static void SplineData_Destroy(SplineData *splinedata)
{
  if(!splinedata) return;
  if(splinedata->bwx) gsl_bspline_free(splinedata->bwx);
  if(splinedata->bwy) gsl_bspline_free(splinedata->bwy);
  XLALFree(splinedata);
}
gsl_bspline_workspace *
gsl_bspline_alloc(const size_t k, const size_t nbreak)
{
  if (k == 0)
    {
      GSL_ERROR_NULL("k must be at least 1", GSL_EINVAL);
    }
  else if (nbreak < 2)
    {
      GSL_ERROR_NULL("nbreak must be at least 2", GSL_EINVAL);
    }
  else
    {
      gsl_bspline_workspace *w;

      w = (gsl_bspline_workspace *)
          calloc(1, sizeof(gsl_bspline_workspace));
      if (w == 0)
        {
          GSL_ERROR_NULL("failed to allocate space for workspace", GSL_ENOMEM);
        }

      w->k = k;
      w->km1 = k - 1;
      w->nbreak = nbreak;
      w->l = nbreak - 1;
      w->n = w->l + k - 1;

      w->knots = gsl_vector_alloc(w->n + k);
      if (w->knots == 0)
        {
          gsl_bspline_free(w);
          GSL_ERROR_NULL("failed to allocate space for knots vector", GSL_ENOMEM);
        }

      w->deltal = gsl_vector_alloc(k);
      w->deltar = gsl_vector_alloc(k);
      if (!w->deltal || !w->deltar)
        {
          gsl_bspline_free(w);
          GSL_ERROR_NULL("failed to allocate space for delta vectors", GSL_ENOMEM);
        }

      w->B = gsl_vector_alloc(k);
      if (w->B == 0)
        {
          gsl_bspline_free(w);
          GSL_ERROR_NULL("failed to allocate space for temporary spline vector", GSL_ENOMEM);
        }

      return (w);
    }
} /* gsl_bspline_alloc() */
Example #3
0
int
main (int argc, char **argv)
{
  int status = 0;
  size_t order, breakpoints, i;

  gsl_ieee_env_setup ();

  argc = 0;                     /* prevent warnings about unused parameters */
  argv = 0;

  for (order = 1; order < 10; order++)
    {
      for (breakpoints = 2; breakpoints < 100; breakpoints++)
        {
          double a = -1.23 * order, b = 45.6 * order;
          gsl_bspline_workspace *bw = gsl_bspline_alloc (order, breakpoints);
          gsl_bspline_knots_uniform (a, b, bw);
          test_bspline (bw);
          gsl_bspline_free (bw);
        }
    }


  for (order = 1; order < 10; order++)
    {
      for (breakpoints = 2; breakpoints < 100; breakpoints++)
        {
          double a = -1.23 * order, b = 45.6 * order;
          gsl_bspline_workspace *bw = gsl_bspline_alloc (order, breakpoints);
          gsl_vector *k = gsl_vector_alloc (breakpoints);
          for (i = 0; i < breakpoints; i++)
            {
              double f, x;
              f = sqrt (i / (breakpoints - 1.0));
              x = (1 - f) * a + f * b;
              gsl_vector_set (k, i, x);
            };
          gsl_bspline_knots (k, bw);
          test_bspline (bw);
          gsl_vector_free (k);
          gsl_bspline_free (bw);
        }
    }

  exit (gsl_test_summary ());
}
int gsl_bspline_deriv(double *x,
                      int *n,
                      int *degree,
                      int *nbreak,
                      int *order,
											int *order_max, 
                      double *x_min,
                      double *x_max,
                      double *quantile_vector,
                      int *knots_int,
                      double *Bx)
{

  int k = *degree + 1; /* k in gsl */
  int ncoeffs;
  size_t i, j;

  gsl_bspline_workspace *bw = gsl_bspline_alloc(k, *nbreak);
  ncoeffs = (int)gsl_bspline_ncoeffs(bw);
  gsl_vector *dBorder = gsl_vector_alloc(ncoeffs);
  gsl_bspline_deriv_workspace *derivWS = gsl_bspline_deriv_alloc(k);
	gsl_matrix *dB = gsl_matrix_alloc(ncoeffs, *order_max+1);

	gsl_vector *quantile_vec = gsl_vector_alloc(*nbreak);

	/* 7/12/10 added support for quantile knots */

	if(*knots_int == 0) {
			gsl_bspline_knots_uniform(*x_min, *x_max, bw);
	} else {
			for(i = 0; i < *nbreak; i++) gsl_vector_set(quantile_vec, i, quantile_vector[i]);
			gsl_bspline_knots(quantile_vec, bw);
	}

	for (i = 0; i < *n; ++i)
	{

			/* compute B_j(xi) for all j */
			gsl_bspline_deriv_eval(x[i], order[i], dB, bw, derivWS);

			/* fill in row i of Bx */
			gsl_matrix_get_col(dBorder, dB, order[i]);

			for (j = 0; j < ncoeffs; ++j)
			{
					double Bj = gsl_vector_get(dBorder, j);
					Bx[i*ncoeffs+j] = Bj;
			}
	}

	gsl_bspline_free(bw);
	gsl_vector_free(dBorder);
	gsl_matrix_free(dB);
	/*  gsl_vector_free(quantile_vec);*/
	gsl_bspline_deriv_free(derivWS);

	return(0);

} /* main() */
 TransformationModelBSpline::~TransformationModelBSpline()
 {
   gsl_bspline_free(workspace_);
   gsl_vector_free(bsplines_);
   gsl_vector_free(coeffs_);
   gsl_matrix_free(cov_);
   gsl_vector_free(x_);
   gsl_vector_free(y_);
   gsl_vector_free(w_);
 }
int gsl_bspline(double *x,
                int *n,
                int *degree,
                int *nbreak,
                double *x_min,
                double *x_max,
                double *quantile_vector,
                int *knots_int,
                double *Bx)
{

  int k = *degree + 1; /* k in gsl */
  int ncoeffs;
  int i, j;

  gsl_bspline_workspace *bw = gsl_bspline_alloc(k, *nbreak);
  ncoeffs = (int)gsl_bspline_ncoeffs(bw);  /* *nbreak+k-2 */
  gsl_vector *B = gsl_vector_alloc(ncoeffs);
  gsl_vector *quantile_vec = gsl_vector_alloc(*nbreak);

  /* 7/12/10 added support for quantile knots */

  if(*knots_int == 0) {
    gsl_bspline_knots_uniform(*x_min, *x_max, bw);
  } else {
    for(i = 0; i < *nbreak; i++) gsl_vector_set(quantile_vec, i, quantile_vector[i]);
    gsl_bspline_knots(quantile_vec, bw);
  }

  for (i = 0; i < *n; ++i)
    {

      /* compute B_j(xi) for all j */
      gsl_bspline_eval(x[i], B, bw);
      
      /* fill in row i of Bx */
      for (j = 0; j < ncoeffs; ++j)
        {
          double Bj = gsl_vector_get(B, j);
          Bx[i*ncoeffs+j] = Bj; /* Bx:*n-by-(*nbreak+*degree-1) */
        }
    }
  
  gsl_bspline_free(bw);
  gsl_vector_free(B);
  gsl_vector_free(quantile_vec);

  return(0);

} /* main() */
Example #7
0
int
main (void)
{
  const size_t n = N;
  const size_t ncoeffs = NCOEFFS;
  const size_t nbreak = NBREAK;
  size_t i, j;
  gsl_bspline_workspace *bw;
  gsl_vector *B;
  double dy;
  gsl_rng *r;
  gsl_vector *c, *w;
  gsl_vector *x, *y;
  gsl_matrix *X, *cov;
  gsl_multifit_linear_workspace *mw;
  double chisq;
  double Rsq;
  double dof;

  gsl_rng_env_setup();
  r = gsl_rng_alloc(gsl_rng_default);

  /* allocate a cubic bspline workspace (k = 4) */
  bw = gsl_bspline_alloc(4, nbreak);
  B = gsl_vector_alloc(ncoeffs);

  x = gsl_vector_alloc(n);
  y = gsl_vector_alloc(n);
  X = gsl_matrix_alloc(n, ncoeffs);
  c = gsl_vector_alloc(ncoeffs);
  w = gsl_vector_alloc(n);
  cov = gsl_matrix_alloc(ncoeffs, ncoeffs);
  mw = gsl_multifit_linear_alloc(n, ncoeffs);

  printf("#m=0,S=0\n");
  /* this is the data to be fitted */
  for (i = 0; i < n; ++i)
    {
      double sigma;
      double xi = (15.0 / (N - 1)) * i;
      double yi = cos(xi) * exp(-0.1 * xi);

      sigma = 0.1 * yi;
      dy = gsl_ran_gaussian(r, sigma);
      yi += dy;

      gsl_vector_set(x, i, xi);
      gsl_vector_set(y, i, yi);
      gsl_vector_set(w, i, 1.0 / (sigma * sigma));

      printf("%f %f\n", xi, yi);
    }

  /* use uniform breakpoints on [0, 15] */
  gsl_bspline_knots_uniform(0.0, 15.0, bw);

  /* construct the fit matrix X */
  for (i = 0; i < n; ++i)
    {
      double xi = gsl_vector_get(x, i);

      /* compute B_j(xi) for all j */
      gsl_bspline_eval(xi, B, bw);

      /* fill in row i of X */
      for (j = 0; j < ncoeffs; ++j)
        {
          double Bj = gsl_vector_get(B, j);
          gsl_matrix_set(X, i, j, Bj);
        }
    }

  /* do the fit */
  gsl_multifit_wlinear(X, w, y, c, cov, &chisq, mw);

  dof = n - ncoeffs;
  Rsq = 1.0 - chisq / gsl_stats_wtss(w->data, 1, y->data, 1, y->size);

  fprintf(stderr, "chisq/dof = %e, Rsq = %f\n", chisq / dof, Rsq);

  /* output the smoothed curve */
  {
    double xi, yi, yerr;

    printf("#m=1,S=0\n");
    for (xi = 0.0; xi < 15.0; xi += 0.1)
      {
        gsl_bspline_eval(xi, B, bw);
        gsl_multifit_linear_est(B, c, cov, &yi, &yerr);
        printf("%f %f\n", xi, yi);
      }
  }

  gsl_rng_free(r);
  gsl_bspline_free(bw);
  gsl_vector_free(B);
  gsl_vector_free(x);
  gsl_vector_free(y);
  gsl_matrix_free(X);
  gsl_vector_free(c);
  gsl_vector_free(w);
  gsl_matrix_free(cov);
  gsl_multifit_linear_free(mw);

  return 0;
} /* main() */
Example #8
0
/** Executes the algorithm
 *
 */
void SplineBackground::exec()
{

