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Optimization: cleanup: naming

optimization-3
Christoph Ruegg 13 years ago
parent
d5b863945b
commit
d882558c85
5 changed files with 107 additions and 136 deletions
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  1. 2
      src/Numerics/Optimization/DelimitedArray.cs
  2. 179
      src/Numerics/Optimization/MPFit.cs
  3. 13
      src/Numerics/Optimization/MpConfig.cs
  4. 29
      src/Numerics/Optimization/MpResult.cs
  5. 20
      src/UnitTests/OptimizationTests/TestMPFit.cs

2
src/Numerics/Optimization/DelimitedArray.cs
View File

@ -61,7 +61,7 @@ namespace MathNet.Numerics.Optimization
{ {
int _offset; int _offset;
int _count; int _count;
T[] _array; readonly T[] _array;
public DelimitedArray(T[] array, int offset, int count) public DelimitedArray(T[] array, int offset, int count)
{ {

179
src/Numerics/Optimization/MPFit.cs
View File

@ -47,45 +47,41 @@ namespace MathNet.Numerics.Optimization
{ {
public static class MpFit public static class MpFit
{ {
public const string MPFIT_VERSION = "1.1";
/* Error codes */ /* Error codes */
public const int MP_ERR_INPUT = 0; /* General input parameter error */ public const int MpErrNan = -16; /* User function produced non-finite values */
public const int MP_ERR_NAN = -16; /* User function produced non-finite values */ public const int MpErrFunc = -17; /* No user function was supplied */
public const int MP_ERR_FUNC = -17; /* No user function was supplied */ public const int MpErrNpoints = -18; /* No user data points were supplied */
public const int MP_ERR_NPOINTS = -18; /* No user data points were supplied */ public const int MpErrNfree = -19; /* No free parameters */
public const int MP_ERR_NFREE = -19; /* No free parameters */ public const int MpErrInitbounds = -21; /* Initial values inconsistent w constraints*/
public const int MP_ERR_MEMORY = -20; /* Memory allocation error */ public const int MpErrBounds = -22; /* Initial constraints inconsistent */
public const int MP_ERR_INITBOUNDS = -21; /* Initial values inconsistent w constraints*/ public const int MpErrParam = -23; /* General input parameter error */
public const int MP_ERR_BOUNDS = -22; /* Initial constraints inconsistent */ public const int MpErrDof = -24; /* Not enough degrees of freedom */
public const int MP_ERR_PARAM = -23; /* General input parameter error */
public const int MP_ERR_DOF = -24; /* Not enough degrees of freedom */
/* Potential success status codes */ /* Potential success status codes */
public const int MP_OK_CHI = 1; /* Convergence in chi-square value */ public const int MpConvergedChiSquared = 1; /* Convergence in chi-square value */
public const int MP_OK_PAR = 2; /* Convergence in parameter value */ public const int MpConvergedParameter = 2; /* Convergence in parameter value */
public const int MP_OK_BOTH = 3; /* Both MP_OK_PAR and MP_OK_CHI hold */ public const int MpConvergedBoth = 3; /* Both MP_OK_PAR and MP_OK_CHI hold */
public const int MP_OK_DIR = 4; /* Convergence in orthogonality */ public const int MpConvergedOrthogonality = 4; /* Convergence in orthogonality */
public const int MP_MAXITER = 5; /* Maximum number of iterations reached */ public const int MpMaxIterations = 5; /* Maximum number of iterations reached */
public const int MP_FTOL = 6; /* ftol is too small; no further improvement*/ public const int MpFtol = 6; /* ftol is too small; no further improvement*/
public const int MP_XTOL = 7; /* xtol is too small; no further improvement*/ public const int MpXtol = 7; /* xtol is too small; no further improvement*/
public const int MP_GTOL = 8; /* gtol is too small; no further improvement*/ public const int MpGtol = 8; /* gtol is too small; no further improvement*/
