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fits: covariance matrix is inverted using pseudoinverse, the interface allows to se the SVD tolerance

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This commit is contained in:
Antonin Portelli 2016-02-29 19:50:28 +00:00
parent e90d620096
commit a435caeecb
3 changed files with 46 additions and 32 deletions
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2
lib/Chi2Function.cpp
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@ -233,7 +233,7 @@ void Chi2Function::initBuffer(void) const
lowerYX = upperYX.transpose(); lowerYX = upperYX.transpose();
// inversion // inversion
buffer_->invVar = buffer_->invVar.inverse().eval(); buffer_->invVar = buffer_->invVar.pInverse(data_->getSvdTolerance());
buffer_->isInit = true; buffer_->isInit = true;
} }

23
lib/FitInterface.cpp
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@ -128,16 +128,22 @@ Index FitInterface::getStatXDim(void) const
return isXExact_.size() - isXExact_.sum(); return isXExact_.size() - isXExact_.sum();
} }
double FitInterface::getSvdTolerance(void) const
{
return svdTolerance_;
}
void FitInterface::setFitInterface(const FitInterface &fitInterface) void FitInterface::setFitInterface(const FitInterface &fitInterface)
{ {
if (&fitInterface != this) if (&fitInterface != this)
{ {
isXExact_ = fitInterface.isXExact_; isXExact_ = fitInterface.isXExact_;
isFitPoint_ = fitInterface.isFitPoint_; isFitPoint_ = fitInterface.isFitPoint_;
isXXCorr_ = fitInterface.isXXCorr_; isXXCorr_ = fitInterface.isXXCorr_;
isYYCorr_ = fitInterface.isYYCorr_; isYYCorr_ = fitInterface.isYYCorr_;
isYXCorr_ = fitInterface.isYXCorr_; isYXCorr_ = fitInterface.isYXCorr_;
isDataCorr_ = fitInterface.isDataCorr_; isDataCorr_ = fitInterface.isDataCorr_;
svdTolerance_ = fitInterface.svdTolerance_;
} }
} }
@ -156,6 +162,11 @@ void FitInterface::setYDim(const Index yDim)
resize(getNData(), getXDim(), yDim); resize(getNData(), getXDim(), yDim);
} }
void FitInterface::setSvdTolerance(const double tolerance)
{
svdTolerance_ = tolerance;
}
void FitInterface::resize(const Index nData, const Index xDim, const Index yDim) void FitInterface::resize(const Index nData, const Index xDim, const Index yDim)
{ {
isXExact_.setConstant(xDim, 0); isXExact_.setConstant(xDim, 0);

53
lib/FitInterface.hpp
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@ -39,30 +39,32 @@ public:
// destructor // destructor
virtual ~FitInterface(void) = default; virtual ~FitInterface(void) = default;
// access // access
void assumeXExact(const Index i, const bool isExact = true); void assumeXExact(const Index i, const bool isExact = true);
void assumeXXCorrelated(const Index i1, const Index i2, void assumeXXCorrelated(const Index i1, const Index i2,
const bool isCorrelated = true); const bool isCorrelated = true);
void assumeYYCorrelated(const Index j1, const Index j2, void assumeYYCorrelated(const Index j1, const Index j2,
const bool isCorrelated = true); const bool isCorrelated = true);
void assumeYXCorrelated(const Index j, const Index i, void assumeYXCorrelated(const Index j, const Index i,
const bool isCorrelated = true); const bool isCorrelated = true);
void assumeDataCorrelated(const Index k1, const Index k2, void assumeDataCorrelated(const Index k1, const Index k2,
const bool isCorrelated = true); const bool isCorrelated = true);
void assumeDataCorrelated(const bool isCorrelated = true); void assumeDataCorrelated(const bool isCorrelated = true);
void fitPoint(const Index k, const bool isFitPoint = true); void fitPoint(const Index k, const bool isFitPoint = true);
void fitPointRange(const Index k1, const Index k2, void fitPointRange(const Index k1, const Index k2,
const bool isFitPoint = true); const bool isFitPoint = true);
void fitAllPoints(const bool isFitPoint = true); void fitAllPoints(const bool isFitPoint = true);
Index getNData(void) const; Index getNData(void) const;
Index getNFitPoint(void) const; Index getNFitPoint(void) const;
Index getXDim(void) const; Index getXDim(void) const;
Index getYDim(void) const; Index getYDim(void) const;
Index getStatXDim(void) const; Index getStatXDim(void) const;
void setFitInterface(const FitInterface &fitInterface); double getSvdTolerance(void) const;
void setNData(const Index nData); void setFitInterface(const FitInterface &fitInterface);
void setXDim(const Index xDim); void setNData(const Index nData);
void setYDim(const Index yDim); void setXDim(const Index xDim);
void resize(const Index nData, const Index xDim, const Index yDim); void setYDim(const Index yDim);
void setSvdTolerance(const double tolerance);
void resize(const Index nData, const Index xDim, const Index yDim);
// test // test
bool isFitPoint(const Index k) const; bool isFitPoint(const Index k) const;
bool isXExact(const Index i) const; bool isXExact(const Index i) const;
@ -71,8 +73,9 @@ public:
bool isYXCorrelated(const Index j, const Index i) const; bool isYXCorrelated(const Index j, const Index i) const;
bool isDataCorrelated(const Index k1, const Index k2) const; bool isDataCorrelated(const Index k1, const Index k2) const;
private: private:
IVec isXExact_, isFitPoint_; IVec isXExact_, isFitPoint_;
IMat isXXCorr_, isYYCorr_, isYXCorr_, isDataCorr_; IMat isXXCorr_, isYYCorr_, isYXCorr_, isDataCorr_;
double svdTolerance_{1.0e-10};
}; };
END_LATAN_NAMESPACE END_LATAN_NAMESPACE