casacore
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#include <LinearFit.h>
Public Member Functions | |
LinearFit () | |
Create a fitter: the normal way to generate a fitter object. More... | |
LinearFit (const LinearFit &other) | |
Copy constructor (deep copy) More... | |
LinearFit & | operator= (const LinearFit &other) |
Assignment (deep copy) More... | |
virtual | ~LinearFit () |
Destructor. More... | |
Public Member Functions inherited from casacore::GenericL2Fit< T > | |
GenericL2Fit () | |
Create a fitter: the normal way to generate a fitter object. More... | |
GenericL2Fit (const GenericL2Fit &other) | |
Copy constructor (deep copy) More... | |
GenericL2Fit & | operator= (const GenericL2Fit &other) |
Assignment (deep copy) More... | |
virtual | ~GenericL2Fit () |
Destructor. More... | |
template<class U > | |
void | setFunction (const Function< U, U > &function) |
Sets the function to be fitted. More... | |
template<class U > | |
Bool | setConstraint (const uInt n, const Function< U, U > &function, const Vector< typename FunctionTraits< T >::BaseType > &x, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0)) |
Set the possible constraint functions. More... | |
Bool | setConstraint (const uInt n, const Vector< typename FunctionTraits< T >::BaseType > &x, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0)) |
Bool | setConstraint (const uInt n, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0)) |
Bool | addConstraint (const Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > &function, const Vector< typename FunctionTraits< T >::BaseType > &x, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0)) |
Bool | addConstraint (const Vector< typename FunctionTraits< T >::BaseType > &x, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0)) |
Bool | addConstraint (const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0)) |
void | setCollinearity (const Double cln) |
Set the collinearity factor as the square of the sine of the minimum angle allowed between input vectors (default zero for non-SVD, 1e-8 for SVD) More... | |
void | asWeight (const Bool aswgt) |
Set sigma values to be interpreted as weight (i.e. More... | |
void | asSVD (const Bool svd) |
Set the use of SVD or not (default). More... | |
Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > * | fittedFunction () |
Return a pointer to the function being fitted. More... | |
const Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > * | fittedFunction () const |
uInt | fittedNumber () const |
Return the number of fitted parameters. More... | |
uInt | NConstraints () |
Return the number of constraints, and pointers to constraint functions. More... | |
Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > * | getConstraint (const uInt n) |
Vector< typename LSQTraits< typename FunctionTraits< T >::BaseType >::base > | getSVDConstraint (uInt n) |
Return the nth constraint equation derived from SVD Note that the number present will be given by getDeficiency() More... | |
void | setParameterValues (const Vector< typename FunctionTraits< T >::BaseType > &parms) |
Set the parameter values. More... | |
void | setMaskedParameterValues (const Vector< typename FunctionTraits< T >::BaseType > &parms) |
Vector< typename FunctionTraits< T >::BaseType > | fit (const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0) |
Fit the function to the data. More... | |
Vector< typename FunctionTraits< T >::BaseType > | fit (const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0) |
Vector< typename FunctionTraits< T >::BaseType > | fit (const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< Bool > *const mask=0) |
Vector< typename FunctionTraits< T >::BaseType > | fit (const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< Bool > *const mask=0) |
Vector< typename FunctionTraits< T >::BaseType > | fit (const Vector< Bool > *const mask=0) |
Bool | fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0) |
Bool | fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0) |