#if FLOAT_PRECISION #if FLOAT_PRECISION
/* Float precision */ /* Float precision */
public const float MP_MACHEP0 =1.19209e-07; const float MP_MACHEP0 =1.19209e-07;
public const float MP_DWARF = 1.17549e-38; const float MP_DWARF = 1.17549e-38;
public const float MP_GIANT = 3.40282e+38; const float MP_GIANT = 3.40282e+38;
public const float MP_RDWARF = 1.3278686946331594e-018; const float MP_RDWARF = 1.3278686946331594e-018;
public const float MP_RGIANT = 1844673472786071600; const float MP_RGIANT = 1844673472786071600;
#else #else
/* Double precision numeric constants */ /* Double precision numeric constants */
public const double MP_MACHEP0 = 2.2204460e-16; const double MP_MACHEP0 = 2.2204460e-16;
public const double MP_DWARF = 2.2250739e-308; const double MP_DWARF = 2.2250739e-308;
public const double MP_GIANT = 1.7976931e+308; const double MP_GIANT = 1.7976931e+308;
public const double MP_RDWARF = 1.8269129289596699331800430554921e-153; const double MP_RDWARF = 1.8269129289596699331800430554921e-153;
public const double MP_RGIANT = 1.3407807799935081109978164571307e+153; const double MP_RGIANT = 1.3407807799935081109978164571307e+153;
#endif #endif
/* Expand for full description of Solve and lmdif functions /* Expand for full description of Solve and lmdif functions
@ -378,11 +374,11 @@ namespace MathNet.Numerics.Optimization
conf.stepfactor = 100.0; conf.stepfactor = 100.0;
conf.nprint = 1; conf.nprint = 1;
conf.epsfcn = MP_MACHEP0; conf.epsfcn = MP_MACHEP0;
conf.maxiter = 200; conf.MaxIterations = 200;
conf.douserscale = 0; conf.DoUserScale = 0;
conf.maxfev = 0; conf.MaxEvaluations = 0;
conf.covtol = 1e-14; conf.covtol = 1e-14;
conf.nofinitecheck = 0; conf.NoFiniteCheck = 0;
if (config != null) if (config != null)
{ {
@ -393,11 +389,11 @@ namespace MathNet.Numerics.Optimization
if (config.stepfactor > 0) conf.stepfactor = config.stepfactor; if (config.stepfactor > 0) conf.stepfactor = config.stepfactor;
if (config.nprint >= 0) conf.nprint = config.nprint; if (config.nprint >= 0) conf.nprint = config.nprint;
if (config.epsfcn > 0) conf.epsfcn = config.epsfcn; if (config.epsfcn > 0) conf.epsfcn = config.epsfcn;
if (config.maxiter > 0) conf.maxiter = config.maxiter; if (config.MaxIterations > 0) conf.MaxIterations = config.MaxIterations;
if (config.douserscale != 0) conf.douserscale = config.douserscale; if (config.DoUserScale != 0) conf.DoUserScale = config.DoUserScale;
if (config.covtol > 0) conf.covtol = config.covtol; if (config.covtol > 0) conf.covtol = config.covtol;
if (config.nofinitecheck > 0) conf.nofinitecheck = config.nofinitecheck; if (config.NoFiniteCheck > 0) conf.NoFiniteCheck = config.NoFiniteCheck;
conf.maxfev = config.maxfev; conf.MaxEvaluations = config.MaxEvaluations;
} }
info = 0; info = 0;
@ -407,17 +403,17 @@ namespace MathNet.Numerics.Optimization
if (funct == null) if (funct == null)
{ {
return MP_ERR_FUNC; return MpErrFunc;
} }
if ((m <= 0) || (xall == null)) if ((m <= 0) || (xall == null))
{ {
return MP_ERR_NPOINTS; return MpErrNpoints;
} }
if (npar <= 0) if (npar <= 0)
{ {
return MP_ERR_NFREE; return MpErrNfree;
} }
fnorm = -1.0; fnorm = -1.0;
@ -469,7 +465,7 @@ namespace MathNet.Numerics.Optimization
} }
if (nfree == 0) if (nfree == 0)
{ {
info = MP_ERR_NFREE; info = MpErrNfree;
return info; return info;
} }
@ -481,7 +477,7 @@ namespace MathNet.Numerics.Optimization
(pars[i].limited[0] != 0 && (xall[i] < pars[i].limits[0])) || (pars[i].limited[0] != 0 && (xall[i] < pars[i].limits[0])) ||
(pars[i].limited[1] != 0 && (xall[i] > pars[i].limits[1]))) (pars[i].limited[1] != 0 && (xall[i] > pars[i].limits[1])))
{ {
info = MP_ERR_INITBOUNDS; info = MpErrInitbounds;
return info; return info;
} }
if ((pars[i].isFixed != 0) && if ((pars[i].isFixed != 0) &&
