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optimizati
| Author | SHA1 | Date |
|---|---|---|
Christoph Ruegg
|
d882558c85 | 12 years ago |
|
Christoph Ruegg
|
d5b863945b | 12 years ago |
12 changed files with 3603 additions and 0 deletions
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// <copyright file="DelimitedArray.cs" company="Math.NET">
|
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// Math.NET Numerics, part of the Math.NET Project
|
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// http://numerics.mathdotnet.com
|
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// http://github.com/mathnet/mathnet-numerics
|
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// http://mathnetnumerics.codeplex.com
|
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//
|
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// Copyright (c) 2009-2013 Math.NET
|
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//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
|||
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
|||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|||
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
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// <contribution>
|
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// MINPACK-1 Least Squares Fitting Library
|
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// Original public domain version by B. Garbow, K. Hillstrom, J. More'
|
|||
// (Argonne National Laboratory, MINPACK project, March 1980)
|
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//
|
|||
// Tranlation to C Language by S. Moshier (http://moshier.net)
|
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// Translation to C# Language by D. Cuccia (http://davidcuccia.wordpress.com)
|
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//
|
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// Enhancements and packaging by C. Markwardt
|
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// (comparable to IDL fitting routine MPFIT see http://cow.physics.wisc.edu/~craigm/idl/idl.html
|
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// </contribution>
|
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|
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using System; |
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using System.Collections; |
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using System.Collections.Generic; |
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using System.Linq; |
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|
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namespace MathNet.Numerics.Optimization |
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{ |
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/// <summary>
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/// Class that represents a "sub-array" within a larger array by implementing
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/// appropriate indexing using an offset and sub-count. This was implemented in
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/// the C# version in order to preserve the existing code semantics while also
|
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/// allowing the code to be compiled w/o use of /unsafe compilation flag. This
|
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/// permits execution of the code in low-trust environments, such as that required
|
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/// by the CoreCLR runtime of Silverlight (Mac/PC) and Moonlight (Linux)
|
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/// </summary>
|
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/// <typeparam name="T"></typeparam>
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/// <remarks>Note - modifications to this structure will modify the parent (source) array!</remarks>
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public class DelimitedArray<T> : IList<T> where T : struct |
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{ |
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int _offset; |
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int _count; |
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readonly T[] _array; |
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|
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public DelimitedArray(T[] array, int offset, int count) |
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{ |
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_array = array; |
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_offset = offset; |
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_count = count; |
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} |
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|
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public void SetOffset(int offset) |
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{ |
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if (offset + _count > _array.Length) |
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{ |
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throw new ArgumentOutOfRangeException(); |
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} |
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|
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_offset = offset; |
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} |
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|
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public void SetOffsetAndCount(int offset, int count) |
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{ |
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if (offset + count > _array.Length) |
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{ |
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throw new ArgumentOutOfRangeException(); |
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} |
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|
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_offset = offset; |
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_count = count; |
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} |
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|
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#region IEnumerable<T> Members
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|
