Merge branch 'develop' into feature/fit-phys

physics/Makefile.am

@@ -6,10 +6,14 @@ if CXX_INTEL
 endif
 endif
 
-bin_PROGRAMS = latan-2pt-fit
+bin_PROGRAMS = latan-fit-2pt latan-fit-phys
 
-latan_2pt_fit_SOURCES  = 2pt-fit.cpp
-latan_2pt_fit_CXXFLAGS = $(COM_CXXFLAGS)
-latan_2pt_fit_LDFLAGS  = -L../lib/.libs -lLatAnalyze
+latan_fit_2pt_SOURCES  = fit-2pt.cpp
+latan_fit_2pt_CXXFLAGS = $(COM_CXXFLAGS)
+latan_fit_2pt_LDFLAGS  = -L../lib/.libs -lLatAnalyze
+
+latan_fit_phys_SOURCES  = fit-phys.cpp fit-phys-env.cpp
+latan_fit_phys_CXXFLAGS = $(COM_CXXFLAGS)
+latan_fit_phys_LDFLAGS  = -L../lib/.libs -lLatAnalyze
 
 ACLOCAL_AMFLAGS = -I .buildutils/m4

physics/fit-2pt.cpp

@@ -38,7 +38,7 @@ int main(int argc, char *argv[])
                   "singular value elimination threshold", "0.");
     opt.addOption("v", "verbosity", OptParser::OptType::value  , true,
                   "minimizer verbosity level (0|1|2)", "0");
-    opt.addOption("o", "output", OptParser::OptType::value  , true,
+    opt.addOption("o", "output"   , OptParser::OptType::value  , true,
                   "output file", "");
     opt.addOption("" , "uncorr"   , OptParser::OptType::trigger, true,
                   "only do the uncorrelated fit");

