Laplace filter positive-definite and with squared regulator

lib/LatAnalyze/Core/Plot.cpp

@@ -112,20 +112,28 @@ PlotHeadCommand::PlotHeadCommand(const string &command)
 }
 
 // PlotData constructor ////////////////////////////////////////////////////////
-PlotData::PlotData(const DMatSample &x, const DMatSample &y, const bool abs)
+PlotData::PlotData(const DVecPair &x, const DVecPair &y, const bool abs)
 {
-    if (x[central].rows() != y[central].rows())
+    if (x.first.rows() != y.first.rows())
     {
         LATAN_ERROR(Size, "x and y vectors do not have the same size");
     }
+    if (x.first.rows() != x.second.rows())
+    {
+        LATAN_ERROR(Size, "x and error vectors do not have the same size");
+    }
+    if (y.first.rows() != y.second.rows())
+    {
+        LATAN_ERROR(Size, "y and error vectors do not have the same size");
+    }
 
-    DMat d(x[central].rows(), 4);
+    DMat d(x.first.rows(), 4);
     string usingCmd, tmpFileName;
 
-    d.col(0)    = x[central].col(0);
-    d.col(2)    = y[central].col(0);
-    d.col(1)    = x.variance().cwiseSqrt().col(0);
-    d.col(3)    = y.variance().cwiseSqrt().col(0);
+    d.col(0)    = x.first.col(0);
+    d.col(2)    = y.first.col(0);
+    d.col(1)    = x.second.col(0);
+    d.col(3)    = y.second.col(0);
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
     if (!abs)
@@ -138,19 +146,23 @@ PlotData::PlotData(const DMatSample &x, const DMatSample &y, const bool abs)
     }
 }
 
-PlotData::PlotData(const DVec &x, const DMatSample &y, const bool abs)
+PlotData::PlotData(const DVec &x, const DVecPair &y, const bool abs)
 {
-    if (x.rows() != y[central].rows())
+    if (x.rows() != y.first.rows())
     {
-        LATAN_ERROR(Size, "x and y vector does not have the same size");
+        LATAN_ERROR(Size, "x and y vectors do not have the same size");
+    }
+    if (y.first.rows() != y.second.rows())
+    {
+        LATAN_ERROR(Size, "y and error vectors do not have the same size");
     }
 
     DMat d(x.rows(), 3);
     string usingCmd, tmpFileName;
 
     d.col(0)    = x;
-    d.col(1)    = y[central].col(0);
-    d.col(2)    = y.variance().cwiseSqrt().col(0);
+    d.col(1)    = y.first.col(0);
+    d.col(2)    = y.second.col(0);
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
     if (!abs)
@@ -163,19 +175,23 @@ PlotData::PlotData(const DVec &x, const DMatSample &y, const bool abs)
     }
 }
 
-PlotData::PlotData(const DMatSample &x, const DVec &y, const bool abs)
+PlotData::PlotData(const DVecPair &x, const DVec &y, const bool abs)
 {
-    if (x[central].rows() != y.rows())
+    if (x.first.rows() != y.rows())
     {
         LATAN_ERROR(Size, "x and y vectors do not have the same size");
     }
+    if (x.first.rows() != x.second.rows())
+    {
+        LATAN_ERROR(Size, "x and error vectors do not have the same size");
+    }
 
-    DMat d(x[central].rows(), 3), xerr, yerr;
+    DMat d(x.first.rows(), 3), xerr, yerr;
     string usingCmd, tmpFileName;
 
-    d.col(0)    = x[central].col(0);
+    d.col(0)    = x.first.col(0);
     d.col(2)    = y;
-    d.col(1)    = x.variance().cwiseSqrt().col(0);
+    d.col(1)    = x.second.col(0);
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
     if (!abs)
@@ -188,6 +204,19 @@ PlotData::PlotData(const DMatSample &x, const DVec &y, const bool abs)
     }
 }
 