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public IEnumerator<T> GetEnumerator() |
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{ |
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for (int i = _offset; i < _offset + _count; i++) |
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{ |
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yield return _array[i]; |
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} |
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} |
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|
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IEnumerator IEnumerable.GetEnumerator() |
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{ |
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return GetEnumerator(); |
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} |
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|
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#endregion
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|
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#region IList<T> Members
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|
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public int Count |
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{ |
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get { return _count; } |
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} |
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|
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public T this[int index] |
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{ |
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get { return _array[_offset + index]; } |
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set { _array[_offset + index] = value; } |
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} |
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|
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public int IndexOf(T item) |
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{ |
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var query = |
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(from i in Enumerable.Range(_offset, _count) |
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where _array[i].Equals(item) |
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select i); |
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|
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foreach (var i in query) |
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{ |
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return i - _offset; |
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} |
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|
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return -1; |
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} |
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|
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public void Insert(int index, T item) |
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{ |
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throw new NotImplementedException(); |
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} |
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|
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public void RemoveAt(int index) |
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{ |
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throw new NotImplementedException(); |
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} |
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|
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#endregion
|
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|
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#region ICollection<T> Members
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|
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public bool Contains(T item) |
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{ |
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return ((IEnumerable<T>)this).Contains(item); |
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} |
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|
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public void CopyTo(T[] array, int arrayIndex) |
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{ |
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Array.Copy(_array, _offset, array, arrayIndex, _count); |
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} |
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|
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public bool IsReadOnly |
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{ |
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get { return false; } |
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} |
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|
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public void Add(T item) |
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{ |
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throw new NotImplementedException(); |
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} |
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|
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public void Clear() |
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{ |
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throw new NotImplementedException(); |
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} |
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|
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public bool Remove(T item) |
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{ |
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throw new NotImplementedException(); |
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} |
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|
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#endregion
|
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} |
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} |
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@ -0,0 +1,93 @@ |
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// <copyright file="MpConfig.cs" company="Math.NET">
|
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// Math.NET Numerics, part of the Math.NET Project
|
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// http://numerics.mathdotnet.com
|