physics/fit-phys-env.cpp

@@ -0,0 +1,509 @@
+#include "fit-phys-env.hpp"
+#include <LatCore/XmlReader.hpp>
+#include <LatAnalyze/CompiledModel.hpp>
+#include <LatAnalyze/Io.hpp>
+
+#define DRATIO(a,b) static_cast<double>(a)/static_cast<double>(b)
+
+using namespace std;
+using namespace Latan;
+
+void FitEnv::reset(void)
+{
+    nT_.clear();
+    nL_.clear();
+    variable_.clear();
+    varData_.clear();
+    varName_.clear();
+    varScalePow_.clear();
+    quantity_.clear();
+    quData_.clear();
+    quName_.clear();
+    ensemble_.clear();
+    point_.clear();
+    macro_.clear();
+    scaleVar_ = nullptr;
+}
+
+Index FitEnv::getVarIndex(const string name)
+{
+    if (name == "nT")
+    {
+        return 0;
+    }
+    else if (name == "nL")
+    {
+        return 1;
+    }
+    else
+    {
+        auto it = variable_.find(name);
+        
+        if (it != variable_.end())
+        {
+            return it->second.index;
+        }
+        else
+        {
+            LATAN_ERROR(Range, "no variable with name '" + name + "'");
+        }
+    }
+}
+
+string FitEnv::getVarName(const Index i)
+{
+    if (i < static_cast<Index>(varName_.size()))
+    {
+        return varName_[i];
+    }
+    else
+    {
+        LATAN_ERROR(Range, "no variable with index " + strFrom(i));
+    }
+}
+
+Index FitEnv::getQuIndex(const string name)
+{
+    auto it = quantity_.find(name);
+    
+    if (it != quantity_.end())
+    {
+        return it->second.index;
+    }
+    else
+    {
+        LATAN_ERROR(Range, "no quantity with name '" + name + "'");
+    }
+}
+
+string FitEnv::getQuName(const Index i)
+{
+    if (i < static_cast<Index>(quName_.size()))
+    {
+        return quName_[i];
+    }
+    else
+    {
+        LATAN_ERROR(Range, "no variable with index " + strFrom(i));
+    }
+}
+
+DVec FitEnv::getPhyPt(void)
+{
+    DVec phyPt(varName_.size());
+    
+    for (unsigned int i = 0; i < varName_.size(); ++i)
+    {
+        phyPt(i) = variable_[varName_[i]].physVal;
+    }
+    
+    return phyPt;
+}
+
+vector<const DoubleModel *> FitEnv::getModels(void)
+{
+    vector<const DoubleModel *> m;
+    
+    for (auto &q: quantity_)
+    {
+        m.push_back(&q.second.model);
+    }
+    
+    return m;
+}
+
+#define XGFV(type, ...) XmlReader::getFirstValue<type>(node, __VA_ARGS__)
+
+void FitEnv::parseXml(const string paramFileName)
+{
+    XmlReader                paramFile(paramFileName);
+    const XmlNode            *node = nullptr;
+    set<unsigned int>        nTs, nLs;
+    map<string, set<string>> varFileNames, quFileNames;
+    
+    reset();
+    nSample_ = paramFile.getFirstValue<Index>("nSample");
+    scale_   = paramFile.getFirstValue<string>("scale");
+    
+    // macros
+    if (paramFile.hasNode("macros", "macro"))
+    {
+        node = paramFile.getFirstNode("macros", "macro");
+        while (node)
+        {
+            macro_[XGFV(string, "symbol")] = XGFV(string, "value");
+            node                           = paramFile.getNextSameNode(node);
+        }
+    }
+    
+    // ensembles
+    node = paramFile.getFirstNode("ensembles", "ensemble");
+    while (node)
+    {
+        string   name, spacing;
+        Ensemble ens;
+        
+        name            = XGFV(string, "name");
+        ens.nT          = XGFV(unsigned int, "nT");
+        ens.nL          = XGFV(unsigned int, "nL");
+        ensemble_[name] = ens;
+        node            = paramFile.getNextSameNode(node);
+        nTs.insert(ens.nT);
+        nLs.insert(ens.nL);
+    }
+    
+    // fit variables
+    {
+        string  name;
+        VarInfo var;
+        
+        name            = "T";
+        var.physVal     = HUGE_VAL;
+        var.dim         = -1;
+        variable_[name] = var;
+    }
+    {
+        string  name;
+        VarInfo var;
+        
+        name            = "L";
+        var.physVal     = HUGE_VAL;
+        var.dim         = -1;
+        variable_[name] = var;
+    }
+    node = paramFile.getFirstNode("variables", "variable");
+    while (node)
+    {
+        string  name;
+        VarInfo var;
+        
+        name            = XGFV(string, "name");
+        var.physVal     = XGFV(double, "physical");
+        var.dim         = XGFV(int, "dim");
+        variable_[name] = var;
+        if (name == scale_)
+        {
+            scaleVar_ = &(variable_[name]);
+        }
+        node = paramFile.getNextSameNode(node);
+    }
+    if (!scaleVar_)
+    {
+        LATAN_ERROR(Definition, "scaling variable '" + scale_
+                    + "' not defined");
+    }
+    for (auto &v: variable_)
+    {
+        v.second.index = varName_.size();
+        varName_.push_back(v.first);
+    }
+    for (auto &v: variable_)
+    {
+        varScalePow_.push_back(DRATIO(v.second.dim, scaleVar_->dim));
