1
0
mirror of https://github.com/aportelli/LatAnalyze.git synced 2025-06-14 22:07:04 +01:00

4 Commits

25 changed files with 747 additions and 617 deletions

4
.gitignore vendored
View File

@ -35,7 +35,3 @@ ci-scripts/local/*
.idea/*
CMakeLists.txt
cmake-build-debug/*
# VS Code Studio stuff
.vscode
*.code-workspace

View File

@ -55,28 +55,6 @@ in the `ci-scripts` directory where `<prefix>` is where you want LatAnalyze (and
For a more customised installation, one first needs to generate the build system by running `./bootstrap.sh` in the root directory. Then the library can be built and installed through the usual GNU mantra `./configure <options> && make && make install`. Use `./configure --help` to obtain a list of possible options for `./configure`. Because Eigen expressions rely a lot on inlining and compiler optimisations it is strongly recommended to set the `CXXFLAGS` variable to `-O3 -march=native -mtune=native`.
## History
#### v3.3
Additions:
* Sample plot CL utility.
* Infinity as a math constant.
* Option to dump bootstrap sequence while resampling.
* FFT through the GSL.
Changes:
* GSL integrator accepts infinite bounds.
* `latan-sample-combine` accepts mixes of `DSample` and `DMatSample`.
* More general `latan-sample-element` command.
#### v3.2.2
Additions:
* The math interpreter supports `inf` for infinity.
Changes:
* Vector version of `setUnidimData`.
Fixes:
* Variance matrix computation fix.
#### v3.2.1
Fix:
* Wrong argument number check in `latan-resample`

View File

@ -1,6 +1,6 @@
#!/usr/bin/env bash
NAME='hdf5-1.10.1'
NAME='hdf5-1.8.16'
if (( $# != 1 )); then
echo "usage: `basename $0` <prefix> {osx|linux}" 1>&2
@ -11,7 +11,7 @@ PREFIX=$1
set -ex
INITDIR=`pwd`
cd local/build
wget https://support.hdfgroup.org/ftp/HDF5/releases/hdf5-1.10/${NAME}/src/${NAME}.tar.gz
wget http://www.hdfgroup.org/ftp/HDF5/releases/${NAME}/src/${NAME}.tar.gz
tar -xzvf ${NAME}.tar.gz
mkdir ${NAME}/build
cd ${NAME}/build

View File

@ -2,7 +2,7 @@
# Initialization
AC_PREREQ([2.63])
AC_INIT([LatAnalyze],[3.3],[antonin.portelli@me.com],[LatAnalyze])
AC_INIT([LatAnalyze],[3.2.1-dev],[antonin.portelli@me.com],[LatAnalyze])
AC_CONFIG_AUX_DIR([.buildutils])
AC_CONFIG_SRCDIR([lib/Global.cpp])
AC_CONFIG_SRCDIR([utils/sample_read.cpp])

View File

@ -47,8 +47,6 @@ public:
// resampling
Sample<T> bootstrapMean(const Index nSample, const SeedType seed);
Sample<T> bootstrapMean(const Index nSample);
void dumpBootstrapSeq(std::ostream &out, const Index nSample,
const SeedType seed);
private:
// mean from pointer vector for resampling
void ptVectorMean(T &m, const std::vector<const T *> &v);
@ -116,23 +114,6 @@ Sample<T> Dataset<T>::bootstrapMean(const Index nSample)
return bootstrapMean(nSample, rd());
}
template <typename T>
void Dataset<T>::dumpBootstrapSeq(std::ostream &out, const Index nSample,
const SeedType seed)
{
std::mt19937 gen(seed);
std::uniform_int_distribution<Index> dis(0, this->size() - 1);
for (Index i = 0; i < nSample; ++i)
{
for (unsigned int j = 0; j < this->size(); ++j)
{
out << dis(gen) << " " << std::endl;
}
out << std::endl;
}
}
template <typename T>
void Dataset<T>::ptVectorMean(T &m, const std::vector<const T *> &v)
{