@ -489,7 +485,7 @@ namespace MathNet.Numerics.Optimization
(pars[i].limited[1] != 0) && (pars[i].limited[1] != 0) &&
(pars[i].limits[0] >= pars[i].limits[1])) (pars[i].limits[0] >= pars[i].limits[1]))
{ {
info = MP_ERR_BOUNDS; info = MpErrBounds;
return info; return info;
} }
} }
@ -514,17 +510,17 @@ namespace MathNet.Numerics.Optimization
/* Sanity checking on input configuration */ /* Sanity checking on input configuration */
if ((npar <= 0) || (conf.ftol <= 0) || (conf.xtol <= 0) || if ((npar <= 0) || (conf.ftol <= 0) || (conf.xtol <= 0) ||
(conf.gtol <= 0) || (conf.maxiter < 0) || (conf.gtol <= 0) || (conf.MaxIterations < 0) ||
(conf.stepfactor <= 0)) (conf.stepfactor <= 0))
{ {
info = MP_ERR_PARAM; info = MpErrParam;
return info; return info;
} }
/* Ensure there are some degrees of freedom */ /* Ensure there are some degrees of freedom */
if (m < nfree) if (m < nfree)
{ {
info = MP_ERR_DOF; info = MpErrDof;
return info; return info;
} }
@ -635,7 +631,7 @@ namespace MathNet.Numerics.Optimization
*/ */
if (iter == 1) if (iter == 1)
{ {
if (conf.douserscale == 0) if (conf.DoUserScale == 0)
{ {
for (j = 0; j < nfree; j++) for (j = 0; j < nfree; j++)
{ {
@ -698,7 +694,7 @@ namespace MathNet.Numerics.Optimization
/* ( From this point on, only the square matrix, consisting of the /* ( From this point on, only the square matrix, consisting of the
triangle of R, is needed.) */ triangle of R, is needed.) */
if (conf.nofinitecheck != 0) if (conf.NoFiniteCheck != 0)
{ {
/* Check for overflow. This should be a cheap test here since FJAC /* Check for overflow. This should be a cheap test here since FJAC
has been reduced to a (small) square matrix, and the test is has been reduced to a (small) square matrix, and the test is
@ -719,7 +715,7 @@ namespace MathNet.Numerics.Optimization
if (nonfinite != 0) if (nonfinite != 0)
{ {
info = MP_ERR_NAN; info = MpErrNan;
return info; return info;
} }
} }
@ -752,14 +748,14 @@ namespace MathNet.Numerics.Optimization
/* /*
* test for convergence of the gradient norm. * test for convergence of the gradient norm.
*/ */
if (gnorm <= conf.gtol) info = MP_OK_DIR; if (gnorm <= conf.gtol) info = MpConvergedOrthogonality;
if (info != 0) goto L300; if (info != 0) goto L300;
if (conf.maxiter == 0) goto L300; if (conf.MaxIterations == 0) goto L300;
/* /*
* rescale if necessary. * rescale if necessary.
*/ */
if (conf.douserscale == 0) if (conf.DoUserScale == 0)
{ {
for (j = 0; j < nfree; j++) for (j = 0; j < nfree; j++)
{ {
@ -984,16 +980,16 @@ namespace MathNet.Numerics.Optimization
if ((Math.Abs(actred) <= conf.ftol) && (prered <= conf.ftol) && if ((Math.Abs(actred) <= conf.ftol) && (prered <= conf.ftol) &&
(p5*ratio <= one)) (p5*ratio <= one))
{ {
info = MP_OK_CHI; info = MpConvergedChiSquared;
} }
if (delta <= conf.xtol*xnorm) if (delta <= conf.xtol*xnorm)
{ {
info = MP_OK_PAR; info = MpConvergedParameter;
} }
if ((Math.Abs(actred) <= conf.ftol) && (prered <= conf.ftol) && (p5*ratio <= one) if ((Math.Abs(actred) <= conf.ftol) && (prered <= conf.ftol) && (p5*ratio <= one)
&& (info == 2)) && (info == 2))
{ {
info = MP_OK_BOTH; info = MpConvergedBoth;
} }
if (info != 0) if (info != 0)
{ {
@ -1003,27 +999,27 @@ namespace MathNet.Numerics.Optimization
/* /*
* tests for termination and stringent tolerances. * tests for termination and stringent tolerances.
*/ */
if ((conf.maxfev > 0) && (nfev >= conf.maxfev)) if ((conf.MaxEvaluations > 0) && (nfev >= conf.MaxEvaluations))
{ {
/* Too many function evaluations */ /* Too many function evaluations */
info = MP_MAXITER; info = MpMaxIterations;
} }
if (iter >= conf.maxiter) if (iter >= conf.MaxIterations)
{ {
/* Too many iterations */ /* Too many iterations */