+    }
+    
+    // fitted quantities
+    node = paramFile.getFirstNode("quantities", "quantity");
+    while (node)
+    {
+        string           name, code = "";
+        Index            nPar;
+        QuInfo           q;
+        DoubleModel      m;
+        shared_ptr<DVec> buf(new DVec(varName_.size()));
+        
+        name            = XGFV(string, "name");
+        nPar            = XGFV(Index, "model", "nPar");
+        q.dim           = XGFV(int, "dim");
+        for (auto &v: variable_)
+        {
+            code += v.first + " = x_" + strFrom(v.second.index) + "; ";
+            code += v.first + "_phy = " + strFrom(v.second.physVal) + "; ";
+        }
+        code           += XGFV(string, "model", "code");
+        DEBUG_VAR(code);
+        m               = compile(code, variable_.size(), nPar);
+        auto wrap       = [m, buf, this, q](const double *x, const double *p)
+        {
+            double s = x[scaleVar_->index];
+            
+            for (unsigned int i = 0; i < varScalePow_.size(); ++i)
+            {
+                if (i != scaleVar_->index)
+                {
+                    (*buf)(i) = x[i]*pow(s, varScalePow_[i]);
+                }
+                else
+                {
+                    (*buf)(i) = x[i];
+                }
+            }
+            
+            return pow(s, -DRATIO(q.dim, scaleVar_->dim))*m(buf->data(), p);
+        };
+        q.model.setFunction(wrap, m.getNArg(), m.getNPar());
+        quantity_[name] = q;
+        node            = paramFile.getNextSameNode(node);
+    }
+    for (auto &q: quantity_)
+    {
+        q.second.index = quName_.size();
+        quName_.push_back(q.first);
+    }
+    
+    // data points
+    node = paramFile.getFirstNode("points", "point");
+    while (node)
+    {
+        string ensemble, fileName;
+        Point  point;
+        
+        ensemble = XGFV(string, "ensemble");
+        auto it  = ensemble_.find(ensemble);
+        if (it == ensemble_.end())
+        {
+            LATAN_ERROR(Parsing, "unknown ensemble '" + ensemble + "'");
+        }
+        macro_["_ensemble_"] = ensemble;
+        point.isActive       = XGFV(bool, "active");
+        point.ensemble       = &(it->second);
+        for (auto &v: variable_)
+        {
+            if (v.first == "T")
+            {
+                fileName = strFrom(point.ensemble->nT);
+            }
+            else if (v.first == "L")
+            {
+                fileName = strFrom(point.ensemble->nL);
+            }
+            else
+            {
+                fileName = macroSubst(XGFV(string, v.first));
+            }
+            point.fileName[v.first] = fileName;
+            varFileNames[v.first].insert(fileName);
+        }
+        for (auto &q: quantity_)
+        {
+            fileName                = macroSubst(XGFV(string, q.first));
+            point.fileName[q.first] = fileName;
+            quFileNames[q.first].insert(fileName);
+        }
+        point_.push_back(point);
+        node = paramFile.getNextSameNode(node);
+    }
+    macro_.erase("_ensemble_");
+    
+    // compute data indices
+    for (auto &v: varFileNames)
+    {
+        varData_.push_back(vector<Data>());
+        for (auto &f: v.second)
+        {
+            Data d;
+            
+            d.fileName            = f;
+            varIndex_[v.first][f] = varData_.back().size();
+            varData_.back().push_back(d);
+        }
+    }
+    for (auto &q: quFileNames)
+    {
+        quData_.push_back(vector<Data>());
+        for (auto &f: q.second)
+        {
+            Data d;
+            
+            d.fileName           = f;
+            quIndex_[q.first][f] = quData_.back().size();
+            quData_.back().push_back(d);
+        }
+    }
+    
+    // compute point coordinates
+    for (auto &p: point_)
+    {
+        p.coord.resize(varName_.size());
+        for (unsigned int i = 0; i < varName_.size(); ++i)
+        {
+            p.coord[i] = varIndex_[varName_[i]][p.fileName[varName_[i]]];
+        }
+    }
+}
+
+#undef XGFV
+
+std::string FitEnv::macroSubst(const std::string str) const
+{
+    std::string res = str, pat;
+    
+    for (auto &m: macro_)
+    {
+        pat      = "@" + m.first + "@";
+        auto pos = res.find(pat);
+        
+        if (pos != string::npos)
+        {
+            res.replace(pos, pat.size(), m.second);
+        }
+    }
+    
+    return res;
+}
+
+void FitEnv::load(void)
+{
+    for (unsigned int i = 0; i < varName_.size(); ++i)
+    {
+        auto &v = varData_[i];
+        
+        if ((varName_[i] == "T") or (varName_[i] == "L"))
+        {
+            for (auto &d: v)
+            {