Bool | fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const typename FunctionTraits< T >::BaseType &sigma, const Vector< Bool > *const mask=0) |
Bool | fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const typename FunctionTraits< T >::BaseType &sigma, const Vector< Bool > *const mask=0) |
Bool | fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Vector< Bool > *const mask=0) |
Double | chiSquare () const |
Obtain the chi squared. More... | |
const Vector< typename FunctionTraits< T >::BaseType > & | errors () const |
Get the errors on the solved values. More... | |
Bool | errors (Vector< typename FunctionTraits< T >::BaseType > &err) const |
Matrix< Double > | compuCovariance () |
Get covariance matrix. More... | |
void | compuCovariance (Matrix< Double > &cov) |
void | buildNormalMatrix (const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0) |
Generate the normal equations by one or more calls to the buildNormalMatrix(), before calling a fit() without arguments. More... | |
void | buildNormalMatrix (const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0) |
void | buildNormalMatrix (const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< Bool > *const mask=0) |
void | buildNormalMatrix (const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< Bool > *const mask=0) |
Bool | residual (Vector< typename FunctionTraits< T >::BaseType > &y, const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &sol, const Bool model=False) |
Return the residual after a fit in y. More... | |
Bool | residual (Vector< typename FunctionTraits< T >::BaseType > &y, const Array< typename FunctionTraits< T >::BaseType > &x, const Bool model=False) |
uInt | getRank () const |
Get the rank of the solution (or zero of no fit() done yet). More... | |
Public Member Functions inherited from casacore::LSQaips | |
LSQaips (uInt nUnknowns, uInt nConstraints=0) | |
Construct an object with the number of unknown, knowns and constraints, and type, using the default collinearity factor and the default Levenberg-Marquardt adjustment factor. More... | |
LSQaips (uInt nUnknowns, const LSQReal &, uInt nConstraints=0) | |
Allow explicit complex/real specification. More... | |
LSQaips (uInt nUnknowns, const LSQComplex &, uInt nConstraints=0) | |
LSQaips () | |
Default constructor (empty, real, only usable after a set(nUnknowns)) More... | |
LSQaips (const LSQaips &other) | |
Copy constructor (deep copy) More... | |
LSQaips & | operator= (const LSQaips &other) |
Assignment (deep copy) More... | |
~LSQaips () | |
template<class U > | |
void | solve (U *sol) |
Solve normal equations. More... | |
template<class U > | |
void | solve (std::complex< U > *sol) |
template<class U > | |
void | solve (U &sol) |
template<class U > | |
void | solve (Vector< U > &sol) |
template<class U > | |
Bool | solveLoop (uInt &nRank, U *sol, Bool doSVD=False) |
Solve a Levenberg-Marquardt loop. More... | |
template<class U > | |
Bool | solveLoop (uInt &nRank, std::complex< U > *sol, Bool doSVD=False) |
template<class U > | |
Bool | solveLoop (uInt &nRank, U &sol, Bool doSVD=False) |
template<class U > | |
Bool | solveLoop (uInt &nRank, Vector< U > &sol, Bool doSVD=False) |
template<class U > | |
Bool | solveLoop (Double &fit, uInt &nRank, U *sol, Bool doSVD=False) |
template<class U > | |
Bool | solveLoop (Double &fit, uInt &nRank, std::complex< U > *sol, Bool doSVD=False) |
template<class U > | |
Bool | solveLoop (Double &fit, uInt &nRank, U &sol, Bool doSVD=False) |
template<class U > | |
Bool | solveLoop (Double &fit, uInt &nRank, Vector< U > &sol, Bool doSVD=False) |
template<class U > | |
Bool | getCovariance (U *covar) |
Get the covariance matrix. More... | |
template<class U > | |
Bool | getCovariance (std::complex< U > *covar) |
template<class U > | |
Bool | getCovariance (Array< U > &covar) |
template<class U > | |
Bool | getErrors (U *errors) |
Get main diagonal of covariance function (of size nUnknowns ) More... | |
template<class U > | |
Bool | getErrors (std::complex< U > *errors) |
template<class U > | |
Bool | getErrors (U &errors) |
template<class U > | |
Bool | getErrors (Vector< U > &errors) |
