float BSplineInterpolation::evaluate(float pos) {
    double y, yerr;
    float dy = 0;
    const float dstep = 0.01;

    /* if x is out of spline definition, etrapolate */
    if (pos > splineMaxX || pos < splineMinX) {

        float steps, endpoint, dy;
        /* get gradient at right end */
        if (pos > splineMaxX) {
            endpoint = evaluate(splineMaxX);
            dy = endpoint - evaluate(splineMaxX - dstep);
            steps = (pos - splineMaxX) / dstep;
            y = endpoint + (dy*steps);
        } else if (pos < splineMinX) {
            endpoint = evaluate(splineMinX);
            dy = evaluate(splineMinX + dstep) - endpoint;
            steps = (splineMinX - pos) / dstep;
            y = endpoint - (dy*steps);
        }

    } else {
        gsl_bspline_eval(pos, bSpline, bSplineWorkspace);
        gsl_multifit_linear_est(bSpline, cParameters, covMatrix, &y, &yerr);
    }

    return (float)y;
}
 void TransformationModelBSpline::computeLinear_(
   const double pos, double & slope, double & offset, double & sd_err)
 {
   gsl_bspline_deriv_workspace * deriv_workspace = gsl_bspline_deriv_alloc(4);
   gsl_matrix * deriv = gsl_matrix_alloc(ncoeffs_, 2);
   gsl_bspline_deriv_eval(pos, 1, deriv, workspace_, deriv_workspace);
   gsl_bspline_deriv_free(deriv_workspace);
   double results[2];
   for (size_t j = 0; j < 2; ++j)
   {
     for (size_t i = 0; i < ncoeffs_; ++i)
     {
       gsl_vector_set(bsplines_, i, gsl_matrix_get(deriv, i, j));
     }
     gsl_multifit_linear_est(bsplines_, coeffs_, cov_, &results[j], &sd_err);
     // TODO: find a good way to estimate the error
     // e.g. by reducing "num_breakpoints" and comparing to current?!
     if (sd_err >= 1)
     {
       // this SD seems on a much smaller scale than "yerr" in "evaluate"...
       // see GSL's "multilinear.c::gsl_multifit_linear_est" for details
       LOG_WARN << "Warning: B-spline extrapolation is unreliable. Consider reducing 'num_breakpoints' or using another model." << endl;
     }
   }
   gsl_matrix_free(deriv);
   offset = results[0];
   slope = results[1];
 }
/* Estimation of values for given x */
int
gsl_multifit_robust_est(const gsl_vector * x, const gsl_vector * c,
                        const gsl_matrix * cov, double *y, double *y_err)
{
  int s = gsl_multifit_linear_est(x, c, cov, y, y_err);

  return s;
}
Exemple #4
0
CAMLprim value ml_gsl_multifit_linear_est (value x, value c, value cov)
{
  double y, y_err;
  _DECLARE_VECTOR2(x, c);
  _DECLARE_MATRIX(cov);
  _CONVERT_VECTOR2(x, c);
  _CONVERT_MATRIX(cov);
  gsl_multifit_linear_est (&v_x, &v_c, &m_cov, &y, &y_err);
  return copy_two_double_arr (y, y_err);
}
Exemple #5
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/*=============================================================================
 *                              MINIMIZING FUNCTION
 *=============================================================================*/
double min_func(double x, void *params){

	double y, yerr;
	gsl_vector *B;

	B = gsl_vector_alloc(ncoeffs);


	gsl_bspline_eval(x, B, bw);
	gsl_multifit_linear_est(B, c, cov, &y, &yerr);

	return y;
}
 DoubleReal TransformationModelBSpline::evaluate(const DoubleReal value) const
 {
   DoubleReal result;
   if (value < xmin_)     // extrapolate on left side
   {
     result = offset_min_ - slope_min_ * (xmin_ - value);
   }
   else if (value > xmax_)     // extrapolate on right side
   {
     result = offset_max_ + slope_max_ * (value - xmax_);
   }
   else     // evaluate B-splines
   {
     double yerr;
     gsl_bspline_eval(value, bsplines_, workspace_);
     gsl_multifit_linear_est(bsplines_, coeffs_, cov_, &result, &yerr);
   }
   return result;
 }
Exemple #7
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void
test_estimator ()
{
  gsl_vector_view c;
  gsl_matrix_view cov;
  gsl_vector_view x;
  double y, y_err;
  