+                d.value.resize(nSample_);
+                d.value.fill(strTo<double>(d.fileName));
+            }
+        }
+        else
+        {
+            for (auto &d: v)
+            {
+                d.value = Io::load<DSample>(d.fileName);
+                if (d.value.size() != nSample_)
+                {
+                    LATAN_ERROR(Size, "sample loaded from file '" + d.fileName
+                                + "' has a wrong number of element (expected "
+                                + strFrom(nSample_) + ", got "
+                                + strFrom(d.value.size()) + ")");
+                }
+            }
+        }
+        
+    }
+    for (auto &q: quData_)
+    {
+        for (auto &d: q)
+        {
+            d.value = Io::load<DSample>(d.fileName);
+            if (d.value.size() != nSample_)
+            {
+                LATAN_ERROR(Size, "sample loaded from file '" + d.fileName
+                            + "' has a wrong number of element (expected "
+                            + strFrom(nSample_) + ", got "
+                            + strFrom(d.value.size()) + ")");
+            }
+        }
+    }
+
+}
+
+XYSampleData FitEnv::generateData(const bool phyUnits, const bool corr)
+{
+    XYSampleData  data(nSample_);
+    Index         k, k1, k2, ind;
+    const Index   sInd = getVarIndex(scale_);
+    DSample       scale, tmp;
+    int           dim;
+    const int     sDim = scaleVar_->dim;
+    
+    // add dimensions
+    for (unsigned int i = 0; i < varName_.size(); ++i)
+    {
+        data.addXDim(varData_[i].size(), varName_[i],
+                     ((varName_[i] == "T") or (varName_[i] == "L")));
+    }
+    for (auto &q: quName_)
+    {
+        data.addYDim(q);
+    }
+    // add data
+    for (auto &p: point_)
+    {
+        k     = data.dataIndex(p.coord);
+        scale = varData_[sInd][varIndex_[scale_][p.fileName[scale_]]].value;
+        for (unsigned int i = 0; i < varName_.size(); ++i)
+        {
+            ind = varIndex_[varName_[i]][p.fileName[varName_[i]]];
+            dim = variable_[varName_[i]].dim;
+            tmp = varData_[i][ind].value;
+            if (phyUnits and (varName_[i] != scale_))
+            {
+                FOR_STAT_ARRAY(tmp, s)
+                {
+                    tmp[s] *= pow(scale[s], DRATIO(dim, sDim));
+                }
+            }
+            data.x(p.coord[i], i) = tmp;
+        }
+        for (unsigned int j = 0; j < quName_.size(); ++j)
+        {
+            ind = quIndex_[quName_[j]][p.fileName[quName_[j]]];
+            dim = quantity_[quName_[j]].dim;
+            tmp = quData_[j][ind].value;
+            if (phyUnits)
+            {
+                FOR_STAT_ARRAY(tmp, s)
+                {
+                    tmp[s] *= pow(scale[s], DRATIO(dim, sDim));
+                }
+            }
+            data.y(k, j) = tmp;
+        }
+    }
+    // add correlations
+    if (corr)
+    {
+        for (unsigned int p1 = 0; p1 < point_.size(); ++p1)
+        for (unsigned int p2 = p1; p2 < point_.size(); ++p2)
+        {
+            if (point_[p1].ensemble == point_[p2].ensemble)
+            {
+                k1 = data.dataIndex(point_[p1].coord);
+                k2 = data.dataIndex(point_[p2].coord);
+                for (unsigned int i1 = 0; i1 < varName_.size(); ++i1)
+                for (unsigned int i2 = i1; i2 < varName_.size(); ++i2)
+                {
+                    data.assumeXXCorrelated(true, point_[p1].coord[i1], i1,
+                                            point_[p2].coord[i2], i2);
+                }
+                for (unsigned int j1 = 0; j1 < quName_.size(); ++j1)
+                for (unsigned int j2 = j1; j2 < quName_.size(); ++j2)
+                {
+                    data.assumeYYCorrelated(true, k1, j1, k2, j2);
+                }
+                for (unsigned int i = 0; i < varName_.size(); ++i)
+                for (unsigned int j = 0; j < quName_.size(); ++j)
+                {
+                    data.assumeXYCorrelated(true, point_[p1].coord[i], i, k2, j);
+                    data.assumeXYCorrelated(true, point_[p2].coord[i], i, k1, j);
+                }
+            }
+        }
+    }
+    
+    return data;
+}
+
+ostream & operator<<(ostream &out, FitEnv &f)
+{
+    for (unsigned int i = 0; i < f.varName_.size(); ++i)
+    {
+        out << f.varName_[i] << ":" << endl;
+        for (auto &d: f.varData_[i])
+        {
+            out << "  * " << d.fileName << endl;
+        }
+    }
+    for (unsigned int i = 0; i < f.quName_.size(); ++i)
+    {
+        out << f.quName_[i] << ":" << endl;
+        for (auto &d: f.quData_[i])
+        {
+            out << "  * " << d.fileName << endl;
+        }
+    }
+    
+    return out;
+}