  API::MatrixWorkspace_sptr inWS = getProperty("InputWorkspace");
  int spec = getProperty("WorkspaceIndex");

  if (spec > static_cast<int>(inWS->getNumberHistograms()))
    throw std::out_of_range("WorkspaceIndex is out of range.");

  const MantidVec& X = inWS->readX(spec);
  const MantidVec& Y = inWS->readY(spec);
  const MantidVec& E = inWS->readE(spec);
  const bool isHistogram = inWS->isHistogramData();

  const int ncoeffs = getProperty("NCoeff");
  const int k = 4; // order of the spline + 1 (cubic)
  const int nbreak = ncoeffs - (k - 2);

  if (nbreak <= 0)
    throw std::out_of_range("Too low NCoeff");

  gsl_bspline_workspace *bw;
  gsl_vector *B;

  gsl_vector *c, *w, *x, *y;
  gsl_matrix *Z, *cov;
  gsl_multifit_linear_workspace *mw;
  double chisq;

  int n = static_cast<int>(Y.size());
  bool isMasked = inWS->hasMaskedBins(spec);
  std::vector<int> masked(Y.size());
  if (isMasked)
  {
    for(API::MatrixWorkspace::MaskList::const_iterator it=inWS->maskedBins(spec).begin();it!=inWS->maskedBins(spec).end();++it)
      masked[it->first] = 1;
    n -= static_cast<int>(inWS->maskedBins(spec).size());
  }

  if (n < ncoeffs)
  {
    g_log.error("Too many basis functions (NCoeff)");
    throw std::out_of_range("Too many basis functions (NCoeff)");
  }

  /* allocate a cubic bspline workspace (k = 4) */
  bw = gsl_bspline_alloc(k, nbreak);
  B = gsl_vector_alloc(ncoeffs);

  x = gsl_vector_alloc(n);
  y = gsl_vector_alloc(n);
  Z = gsl_matrix_alloc(n, ncoeffs);
  c = gsl_vector_alloc(ncoeffs);
  w = gsl_vector_alloc(n);
  cov = gsl_matrix_alloc(ncoeffs, ncoeffs);
  mw = gsl_multifit_linear_alloc(n, ncoeffs);

  /* this is the data to be fitted */
  int j = 0;
  for (MantidVec::size_type i = 0; i < Y.size(); ++i)
  {
    if (isMasked && masked[i]) continue;
    gsl_vector_set(x, j, (isHistogram ? (0.5*(X[i]+X[i+1])) : X[i])); // Middle of the bins, if a histogram
    gsl_vector_set(y, j, Y[i]);
    gsl_vector_set(w, j, E[i]>0.?1./(E[i]*E[i]):0.);

    ++j;
  }

  if (n != j)
  {
    gsl_bspline_free(bw);
    gsl_vector_free(B);
    gsl_vector_free(x);
    gsl_vector_free(y);
    gsl_matrix_free(Z);
    gsl_vector_free(c);
    gsl_vector_free(w);
    gsl_matrix_free(cov);
    gsl_multifit_linear_free(mw);

    throw std::runtime_error("Assertion failed: n != j");
  }

  double xStart = X.front();
  double xEnd =   X.back();

  /* use uniform breakpoints */
  gsl_bspline_knots_uniform(xStart, xEnd, bw);

  /* construct the fit matrix X */
  for (int i = 0; i < n; ++i)
  {
    double xi=gsl_vector_get(x, i);

    /* compute B_j(xi) for all j */
    gsl_bspline_eval(xi, B, bw);

    /* fill in row i of X */
    for (j = 0; j < ncoeffs; ++j)
    {
      double Bj = gsl_vector_get(B, j);
      gsl_matrix_set(Z, i, j, Bj);
    }
  }

  /* do the fit */
  gsl_multifit_wlinear(Z, w, y, c, cov, &chisq, mw);

  /* output the smoothed curve */
  API::MatrixWorkspace_sptr outWS = WorkspaceFactory::Instance().create(inWS,1,X.size(),Y.size());
  {
    outWS->getAxis(1)->setValue(0, inWS->getAxis(1)->spectraNo(spec));
    double xi, yi, yerr;
    for (MantidVec::size_type i=0;i<Y.size();i++)
    {
      xi = X[i];
      gsl_bspline_eval(xi, B, bw);
      gsl_multifit_linear_est(B, c, cov, &yi, &yerr);
      outWS->dataY(0)[i] = yi;
      outWS->dataE(0)[i] = yerr;
    }
    outWS->dataX(0) = X;
  }

  gsl_bspline_free(bw);
  gsl_vector_free(B);
  gsl_vector_free(x);
  gsl_vector_free(y);
  gsl_matrix_free(Z);
  gsl_vector_free(c);
  gsl_vector_free(w);
  gsl_matrix_free(cov);
  gsl_multifit_linear_free(mw);

  setProperty("OutputWorkspace",outWS);