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// http://github.com/mathnet/mathnet-numerics
|
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// http://mathnetnumerics.codeplex.com
|
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//
|
|||
// Copyright (c) 2009-2013 Math.NET
|
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//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
|||
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
|||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|||
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
// <contribution>
|
|||
// MINPACK-1 Least Squares Fitting Library
|
|||
// Original public domain version by B. Garbow, K. Hillstrom, J. More'
|
|||
// (Argonne National Laboratory, MINPACK project, March 1980)
|
|||
//
|
|||
// Tranlation to C Language by S. Moshier (http://moshier.net)
|
|||
// Translation to C# Language by D. Cuccia (http://davidcuccia.wordpress.com)
|
|||
//
|
|||
// Enhancements and packaging by C. Markwardt
|
|||
// (comparable to IDL fitting routine MPFIT see http://cow.physics.wisc.edu/~craigm/idl/idl.html
|
|||
// </contribution>
|
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|
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namespace MathNet.Numerics.Optimization |
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{ |
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public class MpConfig |
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{ |
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/// <summary>Relative chi-square convergence criterium</summary>
|
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public double ftol; |
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|
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/// <summary>Relative parameter convergence criterium</summary>
|
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public double xtol; |
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|
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/// <summary>Orthogonality convergence criterium</summary>
|
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public double gtol; |
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|
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/// <summary>Finite derivative step size</summary>
|
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public double epsfcn; |
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|
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/// <summary>Initial step bound</summary>
|
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public double stepfactor; |
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|
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/// <summary>Range tolerance for covariance</summary>
|
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public double covtol; |
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|
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/// <summary>
|
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/// Maximum number of iterations. If maxiter == 0,
|
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/// then basic error checking is done, and parameter
|
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/// errors/covariances are estimated based on input
|
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/// parameter values, but no fitting iterations are done.
|
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/// </summary>
|
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public int MaxIterations; |
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|
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/// <summary>Maximum number of function evaluations</summary>
|
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public int MaxEvaluations; |
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|
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/// <summary></summary>
|
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public int nprint; |
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|
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/// <summary>
|
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/// Scale variables by user values?
|
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/// 1 = yes, user scale values in diag;
|
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/// 0 = no, variables scaled internally
|
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/// </summary>
|
|||
public int DoUserScale; |
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|
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/// <summary>
|
|||
/// Disable check for infinite quantities from user?
|
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/// 0 = do not perform check
|
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/// 1 = perform check
|
|||
/// </summary>
|
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public int NoFiniteCheck; |
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} |
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} |
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@ -0,0 +1,60 @@ |
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// <copyright file="MpFunc.cs" company="Math.NET">
|
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// Math.NET Numerics, part of the Math.NET Project
|
|||
// http://numerics.mathdotnet.com
|
|||
// http://github.com/mathnet/mathnet-numerics
|
|||
// http://mathnetnumerics.codeplex.com
|
|||
//
|
|||
// Copyright (c) 2009-2013 Math.NET
|
|||
//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
|||
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
|||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|||
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
// <contribution>
|
|||
// MINPACK-1 Least Squares Fitting Library
|
|||
// Original public domain version by B. Garbow, K. Hillstrom, J. More'
|
|||
// (Argonne National Laboratory, MINPACK project, March 1980)
|
|||
//
|
|||
// Tranlation to C Language by S. Moshier (http://moshier.net)
|
|||
// Translation to C# Language by D. Cuccia (http://davidcuccia.wordpress.com)
|
|||
//
|
|||
// Enhancements and packaging by C. Markwardt
|
|||
// (comparable to IDL fitting routine MPFIT see http://cow.physics.wisc.edu/~craigm/idl/idl.html
|
|||
// </contribution>
|
|||
|
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using System.Collections.Generic; |
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|