info = MP_MAXITER; info = MpMaxIterations;
} }
if ((Math.Abs(actred) <= MP_MACHEP0) && (prered <= MP_MACHEP0) && (p5*ratio <= one)) if ((Math.Abs(actred) <= MP_MACHEP0) && (prered <= MP_MACHEP0) && (p5*ratio <= one))
{ {
info = MP_FTOL; info = MpFtol;
} }
if (delta <= MP_MACHEP0*xnorm) if (delta <= MP_MACHEP0*xnorm)
{ {
info = MP_XTOL; info = MpXtol;
} }
if (gnorm <= MP_MACHEP0) if (gnorm <= MP_MACHEP0)
{ {
info = MP_GTOL; info = MpGtol;
} }
if (info != 0) if (info != 0)
{ {
@ -1074,35 +1070,35 @@ namespace MathNet.Numerics.Optimization
} }
/* Compute and return the covariance matrix and/or parameter errors */ /* Compute and return the covariance matrix and/or parameter errors */
if (result != null && (result.covar != null || result.xerror != null)) if (result != null && (result.FinalParameterCovarianceMatrix != null || result.FinalparameterUncertainties != null))
{ {
mp_covar(nfree, fjac, ldfjac, ipvt, conf.covtol, wa2); mp_covar(nfree, fjac, ldfjac, ipvt, conf.covtol, wa2);
if (result.covar != null) if (result.FinalParameterCovarianceMatrix != null)
{ {
/* Zero the destination covariance array */ /* Zero the destination covariance array */
for (j = 0; j < (npar*npar); j++) result.covar[j] = 0; for (j = 0; j < (npar*npar); j++) result.FinalParameterCovarianceMatrix[j] = 0;
/* Transfer the covariance array */ /* Transfer the covariance array */
for (j = 0; j < nfree; j++) for (j = 0; j < nfree; j++)
{ {
for (i = 0; i < nfree; i++) for (i = 0; i < nfree; i++)
{ {
result.covar[ifree[j]*npar + ifree[i]] = fjac[j*ldfjac + i]; result.FinalParameterCovarianceMatrix[ifree[j]*npar + ifree[i]] = fjac[j*ldfjac + i];
} }
} }
} }
if (result.xerror != null) if (result.FinalparameterUncertainties != null)
{ {
for (j = 0; j < npar; j++) result.xerror[j] = 0; for (j = 0; j < npar; j++) result.FinalparameterUncertainties[j] = 0;
for (j = 0; j < nfree; j++) for (j = 0; j < nfree; j++)
{ {
double cc = fjac[j*ldfjac + j]; double cc = fjac[j*ldfjac + j];
if (cc > 0) if (cc > 0)
{ {
result.xerror[ifree[j]] = Math.Sqrt(cc); result.FinalparameterUncertainties[ifree[j]] = Math.Sqrt(cc);
} }
} }
} }
@ -1110,22 +1106,21 @@ namespace MathNet.Numerics.Optimization
if (result != null) if (result != null)
{ {
result.version = MPFIT_VERSION; result.BestNorm = mp_dmax1(fnorm, fnorm1);
result.bestnorm = mp_dmax1(fnorm, fnorm1); result.BestNorm *= result.BestNorm;
result.bestnorm *= result.bestnorm; result.OriginalNorm = orignorm;
result.orignorm = orignorm; result.Status = info;
result.status = info; result.Iterations = iter;
result.niter = iter; result.Evaluations = nfev;
result.nfev = nfev; result.ParameterCount = npar;
result.npar = npar; result.FreeParameterCount = nfree;
result.nfree = nfree; result.PeggedParameterCount = npegged;
result.npegged = npegged; result.ResidualCount = m;
result.nfunc = m;
/* Copy residuals if requested */ /* Copy residuals if requested */
if (result.resid != null) if (result.FinalResiduals != null)
{ {
for (j = 0; j < m; j++) result.resid[j] = fvec[j]; for (j = 0; j < m; j++) result.FinalResiduals[j] = fvec[j];
} }
} }
@ -2428,15 +2423,6 @@ namespace MathNet.Numerics.Optimization
* form the inverse of r in the full upper triangle of r. * form the inverse of r in the full upper triangle of r.
*/ */
#if IF0
for (j=0; j<n; j++) {
for (i=0; i<n; i++) {
Console.Write("{0} ", r[j*ldr+i]);
}
Console.Write("\n");
}
#endif
tolr = tol*Math.Abs(r[0]); tolr = tol*Math.Abs(r[0]);
l = -1; l = -1;
for (k = 0; k < n; k++) for (k = 0; k < n; k++)
@ -2526,15 +2512,6 @@ namespace MathNet.Numerics.Optimization
r[j0 + j] = wa[j]; r[j0 + j] = wa[j];
} }
#if IF0
for (j=0; j<n; j++) {
for (i=0; i<n; i++) {
Console.Write("%f ", r[j*ldr+i]);
}
Console.Write("\n");
}
#endif
return 0; return 0;
} }