View File

@ -1,53 +0,0 @@
/*
* FFT.hpp, part of LatAnalyze
*
* Copyright (C) 2013 - 2017 Antonin Portelli
*
* LatAnalyze is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* LatAnalyze is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with LatAnalyze. If not, see <http://www.gnu.org/licenses/>.
*/
#ifndef Latan_FFT_hpp_
#define Latan_FFT_hpp_
#include <LatAnalyze/Global.hpp>
BEGIN_LATAN_NAMESPACE
/******************************************************************************
* FFT abstract class *
******************************************************************************/
class FFT
{
public:
enum
{
Forward = 0,
Backward = 1
};
public:
// constructor
FFT(void) = default;
FFT(const Index size);
// destructor
virtual ~FFT(void) = default;
// size
virtual void resize(const Index size) = 0;
// FFT
virtual void operator()(CMat &x, const unsigned int dir = FFT::Forward) = 0;
};
END_LATAN_NAMESPACE
#endif // Latan_FFT_hpp_

View File

@ -1,89 +0,0 @@
/*
* GslFFT.cpp, part of LatAnalyze
*
* Copyright (C) 2013 - 2017 Antonin Portelli
*
* LatAnalyze is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* LatAnalyze is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with LatAnalyze. If not, see <http://www.gnu.org/licenses/>.
*/
#include <LatAnalyze/GslFFT.hpp>
#include <LatAnalyze/includes.hpp>
using namespace std;
using namespace Latan;
/******************************************************************************
* GslFFT implementation *
******************************************************************************/
// constructor /////////////////////////////////////////////////////////////////
GslFFT::GslFFT(const Index size)
{
resize(size);
}
// destructor //////////////////////////////////////////////////////////////////
GslFFT::~GslFFT(void)
{
clear();
}
// size ////////////////////////////////////////////////////////////////////////
void GslFFT::resize(const Index size)
{
if (size_ != size)
{
size_ = size;
wavetable_ = gsl_fft_complex_wavetable_alloc(size_);
workspace_ = gsl_fft_complex_workspace_alloc(size_);
}
}
// fft /////////////////////////////////////////////////////////////////////////
void GslFFT::operator()(CMat &x, const unsigned int dir)
{
if (x.size() != size_)
{
LATAN_ERROR(Size, "wrong input vector size");
}
else
{
switch (dir)
{
case FFT::Forward:
gsl_fft_complex_forward((double *)x.data(), 1, size_,
wavetable_, workspace_);
break;
case FFT::Backward:
gsl_fft_complex_backward((double *)x.data(), 1, size_,
wavetable_, workspace_);
break;
default:
LATAN_ERROR(Argument, "invalid FT direction");
break;
}
}
}
// destroy GSL objects /////////////////////////////////////////////////////////
void GslFFT::clear(void)
{
if (!wavetable_)
{
gsl_fft_complex_wavetable_free(wavetable_);
}
if (!workspace_)
{
gsl_fft_complex_workspace_free(workspace_);
}
}

View File

@ -1,57 +0,0 @@
/*
* GslFFT.hpp, part of LatAnalyze
*
* Copyright (C) 2013 - 2017 Antonin Portelli
*
* LatAnalyze is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* LatAnalyze is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with LatAnalyze. If not, see <http://www.gnu.org/licenses/>.
*/
#ifndef Latan_GslFFT_hpp_
#define Latan_GslFFT_hpp_
#include <LatAnalyze/Global.hpp>
#include <LatAnalyze/Mat.hpp>
#include <LatAnalyze/FFT.hpp>
#include <gsl/gsl_fft_complex.h>
BEGIN_LATAN_NAMESPACE
/******************************************************************************
* GSL FFT *
******************************************************************************/
class GslFFT: public FFT
{
public:
// constructors
GslFFT(void) = default;
GslFFT(const Index size);
// destructor
virtual ~GslFFT(void);
// size
void resize(const Index size);
// fft
virtual void operator()(CMat &x, const unsigned int dir = FFT::Forward);
private:
// destroy GSL objects
void clear(void);
private:
Index size_{0};
gsl_fft_complex_wavetable *wavetable_{nullptr};
gsl_fft_complex_workspace *workspace_{nullptr};
};
END_LATAN_NAMESPACE
#endif // Latan_GslFFT_hpp_