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namespace MathNet.Numerics.Optimization |
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{ |
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/// <summary>
|
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/// User-function delegate structure required by MPFit.Solve
|
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/// </summary>
|
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/// <param name="a">I - Parameters</param>
|
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/// <param name="fvec">O - function values</param>
|
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/// <param name="dvec">
|
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/// O - function derivatives (optional)
|
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/// "Array of ILists" to accomodate DelimitedArray IList implementation
|
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/// </param>
|
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/// <param name="prv">I/O - function private data (cast to object type in user function)</param>
|
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public delegate int MpFunc(double[] a, double[] fvec, IList<double>[] dvec, object prv); |
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|
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//public delegate int MpFunc(int m, int npar, double[] x, double[] fvec, IList<double>[] dvec, object prv);$
|
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} |
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@ -0,0 +1,91 @@ |
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// <copyright file="MpResult.cs" company="Math.NET">
|
|||
// Math.NET Numerics, part of the Math.NET Project
|
|||
// http://numerics.mathdotnet.com
|
|||
// http://github.com/mathnet/mathnet-numerics
|
|||
// http://mathnetnumerics.codeplex.com
|
|||
//
|
|||
// Copyright (c) 2009-2013 Math.NET
|
|||
//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
|||
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
|||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|||
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
// <contribution>
|
|||
// MINPACK-1 Least Squares Fitting Library
|
|||
// Original public domain version by B. Garbow, K. Hillstrom, J. More'
|
|||
// (Argonne National Laboratory, MINPACK project, March 1980)
|
|||
//
|
|||
// Tranlation to C Language by S. Moshier (http://moshier.net)
|
|||
// Translation to C# Language by D. Cuccia (http://davidcuccia.wordpress.com)
|
|||
//
|
|||
// Enhancements and packaging by C. Markwardt
|
|||
// (comparable to IDL fitting routine MPFIT see http://cow.physics.wisc.edu/~craigm/idl/idl.html
|
|||
// </contribution>
|
|||
|
|||
namespace MathNet.Numerics.Optimization |
|||
{ |
|||
/// <summary>
|
|||
/// Definition of results structure, for when fit completes
|
|||
/// </summary>
|
|||
public class MpResult |
|||
{ |
|||
/// <summary>Final chi^2</summary>
|
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public double BestNorm; |
|||
|
|||
/// <summary>Starting value of chi^2</summary>
|
|||
public double OriginalNorm; |
|||
|
|||
/// <summary>Number of iterations</summary>
|
|||
public int Iterations; |
|||
|
|||
/// <summary>Number of function evaluations</summary>
|
|||
public int Evaluations; |
|||
|
|||
/// <summary>Fitting status code</summary>
|
|||
public int Status; |
|||
|
|||
/// <summary>Total number of parameters</summary>
|
|||
public int ParameterCount; |
|||
|
|||
/// <summary>Number of free parameters</summary>
|
|||
public int FreeParameterCount; |
|||
|
|||
/// <summary>Number of pegged parameters</summary>
|
|||
public int PeggedParameterCount; |
|||
|
|||
/// <summary>Number of residuals (= num. of data points)</summary>
|
|||
public int ResidualCount; |
|||
|
|||
/// <summary>Final residuals nfunc-vector, or 0 if not desired</summary>
|
|||
public double[] FinalResiduals; |
|||
|
|||
/// <summary>Final parameter uncertainties (1-sigma) npar-vector, or 0 if not desired</summary>
|
|||
public double[] FinalparameterUncertainties; |
|||
|
|||
/// <summary>Final parameter covariance matrix npar x npar array, or 0 if not desired</summary>
|
|||
public double[] FinalParameterCovarianceMatrix; |
|||
|
|||
public MpResult(int numParameters) |
|||
{ |
|||
FinalparameterUncertainties = new double[numParameters]; |
|||
} |
|||
} |
|||
} |
|||
@ -0,0 +1,98 @@ |
|||
// <copyright file="ParameterConstraint.cs" company="Math.NET">
|
|||
// Math.NET Numerics, part of the Math.NET Project
|
|||
// http://numerics.mathdotnet.com
|
|||
// http://github.com/mathnet/mathnet-numerics
|
|||
// http://mathnetnumerics.codeplex.com
|
|||
//
|
|||
// Copyright (c) 2009-2013 Math.NET
|
|||
//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
|||
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
|||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|||
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
// <contribution>
|
|||
// MINPACK-1 Least Squares Fitting Library
|
|||
// Original public domain version by B. Garbow, K. Hillstrom, J. More'
|
|||
// (Argonne National Laboratory, MINPACK project, March 1980)
|
|||
//
|
|||
// Tranlation to C Language by S. Moshier (http://moshier.net)
|
|||
// Translation to C# Language by D. Cuccia (http://davidcuccia.wordpress.com)
|
|||
//
|
|||
// Enhancements and packaging by C. Markwardt
|
|||
// (comparable to IDL fitting routine MPFIT see http://cow.physics.wisc.edu/~craigm/idl/idl.html
|
|||
// </contribution>
|
|||
|
|||
namespace MathNet.Numerics.Optimization |
|||
{ |
|||
/// <summary>
|
|||
/// Definition of a parameter constraint structure
|
|||
/// </summary>
|
|||
public class ParameterConstraint |
|||
{ |
|||
/// <summary>1 = fixed; 0 = free</summary>
|
|||
public int isFixed; |
|||
|
|||
/// <summary>1 = low/upper limit; 0 = no limit</summary>
|
|||
public int[] limited = new int[2]; |
|||
|
|||
/// <summary>lower/upper limit boundary value</summary>
|
|||
public double[] limits = new double[2]; |
|||
|
|||
/// <summary>Name of parameter, or 0 for none</summary>
|
|||
public string parname; |
|||
|
|||
/// <summary>Step size for finite difference</summary>
|
|||
public double step; /* */ |
|||
|
|||
/// <summary>Relative step size for finite difference</summary>
|
|||
public double relstep; |
|||
|
|||
/// <summary>
|
|||
/// Sidedness of finite difference derivative
|
|||