}
Example #9
0
// [[Rcpp::export]]
Rcpp::List fitData(Rcpp::DataFrame ds) {

    const size_t ncoeffs = NCOEFFS;
    const size_t nbreak = NBREAK;

    const size_t n = N;
    size_t i, j;

    Rcpp::DataFrame D(ds);    		// construct the data.frame object
    RcppGSL::vector<double> y = D["y"];	// access columns by name, 
    RcppGSL::vector<double> x = D["x"];	// assigning to GSL vectors
    RcppGSL::vector<double> w = D["w"];

    gsl_bspline_workspace *bw;
    gsl_vector *B;
    gsl_vector *c; 
    gsl_matrix *X, *cov;
    gsl_multifit_linear_workspace *mw;
    double chisq, Rsq, dof, tss;

    bw = gsl_bspline_alloc(4, nbreak);	    // allocate a cubic bspline workspace (k = 4)
    B = gsl_vector_alloc(ncoeffs);

    X = gsl_matrix_alloc(n, ncoeffs);
    c = gsl_vector_alloc(ncoeffs);
    cov = gsl_matrix_alloc(ncoeffs, ncoeffs);
    mw = gsl_multifit_linear_alloc(n, ncoeffs);

    gsl_bspline_knots_uniform(0.0, 15.0, bw);	// use uniform breakpoints on [0, 15] 

    for (i = 0; i < n; ++i) {			// construct the fit matrix X 
        double xi = gsl_vector_get(x, i);

        gsl_bspline_eval(xi, B, bw);		// compute B_j(xi) for all j 

        for (j = 0; j < ncoeffs; ++j) {		// fill in row i of X 
            double Bj = gsl_vector_get(B, j);
            gsl_matrix_set(X, i, j, Bj);
        }
    }

    gsl_multifit_wlinear(X, w, y, c, cov, &chisq, mw);  // do the fit 
    
    dof = n - ncoeffs;
    tss = gsl_stats_wtss(w->data, 1, y->data, 1, y->size);
    Rsq = 1.0 - chisq / tss;
    
    Rcpp::NumericVector FX(151), FY(151);	// output the smoothed curve 
    double xi, yi, yerr;
    for (xi = 0.0, i=0; xi < 15.0; xi += 0.1, i++) {
        gsl_bspline_eval(xi, B, bw);
        gsl_multifit_linear_est(B, c, cov, &yi, &yerr);
        FX[i] = xi;
        FY[i] = yi;
    }

    Rcpp::List res =
      Rcpp::List::create(Rcpp::Named("X")=FX,
                         Rcpp::Named("Y")=FY,
			 Rcpp::Named("chisqdof")=Rcpp::wrap(chisq/dof),
			 Rcpp::Named("rsq")=Rcpp::wrap(Rsq));

    gsl_bspline_free(bw);
    gsl_vector_free(B);
    gsl_matrix_free(X);
    gsl_vector_free(c);
    gsl_matrix_free(cov);
    gsl_multifit_linear_free(mw);
    
    y.free();
    x.free();
    w.free();

    return(res);   
}
void bSplineGSLOriginalDemo ()
{
	  const size_t n = N;
	  const size_t ncoeffs = NCOEFFS;
	  const size_t nbreak = NBREAK;
	  size_t i, j;
	  gsl_bspline_workspace *bw;
	  gsl_vector *B;
	  double dy;
	  gsl_rng *r;
	  gsl_vector *c, *w;
	  gsl_vector *x, *y;
	  gsl_matrix *X, *cov;
	  gsl_multifit_linear_workspace *mw;
	  double chisq, Rsq, dof, tss;
	  vector<double> xControl, yControl, xFit, yFit;

	  gsl_rng_env_setup();
	  r = gsl_rng_alloc(gsl_rng_default);

	  /* allocate a cubic bspline workspace (k = 4) */
	  bw = gsl_bspline_alloc(4, nbreak);
	  B = gsl_vector_alloc(ncoeffs);

	  x = gsl_vector_alloc(n);
	  y = gsl_vector_alloc(n);
	  X = gsl_matrix_alloc(n, ncoeffs);
	  c = gsl_vector_alloc(ncoeffs);
	  w = gsl_vector_alloc(n);
	  cov = gsl_matrix_alloc(ncoeffs, ncoeffs);
	  mw = gsl_multifit_linear_alloc(n, ncoeffs);

	  printf("#m=0,S=0\n");
	  /* this is the data to be fitted */
	  for (i = 0; i < n; ++i)
		 {
		   double sigma;
		   double xi = (15.0 / (N - 1)) * i;
		   double yi = cos(xi) * exp(-0.1 * xi);

		   sigma = 0.1 * yi;
		   dy = gsl_ran_gaussian(r, sigma);
		   yi += dy;

		   gsl_vector_set(x, i, xi);
			xControl.push_back(xi);
		   gsl_vector_set(y, i, yi);
			yControl.push_back(yi);
		   gsl_vector_set(w, i, 1.0 / (sigma * sigma));

		   printf("%f %f\n", xi, yi);
		 }

	  /* use uniform breakpoints on [0, 15] */
	  gsl_bspline_knots_uniform(0.0, 15.0, bw);

