Changeset 1454

Timestamp:

Aug 10, 2004, 1:06:11 PM (22 years ago)

Author:

Paul Price

Message:

Significant changes to minimization code: now use both LM and Powell.

File:

• trunk/archive/pslib/include/psMinimize.h (modified) (1 diff)

trunk/archive/pslib/include/psMinimize.h

@@ -12 +12 @@
  */
 
-/** Find the minimum of a particular non-linear function */
-psVector *
-psMinimize(psVector *restrict initialGuess, ///< Initial guess and answer
-           float (*myFunction)(const psVector *restrict, const psVector *restrict), ///< Function to minimize
-           float (*myFuncDeriv)(const psVector *restrict, const psVector *restrict), ///< Derivatives of function, or NULL
-           const psVector *restrict paramMask) ///< 1 = fit for parameter, 0 = hold parameter constant
-;
+
+/** Specification and return structure for a minimization */
+typedef struct {
+    const int maxIter;                  ///< Maximum number of iterations
+    const float tol;                    ///< Tolerance to reach
+    float value;                        ///< Value after minimization
+    int iter;                           ///< Actual number of iterations performed
+    float lastDelta;                    ///< Last change before quitting
+} psMinimization;
 
 
-/** Minimize chi^2 for input data */
-psVector *
-psMinimizeChi2(psVector *restrict initialGuess, ///< Initial guess and answer
-               float (*evalModel)(const psVector *restrict, const psVector *restrict), ///< Model to fit; (domain and params)
-               const psVector *restrict domain, ///< The domain values for the corresponding measurements
-               const psVector *restrict data, ///< Data to fit
-               const psVector *restrict errors, ///< Errors in the data
-               const psVector *restrict paramMask, ///< 1 = fit for parameter, 0 = hold parameter constant
-               float ChiSq)             ///< calculated chisq of fit
-;
+psMinimization *psMinimizationAlloc(int maxIter, ///< Maximum number of iterations
+                                    float tol ///< Tolerance to reach
+    );
+
+/** Function format for LM minimization: requires derivatives */
+typedef float (*psMinimizeLMFunc)(
+    psVector *deriv,                    ///< Derivatives to return
+    const psVector *params,             ///< Parameters for which to evaluate
+    const psArray *coords               ///< Array of vectors of coordinates at which to evaluate
+    );
+
+/** Minimize a function using the LM method: requires derivatives.  Returns false if there were errors. */
+bool
+psMinimizeLM(psMinimization *min,       ///< Minimization specification, and output
+             psMatrix *covar,           ///< Covariance matrix to return
+             psVector *params,          ///< Best guess input parameters, and output
+             const psVector *paramMask, ///< Parameter mask: 1 = fit for parameter, 0 = hold constant.
+             const psArray *coords,     ///< Coordinates at which to evaluate function
+             psMinimizeLMFunc func      ///< Function to minimize
+    );
+
+/** Pre-defined functions for LM minimization */
+psMinimizeLMFunc psMinimizeLMChi2Gauss1D;
+psMinimizeLMFunc psMinimizeLMChi2Gauss2D;
+
+/** Function format for Powell minimization: does not require derivatives */
+typedef float (*psMinimizePowellFunc)(
+    const psVector *params,             ///< Parameters for which to evaluate
+    const psArray *coords               ///< Array of vectors of coordinates at which to evaluate
+    );
+
+/** Minimize a function using Powell: doesn't require derivatives.  Returns false if there were errors. */
+bool
+psMinimizePowell(psMinimization *min,   ///< Minimization specification, and output
+                 psVector *params,      ///< Best guess input parameters, and output
+                 const psVector *paramMask, ///< Parameter mask: 1 = fit for parameter, 0 = hold constant.
+                 const psArray *coords, ///< Coordinates at which to evaluate function
+                 psMinimizePowellFunc func ///< Function to minimize
+    );
+
+/** Model function format for Powell Chi2 minimization */
+typedef psVector* (*psMinimizeChi2PowellFunc)(
+    const psVector *params,             ///< Parameters for which to evaluate
+    const psArray *coords               ///< Array of vectors of coordinates at which to evaluate
+    );
+
+/** Minimize Chi^2 for a data set given a model: using Powell method.  Returns false if there were errors. */
+bool
+psMinimizeChi2Powell(psMinimization *min,       ///< Minimization specification, and output
+                     psVector *params,  ///< Best guess input parameters, and output
+                     const psVector *paramMask, ///< Parameter mask: 1 = fit for parameter, 0 = hold constant.
+                     const psArray *coords, ///< Coordinates at which to evaluate function
+                     const psVector *value, ///< Measured values at coordinates
+                     const psVector *error, ///< Errors in measured values at coordinates
+                     psMinimizePowellChi2Func model ///< Model to fit
+    );
+
+/************************************************************************************************************/
 
 /** Derive a polynomial fit by chi^2 minimisation --- can be done analytically */