/// 0 - one-sided derivative computed automatically
|
|||
/// 1 - one-sided derivative (f(x+h) - f(x) )/h
|
|||
/// -1 - one-sided derivative (f(x) - f(x-h))/h
|
|||
/// 2 - two-sided derivative (f(x+h) - f(x-h))/(2*h)
|
|||
/// 3 - user-computed analytical derivatives
|
|||
/// </summary>
|
|||
public int side; |
|||
|
|||
/// <summary>
|
|||
/// Derivative debug mode: 1 = Yes; 0 = No;
|
|||
///
|
|||
/// If yes, compute both analytical and numerical
|
|||
/// derivatives and print them to the console for
|
|||
/// comparison.
|
|||
///
|
|||
/// NOTE: when debugging, do *not* set side = 3,
|
|||
/// but rather to the kind of numerical derivative
|
|||
/// you want to compare the user-analytical one to
|
|||
/// (0, 1, -1, or 2).
|
|||
///</summary>
|
|||
public int deriv_debug; |
|||
|
|||
/// <summary>Relative tolerance for derivative debug printout</summary>
|
|||
public double deriv_reltol; |
|||
|
|||
/// <summary>Absolute tolerance for derivative debug printout</summary>
|
|||
public double deriv_abstol; |
|||
} |
|||
} |
|||
@ -0,0 +1,43 @@ |
|||
// <copyright file="CustomUserVariable.cs" company="Math.NET">
|
|||
// Math.NET Numerics, part of the Math.NET Project
|
|||
// http://numerics.mathdotnet.com
|
|||
// http://github.com/mathnet/mathnet-numerics
|
|||
// http://mathnetnumerics.codeplex.com
|
|||
//
|
|||
// Copyright (c) 2009-2013 Math.NET
|
|||
//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
|||
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
|||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|||
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
namespace MathNet.Numerics.UnitTests.OptimizationTests |
|||
{ |
|||
/// <summary>
|
|||
/// This is the a demo user-specific data structure which contains the data points
|
|||
/// and their uncertainties
|
|||
/// </summary>
|
|||
public class CustomUserVariable |
|||
{ |
|||
public double[] X; |
|||
public double[] Y; |
|||
public double[] Ey; |
|||
} |
|||
} |
|||
@ -0,0 +1,138 @@ |
|||
// <copyright file="ForwardModels.cs" company="Math.NET">
|
|||
// Math.NET Numerics, part of the Math.NET Project
|
|||
// http://numerics.mathdotnet.com
|
|||
// http://github.com/mathnet/mathnet-numerics
|
|||
// http://mathnetnumerics.codeplex.com
|
|||
//
|
|||
// Copyright (c) 2009-2013 Math.NET
|
|||
//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
|||
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
|||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|||
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
using System; |
|||
using System.Collections.Generic; |
|||
|
|||
namespace MathNet.Numerics.UnitTests.OptimizationTests |
|||
{ |
|||
public static class ForwardModels |
|||
{ |
|||
/* |
|||
* linear fit function |
|||
* |
|||
* m - number of data points |
|||
* n - number of parameters (2) |
|||
* p - array of fit parameters |
|||
* dy - array of residuals to be returned |
|||
* CustomUserVariable - private data (struct vars_struct *) |
|||
* |
|||
* RETURNS: error code (0 = success) |
|||
*/ |
|||
|
|||
public static int LinFunc(double[] p, double[] dy, IList<double>[] dvec, object vars) |
|||
{ |
|||
int i; |
|||
double[] x, y, ey; |
|||
double f; |
|||
|
|||
CustomUserVariable v = (CustomUserVariable)vars; |
|||
|
|||
x = v.X; |
|||
y = v.Y; |
|||
ey = v.Ey; |
|||
|
|||
for (i = 0; i < dy.Length; i++) |
|||
{ |
|||
f = p[0] - p[1]*x[i]; /* Linear fit function */ |
|||
dy[i] = (y[i] - f)/ey[i]; |
|||
} |
|||
|
|||
return 0; |
|||
} |
|||
|
|||
/* |
|||
* quadratic fit function |
|||
* |
|||
* m - number of data points |
|||
* n - number of parameters (2) |
|||
* p - array of fit parameters |
|||
* dy - array of residuals to be returned |
|||
* CustomUserVariable - private data (struct vars_struct *) |
|||
* |
|||
* RETURNS: error code (0 = success) |
|||
*/ |
|||
|
|||
public static int QuadFunc(double[] p, double[] dy, IList<double>[] dvec, object vars) |
|||
{ |
|||
int i; |
|||
double[] x, y, ey; |
|||
|
|||
CustomUserVariable v = (CustomUserVariable)vars; |
|||
x = v.X; |
|||
y = v.Y; |
|||
ey = v.Ey; |
|||
|
|||
/* Console.Write ("QuadFunc %f %f %f\n", p[0], p[1], p[2]); */ |
|||
|
|||
for (i = 0; i < dy.Length; i++) |
|||
{ |
|||
dy[i] = (y[i] - p[0] - p[1]*x[i] - p[2]*x[i]*x[i])/ey[i]; |
|||
} |
|||
|
|||
return 0; |
|||
} |
|||
|
|||
|
|||
/* |
|||
* gaussian fit function |
|||
* |
|||
* m - number of data points |
|||
* n - number of parameters (4) |
|||
* p - array of fit parameters |
|||
* dy - array of residuals to be returned |
|||
* CustomUserVariable - private data (struct vars_struct *) |
|||
* |
|||
* RETURNS: error code (0 = success) |
|||
*/ |
|||
|
|||
public static int GaussFunc(double[] p, double[] dy, IList<double>[] dvec, object vars) |
|||
{ |
|||
int i; |
|||
CustomUserVariable v = (CustomUserVariable)vars; |
|||
double[] x, y, ey; |
|||
double xc, sig2; |
|||
|
|||
x = v.X; |
|||
y = v.Y; |
|||
ey = v.Ey; |
|||
|
|||
sig2 = p[3]*p[3]; |
|||
|
|||
for (i = 0; i < dy.Length; i++) |
|||
{ |
|||
xc = x[i] - p[2]; |
|||
dy[i] = (y[i] - p[1]*Math.Exp(-0.5*xc*xc/sig2) - p[0])/ey[i]; |
|||
} |
|||
|
|||
return 0; |
|||
} |
|||
} |
|||
} |
|||
@ -0,0 +1,359 @@ |
|||
// <copyright file="TestMPFit.cs" company="Math.NET">
|
|||
// Math.NET Numerics, part of the Math.NET Project
|
|||
// http://numerics.mathdotnet.com
|
|||
// http://github.com/mathnet/mathnet-numerics
|
|||
// http://mathnetnumerics.codeplex.com
|
|||
//
|
|||
// Copyright (c) 2009-2013 Math.NET
|
|||
//
|
|||
// Permission is hereby granted, free of charge, to any person
|
|||
// obtaining a copy of this software and associated documentation
|
|||
// files (the "Software"), to deal in the Software without
|
|||
// restriction, including without limitation the rights to use,
|
|||
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|||
// copies of the Software, and to permit persons to whom the
|
|||
// Software is furnished to do so, subject to the following
|
|||
// conditions:
|
|||
//
|
|||
// The above copyright notice and this permission notice shall be
|
|||
// included in all copies or substantial portions of the Software.
|
|||
//
|
|||
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
|||
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
|||
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
|||
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|||
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
|||
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
|||
// OTHER DEALINGS IN THE SOFTWARE.