View File

@ -19,7 +19,6 @@
#include <LatAnalyze/GslQagsIntegrator.hpp>
#include <LatAnalyze/includes.hpp>
#include <LatAnalyze/Math.hpp>
using namespace std;
using namespace Latan;
@ -56,26 +55,9 @@ double GslQagsIntegrator::operator()(const DoubleFunction &f, const double xMin,
gslF.function = fWrap;
gslF.params = reinterpret_cast<void *>(&const_cast<DoubleFunction &>(f));
if ((xMin > -Math::inf) and (xMax < Math::inf))
{
gsl_integration_qags(&gslF, xMin, xMax, 0.0, precision_, limit_,
workspace_, &result, &error_);
}
else if (xMax < Math::inf)
{
gsl_integration_qagil(&gslF, xMax, 0.0, precision_, limit_,
workspace_, &result, &error_);
}
else if (xMin > -Math::inf)
{
gsl_integration_qagiu(&gslF, xMin, 0.0, precision_, limit_,
workspace_, &result, &error_);
}
else
{
gsl_integration_qagi(&gslF, 0.0, precision_, limit_,
workspace_, &result, &error_);
}
gsl_integration_qags(&gslF, xMin, xMax, 0.0, precision_, limit_, workspace_,
&result, &error_);
return result;
}

View File

@ -31,7 +31,6 @@ libLatAnalyze_la_SOURCES = \
FitInterface.cpp \
Function.cpp \
Global.cpp \
GslFFT.cpp \
GslHybridRootFinder.cpp\
GslMinimizer.cpp \
GslQagsIntegrator.cpp \
@ -60,12 +59,10 @@ libLatAnalyze_la_HEADERS = \
Dataset.hpp \
Derivative.hpp \
Exceptions.hpp \
FFT.hpp \
Function.hpp \
File.hpp \
FitInterface.hpp \
Global.hpp \
GslFFT.hpp \
GslHybridRootFinder.hpp\
GslMinimizer.hpp \
GslQagsIntegrator.hpp \

View File

@ -72,9 +72,8 @@ namespace MATH_NAMESPACE
DMat varToCorr(const DMat &var);
// Constants
constexpr double pi = 3.1415926535897932384626433832795028841970;
constexpr double e = 2.7182818284590452353602874713526624977572;
constexpr double inf = std::numeric_limits<double>::infinity();
const double pi = 3.1415926535897932384626433832795028841970;
const double e = 2.7182818284590452353602874713526624977572;
}

View File

@ -690,7 +690,7 @@ void MathInterpreter::compile(RunContext &context)
if (root_)
{
context.addVariable("pi", Math::pi);
context.addVariable("inf", Math::inf);
context.addVariable("inf", HUGE_VAL);
ADD_STDMATH_FUNCS(context);
root_->compile(program_, context);
for (unsigned int i = 0; i < program_.size(); ++i)