	  /* construct the fit matrix X */
	  for (i = 0; i < n; ++i)
		 {
		   double xi = gsl_vector_get(x, i);

		   /* compute B_j(xi) for all j */
		   gsl_bspline_eval(xi, B, bw);

		   /* fill in row i of X */
		   for (j = 0; j < ncoeffs; ++j)
		     {
		       double Bj = gsl_vector_get(B, j);
		       gsl_matrix_set(X, i, j, Bj);
		     }
		 }

	  /* do the fit */
	  gsl_multifit_wlinear(X, w, y, c, cov, &chisq, mw);

	  dof = n - ncoeffs;
	  tss = gsl_stats_wtss(w->data, 1, y->data, 1, y->size);
	  Rsq = 1.0 - chisq / tss;

	  fprintf(stderr, "chisq/dof = %e, Rsq = %f\n", 
		                chisq / dof, Rsq);

	  /* output the smoothed curve */
	  {
		 double xi, yi, yerr;

		 printf("#m=1,S=0\n");
		 for (xi = 0.0; xi < 15.0; xi += 0.1)
		   {
		     gsl_bspline_eval(xi, B, bw);
		     gsl_multifit_linear_est(B, c, cov, &yi, &yerr);

			  xFit.push_back(xi);
			  yFit.push_back(yi);
		     printf("%f %f\n", xi, yi);
		   }
	  }

	  gsl_rng_free(r);
	  gsl_bspline_free(bw);
	  gsl_vector_free(B);
	  gsl_vector_free(x);
	  gsl_vector_free(y);
	  gsl_matrix_free(X);
	  gsl_vector_free(c);
	  gsl_vector_free(w);
	  gsl_matrix_free(cov);
	  gsl_multifit_linear_free(mw);

     TGraph *gr = LoadGraphFromVectors(xControl, yControl);
	  TGraph *grFit = LoadGraphFromVectors(xFit, yFit);
     gr->SetMarkerColor(kRed);
	  TCanvas *c1 = new TCanvas("c1", "Graph", 200, 10, 700, 500);
     gr->Draw("apz");
	  grFit->Draw("SAME");

     c1->Update();
} 
Example #11
0
//spline locations held fixed in Mpc^-1; CMB basically fixed P(k) in these units
void dopksmoothbspline_(double *kvals, double *lnpklinear, double *lnpksmooth, int *npts)  {

	double kmaxsuppress = 0.01*0.7;
	size_t n, ncoeffs, nbreak;
	gsl_bspline_workspace *bw;
	gsl_vector *B;
	gsl_vector *c, *w, *x, *y;
	gsl_matrix *X, *cov;
	gsl_multifit_linear_workspace *mw;
	double deltak,lastk;
	int i,j,countkeep;

	nbreak = 9;
	gsl_vector *mybreaks = gsl_vector_alloc(nbreak);
	gsl_vector_set(mybreaks,0,(0.001*0.7));
	gsl_vector_set(mybreaks,1,(0.025*0.7));
	gsl_vector_set(mybreaks,2,(0.075*0.7));
	gsl_vector_set(mybreaks,3,(0.125*0.7));
	gsl_vector_set(mybreaks,4,(0.175*0.7));
	gsl_vector_set(mybreaks,5,(0.225*0.7));
	gsl_vector_set(mybreaks,6,(0.275*0.7));
	gsl_vector_set(mybreaks,7,(0.325*0.7));
	gsl_vector_set(mybreaks,8,(0.375*0.7));

	countkeep = 0;
	for(i=0;i<(*npts);i++)  {
		if((kvals[i]) >= gsl_vector_get(mybreaks,0) && (kvals[i]) <= gsl_vector_get(mybreaks,nbreak-1)) {
			countkeep += 1;
			}
		}
	n = countkeep;
	ncoeffs = nbreak + 2;