|
|||
// </copyright>
|
|||
|
|||
using System; |
|||
using MathNet.Numerics.Optimization; |
|||
|
|||
namespace MathNet.Numerics.UnitTests.OptimizationTests |
|||
{ |
|||
public class TestMPFit |
|||
{ |
|||
/* Main function which drives the whole thing */ |
|||
|
|||
public static void Main() |
|||
{ |
|||
int i; |
|||
int niter = 1; |
|||
|
|||
for (i = 0; i < niter; i++) |
|||
{ |
|||
TestLinFit(); |
|||
TestQuadFit(); |
|||
TestQuadFix(); |
|||
TestGaussFit(); |
|||
TestGaussFix(); |
|||
} |
|||
|
|||
Console.ReadKey(); |
|||
} |
|||
|
|||
/* Test harness routine, which contains test data, invokes mpfit() */ |
|||
|
|||
static int TestLinFit() |
|||
{ |
|||
double[] x = |
|||
{ |
|||
-1.7237128E+00, 1.8712276E+00, -9.6608055E-01, |
|||
-2.8394297E-01, 1.3416969E+00, 1.3757038E+00, |
|||
-1.3703436E+00, 4.2581975E-02, -1.4970151E-01, |
|||
8.2065094E-01 |
|||
}; |
|||
double[] y = |
|||
{ |
|||
1.9000429E-01, 6.5807428E+00, 1.4582725E+00, |
|||
2.7270851E+00, 5.5969253E+00, 5.6249280E+00, |
|||
0.787615, 3.2599759E+00, 2.9771762E+00, |
|||
4.5936475E+00 |
|||
}; |
|||
|
|||
double[] ey = new double[10]; |
|||
double[] p = { 1.0, 1.0 }; /* Initial conditions */ |
|||
double[] pactual = { 3.20, 1.78 }; /* Actual values used to make data */ |
|||
//double[] perror = { 0.0, 0.0 }; /* Returned parameter errors */
|
|||
int i; |
|||
int status; |
|||
|
|||
MpResult result = new MpResult(2); |
|||
//result.xerror = perror;
|
|||
|
|||
for (i = 0; i < 10; i++) |
|||
{ |
|||
ey[i] = 0.07; /* Data errors */ |
|||
} |
|||
|
|||
CustomUserVariable v = new CustomUserVariable(); |
|||
v.X = x; |
|||
v.Y = y; |
|||
v.Ey = ey; |
|||
|
|||
/* Call fitting function for 10 data points and 2 parameters */ |
|||
status = MpFit.Solve(ForwardModels.LinFunc, 10, 2, p, null, null, v, ref result); |
|||
|
|||
Console.Write("*** TestLinFit status = {0}\n", status); |
|||
PrintResult(p, pactual, result); |
|||
|
|||
return 0; |
|||
} |
|||
|
|||
/* Test harness routine, which contains test quadratic data, invokes |
|||
Solve() */ |
|||
|
|||
static int TestQuadFit() |
|||
{ |
|||
double[] x = |
|||
{ |
|||
-1.7237128E+00, 1.8712276E+00, -9.6608055E-01, |
|||
-2.8394297E-01, 1.3416969E+00, 1.3757038E+00, |
|||
-1.3703436E+00, 4.2581975E-02, -1.4970151E-01, |
|||
8.2065094E-01 |
|||
}; |
|||
double[] y = |
|||
{ |
|||
2.3095947E+01, 2.6449392E+01, 1.0204468E+01, |
|||
5.40507, 1.5787588E+01, 1.6520903E+01, |
|||
1.5971818E+01, 4.7668524E+00, 4.9337711E+00, |
|||
8.7348375E+00 |
|||
}; |
|||
double[] ey = new double[10]; |
|||
double[] p = { 1.0, 1.0, 1.0 }; /* Initial conditions */ |
|||
double[] pactual = { 4.7, 0.0, 6.2 }; /* Actual values used to make data */ |
|||
//double[] perror = new double[3]; /* Returned parameter errors */
|
|||
int i; |
|||
int status; |
|||
|
|||
MpResult result = new MpResult(3); |
|||
//result.xerror = perror;
|
|||
|
|||
for (i = 0; i < 10; i++) |
|||
{ |
|||
ey[i] = 0.2; /* Data errors */ |
|||
} |
|||
|
|||
CustomUserVariable v = new CustomUserVariable() { X = x, Y = y, Ey = ey }; |
|||
|
|||
/* Call fitting function for 10 data points and 3 parameters */ |
|||
status = MpFit.Solve(ForwardModels.QuadFunc, 10, 3, p, null, null, v, ref result); |
|||
|
|||
Console.Write("*** TestQuadFit status = {0}\n", status); |
|||
PrintResult(p, pactual, result); |
|||
|
|||
return 0; |
|||
} |
|||
|
|||