View File

@ -29,11 +29,18 @@ using namespace Latan;
// constructors ////////////////////////////////////////////////////////////////
TabFunction::TabFunction(const DVec &x, const DVec &y,
const InterpType interpType)
: interpType_(interpType)
{
setData(x, y);
setInterpolationType(interpType);
}
//TabFunction::TabFunction(const XYStatData &data, const Index i, const Index j,
// const InterpType interpType)
//: interpType_(interpType)
//{
// setData(data, i, j);
//}
// access //////////////////////////////////////////////////////////////////////
void TabFunction::setData(const DVec &x, const DVec &y)
{
@ -47,10 +54,10 @@ void TabFunction::setData(const DVec &x, const DVec &y)
}
}
void TabFunction::setInterpolationType(const InterpType interpType)
{
interpType_ = interpType;
}
//void TabFunction::setData(const XYStatData &data, const Index i, const Index j)
//{
// setData(data.x(i), data.y(j));
//}
// function call ///////////////////////////////////////////////////////////////
double TabFunction::operator()(const double *arg) const
@ -147,6 +154,12 @@ DoubleFunction Latan::interpolate(const DVec &x, const DVec &y,
return TabFunction(x, y, interpType).makeFunction();
}
//DoubleFunction Latan::interpolate(const XYStatData &data, const Index i,
// const Index j, const InterpType interpType)
//{
// return TabFunction(data, i, j, interpType).makeFunction();
//}
map<double, double>::const_iterator TabFunction::nearest(const double x) const
{
map<double, double>::const_iterator ret;

View File

@ -45,11 +45,13 @@ public:
TabFunction(void) = default;
TabFunction(const DVec &x, const DVec &y,
const InterpType interpType = InterpType::LINEAR);
//TabFunction(const XYStatData &data, const Index i = 0, const Index j = 0,
// const InterpType interpType = InterpType::LINEAR);
// destructor
virtual ~TabFunction(void) = default;
// access
void setData(const DVec &x, const DVec &y);
void setInterpolationType(const InterpType interpType);
// void setData(const XYStatData &data, const Index i = 0, const Index j = 0);
// function call
double operator()(const double *arg) const;
// factory
@ -63,6 +65,9 @@ private:
DoubleFunction interpolate(const DVec &x, const DVec &y,
const InterpType interpType = InterpType::LINEAR);
//DoubleFunction interpolate(const XYStatData &data, const Index i = 0,
// const Index j = 0,
// const InterpType interpType = InterpType::LINEAR);
END_LATAN_NAMESPACE

View File

@ -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

View File

@ -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");

509
physics/fit-phys-env.cpp Normal file
View File

@ -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;
}

82
physics/fit-phys-env.hpp Normal file
View File

@ -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_

77
physics/fit-phys.cpp Normal file
View File

@ -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;
}

View File

@ -10,8 +10,6 @@ bin_PROGRAMS = \
latan-sample-combine \
latan-sample-element \
latan-sample-fake \
latan-sample-ft \
latan-sample-plot \
latan-sample-plot-corr\
latan-sample-read \
latan-resample
@ -28,18 +26,10 @@ latan_sample_fake_SOURCES = sample-fake.cpp
latan_sample_fake_CXXFLAGS = $(COM_CXXFLAGS)
latan_sample_fake_LDFLAGS = -L../lib/.libs -lLatAnalyze
latan_sample_ft_SOURCES = sample-ft.cpp
latan_sample_ft_CXXFLAGS = $(COM_CXXFLAGS)
latan_sample_ft_LDFLAGS = -L../lib/.libs -lLatAnalyze
latan_sample_plot_corr_SOURCES = sample-plot-corr.cpp
latan_sample_plot_corr_CXXFLAGS = $(COM_CXXFLAGS)
latan_sample_plot_corr_LDFLAGS = -L../lib/.libs -lLatAnalyze
latan_sample_plot_SOURCES = sample-plot.cpp
latan_sample_plot_CXXFLAGS = $(COM_CXXFLAGS)
latan_sample_plot_LDFLAGS = -L../lib/.libs -lLatAnalyze
latan_sample_read_SOURCES = sample-read.cpp
latan_sample_read_CXXFLAGS = $(COM_CXXFLAGS)
latan_sample_read_LDFLAGS = -L../lib/.libs -lLatAnalyze