	/* allocate a cubic bspline workspace (k = 4) */
	bw = gsl_bspline_alloc(4, nbreak);
	B = gsl_vector_alloc(ncoeffs);     
	x = gsl_vector_alloc(n);
	y = gsl_vector_alloc(n);
	X = gsl_matrix_alloc(n, ncoeffs);
	c = gsl_vector_alloc(ncoeffs);
	w = gsl_vector_alloc(n);
	cov = gsl_matrix_alloc(ncoeffs, ncoeffs);
	mw = gsl_multifit_linear_alloc(n, ncoeffs);
	i=0;
	for(j=0;j<(*npts);j++)  {
		if((kvals[j]) >= gsl_vector_get(mybreaks,0) && (kvals[j]) <= gsl_vector_get(mybreaks,nbreak-1)) {
			gsl_vector_set(x,i,(kvals[j]));
			gsl_vector_set(y,i,exp(lnpklinear[j])*pow(kvals[j],1.5));
			if(j>0)  {
				deltak = kvals[j] - kvals[j-1];
				}
			else {
				deltak = kvals[0];
				if(kvals[1] - kvals[0] < deltak)  {
					deltak = kvals[1]-kvals[0];
					}
				}
			gsl_vector_set(w,i,deltak);
			i+=1;
			}
		}
	gsl_bspline_knots(mybreaks,bw);
	for(i=0;i<n;i++)  {
		double xi = gsl_vector_get(x,i);
		gsl_bspline_eval(xi,B,bw);
		for(j=0;j<ncoeffs;j++)  {
			double Bj = gsl_vector_get(B,j);
			gsl_matrix_set(X,i,j,Bj);
			}
		}
	//do fit
	double yi,yierr,chisq;
	gsl_multifit_wlinear(X,w,y,c,cov,&chisq,mw);
	i = 0;
	for(j=0;j<(*npts);j++)  {
		if((kvals[j]) >= gsl_vector_get(mybreaks,0) && (kvals[j]) <= gsl_vector_get(mybreaks,nbreak-1)) {
			gsl_bspline_eval(gsl_vector_get(x,i),B,bw);
			gsl_multifit_linear_est(B,c,cov,&yi,&yierr);
			lnpksmooth[j] = log(yi*pow(kvals[j],-1.5));
			i += 1;
			}
		else {
			lnpksmooth[j] = lnpklinear[j];
			}
		//spline is wacky at small k -- suppress difference at k < 0.01
		if(kvals[j] < kmaxsuppress)  {
			lnpksmooth[j] = lnpklinear[j];
			}
		}
	assert(i==n);
	gsl_bspline_free(bw);
	gsl_vector_free(B);
	gsl_vector_free(x);
	gsl_vector_free(y);
	gsl_vector_free(mybreaks);
	gsl_matrix_free(X);
	gsl_vector_free(c);
	gsl_vector_free(w);
	gsl_matrix_free(cov);
	gsl_multifit_linear_free(mw);
	}
Example #12
0
File: test.c Project: lemahdi/mglib
int
main(int argc, char **argv)
{
  size_t order, breakpoints, i;

  gsl_ieee_env_setup();

  argc = 0;                     /* prevent warnings about unused parameters */
  argv = 0;

  for (order = 1; order < 10; order++)
    {
      for (breakpoints = 2; breakpoints < 100; breakpoints++)
        {
          double a = -1.23 * order, b = 45.6 * order;
          gsl_bspline_workspace *bw = gsl_bspline_alloc(order, breakpoints);
          gsl_bspline_deriv_workspace *dbw = gsl_bspline_deriv_alloc(order);
          gsl_bspline_knots_uniform(a, b, bw);
          test_bspline(bw, dbw);
          gsl_bspline_deriv_free(dbw);
          gsl_bspline_free(bw);
        }
    }


  for (order = 1; order < 10; order++)
    {
      for (breakpoints = 2; breakpoints < 100; breakpoints++)
        {
          double a = -1.23 * order, b = 45.6 * order;
          gsl_bspline_workspace *bw = gsl_bspline_alloc(order, breakpoints);
          gsl_bspline_deriv_workspace *dbw = gsl_bspline_deriv_alloc(order);
          gsl_vector *k = gsl_vector_alloc(breakpoints);
          for (i = 0; i < breakpoints; i++)
            {
              double f, x;
              f = sqrt(i / (breakpoints - 1.0));
              x = (1 - f) * a + f * b;
              gsl_vector_set(k, i, x);
            };
          gsl_bspline_knots(k, bw);
          test_bspline(bw, dbw);
          gsl_vector_free(k);
          gsl_bspline_deriv_free(dbw);
          gsl_bspline_free(bw);
        }
    }

  /* Spot check known 0th, 1st, 2nd derivative
     evaluations for a particular k = 2 case.  */
  {
    size_t i, j; /* looping */

    const double xloc[4]     =  { 0.0,  1.0,  6.0,  7.0};
    const double deriv[4][3] =
    {
      { -1.0/2.0,  1.0/2.0, 0.0     },
      { -1.0/2.0,  1.0/2.0, 0.0     },
      {      0.0, -1.0/5.0, 1.0/5.0 },
      {      0.0, -1.0/5.0, 1.0/5.0 }
    };

    gsl_bspline_workspace *bw = gsl_bspline_alloc(2, 3);
    gsl_bspline_deriv_workspace *dbw = gsl_bspline_deriv_alloc(2);
    gsl_matrix *dB = gsl_matrix_alloc(gsl_bspline_ncoeffs(bw),
                                      gsl_bspline_order(bw) + 1);

    gsl_vector *breakpts = gsl_vector_alloc(3);
    gsl_vector_set(breakpts, 0, 0.0);
    gsl_vector_set(breakpts, 1, 2.0);
    gsl_vector_set(breakpts, 2, 7.0);
    gsl_bspline_knots(breakpts, bw);


    for (i = 0; i < 4; ++i)  /* at each location */
      {
        /* Initialize dB with poison to ensure we overwrite it */
        gsl_matrix_set_all(dB, GSL_NAN);

        gsl_bspline_deriv_eval(xloc[i], gsl_bspline_order(bw), dB, bw, dbw);
        for (j = 0; j < gsl_bspline_ncoeffs(bw) ; ++j)
          {
            /* check basis function 1st deriv */
            gsl_test_abs(gsl_matrix_get(dB, j, 1), deriv[i][j], GSL_DBL_EPSILON,
                         "b-spline k=%d basis #%d derivative %d at x = %f",
                         gsl_bspline_order(bw), j, 1, xloc[i]);
          }
        for (j = 0; j < gsl_bspline_ncoeffs(bw); ++j)
          {
            /* check k order basis function has k-th deriv equal to 0 */
            gsl_test_abs(gsl_matrix_get(dB, j, gsl_bspline_order(bw)), 0.0,
                         GSL_DBL_EPSILON,
                         "b-spline k=%d basis #%d derivative %d at x = %f",
                         gsl_bspline_order(bw), j, gsl_bspline_order(bw),
                         xloc[i]);
          }
      }

    gsl_matrix_free(dB);
    gsl_bspline_deriv_free(dbw);
    gsl_bspline_free(bw);
    gsl_vector_free(breakpts);
  }