/* Test harness routine, which contains test quadratic data; |
|||
Example of how to fix a parameter |
|||
*/ |
|||
|
|||
static int TestQuadFix() |
|||
{ |
|||
double[] x = |
|||
{ |
|||
-1.7237128E+00, 1.8712276E+00, -9.6608055E-01, |
|||
-2.8394297E-01, 1.3416969E+00, 1.3757038E+00, |
|||
-1.3703436E+00, 4.2581975E-02, -1.4970151E-01, |
|||
8.2065094E-01 |
|||
}; |
|||
double[] y = |
|||
{ |
|||
2.3095947E+01, 2.6449392E+01, 1.0204468E+01, |
|||
5.40507, 1.5787588E+01, 1.6520903E+01, |
|||
1.5971818E+01, 4.7668524E+00, 4.9337711E+00, |
|||
8.7348375E+00 |
|||
}; |
|||
|
|||
double[] ey = new double[10]; |
|||
double[] p = { 1.0, 0.0, 1.0 }; /* Initial conditions */ |
|||
double[] pactual = { 4.7, 0.0, 6.2 }; /* Actual values used to make data */ |
|||
//double[] perror = new double[3]; /* Returned parameter errors */
|
|||
int i; |
|||
int status; |
|||
|
|||
MpResult result = new MpResult(3); |
|||
//result.xerror = perror;
|
|||
|
|||
ParameterConstraint[] pars = new ParameterConstraint[3] /* Parameter constraints */ |
|||
{ |
|||
new ParameterConstraint(), |
|||
new ParameterConstraint() { isFixed = 1 }, /* Fix parameter 1 */ |
|||
new ParameterConstraint() |
|||
}; |
|||
|
|||
for (i = 0; i < 10; i++) |
|||
{ |
|||
ey[i] = 0.2; |
|||
} |
|||
|
|||
CustomUserVariable v = new CustomUserVariable() { X = x, Y = y, Ey = ey }; |
|||
|
|||
/* Call fitting function for 10 data points and 3 parameters (1 |
|||
parameter fixed) */ |
|||
status = MpFit.Solve(ForwardModels.QuadFunc, 10, 3, p, pars, null, v, ref result); |
|||
|
|||
Console.Write("*** TestQuadFix status = {0}\n", status); |
|||
|
|||
PrintResult(p, pactual, result); |
|||
|
|||
return 0; |
|||
} |
|||
|
|||
|
|||
/* Test harness routine, which contains test gaussian-peak data */ |
|||
|
|||
static int TestGaussFit() |
|||
{ |
|||
double[] x = |
|||
{ |
|||
-1.7237128E+00, 1.8712276E+00, -9.6608055E-01, |
|||
-2.8394297E-01, 1.3416969E+00, 1.3757038E+00, |
|||
-1.3703436E+00, 4.2581975E-02, -1.4970151E-01, |
|||
8.2065094E-01 |
|||
}; |
|||
double[] y = |
|||
{ |
|||
-4.4494256E-02, 8.7324673E-01, 7.4443483E-01, |
|||
4.7631559E+00, 1.7187297E-01, 1.1639182E-01, |
|||
1.5646480E+00, 5.2322268E+00, 4.2543168E+00, |
|||
6.2792623E-01 |
|||
}; |
|||
double[] ey = new double[10]; |
|||
double[] p = { 0.0, 1.0, 1.0, 1.0 }; /* Initial conditions */ |
|||
double[] pactual = { 0.0, 4.70, 0.0, 0.5 }; /* Actual values used to make data*/ |
|||
//double[] perror = new double[4]; /* Returned parameter errors */
|
|||
ParameterConstraint[] pars = new ParameterConstraint[4] /* Parameter constraints */ |
|||
{ |
|||
new ParameterConstraint(), |
|||
new ParameterConstraint(), |
|||
new ParameterConstraint(), |
|||
new ParameterConstraint() |
|||
}; |
|||
int i; |
|||
int status; |
|||
|
|||
MpResult result = new MpResult(4); |
|||
//result.xerror = perror;
|
|||
|
|||
/* No constraints */ |
|||
|
|||
for (i = 0; i < 10; i++) ey[i] = 0.5; |
|||
|
|||
CustomUserVariable v = new CustomUserVariable() { X = x, Y = y, Ey = ey }; |
|||
|
|||
/* Call fitting function for 10 data points and 4 parameters (no |
|||
parameters fixed) */ |
|||
status = MpFit.Solve(ForwardModels.GaussFunc, 10, 4, p, pars, null, v, ref result); |
|||
|
|||
Console.Write("*** TestGaussFit status = {0}\n", status); |
|||
PrintResult(p, pactual, result); |
|||
|
|||
return 0; |
|||
} |
|||
|
|||
|
|||
/* Test harness routine, which contains test gaussian-peak data |