Public Member Functions inherited from casacore::LSQFit | |
LSQFit (uInt nUnknowns, uInt nConstraints=0) | |
Construct an object with the number of unknowns and constraints, using the default collinearity factor and the default Levenberg-Marquardt adjustment factor. More... | |
LSQFit (uInt nUnknowns, const LSQReal &, uInt nConstraints=0) | |
Allow explicit Real specification. More... | |
LSQFit (uInt nUnknowns, const LSQComplex &, uInt nConstraints=0) | |
Allow explicit Complex specification. More... | |
LSQFit () | |
Default constructor (empty, only usable after a set(nUnknowns) ) More... | |
LSQFit (const LSQFit &other) | |
Copy constructor (deep copy) More... | |
LSQFit & | operator= (const LSQFit &other) |
Assignment (deep copy) More... | |
~LSQFit () | |
Bool | invert (uInt &nRank, Bool doSVD=False) |
Triangularize the normal equations and determine the rank nRank of the normal equations and, in the case of an SVD solution, the constraint equations. More... | |
template<class U > | |
void | copy (const Double *beg, const Double *end, U &sol, LSQReal) |
Copy date from beg to end; converting if necessary to complex data. More... | |
template<class U > | |
void | copy (const Double *beg, const Double *end, U &sol, LSQComplex) |
template<class U > | |
void | copy (const Double *beg, const Double *end, U *sol, LSQReal) |
template<class U > | |
void | copy (const Double *beg, const Double *end, U *sol, LSQComplex) |
template<class U > | |
void | uncopy (Double *beg, const Double *end, U &sol, LSQReal) |
template<class U > | |
void | uncopy (Double *beg, const Double *end, U &sol, LSQComplex) |
template<class U > | |
void | uncopy (Double *beg, const Double *end, U *sol, LSQReal) |
template<class U > | |
void | uncopy (Double *beg, const Double *end, U *sol, LSQComplex) |
template<class U > | |
void | copyDiagonal (U &errors, LSQReal) |
template<class U > | |
void | copyDiagonal (U &errors, LSQComplex) |
template<class U > | |
void | solve (U *sol) |
Solve normal equations. More... | |
template<class U > | |
void | solve (std::complex< U > *sol) |
template<class U > | |
void | solve (U &sol) |
template<class U > | |
Bool | solveLoop (uInt &nRank, U *sol, Bool doSVD=False) |
Solve a loop in a non-linear set. More... | |
template<class U > | |
Bool | solveLoop (uInt &nRank, std::complex< U > *sol, Bool doSVD=False) |
template<class U > | |
Bool | solveLoop (uInt &nRank, U &sol, Bool doSVD=False) |
template<class U > | |
Bool | solveLoop (Double &fit, uInt &nRank, U *sol, Bool doSVD=False) |
template<class U > | |
Bool | solveLoop (Double &fit, uInt &nRank, std::complex< U > *sol, Bool doSVD=False) |
template<class U > | |
Bool | solveLoop (Double &fit, uInt &nRank, U &sol, Bool doSVD=False) |
template<class U , class V > | |
void | makeNorm (const V &cEq, const U &weight, const U &obs, Bool doNorm=True, Bool doKnown=True) |
Make normal equations using the cEq condition equation (cArray) (with nUnknowns elements) and a weight weight , given the known observed value obs . More... | |
template<class U , class V > | |
void | makeNorm (const V &cEq, const U &weight, const U &obs, LSQFit::Real, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V > | |
void | makeNorm (const V &cEq, const U &weight, const std::complex< U > &obs, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V > | |
void | makeNorm (const V &cEq, const U &weight, const std::complex< U > &obs, LSQFit::Complex, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V > | |
void | makeNorm (const V &cEq, const U &weight, const std::complex< U > &obs, LSQFit::Separable, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V > | |
void | makeNorm (const V &cEq, const U &weight, const std::complex< U > &obs, LSQFit::AsReal, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V > | |
void | makeNorm (const V &cEq, const U &weight, const std::complex< U > &obs, LSQFit::Conjugate, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V , class W > | |
void | makeNorm (uInt nIndex, const W &cEqIndex, const V &cEq, const U &weight, const U &obs, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V , class W > | |