  double cov_ij[25] = {    
    4.271520, -0.526675,  0.957930,  0.267750, -0.103610,
    -0.526675,  5.701680, -0.098080,  0.641845,  0.429780,
    0.957930, -0.098080,  4.584790,  0.375865,  1.510810,
    0.267750,  0.641845,  0.375865,  4.422720,  0.392210,
  -0.103610,  0.429780,  1.510810,  0.392210,  5.782750

 };
    
  double c_i[5] = {  
    -0.627020,   0.848674,   0.216877,  -0.057883,   0.596668
  };

  double x_i[5] = {
    0.99932,   0.23858,   0.19797,   1.44008,  -0.15335
  };

  double y_expected = -5.56037032230000e-01;
  double yerr_expected = 3.91891123349318e+00;

  cov = gsl_matrix_view_array(cov_ij, 5, 5);
  c = gsl_vector_view_array(c_i, 5);
  x = gsl_vector_view_array(x_i, 5);

  gsl_multifit_linear_est(&x.vector , &c.vector, &cov.matrix, &y, &y_err);

  gsl_test_rel (y, y_expected, 256*GSL_DBL_EPSILON, "gsl_multifit_linear_est y");
  gsl_test_rel (y_err, yerr_expected, 256*GSL_DBL_EPSILON, "gsl_multifit_linear_est yerr");
}
Exemple #8
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() */
Exemple #9
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  void LowessSmoothing::smoothData(const DoubleVector & input_x, const DoubleVector & input_y, DoubleVector & smoothed_output)
  {
    if (input_x.size() != input_y.size())
    {
      throw Exception::InvalidValue(__FILE__, __LINE__, __PRETTY_FUNCTION__, "Sizes of x and y values not equal! Aborting... ", String(input_x.size()));
    }

    // unable to smooth over 2 or less data points (we need at least 3)
    if (input_x.size() <= 2)
    {
      smoothed_output = input_y;
      return;
    }

    Size input_size = input_y.size();
    // alpha_ = 1 / ( input_size / window_size_ );

    // const Size q = floor( input_size * alpha );
    const Size q = (window_size_ < input_size) ? window_size_ : input_size - 1;

    DoubleVector distances(input_size, 0.0);
    DoubleVector sortedDistances(input_size, 0.0);

    // DoubleVector smooth_yvals_Vec(input_size);

    gsl_matrix * X = gsl_matrix_alloc(input_size, 3);
    gsl_matrix * cov = gsl_matrix_alloc(3, 3);

    gsl_vector * weights = gsl_vector_alloc(input_size);
    gsl_vector * c = gsl_vector_alloc(3);
    gsl_vector * x = gsl_vector_alloc(3);
    gsl_vector * yvals_ = gsl_vector_alloc(input_size);

    DoubleReal y, yErr, chisq;

    // Setup the model matrix X for a quadratic fit.
    // yvals_ = new double[input_size];
    // Size idx = 0;

    for (Size p_idx = 0; p_idx < input_y.size(); ++p_idx)
    {
      DoubleReal rt = input_x[p_idx];

      gsl_matrix_set(X, p_idx, 0, 1.0);
      gsl_matrix_set(X, p_idx, 1, rt);
      gsl_matrix_set(X, p_idx, 2, rt * rt);

      gsl_vector_set(yvals_, p_idx, input_y[p_idx]);

