/* * Chi2Function.cpp, part of LatAnalyze 3 * * Copyright (C) 2013 - 2014 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 . */ #include #include #include using namespace std; using namespace Latan; /****************************************************************************** * Chi2Function implementation * ******************************************************************************/ // constructors //////////////////////////////////////////////////////////////// Chi2Function::Chi2Function(const XYStatData &data) : DoubleFunction(0) , data_(data) , buffer_(new Chi2FunctionBuffer) { resizeBuffer(); } Chi2Function::Chi2Function(const XYStatData &data, const vector &modelVector) : Chi2Function(data) { setModel(modelVector); } // access ////////////////////////////////////////////////////////////////////// Index Chi2Function::getNArg(void) const { if (nPar_ < 0) { LATAN_ERROR(Memory, "no model set"); } return nPar_ + data_.getStatXDim()*data_.getNFitPoint(); } Index Chi2Function::getNDof(void) const { if (nPar_ < 0) { LATAN_ERROR(Memory, "no model set"); } return data_.getYDim()*data_.getNFitPoint() - nPar_; }; Index Chi2Function::getNPar(void) const { if (nPar_ < 0) { LATAN_ERROR(Memory, "no model set"); } return nPar_; }; void Chi2Function::setModel(const DoubleModel &model, const Index j) { if (static_cast(model_.size()) != data_.getYDim()) { model_.resize(static_cast(data_.getYDim())); } if (model.getNArg() != data_.getXDim()) { LATAN_ERROR(Size, "model number of arguments and x-dimension mismatch"); } for (unsigned int l = 0; l < data_.getYDim(); ++l) { if (model_[l]&&(l != j)) { if (model_[l]->getNPar() != model.getNPar()) { LATAN_ERROR(Size, "model number of parameter mismatch"); } } } model_[static_cast(j)] = &model; nPar_ = model.getNPar(); } void Chi2Function::setModel(const vector &modelVector) { if (static_cast(model_.size()) != data_.getYDim()) { model_.resize(static_cast(data_.getYDim())); } if (modelVector.size() != static_cast(data_.getYDim())) { LATAN_ERROR(Size, "number of models and y-dimension mismatch"); } for (unsigned int j = 0; j < model_.size(); ++j) { if (!modelVector[j]) { LATAN_ERROR(Memory, "trying to set a null model"); } if (modelVector[j]->getNArg() != data_.getXDim()) { LATAN_ERROR(Size, "model number of arguments and x-dimension mismatch"); } model_[static_cast(j)] = modelVector[j]; if (modelVector[j]->getNPar() != modelVector[0]->getNPar()) { LATAN_ERROR(Size, "model number of parameter mismatch"); } } nPar_ = modelVector[0]->getNPar(); } void Chi2Function::requestInit(void) const { buffer_->isInit = false; } void Chi2Function::resizeBuffer(void) const { Index size; size = (data_.getYDim() + data_.getStatXDim())*data_.getNFitPoint(); buffer_->v.setConstant(size, 0.0); buffer_->x.setConstant(data_.getXDim(), 0.0); buffer_->invVar.setConstant(size, size, 0.0); buffer_->xInd.setConstant(data_.getStatXDim(), 0); buffer_->dInd.setConstant(data_.getNFitPoint(), 0); } // compute variance matrix inverse ///////////////////////////////////////////// void Chi2Function::setVarianceBlock(const Index l1, const Index l2, ConstBlock m) const { const Index nPoint = data_.getNFitPoint(); FOR_VEC(buffer_->dInd, k2) FOR_VEC(buffer_->dInd, k1) { if (data_.isDataCorrelated(buffer_->dInd(k1), buffer_->dInd(k2))) { buffer_->invVar(l1*nPoint + k1, l2*nPoint + k2) = m(buffer_->dInd(k1), buffer_->dInd(k2)); } } } void Chi2Function::initBuffer(void) const { const Index xDim = data_.getXDim(); const Index statXDim = data_.getStatXDim(); const Index yDim = data_.getYDim(); const Index nData = data_.getNData(); const Index nPoint = data_.getNFitPoint(); Index is, kf; // resize buffer resizeBuffer(); // build index tables is = 0; for (Index i = 0; i < xDim; ++i) { if (!data_.isXExact(i)) { buffer_->xInd(is) = i; is++; } } kf = 0; for (Index k = 0; k < nData; ++k) { if (data_.isFitPoint(k)) { buffer_->dInd(kf) = k; kf++; } } // set y/y variance matrix for (Index j2 = 0; j2 < yDim; ++j2) for (Index j1 = 0; j1 < yDim; ++j1) { if (data_.isYYCorrelated(j1, j2)) { setVarianceBlock(j1, j2, data_.yyVar(j1, j2)); } } // set x/x variance matrix FOR_VEC(buffer_->xInd, i2) FOR_VEC(buffer_->xInd, i1) { if (data_.isXXCorrelated(buffer_->xInd(i1), buffer_->xInd(i2))) { setVarianceBlock(i1 + yDim, i2 + yDim, data_.xxVar(buffer_->xInd(i1), buffer_->xInd(i2))); } } // set y/x variance matrix FOR_VEC(buffer_->xInd, i) for (Index j = 0; j < yDim; ++j) { if (data_.isYXCorrelated(j, buffer_->xInd(i))) { setVarianceBlock(j, i + yDim, data_.yxVar(j, buffer_->xInd(i))); } } auto lowerYX = buffer_->invVar.block(yDim*nPoint, 0, yDim*statXDim, yDim*nPoint); auto upperYX = buffer_->invVar.block(0, yDim*nPoint, yDim*nPoint, yDim*statXDim); lowerYX = upperYX.transpose(); // inversion buffer_->invVar = buffer_->invVar.inverse().eval(); buffer_->isInit = true; } // function call /////////////////////////////////////////////////////////////// double Chi2Function::operator()(const double *arg) const { if (!model_[0]) { LATAN_ERROR(Memory, "null model"); } const Index xDim = data_.getXDim(); const Index yDim = data_.getYDim(); const Index nPoint = data_.getNFitPoint(); Index is; ConstMap xi(arg + nPar_, getNArg() - nPar_, 1); double res; // initialize buffers if necessary if (!buffer_->isInit) { initBuffer(); } // set the upper part of v: f_j(xi, p) - y_j is = 0; for (Index j = 0; j < yDim; ++j) FOR_VEC(buffer_->dInd, k) { const DoubleModel *f = model_[static_cast(j)]; double f_jk, y_jk = data_.y(j, buffer_->dInd(k)); if (!f) { LATAN_ERROR(Memory, "null model"); } for (Index i = 0; i < xDim; ++i) { if (data_.isXExact(i)) { buffer_->x(i) = data_.x(i, buffer_->dInd(k)); } else { buffer_->x(i) = xi(is*nPoint + k); is++; } } // call model on double pointers to avoid any copy f_jk = (*f)(buffer_->x.data(), arg); buffer_->v(j*nPoint + k) = f_jk - y_jk; } // set the down part of v: xi_ik - x_ik FOR_VEC(buffer_->xInd, i) FOR_VEC(buffer_->dInd, k) { double x_ik = data_.x(buffer_->xInd(i), buffer_->dInd(k)); double xi_ik = xi(i*nPoint + k); buffer_->v(i*nPoint + k) = xi_ik - x_ik; } // compute result res = buffer_->v.dot(buffer_->invVar*buffer_->v); return res; }