+PlotData::PlotData(const DMatSample &x, const DMatSample &y, const bool abs)
+: PlotData(DVecPair(x[central], x.variance().cwiseSqrt()), 
+           DVecPair(y[central], y.variance().cwiseSqrt()), abs)
+{}
+
+PlotData::PlotData(const DVec &x, const DMatSample &y, const bool abs)
+: PlotData(x, DVecPair(y[central], y.variance().cwiseSqrt()), abs)
+{}
+
+PlotData::PlotData(const DMatSample &x, const DVec &y, const bool abs)
+: PlotData(DVecPair(x[central], x.variance().cwiseSqrt()), y, abs)
+{}
+
 PlotData::PlotData(const XYStatData &data, const Index i, const Index j, const bool abs)
 {
     string usingCmd, tmpFileName;
@@ -913,6 +942,7 @@ ostream & Latan::operator<<(ostream &out, const Plot &plot)
     if (!plot.options_.terminal.empty())
     {
         out << "set term " << plot.options_.terminal << endl;
+        out << "set pointintervalbox 0" << endl;
     }
     if (!plot.options_.output.empty())
     {

lib/LatAnalyze/Core/Plot.hpp

@@ -87,8 +87,13 @@ public:
 
 class PlotData: public PlotObject
 {
+public:
+    typedef std::pair<DVec, DVec> DVecPair;
 public:
     // constructor
+    PlotData(const DVecPair   &x, const DVecPair   &y, const bool abs = false);
+    PlotData(const DVec       &x, const DVecPair   &y, const bool abs = false);
+    PlotData(const DVecPair   &x, const DVec       &y, const bool abs = false);
     PlotData(const DMatSample &x, const DMatSample &y, const bool abs = false);
     PlotData(const DVec       &x, const DMatSample &y, const bool abs = false);
     PlotData(const DMatSample &x, const DVec       &y, const bool abs = false);

lib/LatAnalyze/Physics/DataFilter.cpp

@@ -66,18 +66,18 @@ void DataFilter::operator()(DMat &out, const DMat &in)
  ******************************************************************************/
 // constructor ////////////////////////////////////////////////////////////////
 LaplaceDataFilter::LaplaceDataFilter(const bool downsample)
-: DataFilter({1., -2. , 1.}, downsample)
+: DataFilter({-1., 2. , -1.}, downsample)
 {}
 
 // filtering //////////////////////////////////////////////////////////////////
 void LaplaceDataFilter::operator()(DVec &out, const DVec &in, const double lambda)
 {
-    filter_[1] = -2. - lambda;
+    filter_[1] = 2. + Math::pow<2>(lambda);
     DataFilter::operator()(out, in);
 }
 
 void LaplaceDataFilter::operator()(DMat &out, const DMat &in, const double lambda)
 {
-    filter_[1] = -2. - lambda;
+    filter_[1] = 2. + Math::pow<2>(lambda);
     DataFilter::operator()(out, in);
 }

lib/LatAnalyze/Physics/DataFilter.hpp

@@ -70,7 +70,7 @@ public:
     template <typename MatType, Index o>
     double optimiseFunction(const StatArray<MatType, o> &data, 
                             ObjectiveFunction<MatType, o> &fn,
-                            Minimizer &min, const unsigned int nPass = 3);
+                            Minimizer &min);
 };
 
 /******************************************************************************
@@ -104,8 +104,7 @@ void LaplaceDataFilter::operator()(StatArray<MatType, o> &out,
 template <typename MatType, Index o>
 double LaplaceDataFilter::optimiseFunction(const StatArray<MatType, o> &data, 
                                            ObjectiveFunction<MatType, o> &fn, 
-                                           Minimizer &min,
-                                           const unsigned int nPass)
+                                           Minimizer &min)
 {
     StatArray<MatType, o> fdata(data.size());
     DVec init(1);