View File

@ -39,7 +39,7 @@ int main(int argc, char *argv[])
{
// argument parsing ////////////////////////////////////////////////////////
OptParser opt;
bool parsed, dumpBoot;
bool parsed;
random_device rd;
SeedType seed = rd();
string manFileName, nameFileName, outDirName;
@ -56,8 +56,6 @@ int main(int argc, char *argv[])
"output directory", ".");
opt.addOption("f", "format" , OptParser::OptType::value, true,
"output file format", DEF_FMT);
opt.addOption("d", "dump-boot" , OptParser::OptType::trigger, true,
"dump bootstrap sequence");
opt.addOption("" , "help" , OptParser::OptType::trigger, true,
"show this help message and exit");
parsed = opt.parse(argc, argv);
@ -77,7 +75,6 @@ int main(int argc, char *argv[])
}
ext = opt.optionValue("f");
outDirName = opt.optionValue("o");
dumpBoot = opt.gotOption("d");
manFileName = opt.getArgs()[0];
nameFileName = opt.getArgs()[1];
@ -127,15 +124,6 @@ int main(int argc, char *argv[])
cout << '\r' << ProgressBar(i + 1, name.size());
data[name[i]].bin(binSize);
if ((i == 0) and dumpBoot)
{
ofstream file(outDirName + "/" + manFileName + ".bootseq");
file << "# bootstrap sequences" << endl;
file << "# manifest file: " << manFileName << endl;
file << "# bin size: " << binSize << endl;
data[name[i]].dumpBootstrapSeq(file, nSample, seed);
}
s = data[name[i]].bootstrapMean(nSample, seed);
Io::save<DMatSample>(s, outDirName + "/" + outFileName,
File::Mode::write, outFileName);

View File

@ -25,21 +25,14 @@ using namespace std;
using namespace Latan;
template <typename T>
static void loadAndCheck(vector<T> &sample __dumb,
const vector<string> &fileName __dumb)
static void loadAndCheck(vector<T> &sample, const vector<string> &fileName)
{
abort();
}
template <>
void loadAndCheck(vector<DSample> &sample, const vector<string> &fileName)
{
const unsigned int n = static_cast<unsigned int>(sample.size());
const unsigned int n = sample.size();
Index nSample = 0;
for (unsigned int i = 0; i < n; ++i)
{
sample[i] = Io::load<DSample>(fileName[i]);
sample[i] = Io::load<T>(fileName[i]);
if (i == 0)
{
nSample = sample[i].size();
@ -53,62 +46,6 @@ void loadAndCheck(vector<DSample> &sample, const vector<string> &fileName)
}
}
template <>
void loadAndCheck(vector<DMatSample> &sample, const vector<string> &fileName)
{
const unsigned int n = static_cast<unsigned int>(sample.size());
Index nSample = 0;
set<unsigned int> failed;
bool gotSize = false;
Index nRow = 0, nCol = 0;
for (unsigned int i = 0; i < n; ++i)
{
try
{
sample[i] = Io::load<DMatSample>(fileName[i]);
if (!gotSize)
{
nSample = sample[i].size();
nRow = sample[i][central].rows();
nCol = sample[i][central].cols();
gotSize = true;
}
}
catch (Exceptions::Definition)
{
failed.insert(i);
}
}
for (unsigned int i: failed)
{
DSample buf;
buf = Io::load<DSample>(fileName[i]);
sample[i].resize(nSample);
FOR_STAT_ARRAY(sample[i], s)
{
sample[i][s] = DMat::Constant(nRow, nCol, buf[s]);
}
}
for (unsigned int i = 0; i < n; ++i)
{
if (sample[i].size() != nSample)
{
cerr << "error: number of sample mismatch (between '";
cerr << fileName[0] << "' and '" << fileName[i] << "')" << endl;
abort();
}
if ((sample[i][central].rows() != nRow) and
(sample[i][central].cols() != nCol))
{
cerr << "error: matrix size mismatch (between '";
cerr << fileName[0] << "' and '" << fileName[i] << "')" << endl;
abort();
}
}
}
template <typename T>
static void combine(const string &outFileName __dumb,
const vector<T> &sample __dumb, const string &code __dumb)
@ -120,7 +57,7 @@ template <>
void combine(const string &outFileName, const vector<DSample> &sample,
const string &code)
{
const unsigned int n = static_cast<unsigned int>(sample.size());
const unsigned int n = sample.size();
DoubleFunction f = compile(code, n);
DSample result(sample[0]);
DVec buf(n);
@ -150,7 +87,7 @@ template <>
void combine(const string &outFileName, const vector<DMatSample> &sample,
const string &code)
{
const unsigned int n = static_cast<unsigned int>(sample.size());
const unsigned int n = sample.size();
DoubleFunction f = compile(code, n);
DVec buf(n);
DMatSample result(sample[0]);