physics/fit-phys-env.hpp

@@ -0,0 +1,82 @@
+#ifndef fit_phys_env_hpp_
+#define fit_phys_env_hpp_
+
+#include <LatAnalyze/MatSample.hpp>
+#include <LatAnalyze/Model.hpp>
+#include <LatAnalyze/XYSampleData.hpp>
+
+class FitEnv
+{
+public:
+    // fit variable info
+    struct VarInfo
+    {
+        double       physVal;
+        int          dim;
+        Latan::Index index;
+    };
+    // fitted quantity info
+    struct QuInfo
+    {
+        Latan::DoubleModel model;
+        int                dim;
+        Latan::Index       index;
+    };
+    // ensemble
+    struct Ensemble
+    {
+        unsigned int  nT, nL;
+    };
+    // point
+    struct Point
+    {
+        bool                               isActive{true};
+        const Ensemble                     *ensemble{nullptr};
+        std::map<std::string, std::string> fileName;
+        std::vector<Latan::Index>          coord;
+    };
+    // data container
+    struct Data
+    {
+        std::string    fileName;
+        Latan::DSample value;
+    };
+    // table types
+    typedef std::vector<std::vector<Data>> DataTable;
+    typedef std::map<std::string, std::map<std::string, unsigned int>>
+            IndexTable;
+public:
+    FitEnv(void)          = default;
+    virtual ~FitEnv(void) = default;
+    void                reset(void);
+    Latan::Index        getVarIndex(const std::string name);
+    std::string         getVarName(const Latan::Index i);
+    Latan::Index        getQuIndex(const std::string name);
+    std::string         getQuName(const Latan::Index i);
+    Latan::DVec         getPhyPt(void);
+    std::vector<const Latan::DoubleModel *> getModels(void);
+    void                parseXml(const std::string paramFileName);
+    std::string         macroSubst(const std::string str) const;
+    void                load(void);
+    Latan::XYSampleData generateData(const bool phyUnits, const bool corr);
+    friend std::ostream & operator<<(std::ostream &out, FitEnv &f);
+private:
+    Latan::Index                       nSample_;
+    std::string                        scale_;
+    std::vector<unsigned int>          nT_, nL_;
+    DataTable                          varData_, quData_;
+    IndexTable                         varIndex_, quIndex_;
+    std::map<std::string, VarInfo>     variable_;
+    VarInfo                            *scaleVar_{nullptr};
+    std::vector<std::string>           varName_;
+    std::vector<double>                varScalePow_;
+    std::map<std::string, QuInfo>      quantity_;
+    std::vector<std::string>           quName_;
+    std::map<std::string, Ensemble>    ensemble_;
+    std::vector<Point>                 point_;
+    std::map<std::string, std::string> macro_;
+};
+
+std::ostream & operator<<(std::ostream &out, FitEnv &f);
+
+#endif // fit_phys_env_hpp_