void | makeNorm (uInt nIndex, const W &cEqIndex, const V &cEq, const V &cEq2, const U &weight, const U &obs, const U &obs2, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V , class W > | |
void | makeNorm (uInt nIndex, const W &cEqIndex, const V &cEq, const U &weight, const U &obs, LSQFit::Real, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V , class W > | |
void | makeNorm (uInt nIndex, const W &cEqIndex, const V &cEq, const U &weight, const std::complex< U > &obs, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V , class W > | |
void | makeNorm (uInt nIndex, const W &cEqIndex, const V &cEq, const U &weight, const std::complex< U > &obs, LSQFit::Complex, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V , class W > | |
void | makeNorm (uInt nIndex, const W &cEqIndex, const V &cEq, const U &weight, const std::complex< U > &obs, LSQFit::Separable, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V , class W > | |
void | makeNorm (uInt nIndex, const W &cEqIndex, const V &cEq, const U &weight, const std::complex< U > &obs, LSQFit::AsReal, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V , class W > | |
void | makeNorm (uInt nIndex, const W &cEqIndex, const V &cEq, const U &weight, const std::complex< U > &obs, LSQFit::Conjugate, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V > | |
void | makeNorm (const std::vector< std::pair< uInt, V > > &cEq, const U &weight, const U &obs, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V > | |
void | makeNorm (const std::vector< std::pair< uInt, V > > &cEq, const U &weight, const U &obs, LSQFit::Real, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V > | |
void | makeNorm (const std::vector< std::pair< uInt, V > > &cEq, const U &weight, const std::complex< U > &obs, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V > | |
void | makeNorm (const std::vector< std::pair< uInt, V > > &cEq, const U &weight, const std::complex< U > &obs, LSQFit::Complex, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V > | |
void | makeNorm (const std::vector< std::pair< uInt, V > > &cEq, const U &weight, const std::complex< U > &obs, LSQFit::Separable, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V > | |
void | makeNorm (const std::vector< std::pair< uInt, V > > &cEq, const U &weight, const std::complex< U > &obs, LSQFit::AsReal, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V > | |
void | makeNorm (const std::vector< std::pair< uInt, V > > &cEq, const U &weight, const std::complex< U > &obs, LSQFit::Conjugate, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V , class W > | |
void | makeNormSorted (uInt nIndex, const W &cEqIndex, const V &cEq, const U &weight, const U &obs, Bool doNorm=True, Bool doKnown=True) |
template<class U , class V , class W > | |
void | makeNormSorted (uInt nIndex, const W &cEqIndex, const V &cEq, const V &cEq2, const U &weight, const U &obs, const U &obs2, Bool doNorm=True, Bool doKnown=True) |
template<class U > | |
Bool | getConstraint (uInt n, U *cEq) const |
Get the n-th (from 0 to the rank deficiency, or missing rank, see e.g. More... | |
template<class U > | |
Bool | getConstraint (uInt n, std::complex< U > *cEq) const |
template<class U > | |
Bool | getConstraint (uInt n, U &cEq) const |
template<class U , class V > | |
Bool | setConstraint (uInt n, const V &cEq, const U &obs) |
Add a new constraint equation (updating nConstraints); or set a numbered constraint equation (0..nConstraints-1). More... | |
template<class U , class V > | |
Bool | setConstraint (uInt n, const V &cEq, const std::complex< U > &obs) |
template<class U , class V , class W > | |
Bool | setConstraint (uInt n, uInt nIndex, const W &cEqIndex, const V &cEq, const U &obs) |
template<class U , class V , class W > | |
Bool | setConstraint (uInt n, uInt nIndex, const W &cEqIndex, const V &cEq, const std::complex< U > &obs) |
template<class U , class V > | |
Bool | addConstraint (const V &cEq, const U &obs) |
template<class U , class V > | |
Bool | addConstraint (const V &cEq, const std::complex< U > &obs) |
template<class U , class V , class W > | |
Bool | addConstraint (uInt nIndex, const W &cEqIndex, const V &cEq, const U &obs) |
template<class U , class V , class W > | |
Bool | addConstraint (uInt nIndex, const W &cEqIndex, const V &cEq, const std::complex< U > &obs) |
Bool | merge (const LSQFit &other) |
Merge other LSQFit object (i.e. More... | |
Bool | merge (const LSQFit &other, uInt nIndex, const uInt *nEqIndex) |
Bool | merge (const LSQFit &other, uInt nIndex, const std::vector< uInt > &nEqIndex) |
template<class W > | |
Bool | merge (const LSQFit &other, uInt nIndex, const W &nEqIndex) |
void | reset () |
Reset status to empty. More... | |
void | set (uInt nUnknowns, uInt nConstraints=0) |
Set new sizes (default is for Real) More... | |
void | set (Int nUnknowns, Int nConstraints=0) |
void | set (uInt nUnknowns, const LSQReal &, uInt nConstraints=0) |
void | set (Int nUnknowns, const LSQReal &, Int nConstraints=0) |
void | set (uInt nUnknowns, const LSQComplex &, uInt nConstraints=0) |
void | set (Int nUnknowns, const LSQComplex &, Int nConstraints=0) |
void | set (Double factor=1e-6, Double LMFactor=1e-3) |
Set new factors (collinearity factor , and Levenberg-Marquardt LMFactor ) More... | |
void | setEpsValue (Double epsval=1e-8) |
Set new value solution test. More... | |
void | setEpsDerivative (Double epsder=1e-8) |
Set new derivative test. More... | |
void | setMaxIter (uInt maxiter=0) |
Set maximum number of iterations. More... | |
uInt | nIterations () const |
Get number of iterations done. More... | |
void | setBalanced (Bool balanced=False) |
Set the expected form of the normal equations. More... | |
LSQFit::ReadyCode | isReady () const |
Ask the state of the non-linear solutions. More... | |
const std::string & | readyText () const |
template<class U > | |
Bool | getCovariance (U *covar) |
Get the covariance matrix (of size nUnknowns * nUnknowns ) More... | |
template<class U > | |
Bool | getCovariance (std::complex< U > *covar) |
template<class U > | |
Bool | getErrors (U *errors) |
Get main diagonal of covariance function (of size nUnknowns ) More... | |
template<class U > | |
Bool | getErrors (std::complex< U > *errors) |
template<class U > | |
Bool | getErrors (U &errors) |
uInt | nUnknowns () const |
Get the number of unknowns. More... | |
uInt | nConstraints () const |
Get the number of constraints. More... | |
uInt | getDeficiency () const |
Get the rank deficiency Warning: Note that the number is returned assuming real values; For complex values it has to be halved More... | |
Double | getChi () const |
Get chi^2 (both are identical); the standard deviation (per observation) and the standard deviation per weight unit. More... | |
Double | getChi2 () const |
Double | getSD () const |
Double | getWeightedSD () const |
void | debugIt (uInt &nun, uInt &np, uInt &ncon, uInt &ner, uInt &rank, Double *&nEq, Double *&known, Double *&constr, Double *&er, uInt *&piv, Double *&sEq, Double *&sol, Double &prec, Double &nonlin) const |
Debug: More... | |
Bool | fromRecord (String &error, const RecordInterface &in) |
Create an LSQFit object from a record. More... | |
Bool | toRecord (String &error, RecordInterface &out) const |
Create a record from an LSQFit object. More... | |
const String & | ident () const |
Get identification of record. More... | |
void | toAipsIO (AipsIO &) const |
Save or restore using AipsIO. More... | |
void | fromAipsIO (AipsIO &) |
Protected Member Functions | |
virtual Bool | fitIt (Vector< typename FunctionTraits< T >::BaseType > &sol, const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > *const sigma, const Vector< Bool > *const mask=0) |
Generalised fitter. More... | |
Protected Member Functions inherited from casacore::GenericL2Fit< T > | |
void | buildMatrix (const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > *const sigma, const Vector< Bool > *const mask=0) |
Build the normal matrix. More... | |
void | buildConstraint () |
Build the constraint equations. More... | |
void | fillSVDConstraints () |
Get the SVD constraints. More... | |