View File

@ -1,103 +1,39 @@
/*
* sample-element.cpp, part of LatAnalyze 3
*
* Copyright (C) 2013 - 2016 Antonin Portelli, Matt Spraggs
*
* LatAnalyze 3 is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* LatAnalyze 3 is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
*/
#include <iostream>
#include <string>
#include <LatCore/OptParser.hpp>
#include <LatAnalyze/Io.hpp>
#include <LatAnalyze/MatSample.hpp>
using namespace std;
using namespace Latan;
int main(int argc, char* argv[])
{
// argument parsing ////////////////////////////////////////////////////////
OptParser opt;
bool parsed;
string inFilename, outFilename;
Index r, c, nr, nc;
using namespace std;
using namespace Latan;
opt.addOption("r", "row", OptParser::OptType::value , false,
"row");
opt.addOption("c", "col", OptParser::OptType::value , false,
"column");
opt.addOption("" , "nrow", OptParser::OptType::value , true,
"number of rows (default: 1)", "1");
opt.addOption("" , "ncol", OptParser::OptType::value , true,
"number of columns (default: 1)", "1");
opt.addOption("o", "output", OptParser::OptType::value , true,
"output file name (default: result not saved)", "");
opt.addOption("" , "help" , OptParser::OptType::trigger, true,
"show this help message and exit");
parsed = opt.parse(argc, argv);
if (!parsed or (opt.getArgs().size() != 1) or opt.gotOption("help"))
{
cerr << "usage: " << argv[0];
cerr << " <options> <input file>" << endl;
cerr << endl << "Possible options:" << endl << opt << endl;
return EXIT_FAILURE;
if (argc != 4 and argc != 5) {
cout << "Usage: " << argv[0] << " <input filename> <row> <column> ";
cout << "[output filename]" << endl;
return -1;
}
inFilename = opt.getArgs()[0];
outFilename = opt.optionValue("o");
r = opt.optionValue<Index>("r");
c = opt.optionValue<Index>("c");
nr = opt.optionValue<Index>("nrow");
nc = opt.optionValue<Index>("ncol");
// Data extraction /////////////////////////////////////////////////////////
auto inputData = Io::load<DMatSample>(inFilename);
string inFileName = argv[1];
auto row = strTo<Index>(argv[2]);
auto col = strTo<Index>(argv[3]);
string outFileName = (argc == 5) ? argv[4] : "";
if ((nr == 1) and (nc == 1))
auto inputData = Io::load<DMatSample>(inFileName);
cout << scientific;
cout << "central value:\n" << inputData[central](row, col) << endl;
cout << "standard deviation:\n";
cout << inputData.variance().cwiseSqrt()(row, col) << endl;
if (not outFileName.empty())
{
DSample outputData(inputData.size());
FOR_STAT_ARRAY(inputData, s)
{
outputData[s] = inputData[s](r, c);
FOR_STAT_ARRAY(inputData, s) {
outputData[s] = inputData[s](row, col);
}
cout << scientific;
cout << "central value:\n" << outputData[central] << endl;
cout << "standard deviation:\n";
cout << sqrt(outputData.variance()) << endl;
if (not outFilename.empty())
{
Io::save(outputData, outFilename);
Io::save(outputData, outFileName);
}
}
else
{
DMatSample outputData(inputData.size(), nr, nc);
FOR_STAT_ARRAY(inputData, s)
{
outputData[s] = inputData[s].block(r, c, nr, nc);
}
cout << scientific;
cout << "central value:\n" << outputData[central] << endl;
cout << "standard deviation:\n";
cout << outputData.variance().cwiseSqrt() << endl;
if (not outFilename.empty())
{
Io::save(outputData, outFilename);
}
}
return EXIT_SUCCESS;
}