13
src/Numerics/Optimization/MpConfig.cs
View File

@ -59,7 +59,7 @@ namespace MathNet.Numerics.Optimization
/// <summary>Initial step bound</summary> /// <summary>Initial step bound</summary>
public double stepfactor; public double stepfactor;
/// <summary>Range tolerance for covariance calcu</summary> /// <summary>Range tolerance for covariance</summary>
public double covtol; public double covtol;
/// <summary> /// <summary>
@ -68,10 +68,10 @@ namespace MathNet.Numerics.Optimization
/// errors/covariances are estimated based on input /// errors/covariances are estimated based on input
/// parameter values, but no fitting iterations are done. /// parameter values, but no fitting iterations are done.
/// </summary> /// </summary>
public int maxiter; public int MaxIterations;
/// <summary>Maximum number of function evaluations</summary> /// <summary>Maximum number of function evaluations</summary>
public int maxfev; public int MaxEvaluations;
/// <summary></summary> /// <summary></summary>
public int nprint; public int nprint;
@ -81,16 +81,13 @@ namespace MathNet.Numerics.Optimization
/// 1 = yes, user scale values in diag; /// 1 = yes, user scale values in diag;
/// 0 = no, variables scaled internally /// 0 = no, variables scaled internally
/// </summary> /// </summary>
public int douserscale; public int DoUserScale;
/// <summary> /// <summary>
/// Disable check for infinite quantities from user? /// Disable check for infinite quantities from user?
/// 0 = do not perform check /// 0 = do not perform check
/// 1 = perform check /// 1 = perform check
/// </summary> /// </summary>
public int nofinitecheck; public int NoFiniteCheck;
// /// <summary>Placeholder pointer - must set to 0</summary>
//mp_iterproc iterproc;
} }
} }