Bool | buildResidual (Vector< typename FunctionTraits< T >::BaseType > &y, const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > *const sol, const Bool model=False) |
Calculate residuals. More... | |
FunctionTraits< T >::BaseType | getVal_p (const Array< typename FunctionTraits< T >::BaseType > &x, uInt j, uInt i) const |
Function to get evaluated functional value. More... | |
void | initfit_p (uInt parcnt) |
Initialise the fitter with number of solvable parameters. More... | |
uInt | testInput_p (const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > *const sigma) |
Return number of condition equations and check sizes x, y, sigma. More... | |
void | resetFunction () |
Reset all the input. More... | |
Protected Member Functions inherited from casacore::LSQFit | |
Double * | rowrt (uInt i) const |
Get pointer in rectangular array. More... | |
Double * | rowru (uInt i) const |
void | init () |
Initialise areas. More... | |
void | clear () |
Clear areas. More... | |
void | deinit () |
De-initialise area. More... | |
void | solveIt () |
Solve normal equations. More... | |
Bool | solveItLoop (Double &fit, uInt &nRank, Bool doSVD=False) |
One non-linear LM loop. More... | |
void | solveMR (uInt nin) |
Solve missing rank part. More... | |
Bool | invertRect () |
Invert rectangular matrix (i.e. More... | |
Double | normSolution (const Double *sol) const |
Get the norm of the current solution vector. More... | |
Double | normInfKnown (const Double *known) const |
Get the infinite norm of the known vector. More... | |
Bool | mergeIt (const LSQFit &other, uInt nIndex, const uInt *nEqIndex) |
Merge sparse normal equations. More... | |
void | save (Bool all=True) |
Save current status (or part) More... | |
void | restore (Bool all=True) |
Restore current status. More... | |
void | copy (const LSQFit &other, Bool all=True) |
Copy data. More... | |
void | extendConstraints (uInt n) |
Extend the constraint equation area to the specify number of equations. More... | |
void | createNCEQ () |
Create the solution equation area nceq_p and fill it. More... | |
void | getWorkSOL () |
Get work areas for solutions, covariance. More... | |
void | getWorkCOV () |
Additional Inherited Members | |
Public Types inherited from casacore::LSQFit | |
enum | ReadyCode { NONREADY , SOLINCREMENT , DERIVLEVEL , MAXITER , NOREDUCTION , SINGULAR , N_ReadyCode } |
State of the non-linear solution. More... | |
enum | ErrorField { NC , SUMWEIGHT , SUMLL , CHI2 , N_ErrorField } |
Offset of fields in error_p data area. More... | |
Public Attributes inherited from casacore::GenericL2Fit< T > | |
const Double | COLLINEARITY |
Default collinearity test for SVD. More... | |
Static Public Attributes inherited from casacore::LSQFit | |
static Real | REAL |
And values to use. More... | |
static Complex | COMPLEX |
static Separable | SEPARABLE |
static AsReal | ASREAL |
static Conjugate | CONJUGATE |
Protected Types inherited from casacore::LSQFit | |
enum | StateBit { INVERTED , TRIANGLE , NONLIN , N_StateBit } |
Bits that can be set/referenced. More... | |
Static Protected Member Functions inherited from casacore::LSQFit | |
static Double | realMC (const std::complex< Double > &x, const std::complex< Double > &y) |
Calculate the real or imag part of x*conj(y) More... | |
static Double | imagMC (const std::complex< Double > &x, const std::complex< Double > &y) |
static Float | realMC (const std::complex< Float > &x, const std::complex< Float > &y) |
static Float | imagMC (const std::complex< Float > &x, const std::complex< Float > &y) |
Protected Attributes inherited from casacore::GenericL2Fit< T > | |
uInt | aCount_ai |
Adjustable. More... | |
Bool | svd_p |
SVD indicator. More... | |
Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > * | ptr_derive_p |
Function to use in evaluating condition equation. More... | |
PtrBlock< Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > * > | constrFun_p |
List of functions describing the possible constraint equations e.g. More... | |
PtrBlock< Vector< typename FunctionTraits< T >::BaseType > * > | constrArg_p |