physics/fit-phys.cpp

@@ -0,0 +1,77 @@
+#include <LatAnalyze/Io.hpp>
+#include <LatAnalyze/MinuitMinimizer.hpp>
+#include <LatAnalyze/NloptMinimizer.hpp>
+#include <LatAnalyze/Plot.hpp>
+#include "fit-phys-env.hpp"
+
+using namespace std;
+using namespace Latan;
+
+int main(int argc, char *argv[])
+{
+    // parse arguments /////////////////////////////////////////////////////////
+    string paramFileName;
+    
+    if (argc != 2)
+    {
+        cerr << "usage: " << argv[0] << " <parameter file>" << endl;
+        
+        return EXIT_FAILURE;
+    }
+    paramFileName = argv[1];
+    
+    // parse XML & load data ///////////////////////////////////////////////////
+    FitEnv env;
+    
+    env.parseXml(paramFileName);
+    env.load();
+    
+    XYSampleData uncorrData = env.generateData(false, false);
+    XYSampleData corrData   = env.generateData(false, true);
+    
+    cout << "DATA SUMMARY" << endl;
+    cout << "============" << endl;
+    cout << env << uncorrData << endl;
+    
+    // fit /////////////////////////////////////////////////////////////////////
+    auto v = env.getModels();
+    SampleFitResult fit;
+    MinuitMinimizer min1, min2;
+    vector<Minimizer *> min{&min1, &min2};
+    DVec            init(v[0]->getNPar());
+    
+    min1.setVerbosity(Minimizer::Verbosity::Normal);
+    min2.setVerbosity(Minimizer::Verbosity::Normal);
+    min1.setMaxIteration(1000000);
+    min1.setPrecision(1.0e-3);
+    min2.setMaxIteration(1000000);
+    min2.setPrecision(1.0e-5);
+    init.fill(1.0);
+    fit = uncorrData.fit(min, init, v);
+    fit.print();
+    init = fit[central].block(0, 0, init.size(), 1);
+    fit = corrData.fit(min2, init, v);
+    fit.print();
+    
+//    init = fit[central].block(0, 0, v[0]->getNPar(), 1);
+//    min1.setVerbosity(Minimizer::Verbosity::Normal);
+//    fit = corrData.fit(min1, init, v);
+    
+    // plot ////////////////////////////////////////////////////////////////////
+//    Plot p;
+//    DVec phyPt = env.getPhyPt();
+//    phyPt(env.getVarIndex("a")) = 1.;
+//    XYSampleData projData = uncorrData.getPartialResiduals(fit, phyPt, env.getVarIndex("M_Ds"));
+//    
+//    p << PlotPredBand(fit.getModel(_).bind(env.getVarIndex("M_Ds"), phyPt), 0., 3.);
+//    p << PlotData(projData.getData(), env.getVarIndex("M_Ds"), 0);
+//    p.display();
+//    p.reset();
+//    projData = uncorrData.getPartialResiduals(fit, phyPt, env.getVarIndex("a"));
+//    p << PlotPredBand(fit.getModel(_).bind(env.getVarIndex("a"), phyPt), 0., 1.);
+//    p << PlotData(projData.getData(), env.getVarIndex("a"), 0);
+//    p.display();
+//    p.reset();
+    
+    return EXIT_SUCCESS;
+}