29
src/Numerics/Optimization/MpResult.cs
View File

@ -48,47 +48,44 @@ namespace MathNet.Numerics.Optimization
public class MpResult public class MpResult
{ {
/// <summary>Final chi^2</summary> /// <summary>Final chi^2</summary>
public double bestnorm; public double BestNorm;
/// <summary>Starting value of chi^2</summary> /// <summary>Starting value of chi^2</summary>
public double orignorm; public double OriginalNorm;
/// <summary>Number of iterations</summary> /// <summary>Number of iterations</summary>
public int niter; public int Iterations;
/// <summary>Number of function evaluations</summary> /// <summary>Number of function evaluations</summary>
public int nfev; public int Evaluations;
/// <summary>Fitting status code</summary> /// <summary>Fitting status code</summary>
public int status; public int Status;
/// <summary>Total number of parameters</summary> /// <summary>Total number of parameters</summary>
public int npar; public int ParameterCount;
/// <summary>Number of free parameters</summary> /// <summary>Number of free parameters</summary>
public int nfree; public int FreeParameterCount;
/// <summary>Number of pegged parameters</summary> /// <summary>Number of pegged parameters</summary>
public int npegged; public int PeggedParameterCount;
/// <summary>Number of residuals (= num. of data points)</summary> /// <summary>Number of residuals (= num. of data points)</summary>
public int nfunc; public int ResidualCount;
/// <summary>Final residuals nfunc-vector, or 0 if not desired</summary> /// <summary>Final residuals nfunc-vector, or 0 if not desired</summary>
public double[] resid; public double[] FinalResiduals;
/// <summary>Final parameter uncertainties (1-sigma) npar-vector, or 0 if not desired</summary> /// <summary>Final parameter uncertainties (1-sigma) npar-vector, or 0 if not desired</summary>
public double[] xerror; public double[] FinalparameterUncertainties;
/// <summary>Final parameter covariance matrix npar x npar array, or 0 if not desired</summary> /// <summary>Final parameter covariance matrix npar x npar array, or 0 if not desired</summary>
public double[] covar; public double[] FinalParameterCovarianceMatrix;
/// <summary>MPFIT version string</summary>
public string version;
public MpResult(int numParameters) public MpResult(int numParameters)
{ {
xerror = new double[numParameters]; FinalparameterUncertainties = new double[numParameters];
} }
} }
} }

20
src/UnitTests/OptimizationTests/TestMPFit.cs
View File

@ -331,27 +331,27 @@ namespace MathNet.Numerics.UnitTests.OptimizationTests
if (x == null) return; if (x == null) return;
Console.Write(" CHI-SQUARE = {0} ({1} DOF)\n", Console.Write(" CHI-SQUARE = {0} ({1} DOF)\n",
result.bestnorm, result.nfunc - result.nfree); result.BestNorm, result.ResidualCount - result.FreeParameterCount);
Console.Write(" NPAR = {0}\n", result.npar); Console.Write(" NPAR = {0}\n", result.ParameterCount);
Console.Write(" NFREE = {0}\n", result.nfree); Console.Write(" NFREE = {0}\n", result.FreeParameterCount);
Console.Write(" NPEGGED = {0}\n", result.npegged); Console.Write(" NPEGGED = {0}\n", result.PeggedParameterCount);
Console.Write(" NITER = {0}\n", result.niter); Console.Write(" NITER = {0}\n", result.Iterations);
Console.Write(" NFEV = {0}\n", result.nfev); Console.Write(" NFEV = {0}\n", result.Evaluations);
Console.Write("\n"); Console.Write("\n");
if (xact != null) if (xact != null)
{ {
for (i = 0; i < result.npar; i++) for (i = 0; i < result.ParameterCount; i++)
{ {
Console.Write(" P[{0}] = {1} +/- {2} (ACTUAL {3})\n", Console.Write(" P[{0}] = {1} +/- {2} (ACTUAL {3})\n",
i, x[i], result.xerror[i], xact[i]); i, x[i], result.FinalparameterUncertainties[i], xact[i]);
} }
} }
else else
{ {
for (i = 0; i < result.npar; i++) for (i = 0; i < result.ParameterCount; i++)
{ {
Console.Write(" P[{0}] = {1} +/- {2}\n", Console.Write(" P[{0}] = {1} +/- {2}\n",
i, x[i], result.xerror[i]); i, x[i], result.FinalparameterUncertainties[i]);
} }
} }
} }

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