  /* Spot check known 0th, 1st, 2nd derivative
     evaluations for a particular k = 3 case.  */
  {
    size_t i, j; /* looping */
    const double xloc[5]     =  { 0.0, 5.0, 9.0, 12.0, 15.0 };
    const double eval[5][6]  =
    {
      { 4./25.,  69./100.,   3./ 20. ,  0.    , 0.   , 0.    },
      { 0.     ,  4./21. , 143./210. ,  9./70., 0.   , 0.    },
      { 0.     ,  0.     ,   3./ 10. ,  7./10., 0.   , 0.    },
      { 0.     ,  0.     ,   0.      ,  3./4. , 1./4., 0.    },
      { 0.     ,  0.     ,   0.      ,  1./3. , 5./9., 1./9. }
    };
    const double deriv[5][6] =
    {
      { -4./25.,  3./50.,   1./ 10.,  0.    , 0.    , 0.      },
      {  0.    , -2./21.,   1./105.,  3./35., 0.    , 0.      },
      {  0.    ,  0.    ,  -1./5.  ,  1./ 5., 0.    , 0.      },
      {  0.    ,  0.    ,   0.     , -1./ 6., 1./6. , 0.      },
      {  0.    ,  0.    ,   0.     , -1./ 9., 1./27., 2./27. }
    };
    const double deriv2[5][6] =
    {
      { 2./25., -17./150.,   1.0/30.0 ,  0.0     ,  0.     , 0.     },
      { 0.    ,   1./ 42., -11.0/210.0,  1.0/35.0,  0.     , 0.     },
      { 0.    ,   0.     ,   1.0/15.0 ,-11.0/90.0,  1./18. , 0.     },
      { 0.    ,   0.     ,   0.0      ,  1.0/54.0, -7./162., 2./81. },
      { 0.    ,   0.     ,   0.0      ,  1.0/54.0, -7./162., 2./81. }
    };

    gsl_bspline_workspace *bw = gsl_bspline_alloc(3, 5);
    gsl_bspline_deriv_workspace *dbw = gsl_bspline_deriv_alloc(3);

    gsl_matrix *dB = gsl_matrix_alloc(gsl_bspline_ncoeffs(bw),
                                      gsl_bspline_order(bw) + 1);

    gsl_vector *breakpts = gsl_vector_alloc(5);
    gsl_vector_set(breakpts, 0, -3.0);
    gsl_vector_set(breakpts, 1,  2.0);
    gsl_vector_set(breakpts, 2,  9.0);
    gsl_vector_set(breakpts, 3, 12.0);
    gsl_vector_set(breakpts, 4, 21.0);
    gsl_bspline_knots(breakpts, bw);

    for (i = 0; i < 5; ++i)  /* at each location */
      {
        /* Initialize dB with poison to ensure we overwrite it */
        gsl_matrix_set_all(dB, GSL_NAN);
        gsl_bspline_deriv_eval(xloc[i], gsl_bspline_order(bw), dB, bw, dbw);

        /* check basis function evaluation */
        for (j = 0; j < gsl_bspline_ncoeffs(bw); ++j)
          {
            gsl_test_abs(gsl_matrix_get(dB, j, 0), eval[i][j], GSL_DBL_EPSILON,
                         "b-spline k=%d basis #%d derivative %d at x = %f",
                         gsl_bspline_order(bw), j, 0, xloc[i]);
          }
        /* check 1st derivative evaluation */
        for (j = 0; j < gsl_bspline_ncoeffs(bw); ++j)
          {
            gsl_test_abs(gsl_matrix_get(dB, j, 1), deriv[i][j], GSL_DBL_EPSILON,
                         "b-spline k=%d basis #%d derivative %d at x = %f",
                         gsl_bspline_order(bw), j, 1, xloc[i]);
          }
        /* check 2nd derivative evaluation */
        for (j = 0; j < gsl_bspline_ncoeffs(bw); ++j)
          {
            gsl_test_abs(gsl_matrix_get(dB, j, 2), deriv2[i][j], GSL_DBL_EPSILON,
                         "b-spline k=%d basis #%d derivative %d at x = %f",
                         gsl_bspline_order(bw), j, 2, xloc[i]);
          }
      }

    gsl_matrix_free(dB);
    gsl_bspline_deriv_free(dbw);
    gsl_bspline_free(bw);
    gsl_vector_free(breakpts);
  }

  /* Check Greville abscissae functionality on a non-uniform k=1 */
  {
    size_t i; /* looping */

    /* Test parameters */
    const size_t k = 1;
    const double bpoint_data[]    = { 0.0, 0.2, 0.5, 0.75, 1.0 };
    const size_t nbreak           = sizeof(bpoint_data)/sizeof(bpoint_data[0]);

