casacore
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Solve non-linear fit with Levenberg-Marquardt method. More...
#include <NonLinearFitLM.h>
Public Member Functions | |
NonLinearFitLM (Bool svd=False) | |
Create a fitter: the normal way to generate a fitter object. More... | |
NonLinearFitLM (const NonLinearFitLM &other) | |
Copy constructor (deep copy) More... | |
NonLinearFitLM & | operator= (const NonLinearFitLM &other) |
Assignment (deep copy) More... | |
virtual | ~NonLinearFitLM () |
Destructor. More... | |
Public Member Functions inherited from casacore::NonLinearFit< T > | |
NonLinearFit (Bool svd=False) | |
Create a fitter: the normal way to generate a fitter object. More... | |
NonLinearFit (const NonLinearFit &other) | |
Copy constructor (deep copy) More... | |
NonLinearFit & | operator= (const NonLinearFit &other) |
Assignment (deep copy) More... | |
virtual | ~NonLinearFit () |
Destructor. More... | |
void | setMaxIter (uInt maxIter=MAXITER) |
setMaxIter() sets the maximum number of iterations to do before stopping. More... | |
uInt | getMaxIter () const |
getMaxIter() queries what the maximum number of iterations currently is More... | |
uInt | currentIteration () const |
currentIteration() queries what the current iteration is More... | |
void | setCriteria (const Double criteria=CRITERIUM) |
setCriteria() sets the convergence criteria. More... | |
Double | getCriteria () const |
getCriteria() queries the current criteria More... | |
Bool | converged () const |
Check to see if the fit has converged. 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 () |
Private Attributes | |
Double | lamda_p |
The parameter that makes this the Levenberg-Marquardt method. More... | |
Double | fitit_p |
The current fit state. More... | |
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::NonLinearFit< T > | |
static const uInt | MAXITER |
Default maximum number of iterations (30) More... | |
static const Double | CRITERIUM |
Default convergence criterium (0.001) 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::NonLinearFit< T > | |
uInt | maxiter_p |
Maximum number of iterations. More... | |
uInt | curiter_p |
Current iteration number. More... | |
Double | criterium_p |
Convergence criteria. More... | |
Bool | converge_p |
Has fit converged. More... | |
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 |
Solve non-linear fit with Levenberg-Marquardt method.
This class uses the Levenberg-Marquardt method to solve the non-linear least-squares fit problem hence NonLinearFitLM
NOTE: Constraints added. Documentation out of date at moment, check the tLinearFitSVD and tNonLinearFirLM programs for examples.
See the NonLinearFit class for a general description.
This class is derived from the general NonLinearFit class. It does a non-linear least-squares fit using the Levenberg-Marquardt method.
See Numerical Recipes for more information on the Levenberg-Marquardt method.
Levenberg-Marquardt method is a standard method for non-linear least-squares fits. It works well in practice over a wide range of problems.
Definition at line 87 of file NonLinearFitLM.h.
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explicit |
Create a fitter: the normal way to generate a fitter object.
Necessary data will be deduced from the Functional provided with setFunction()
. Optionally, a fitter with SVD behaviour
casacore::NonLinearFitLM< T >::NonLinearFitLM | ( | const NonLinearFitLM< T > & | other | ) |
Copy constructor (deep copy)
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virtual |
Destructor.
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protectedvirtual |
Generalised fitter.
Implements casacore::NonLinearFit< T >.
NonLinearFitLM& casacore::NonLinearFitLM< T >::operator= | ( | const NonLinearFitLM< T > & | other | ) |
Assignment (deep copy)
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private |
The current fit state.
Definition at line 119 of file NonLinearFitLM.h.
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private |
The parameter that makes this the Levenberg-Marquardt method.
Definition at line 117 of file NonLinearFitLM.h.