Changeset 2202 for trunk/psLib/src/math/psMinimize.c

Timestamp:

Oct 26, 2004, 1:14:04 PM (22 years ago)

Author:

gusciora

Message:

Modified the prototype for the LM minimization routines.

File:

• trunk/psLib/src/math/psMinimize.c (modified) (3 diffs)

trunk/psLib/src/math/psMinimize.c

@@ -9 +9 @@
  *  @author GLF, MHPCC
  *
- *  @version $Revision: 1.59 $ $Name: not supported by cvs2svn $
- *  @date $Date: 2004-10-26 21:24:42 $
+ *  @version $Revision: 1.60 $ $Name: not supported by cvs2svn $
+ *  @date $Date: 2004-10-26 23:14:04 $
  *
  *  Copyright 2004 Maui High Performance Computing Center, University of Hawaii
@@ -393 +393 @@
 
 /******************************************************************************
-psMinimizeLMChi2():  This routine will take an procedure which calculates an
-arbitrary function and it's derivative and minimize the chi-squared match
+psMinimizeLMChi2():  This routine will take an procedure which calculates
+an arbitrary function and it's derivative and minimize the chi-squared match
 between that function at the specified coords and the specified value at
 those coords.
@@ -417 +417 @@
  *****************************************************************************/
 bool psMinimizeLMChi2(psMinimization *min,
+                      psImage *covar,
                       psVector *params,
                       const psVector *paramMask,
-                      psImage *covar,
-                      const psArray *coords,
-                      const psVector *value,
+                      const psArray *x,
+                      const psVector *y,
+                      const psVector *yErr,
                       psMinimizeLMChi2Func func)
-{
-    PS_CHECK_NULL_PTR_RETURN_NULL(min);
-    PS_CHECK_NULL_VECTOR_RETURN_NULL(params);
-    PS_CHECK_EMPTY_VECTOR_RETURN_NULL(params);
-    PS_CHECK_NULL_PTR_RETURN_NULL(coords);
-    PS_CHECK_NULL_VECTOR_RETURN_NULL(value);
-    PS_CHECK_EMPTY_VECTOR_RETURN_NULL(value);
-    if (paramMask != NULL) {
-        PS_CHECK_VECTOR_SIZE_EQUAL_RETURN_NULL(params, paramMask);
-    }
-    psTrace(".psLib.dataManip.psMinimizeLMChi2", 4,
-            "---- psMinimizeLMChi2() begin ----\n");
-    int numData = value->n;
-    int numParams = params->n;
-    int i;
-    int j;
-    int k;
-    int l;
-    int n;
-    int p;
-    psVector *beta = psVectorAlloc(numParams, PS_TYPE_F64);
-    psVector *perm = psVectorAlloc(numParams, PS_TYPE_F64);
-
-    psVector *paramDeltasF64 = psVectorAlloc(numParams, PS_TYPE_F64);
-    psVector *origParams = psVectorAlloc(numParams, PS_TYPE_F32);
-    psVector *newParams = psVectorAlloc(numParams, PS_TYPE_F32);
-
-    psImage *alpha = psImageAlloc(numParams, numParams, PS_TYPE_F32);
-    psImage *A = psImageAlloc(numParams, numParams, PS_TYPE_F64);
-    psImage *aOut = psImageAlloc(numParams, numParams, PS_TYPE_F64);
-
-    psVector **deriv = (psVector **) psAlloc(numData * sizeof(psVector *));
-    for (i=0;i<numData;i++) {
-        deriv[i] = psVectorAlloc(numParams, PS_TYPE_F32);
-    }
-
-    psVector *currValueVec = psVectorAlloc(value->n, PS_TYPE_F32);
-    psVector *newValueVec = psVectorAlloc(value->n, PS_TYPE_F32);
-
-    float currChi2 = 0.0;
-    float newChi2 = 0.0;
-    float lamda = 0.00005;
-
-    psTrace(".psLib.dataManip.psMinimizeLMChi2", 6,
-            "min->maxIter is %d\n", min->maxIter);
-    psTrace(".psLib.dataManip.psMinimizeLMChi2", 6,
-            "min->tol is %f\n", min->tol);
-
-    for (p=0;p<numParams;p++) {
-        origParams->data.F32[p] = params->data.F32[p];
-    }
-
-    min->lastDelta = HUGE;
-    min->iter = 0;
-
-    while ((min->lastDelta > min->tol) && (min->iter < min->maxIter)) {