List of vectors describing the constraint equations' arguments. More... | |
PtrBlock< typename FunctionTraits< T >::BaseType * > | constrVal_p |
List of values describing the constraint equations' value. More... | |
uInt | pCount_p |
Number of available parameters. More... | |
uInt | ndim_p |
Number of dimensions of input data. More... | |
Bool | needInit_p |
No normal equations yet. More... | |
Bool | solved_p |
Have solution. More... | |
Bool | errors_p |
Have errors. More... | |
Bool | ferrors_p |
Bool | asweight_p |
Interpret as weights rather than as sigma the given values. More... | |
uInt | nr_p |
The rank of the solution. More... | |
Vector< typename FunctionTraits< T >::BaseType > | condEq_p |
Condition equation parameters (for number of adjustable parameters) More... | |
Vector< typename FunctionTraits< T >::BaseType > | fullEq_p |
Equation for all available parameters. More... | |
Vector< typename FunctionTraits< T >::ArgType > | arg_p |
Contiguous argument areas. More... | |
Vector< typename FunctionTraits< T >::ArgType > | carg_p |
Vector< typename FunctionTraits< T >::BaseType > | sol_p |
Local solution area. More... | |
Vector< typename FunctionTraits< T >::BaseType > | fsol_p |
Vector< typename FunctionTraits< T >::BaseType > | err_p |
Local error area. More... | |
Vector< typename FunctionTraits< T >::BaseType > | ferr_p |
FunctionTraits< T >::DiffType | valder_p |
Local value and derivatives. More... | |
Vector< Vector< typename LSQTraits< typename FunctionTraits< T >::BaseType >::base > > | consvd_p |
Local SVD constraints. More... | |
Protected Attributes inherited from casacore::LSQFit | |
uInt | state_p |
Bits set to indicate state. More... | |
uInt | nun_p |
Number of unknowns. More... | |
uInt | ncon_p |
Number of constraints. More... | |
uInt | n_p |
Matrix size (will be n_p = nun_p + ncon_p) More... | |
uInt | r_p |
Rank of normal equations (normally n_p) More... | |
Double | prec_p |
Collinearity precision. More... | |
Double | startnon_p |
Levenberg start factor. More... | |
Double | nonlin_p |
Levenberg current factor. More... | |
Double | stepfactor_p |
Levenberg step factor. More... | |
Double | epsval_p |
Test value for [incremental] solution in non-linear loop. More... | |
Double | epsder_p |
Test value for known vector in non-linear loop. More... | |
Bool | balanced_p |
Indicator for a well balanced normal equation. More... | |
uInt | maxiter_p |
Maximum number of iterations for non-linear solution. More... | |
uInt | niter_p |
Iteration count for non-linear solution. More... | |
ReadyCode | ready_p |
Indicate the non-linear state. More... | |
uInt * | piv_p |
Pivot table (n_p) More... | |
LSQMatrix * | norm_p |
Normal equations (triangular nun_p * nun_p) More... | |
uInt | nnc_p |
Current length nceq_p. More... | |
LSQMatrix * | nceq_p |
Normal combined with constraint equations for solutions (triangular nnc_p*nnc_p) More... | |
Double * | known_p |
Known part equations (n_p) More... | |
Double * | error_p |
Counts for errors (N_ErrorField) More... | |
Double * | constr_p |
Constraint equation area (nun_p*ncon_p)) More... | |
Double * | sol_p |
Solution area (n_p) More... | |
LSQFit * | nar_p |
Save area for non-linear case (size determined internally) More... | |
Double * | lar_p |
Save area for non-symmetric (i.e. More... | |
Double * | wsol_p |
Work areas for interim solutions and covariance. More... | |
Double * | wcov_p |
Static Protected Attributes inherited from casacore::LSQFit | |
static const String | recid |
Record field names. More... | |
static const String | state |
static const String | nun |
static const String | ncon |
static const String | prec |
static const String | startnon |
static const String | nonlin |
static const String | rank |
static const String | nnc |
static const String | piv |
static const String | constr |
static const String | known |
static const String | errors |
static const String | sol |
static const String | lar |
static const String | wsol |
static const String | wcov |
static const String | nceq |
static const String | nar |
Class for linear least-squares fit.