    /* Expected results */
    const double abscissae_data[] = { 0.1, 0.35, 0.625, 0.875 };
    const size_t nabscissae       = sizeof(abscissae_data)/sizeof(abscissae_data[0]);

    gsl_vector_const_view bpoints = gsl_vector_const_view_array(bpoint_data, nbreak);
    gsl_bspline_workspace *w = gsl_bspline_alloc(k, nbreak);
    gsl_bspline_knots((const gsl_vector *) &bpoints, w);

    gsl_test_int(nabscissae, gsl_bspline_ncoeffs(w),
        "b-spline k=%d number of abscissae", k);
    for (i = 0; i < nabscissae; ++i)
      {
        gsl_test_abs(gsl_bspline_greville_abscissa(i, w), abscissae_data[i], 2*k*GSL_DBL_EPSILON,
            "b-spline k=%d Greville abscissa #%d at x = %f", k, i, abscissae_data[i]);
      }

    gsl_bspline_free(w);
  }

  /* Check Greville abscissae functionality on a non-uniform k=2 */
  {
    size_t i; /* looping */

    /* Test parameters */
    const size_t k = 2;
    const double bpoint_data[]    = { 0.0, 0.2, 0.5, 0.75, 1.0 };
    const size_t nbreak           = sizeof(bpoint_data)/sizeof(bpoint_data[0]);

    /* Expected results */
    const double abscissae_data[] = { 0.0, 0.2, 0.5, 0.75, 1.0 };
    const size_t nabscissae       = sizeof(abscissae_data)/sizeof(abscissae_data[0]);

    gsl_vector_const_view bpoints = gsl_vector_const_view_array(bpoint_data, nbreak);
    gsl_bspline_workspace *w = gsl_bspline_alloc(k, nbreak);
    gsl_bspline_knots((const gsl_vector *) &bpoints, w);

    gsl_test_int(nabscissae, gsl_bspline_ncoeffs(w),
        "b-spline k=%d number of abscissae", k);
    for (i = 0; i < nabscissae; ++i)
      {
        gsl_test_abs(gsl_bspline_greville_abscissa(i, w), abscissae_data[i], 2*k*GSL_DBL_EPSILON,
            "b-spline k=%d Greville abscissa #%d at x = %f", k, i, abscissae_data[i]);
      }

    gsl_bspline_free(w);
  }

  /* Check Greville abscissae functionality on non-uniform k=3 */
  {
    size_t i; /* looping */

    /* Test parameters */
    const size_t k = 3;
    const double bpoint_data[]    = { 0.0, 0.2, 0.5, 0.75, 1.0 };
    const size_t nbreak           = sizeof(bpoint_data)/sizeof(bpoint_data[0]);

    /* Expected results */
    const double abscissae_data[] = {      0.0, 1.0/10.0, 7.0/20.0,
                                      5.0/ 8.0, 7.0/ 8.0,      1.0 };
    const size_t nabscissae       = sizeof(abscissae_data)/sizeof(abscissae_data[0]);

    gsl_vector_const_view bpoints = gsl_vector_const_view_array(bpoint_data, nbreak);
    gsl_bspline_workspace *w = gsl_bspline_alloc(k, nbreak);
    gsl_bspline_knots((const gsl_vector *) &bpoints, w);

    gsl_test_int(nabscissae, gsl_bspline_ncoeffs(w),
        "b-spline k=%d number of abscissae", k);
    for (i = 0; i < nabscissae; ++i)
      {
        gsl_test_abs(gsl_bspline_greville_abscissa(i, w), abscissae_data[i], 2*k*GSL_DBL_EPSILON,
            "b-spline k=%d Greville abscissa #%d at x = %f", k, i, abscissae_data[i]);
      }

    gsl_bspline_free(w);
  }

  /* Check Greville abscissae functionality on non-uniform k=4 */
  {
    size_t i; /* looping */

    /* Test parameters */
    const size_t k = 4;
    const double bpoint_data[]    = { 0.0, 0.2, 0.5, 0.75, 1.0 };
    const size_t nbreak           = sizeof(bpoint_data)/sizeof(bpoint_data[0]);

    /* Expected results */
    const double abscissae_data[] = { 0.0,  1.0/15.0,  7.0/30.0,  29.0/60.0,
                                            3.0/ 4.0, 11.0/12.0,        1.0 };
    const size_t nabscissae       = sizeof(abscissae_data)/sizeof(abscissae_data[0]);

    gsl_vector_const_view bpoints = gsl_vector_const_view_array(bpoint_data, nbreak);
    gsl_bspline_workspace *w = gsl_bspline_alloc(k, nbreak);
    gsl_bspline_knots((const gsl_vector *) &bpoints, w);

    gsl_test_int(nabscissae, gsl_bspline_ncoeffs(w),
        "b-spline k=%d number of abscissae", k);
    for (i = 0; i < nabscissae; ++i)
      {
        gsl_test_abs(gsl_bspline_greville_abscissa(i, w), abscissae_data[i], 2*k*GSL_DBL_EPSILON,
            "b-spline k=%d Greville abscissa #%d at x = %f", k, i, abscissae_data[i]);
      }

    gsl_bspline_free(w);
  }

  exit(gsl_test_summary());
}