|||
|
|||
Example of fixing two parameter |
|||
|
|||
Commented example of how to put boundary constraints |
|||
*/ |
|||
|
|||
static int TestGaussFix() |
|||
{ |
|||
double[] x = |
|||
{ |
|||
-1.7237128E+00, 1.8712276E+00, -9.6608055E-01, |
|||
-2.8394297E-01, 1.3416969E+00, 1.3757038E+00, |
|||
-1.3703436E+00, 4.2581975E-02, -1.4970151E-01, |
|||
8.2065094E-01 |
|||
}; |
|||
double[] y = |
|||
{ |
|||
-4.4494256E-02, 8.7324673E-01, 7.4443483E-01, |
|||
4.7631559E+00, 1.7187297E-01, 1.1639182E-01, |
|||
1.5646480E+00, 5.2322268E+00, 4.2543168E+00, |
|||
6.2792623E-01 |
|||
}; |
|||
double[] ey = new double[10]; |
|||
double[] p = { 0.0, 1.0, 0.0, 0.1 }; /* Initial conditions */ |
|||
double[] pactual = { 0.0, 4.70, 0.0, 0.5 }; /* Actual values used to make data*/ |
|||
//double[] perror = new double[4]; /* Returned parameter errors */
|
|||
int i; |
|||
int status; |
|||
|
|||
MpResult result = new MpResult(4); |
|||
//result.xerror = perror;
|
|||
|
|||
ParameterConstraint[] pars = new ParameterConstraint[4] /* Parameter constraints */ |
|||
{ |
|||
new ParameterConstraint() { isFixed = 1 }, /* Fix parameters 0 and 2 */ |
|||
new ParameterConstraint(), |
|||
new ParameterConstraint() { isFixed = 1 }, |
|||
new ParameterConstraint() |
|||
}; |
|||
|
|||
/* How to put limits on a parameter. In this case, parameter 3 is |
|||
limited to be between -0.3 and +0.2. |
|||
pars[3].limited[0] = 0; |
|||
pars[3].limited[1] = 1; |
|||
pars[3].limits[0] = -0.3; |
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pars[3].limits[1] = +0.2; |
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*/ |
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|
|||
for (i = 0; i < 10; i++) |
|||
{ |
|||
ey[i] = 0.5; |
|||
} |
|||
|
|||
CustomUserVariable v = new CustomUserVariable() { X = x, Y = y, Ey = ey }; |
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|
|||
/* Call fitting function for 10 data points and 4 parameters (2 |
|||
parameters fixed) */ |
|||
status = MpFit.Solve(ForwardModels.GaussFunc, 10, 4, p, pars, null, v, ref result); |
|||
|
|||
Console.Write("*** TestGaussFix status = {0}\n", status); |
|||
PrintResult(p, pactual, result); |
|||
|
|||
return 0; |
|||
} |
|||
|
|||
/* Simple routine to print the fit results */ |
|||
|
|||
static void PrintResult(double[] x, double[] xact, MpResult result) |
|||
{ |
|||
int i; |
|||
|
|||
if (x == null) return; |
|||
|
|||
Console.Write(" CHI-SQUARE = {0} ({1} DOF)\n", |
|||
result.BestNorm, result.ResidualCount - result.FreeParameterCount); |
|||
Console.Write(" NPAR = {0}\n", result.ParameterCount); |
|||
Console.Write(" NFREE = {0}\n", result.FreeParameterCount); |
|||
Console.Write(" NPEGGED = {0}\n", result.PeggedParameterCount); |
|||
Console.Write(" NITER = {0}\n", result.Iterations); |
|||
Console.Write(" NFEV = {0}\n", result.Evaluations); |
|||
Console.Write("\n"); |
|||
if (xact != null) |
|||
{ |
|||
for (i = 0; i < result.ParameterCount; i++) |
|||
{ |
|||
Console.Write(" P[{0}] = {1} +/- {2} (ACTUAL {3})\n", |
|||
i, x[i], result.FinalparameterUncertainties[i], xact[i]); |
|||
} |
|||
} |
|||
else |
|||
{ |
|||
for (i = 0; i < result.ParameterCount; i++) |
|||
{ |
|||
Console.Write(" P[{0}] = {1} +/- {2}\n", |
|||
i, x[i], result.FinalparameterUncertainties[i]); |
|||
} |
|||
} |
|||
} |
|||
} |
|||
} |
|||
Loading…
Reference in new issue