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71
lib/LatAnalyze/Numerical/CompositeMinimizer.cpp
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71
lib/LatAnalyze/Numerical/CompositeMinimizer.cpp
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@ -0,0 +1,71 @@
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/*
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* CompositeMinimizer.cpp, part of LatAnalyze 3
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*
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* Copyright (C) 2013 - 2024 Antonin Portelli
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*
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* LatAnalyze 3 is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* LatAnalyze 3 is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <LatAnalyze/Numerical/CompositeMinimizer.hpp>
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#include <LatAnalyze/includes.hpp>
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#include "CompositeMinimizer.hpp"
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using namespace std;
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using namespace Latan;
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/******************************************************************************
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* CompositeMinimizer implementation *
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******************************************************************************/
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// constructor ////////////////////////////////////////////////////////////////
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CompositeMinimizer::CompositeMinimizer(const std::vector<Minimizer *> &minimizer)
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: minVec_(minimizer)
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{
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if (minVec_.size() == 0)
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{
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LATAN_ERROR(Size, "minimizer vector has size 0");
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}
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}
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// access /////////////////////////////////////////////////////////////////////
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bool CompositeMinimizer::supportLimits(void) const
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{
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return false;
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}
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// minimization ///////////////////////////////////////////////////////////////
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const DVec &CompositeMinimizer::operator()(const DoubleFunction &f)
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{
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DVec &x = getState();
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DVec tmp;
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unsigned int i = 1, nMin = minVec_.size();
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// resize minimizer state to match function number of arguments
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if (f.getNArg() != x.size())
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{
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resize(f.getNArg());
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}
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for (auto &m: minVec_)
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{
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if (getVerbosity() >= Verbosity::Normal)
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{
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cout << "********** Composite minimizer step " << i << "/" << nMin << endl;
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}
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m->setInit(x);
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x = (*m)(f);
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i++;
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}
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return x;
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}
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68
lib/LatAnalyze/Numerical/CompositeMinimizer.hpp
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68
lib/LatAnalyze/Numerical/CompositeMinimizer.hpp
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@ -0,0 +1,68 @@
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/*
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* CompositeMinimizer.hpp, part of LatAnalyze 3
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*
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* Copyright (C) 2013 - 2024 Antonin Portelli
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*
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* LatAnalyze 3 is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* LatAnalyze 3 is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef Latan_CompositeMinimizer_hpp_
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#define Latan_CompositeMinimizer_hpp_
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#include <LatAnalyze/Global.hpp>
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#include <LatAnalyze/Functional/Function.hpp>
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#include <LatAnalyze/Numerical/Minimizer.hpp>
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BEGIN_LATAN_NAMESPACE
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/******************************************************************************
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* Class for chaining minimizers *
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******************************************************************************/
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class CompositeMinimizer: public Minimizer
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{
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public:
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// constructors
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explicit CompositeMinimizer(const std::vector<Minimizer *> &minimizer);
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template <typename... Ts>
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CompositeMinimizer(Minimizer &min, Ts & ... minimisers);
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// destructor
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virtual ~CompositeMinimizer(void) = default;
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// access
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virtual bool supportLimits(void) const;
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// minimization
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virtual const DVec & operator()(const DoubleFunction &f);
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private:
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std::vector<Minimizer *> minVec_;
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};
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/******************************************************************************
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* CompositeMinimizer template implementation *
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******************************************************************************/
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template <typename... Ts>
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CompositeMinimizer::CompositeMinimizer(Minimizer &min, Ts & ... minimisers)
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{
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static_assert(static_or<std::is_assignable<Minimizer &, Ts>::value...>::value,
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"model arguments are not compatible with Minimizer");
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minVec_ = {&min, &minimisers...};
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if (minVec_.size() == 0)
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{