-        psTrace(".psLib.dataManip.psMinimizeLMChi2", 4,
-                "------------------------------------------------------\n");
-        psTrace(".psLib.dataManip.psMinimizeLMChi2", 4,
-                "Iteration %d.  Delta is %f\n", min->iter, min->lastDelta);
-
-        //
-        // Calculate the current values and chi-squared of the function.
-        //
-        currChi2 = 0.0;
-        for (n=0;n<numData;n++) {
-            currValueVec->data.F32[n] = func(deriv[n],
-                                             params,
-                                             (psVector *) coords->data[n]);
-            currChi2+= (currValueVec->data.F32[n] * currValueVec->data.F32[n]);
-        }
-
-        for (p=0;p<numParams;p++) {
-            psTrace(".psLib.dataManip.psMinimizeLMChi2", 6,
-                    "params->data.F32[%d] is %f.\n", p, params->data.F32[p]);
-        }
-        psTrace(".psLib.dataManip.psMinimizeLMChi2", 6,
-                "Current chi-squared is (%f)\n", currChi2);
-
-        //
-        // Mask elements of the derivative for each data point.
-        //
-        for (p=0;p<numParams;p++) {
-            if ((paramMask != NULL) && (paramMask->data.U8[p] != 0)) {
-                for (n=0;n<numData;n++) {
-                    (deriv[n])->data.F32[p] = 0.0;
-                }
-            }
-        }
-
-        //
-        // Calculate the BETA vector.
-        //
-        for (p=0;p<numParams;p++) {
-            beta->data.F64[p] = 0.0;
-            for (n=0;n<numData;n++) {
-                (beta->data.F64[p])+=
-                    (value->data.F32[n] - currValueVec->data.F32[n]) *
-                    (deriv[n])->data.F32[p];
-            }
-            // XXX: multiple by -1 here?
-            (beta->data.F64[p])*= -1.0;
-            psTrace(".psLib.dataManip.psMinimizeLMChi2", 6,
-                    "beta->data.F64[%d] is %f.\n", p, beta->data.F64[p]);
-        }
-
-        //
-        // Calculate the ALPHA matrix.
-        //
-        for (k=0;k<numParams;k++) {
-            for (l=0;l<numParams;l++) {
-                alpha->data.F32[k][l] = 0.0;
-                for (n=0;n<numData;n++) {
-                    alpha->data.F32[k][l]+= (deriv[n])->data.F32[k] *
-                                            (deriv[n])->data.F32[l];
-                }
-            }
-        }
-
-        //
-        // Calculate the matrix A.
-        //
-        for (j=0;j<numParams;j++) {
-            for (k=0;k<numParams;k++) {
-                if (j == k) {
-                    A->data.F64[j][k] =
-                        (double) ((1.0 + lamda) * alpha->data.F32[j][k]);
-                } else {
-                    A->data.F64[j][k] = (double) alpha->data.F32[j][k];
-                }
-            }
-        }
-        for (j=0;j<numParams;j++) {
-            psTrace(".psLib.dataManip.psMinimizeLMChi2", 6, "Matrix A[][]:\n");
-            for (k=0;k<numParams;k++) {
-                psTrace(".psLib.dataManip.psMinimizeLMChi2", 6, "%f ", A->data.F64[j][k]);
-            }
-            psTrace(".psLib.dataManip.psMinimizeLMChi2", 6, "Matrix A[][]:\n");
-        }
-
-        //
-        // Solve A * alpha = Beta
-        //
-        aOut = psMatrixLUD(aOut, perm, A);
-        paramDeltasF64 = psMatrixLUSolve(paramDeltasF64, aOut, beta, perm);
-
-        //
-        // Mask any masked parameters.
-        //
-        for (i=0;i<numParams;i++) {
-            psTrace(".psLib.dataManip.psMinimizeLMChi2", 6,
-                    "paramDeltasF64->data.F64[%d] is %f.\n", i, paramDeltasF64->data.F64[i]);
-            if ((paramMask != NULL) && (paramMask->data.U8[i] != 0)) {
-                newParams->data.F32[i] = origParams->data.F32[i];
-            } else {
-                newParams->data.F32[i] = params->data.F32[i] -
-                                         (float) paramDeltasF64->data.F64[i];
-            }
-        }
-
-        psTrace(".psLib.dataManip.psMinimizeLMChi2", 6,
-                "Calling func() with new parameters:\n");
-        for (i=0;i<numParams;i++) {
-            psTrace(".psLib.dataManip.psMinimizeLMChi2", 6,
-                    "newParams->data.F32[%d] is %f.\n", i, newParams->data.F32[i]);
-        }
-
-
-        //
-        // Calculate new function values.
-        //
-        newChi2 = 0.0;
-        for (n=0;n<numData;n++) {
-            newValueVec->data.F32[n] = func(deriv[n], newParams,
-                                            (psVector *) coords->data[n]);
-            newChi2+= (newValueVec->data.F32[n] * newValueVec->data.F32[n]);
-        }
-        psTrace(".psLib.dataManip.psMinimizeLMChi2", 4,
-                "old/new chi-squareds are (%f, %f)\n", currChi2, newChi2);
-
-        //
-        // If the new chi-squared is lower, then keep it.
-        //
-        if (currChi2 > newChi2) {
-            min->lastDelta = currChi2 - newChi2;
-            min->value = newChi2;
-
-            // We already masked params.
-            for (i=0;i<numParams;i++) {
-                params->data.F32[i] = (float) newParams->data.F32[i];
-            }
-            lamda*= 0.1;
-        } else {
-            lamda*= 10.0;
-        }
-        psTrace(".psLib.dataManip.psMinimizeLMChi2", 4,
-                "lamda is %f\n", lamda);
-        min->iter++;
-    }
-    psFree(beta);
-    psFree(perm);
-    psFree(paramDeltasF64);
-    psFree(origParams);
-    psFree(newParams);
-    psFree(alpha);
-    psFree(A);
-    psFree(aOut);
-    for (i=0;i<numData;i++) {
-        psFree(deriv[i]);
-    }
-    psFree(deriv);
-    psFree(currValueVec);
-    psFree(newValueVec);
-
-    if ((min->iter < min->maxIter) ||
-            (min->lastDelta <= min->tol)) {
-        return(true);
-    }
-
-    psTrace(".psLib.dataManip.psMinimizeLMChi2", 4,
-            "---- psMinimizeLMChi2() end (false) ----\n");
-    return(false);
-}
-
-/******************************************************************************
-psMyMinimizeLMChi2():  This routine will take an procedure which calculates
-an arbitrary function and it's derivative and minimize the chi-squared match
-between that function at the specified coords and the specified value at
-those coords.
- 
-XXX: Do this:
- After checking that all entries in the paramMask are 1 or 0, when
- forming the A matrix from alpha, try this:
- 
-     A[i][i] = (1 + lambda*paramask[i]) * alpha[i][i];
- 
-XXX: This is very different from what is specified in the SDR.  Must
-coordinate with IfA on new SDR.
- 
-XXX: Do vector/image recycles.
- 
-XXX: probably yErr will be part of the SDR.
- 
-XXX: This must work for both F32 and F64.  F32 is currently implemented.
-     Note: since the LUD routines are only implemented in F64, then we
-     will have to convert all F32 input vectors to F64 regardless.  So,
-     the F64 port might be.
- *****************************************************************************/
-bool psMyMinimizeLMChi2(psMinimization *min,
-                        psImage *covar,
-                        psVector *params,
-                        const psVector *paramMask,
-                        const psArray *x,
-                        const psVector *y,
-                        const psVector *yErr,
-                        psMyMinimizeLMChi2Func func)
 {
     PS_CHECK_NULL_PTR_RETURN_NULL(min);