline int GetNStop() const {return nStop;};
143 inline int GetNStopLent() const {return nStopLent;};
144 inline GeneralFunction* GetFunction() const {return mFunction;};
145 inline GeneralFitData* GetGData() const {return mData;};
146
147 void PrintStatus();
148 void PrintFit();
149 void PrintParm(int n);
150 void PrintParm();
151
152 int Fit();
153 double ReCalChi2(int& nddl, double* par = NULL);
154 GeneralFitData* DataResidus(bool clean=true);
155 GeneralFitData* DataFunction(bool clean=true);
156 void PrintFitErr(int rc);
157
158protected:
159 int mNtry; // numero d'appel de la routine de fit.
160 int mNVar; // nombre de variables f(x,y,z,...)
161 int mNPar; // nombre de parametres
162 int mNParFree; // nombre de parametres libres
163 int mNParBound; // nombre de parametres bornes
164 GeneralFunction* mFunction;
165 GeneralXi2* mFuncXi2;
166 GeneralFitData* mData;
167
168 Vector Param;
169 Vector errParam;
170 Vector stepParam;
171 Vector minParam;
172 Vector maxParam;
173 Vector minStepDeriv;
174 Vector Eps;
175 unsigned short int* fixParam;
176 unsigned short int* boundParam;
177 string* nameParam;
178
179 double Lambda_Fac;
180 double stopChi2;
181 int maxStep;
182 int nStopMx;
183 double stopChi2SMx;
184 int nStopLent;
185 int debugLevel;
186 FILE *FileStep;
187
188 Matrix ATGA;
189 Vector BETA;
190 Matrix ATGA_Try;
191 Vector BETA_Try;
192 Vector C;
193 Vector D;
194
195 double Chi2;
196 int mNddl;
197 int nStep;
198 int nStop, nStopL;
199 double Lambda;
200
201 // Fonctions privees
202 void write_in_step(double ci2,Vector& par);
203 void General_Init(void);
204 void TryFunc(Vector& par,Vector& par_tr);
205 void TryXi2(Vector& par,Vector& par_tr);
206 void CheckSanity();
207 void Set_Bound_C_D(int i);
208 void Set_Bound_C_D();
209 double p_vers_tr(int i,double p);
210 Vector p_vers_tr(Vector const& p);
211 void p_vers_tr(Vector const& p,Vector& tr);
212 double tr_vers_p(int i,double tr);
213 Vector tr_vers_p(Vector const& tr);
214 void tr_vers_p(Vector const& tr,Vector& p);
215 double c_dp_vers_dtr(int i,double tr);
216 Vector dp_vers_dtr(Vector const& dp,Vector const& tr);
217 void dp_vers_dtr(Vector const& dp,Vector const& tr,Vector& dtr);
218 double c_dtr_vers_dp(int i,double tr);
219 Vector dtr_vers_dp(Vector const& dtr,Vector const& tr);
220 int put_in_limits_for_deriv(Vector const& p,Vector& dp,double dist=0.66);
221 inline void dtr_vers_dp(Vector const& dtr,Vector const& tr,Vector& dp)
222 { for(int i=0;i<mNPar;i++)
223 { if( fixParam[i] ) continue;
224 if( ! boundParam[i] ) dp(i) = dtr(i);
225 else dp(i) = D(i)/(1.+tr(i)*tr(i)) * dtr(i); }
226 };
227};
228
229#endif
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