A set of data point is fit with some functional equation. The equations solved are linear equations. The functions themselves however can be wildly nonlinear.
NOTE: Constraints added. Documentation out of date at moment, check the tLinearFitSVD and tNonLinearFirLM programs for examples.
The following is a brief summary of the linear least-squares fit problem. See module header, Fitting, for a more complete description.
Given a set of N data points (measurements), (x(i), y(i)) i = 0,...,N-1, along with a set of standard deviations, sigma(i), for the data points, and M specified functions, f(j)(x) j = 0,...,M-1, we form a linear combination of the functions:
where a(j) j = 0,...,M-1 are a set of parameters to be determined. The linear least-squares fit tries to minimize
by adjusting {a(j)} in the equation.
For complex numbers, [(y(i)-z(i))/sigma(i)]^2
in chi-square is replaced by [(y(i)-z(i))/sigma(i)]*conjugate([(y(i)-z(i))/sigma(i)])
For multidimensional functions, x(i) is a vector, and
Normally, it is necessary that N > M for the solutions to be valid, since there must be more data points than model parameters to be solved.
If the measurement errors (standard deviation sigma) are not known at all, they can all be set to one initially. In this case, we assume all measurements have the same standard deviation, after minimizing chi-square, we recompute
A statistic weight can also be assigned to each measurement if the standard deviation is not available. sigma can be calculated from
Alternatively a 'weight' switch can be set with asWeight()
. For best arithmetic performance, weight should be normalized to a maximum value of one. Having a large weight value can sometimes lead to overflow problems.
The function to be fitted to the data can be given as an instance of the Function class. One can also form a sum of functions using the CompoundFunction.
For small datasets the usage of the calls is:
Note that the fitter is reusable. An example is given in the following.
The solution of a fit always produces the total number of parameters given to the fitter. I.e. including any parameters that were fixed. In the latter case the solution returned will be the fixed value.
If there are a large number of unknowns or a large number of data points machine memory limits (or timing reasons) may not allow a complete in-core fitting to be performed. In this case one can incrementally build the normal equation (see buildNormalMatrix()).
The normal operation of the class tests for real inversion problems only. If tests are needed for almost collinear columns in the solution matrix, the collinearity can be set as the square of the sine of the minimum angle allowed.
Singular Value Decomposition is supported by the LinearFitSVD class, which has a behaviour completely identical to this class (apart from a default collinearity of 1e-8).
Other information (see a.o. LSQFit) can be set and obtained as well.
The creation of this class was driven by the need to write code to perform baseline fitting or continuum subtraction.
In the following a polynomial is fitted through the first 20 prime numbers. The data is given in the x vector (1 to 20) and in the primesTable (2, 3,..., 71) (see tLinearFitSVD test program). In the following all four methods to calculate a polynomial through the data is used
In the test program examples are given on how to get the other information, and other examples.
Definition at line 207 of file LinearFit.h.
casacore::LinearFit< T >::LinearFit | ( | ) |
Create a fitter: the normal way to generate a fitter object.
Necessary data will be deduced from the Functional provided with setFunction()
casacore::LinearFit< T >::LinearFit | ( | const LinearFit< T > & | other | ) |
Copy constructor (deep copy)
|
virtual |
Destructor.
|
protectedvirtual |
Generalised fitter.
Implements casacore::GenericL2Fit< T >.
LinearFit& casacore::LinearFit< T >::operator= | ( | const LinearFit< T > & | other | ) |
Assignment (deep copy)