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Author SHA1 Message Date
c3cf22532e exception ctach fix 2024-03-12 11:08:34 +09:00
d0ca6493bd cleaning filter optimisation 2024-03-12 11:08:20 +09:00
febaa059c2 minor output cleaning 2024-03-12 11:08:01 +09:00
79803007ff composite minimizer 2024-03-12 11:07:28 +09:00
7 changed files with 145 additions and 17 deletions

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@ -0,0 +1,71 @@
/*
* CompositeMinimizer.cpp, part of LatAnalyze 3
*
* Copyright (C) 2013 - 2024 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/Numerical/CompositeMinimizer.hpp>
#include <LatAnalyze/includes.hpp>
#include "CompositeMinimizer.hpp"
using namespace std;
using namespace Latan;
/******************************************************************************
* CompositeMinimizer implementation *
******************************************************************************/
// constructor ////////////////////////////////////////////////////////////////
CompositeMinimizer::CompositeMinimizer(const std::vector<Minimizer *> &minimizer)
: minVec_(minimizer)
{
if (minVec_.size() == 0)
{
LATAN_ERROR(Size, "minimizer vector has size 0");
}
}
// access /////////////////////////////////////////////////////////////////////
bool CompositeMinimizer::supportLimits(void) const
{
return false;
}
// minimization ///////////////////////////////////////////////////////////////
const DVec &CompositeMinimizer::operator()(const DoubleFunction &f)
{
DVec &x = getState();
DVec tmp;
unsigned int i = 1, nMin = minVec_.size();
// resize minimizer state to match function number of arguments
if (f.getNArg() != x.size())
{
resize(f.getNArg());
}
for (auto &m: minVec_)
{
if (getVerbosity() >= Verbosity::Normal)
{
cout << "********** Composite minimizer step " << i << "/" << nMin << endl;
}
m->setInit(x);
x = (*m)(f);
i++;
}
return x;
}

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@ -0,0 +1,68 @@
/*
* CompositeMinimizer.hpp, part of LatAnalyze 3
*
* Copyright (C) 2013 - 2024 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/>.
*/
#ifndef Latan_CompositeMinimizer_hpp_
#define Latan_CompositeMinimizer_hpp_
#include <LatAnalyze/Global.hpp>
#include <LatAnalyze/Functional/Function.hpp>
#include <LatAnalyze/Numerical/Minimizer.hpp>
BEGIN_LATAN_NAMESPACE
/******************************************************************************
* Class for chaining minimizers *
******************************************************************************/
class CompositeMinimizer: public Minimizer
{
public:
// constructors
explicit CompositeMinimizer(const std::vector<Minimizer *> &minimizer);
template <typename... Ts>
CompositeMinimizer(Minimizer &min, Ts & ... minimisers);
// destructor
virtual ~CompositeMinimizer(void) = default;
// access
virtual bool supportLimits(void) const;
// minimization
virtual const DVec & operator()(const DoubleFunction &f);
private:
std::vector<Minimizer *> minVec_;
};
/******************************************************************************
* CompositeMinimizer template implementation *
******************************************************************************/
template <typename... Ts>
CompositeMinimizer::CompositeMinimizer(Minimizer &min, Ts & ... minimisers)
{
static_assert(static_or<std::is_assignable<Minimizer &, Ts>::value...>::value,
"model arguments are not compatible with Minimizer");
minVec_ = {&min, &minimisers...};
if (minVec_.size() == 0)
{
LATAN_ERROR(Size, "minimizer vector has size 0");
}
}
END_LATAN_NAMESPACE
#endif // Latan_CompositeMinimizer_hpp_

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@ -164,8 +164,7 @@ const DVec & MinuitMinimizer::operator()(const DoubleFunction &f)
{
if (getVerbosity() >= Verbosity::Normal)
{
cout << "========== Minuit minimization, pass #" << n + 1;
cout << " =========" << endl;
cout << "========== Minuit minimization, pass #" << n + 1 << endl;
}
min.Minimize();
status = min.Status();

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@ -94,8 +94,7 @@ const DVec & NloptMinimizer::operator()(const DoubleFunction &f)
{
if (getVerbosity() >= Verbosity::Normal)
{
cout << "========== NLopt minimization, pass #" << n + 1;
cout << " ==========" << endl;
cout << "========== NLopt minimization, pass #" << n + 1 << endl;
cout << "Algorithm: " << min.get_algorithm_name() << endl;
cout << "Max eval.= " << min.get_maxeval();
cout << " -- Precision= " << min.get_xtol_rel() << endl;

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@ -118,20 +118,9 @@ double LaplaceDataFilter::optimiseFunction(const StatArray<MatType, o> &data,
return res;
}, 1);
prec = 0.1;
min.setPrecision(prec);
reg = min(fnReg)(0);
for (unsigned int pass = 0; pass < nPass; pass++)
{
min.setLowLimit(0., (1.-10.*prec)*reg);
min.setHighLimit(0., (1.+10.*prec)*reg);
init(0) = reg;
min.setInit(init);
prec *= 0.1;
min.setPrecision(prec);
reg = min(fnReg)(0);
}
return reg;
}

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@ -25,6 +25,7 @@ set(LATAN_HEADERS
LatAnalyze/Io/IoObject.hpp
LatAnalyze/Io/Xml/tinyxml2.hpp
LatAnalyze/Io/XmlReader.hpp
LatAnalyze/Numerical/CompositeMinimizer.hpp
LatAnalyze/Numerical/DWT.hpp
LatAnalyze/Numerical/DWTFilters.hpp
LatAnalyze/Numerical/Derivative.hpp
@ -77,6 +78,7 @@ set(LATAN_SOURCES
LatAnalyze/Io/Hdf5File.cpp
LatAnalyze/Io/Io.cpp
LatAnalyze/Io/XmlReader.cpp
LatAnalyze/Numerical/CompositeMinimizer.cpp
LatAnalyze/Numerical/DWT.cpp
LatAnalyze/Numerical/DWTFilters.cpp
LatAnalyze/Numerical/Derivative.cpp

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@ -46,7 +46,7 @@ int main(int argc, char *argv[])
Io::save(s, copy, File::Mode::write, name);
}
}
catch (Exceptions::Definition)
catch (Exceptions::Definition &)
{
DSample s = Io::load<DSample>(fileName);
string name = Io::getFirstName(fileName);