View File

@ -1,94 +0,0 @@
/*
* sample-ft.cpp, part of LatAnalyze 3
*
* Copyright (C) 2013 - 2016 Antonin Portelli
*
* LatAnalyze 3 is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* LatAnalyze 3 is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
*/
#include <LatCore/OptParser.hpp>
#include <LatAnalyze/GslFFT.hpp>
#include <LatAnalyze/Io.hpp>
using namespace std;
using namespace Latan;
int main(int argc, char *argv[])
{
// argument parsing ////////////////////////////////////////////////////////
OptParser opt;
bool parsed;
string inFilename, outFilename;
unsigned int dir = FFT::Forward;
opt.addOption("o", "output", OptParser::OptType::value , true,
"output file name (default: result not saved)", "");
opt.addOption("b", "backward", OptParser::OptType::trigger, true,
"backward Fourier transform (forward by default)");
opt.addOption("" , "help" , OptParser::OptType::trigger, true,
"show this help message and exit");
parsed = opt.parse(argc, argv);
if (!parsed or (opt.getArgs().size() != 1) or opt.gotOption("help"))
{
cerr << "usage: " << argv[0];
cerr << " <options> <input file>" << endl;
cerr << endl << "Possible options:" << endl << opt << endl;
return EXIT_FAILURE;
}
inFilename = opt.getArgs()[0];
outFilename = opt.optionValue("o");
if (opt.gotOption("b"))
{
dir = FFT::Backward;
}
// Fourier transform ///////////////////////////////////////////////////////
DMatSample in = Io::load<DMatSample>(inFilename);
Index nSample = in.size(), l = in[central].rows();
bool isInComplex = (in[central].cols() > 1);
CMatSample res(nSample, l, 1);
DMatSample out(nSample, l, 2);
GslFFT ft(l);
cout << "-- computing Fourier transform..." << endl;
FOR_STAT_ARRAY(in, s)
{
res[s].real() = in[s].col(0);
if (isInComplex)
{
res[s].imag() = in[s].col(1);
}
else
{
res[s].imag() = DVec::Constant(l, 0.);
}
ft(res[s], dir);
out[s].col(0) = res[s].real();
out[s].col(1) = res[s].imag();
}
// output /////////////////////////////////////////////////////////////////
cout << scientific;
cout << "central value:\n" << out[central];
cout << endl;
cout << "standard deviation:\n" << out.variance().cwiseSqrt();
cout << endl;
if (!outFilename.empty())
{
Io::save<DMatSample>(out, outFilename);
}
return EXIT_SUCCESS;
}

View File

@ -1,51 +0,0 @@
/*
* sample-plot.cpp, part of LatAnalyze 3
*
* Copyright (C) 2013 - 2016 Antonin Portelli
*
* LatAnalyze 3 is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* LatAnalyze 3 is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
*/
#include <LatAnalyze/Io.hpp>
#include <LatAnalyze/Math.hpp>
#include <LatAnalyze/Plot.hpp>
using namespace std;
using namespace Latan;
using namespace Math;
int main(int argc, char *argv[])
{
string xFileName, yFileName;
if (argc != 3)
{
cerr << "usage: " << argv[0] << " <x sample> <y sample>" << endl;
return EXIT_FAILURE;
}
xFileName = argv[1];
yFileName = argv[2];
Plot p;
DMatSample x, y;
x = Io::load<DMatSample>(xFileName);
y = Io::load<DMatSample>(yFileName);
p << PlotData(x, y);
p.display();
return EXIT_SUCCESS;
}