casacore
Public Member Functions | Protected Member Functions | Private Attributes | List of all members
casacore::NonLinearFitLM< T > Class Template Reference

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...
 
NonLinearFitLMoperator= (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...
 
NonLinearFitoperator= (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...
 
GenericL2Fitoperator= (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< DoublecompuCovariance ()
 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...
 

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...
 

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 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...
 
- 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...
 

Detailed Description

template<class T>
class casacore::NonLinearFitLM< T >

Solve non-linear fit with Levenberg-Marquardt method.

Review Status

Reviewed By:
wbrouw
Date Reviewed:
2004/06/15
Test programs:
tNonLinearFitLM

Prerequisite

Etymology

This class uses the Levenberg-Marquardt method to solve the non-linear least-squares fit problem hence NonLinearFitLM

Synopsis

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.

Template Type Argument Requirements (T)

Motivation

Levenberg-Marquardt method is a standard method for non-linear least-squares fits. It works well in practice over a wide range of problems.

Example

Definition at line 87 of file NonLinearFitLM.h.

Constructor & Destructor Documentation

◆ NonLinearFitLM() [1/2]

template<class T >
casacore::NonLinearFitLM< T >::NonLinearFitLM ( Bool  svd = False)
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

◆ NonLinearFitLM() [2/2]

template<class T >
casacore::NonLinearFitLM< T >::NonLinearFitLM ( const NonLinearFitLM< T > &  other)

Copy constructor (deep copy)

◆ ~NonLinearFitLM()

template<class T >
virtual casacore::NonLinearFitLM< T >::~NonLinearFitLM ( )
virtual

Destructor.

Member Function Documentation

◆ fitIt()

template<class T >
virtual Bool casacore::NonLinearFitLM< T >::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 
)
protectedvirtual

Generalised fitter.

Implements casacore::NonLinearFit< T >.

◆ operator=()

template<class T >
NonLinearFitLM& casacore::NonLinearFitLM< T >::operator= ( const NonLinearFitLM< T > &  other)

Assignment (deep copy)

Member Data Documentation

◆ fitit_p

template<class T >
Double casacore::NonLinearFitLM< T >::fitit_p
private

The current fit state.

Definition at line 119 of file NonLinearFitLM.h.

◆ lamda_p

template<class T >
Double casacore::NonLinearFitLM< T >::lamda_p
private

The parameter that makes this the Levenberg-Marquardt method.


Definition at line 117 of file NonLinearFitLM.h.


The documentation for this class was generated from the following file: