/**
* Calculates covariance matrix for fitting function's active parameters.
* @param covar :: Output cavariance matrix.
* @param epsrel :: Tolerance.
*/
void CostFuncLeastSquares::calActiveCovarianceMatrix(GSLMatrix& covar, double epsrel)
{
UNUSED_ARG(epsrel);
if (m_hessian.isEmpty())
{
valDerivHessian();
}
covar = m_hessian;
covar.invert();
}
/**
* Calculates covariance matrix for fitting function's active parameters.
* @param covar :: Output cavariance matrix.
* @param epsrel :: Tolerance.
*/
void CostFuncLeastSquares::calActiveCovarianceMatrix(GSLMatrix &covar,
double epsrel) {
UNUSED_ARG(epsrel);
if (m_hessian.isEmpty()) {
valDerivHessian();
}
if (g_log.is(Kernel::Logger::Priority::PRIO_DEBUG)) {
std::ostringstream osHess;
osHess << "== Hessian (H) ==\n";
osHess << std::left << std::fixed;
for (size_t i = 0; i < m_hessian.size1(); ++i) {
for (size_t j = 0; j < m_hessian.size2(); ++j) {
osHess << std::setw(10);
osHess << m_hessian.get(i, j) << " ";
}
osHess << "\n";
}
g_log.debug() << osHess.str();
}
covar = m_hessian;
covar.invert();
if (g_log.is(Kernel::Logger::Priority::PRIO_DEBUG)) {
std::ostringstream osCovar;
osCovar << "== Covariance matrix (H^-1) ==\n";
osCovar << std::left << std::fixed;
for (size_t i = 0; i < covar.size1(); ++i) {
for (size_t j = 0; j < covar.size2(); ++j) {
osCovar << std::setw(10);
osCovar << covar.get(i, j) << " ";
}
osCovar << "\n";
}
g_log.debug() << osCovar.str();
}
}