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LATAN_ERROR(Size, "minimizer vector has size 0");
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}
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}
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END_LATAN_NAMESPACE
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#endif // Latan_CompositeMinimizer_hpp_
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@ -164,8 +164,7 @@ const DVec & MinuitMinimizer::operator()(const DoubleFunction &f)
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{
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{
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if (getVerbosity() >= Verbosity::Normal)
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if (getVerbosity() >= Verbosity::Normal)
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{
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{
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cout << "========== Minuit minimization, pass #" << n + 1;
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cout << "========== Minuit minimization, pass #" << n + 1 << endl;
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cout << " =========" << endl;
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}
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}
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min.Minimize();
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min.Minimize();
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status = min.Status();
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status = min.Status();
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@ -94,8 +94,7 @@ const DVec & NloptMinimizer::operator()(const DoubleFunction &f)
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{
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{
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if (getVerbosity() >= Verbosity::Normal)
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if (getVerbosity() >= Verbosity::Normal)
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{
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{
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cout << "========== NLopt minimization, pass #" << n + 1;
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cout << "========== NLopt minimization, pass #" << n + 1 << endl;
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cout << " ==========" << endl;
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cout << "Algorithm: " << min.get_algorithm_name() << endl;
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cout << "Algorithm: " << min.get_algorithm_name() << endl;
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cout << "Max eval.= " << min.get_maxeval();
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cout << "Max eval.= " << min.get_maxeval();
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cout << " -- Precision= " << min.get_xtol_rel() << endl;
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cout << " -- Precision= " << min.get_xtol_rel() << endl;
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@ -118,20 +118,9 @@ double LaplaceDataFilter::optimiseFunction(const StatArray<MatType, o> &data,
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return res;
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return res;
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}, 1);
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}, 1);
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prec = 0.1;
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min.setPrecision(prec);
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min.setPrecision(prec);
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reg = min(fnReg)(0);
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reg = min(fnReg)(0);
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for (unsigned int pass = 0; pass < nPass; pass++)
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{
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min.setLowLimit(0., (1.-10.*prec)*reg);
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min.setHighLimit(0., (1.+10.*prec)*reg);
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init(0) = reg;
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min.setInit(init);
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prec *= 0.1;
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min.setPrecision(prec);
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reg = min(fnReg)(0);
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}
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return reg;
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return reg;
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}
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}
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@ -25,6 +25,7 @@ set(LATAN_HEADERS
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LatAnalyze/Io/IoObject.hpp
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LatAnalyze/Io/IoObject.hpp
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LatAnalyze/Io/Xml/tinyxml2.hpp
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LatAnalyze/Io/Xml/tinyxml2.hpp
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LatAnalyze/Io/XmlReader.hpp
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LatAnalyze/Io/XmlReader.hpp
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LatAnalyze/Numerical/CompositeMinimizer.hpp
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LatAnalyze/Numerical/DWT.hpp
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LatAnalyze/Numerical/DWT.hpp
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LatAnalyze/Numerical/DWTFilters.hpp
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LatAnalyze/Numerical/DWTFilters.hpp
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LatAnalyze/Numerical/Derivative.hpp
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LatAnalyze/Numerical/Derivative.hpp
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@ -77,6 +78,7 @@ set(LATAN_SOURCES
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LatAnalyze/Io/Hdf5File.cpp
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LatAnalyze/Io/Hdf5File.cpp
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LatAnalyze/Io/Io.cpp
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LatAnalyze/Io/Io.cpp
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LatAnalyze/Io/XmlReader.cpp
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LatAnalyze/Io/XmlReader.cpp
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LatAnalyze/Numerical/CompositeMinimizer.cpp
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LatAnalyze/Numerical/DWT.cpp
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LatAnalyze/Numerical/DWT.cpp
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LatAnalyze/Numerical/DWTFilters.cpp
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LatAnalyze/Numerical/DWTFilters.cpp
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LatAnalyze/Numerical/Derivative.cpp
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LatAnalyze/Numerical/Derivative.cpp
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@ -46,7 +46,7 @@ int main(int argc, char *argv[])
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Io::save(s, copy, File::Mode::write, name);
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Io::save(s, copy, File::Mode::write, name);
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}
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}
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}
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}
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catch (Exceptions::Definition)
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catch (Exceptions::Definition &)
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{
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{
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DSample s = Io::load<DSample>(fileName);
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DSample s = Io::load<DSample>(fileName);
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string name = Io::getFirstName(fileName);
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string name = Io::getFirstName(fileName);
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