      // ++idx;
    }



    //for(DoubleVector::const_iterator outer_peak_it = input_y.begin(); outer_peak_it != input_y.end(); ++outer_peak_it )
    for (Size outer_idx = 0; outer_idx < input_y.size(); ++outer_idx)
    {
      // Compute distances.
      // Size inner_idx = 0;
      for (Size inner_idx = 0; inner_idx < input_y.size(); ++inner_idx)
      {
        distances[inner_idx] = std::fabs(input_x[outer_idx] - input_x[inner_idx]);
        sortedDistances[inner_idx] = distances[inner_idx];
        // ++inner_idx;
      }

      // Sort distances in order from smallest to largest.
      // std::sort(sortedDistances, sortedDistances + input_size);
      std::sort(sortedDistances.begin(), sortedDistances.end());


      // Compute weights.
      for (Size inner_idx = 0; inner_idx < input_size; ++inner_idx)
      {
        gsl_vector_set(weights, inner_idx, tricube_(distances[inner_idx], sortedDistances[q]));
      }


      gsl_multifit_linear_workspace * work = gsl_multifit_linear_alloc(input_size, 3);
      gsl_multifit_wlinear(X, weights, yvals_, c, cov, &chisq, work);
      gsl_multifit_linear_free(work);


      DoubleReal rt = input_x[outer_idx];
      gsl_vector_set(x, 0, 1.0);
      gsl_vector_set(x, 1, rt);
      gsl_vector_set(x, 2, rt * rt);

      gsl_multifit_linear_est(x, c, cov, &y, &yErr);

      smoothed_output.push_back(y);
    }

    gsl_matrix_free(X);
    gsl_vector_free(weights);
    gsl_vector_free(c);
    gsl_matrix_free(cov);

    return;
  }
Exemple #10
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);

}
Exemple #11
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();
} 
Exemple #13
0
/*=============================================================================
 *                              FITTING CODE
 *=============================================================================*/
int find_best_alpha(){
	
	//double alpha_2pcf[num_alpha][nr], trials_2pcf[num_alpha][ntrials][total_nr], alpha_err[num_alpha][nr];
	double **alpha_2pcf, ***trials_2pcf, **alpha_err;
	double low, high, da;
	long i,nend,k,j,ir,jk;

	double chi2;

	double yi,yerr,xi,minerr;
	int nbreak, iii,ind,min_ind,max_ind;

	long thisseed[Nalpha*num_alpha*ntrials];
#ifdef ALLOUT
	char Output2PCF[LINELENGTH];
	char ThisFile[15];
#endif

	ncoeffs = num_alpha-1;
	nbreak =ncoeffs-2;
	// Allocate alphavec, which is our result
	//alphavec = (double *) calloc(Nalpha,sizeof(double));
	//betavec = (double *) calloc(Nalpha,sizeof(double));


	alpha_2pcf = (double **) calloc(num_alpha,sizeof(double *));
	alpha_err = (double **) calloc(num_alpha,sizeof(double *));
	trials_2pcf = (double ***) calloc(num_alpha,sizeof(double **));
	for (i=0;i<num_alpha;i++){
		alpha_2pcf[i] = (double *) calloc(nr,sizeof(double));
		alpha_err[i] = (double *) calloc(nr,sizeof(double));
		trials_2pcf[i] = (double **) calloc(ntrials,sizeof(double*));
		for (j=0;j<ntrials;j++)
			trials_2pcf[i][j] = (double *) calloc(total_nr,sizeof(double));

	}

	// allocate a cubic bspline workspace (k = 4) 
	bw = gsl_bspline_alloc(4, nbreak);
	B = gsl_vector_alloc(ncoeffs);
	alpha_grid = gsl_vector_alloc(num_alpha);
	chi2_alpha = gsl_vector_alloc(num_alpha);
	X = gsl_matrix_alloc(num_alpha,ncoeffs);

	c = gsl_vector_alloc(ncoeffs);
	weights = gsl_vector_alloc(num_alpha);
	cov = gsl_matrix_alloc(ncoeffs, ncoeffs);
	mw = gsl_multifit_linear_alloc(num_alpha, ncoeffs);


	// Loop through each mass bin
	nend = 0;
	iii  = 0;

	seed = time(NULL);
	for (i=0;i<Nalpha;i++){
		for(j=0;j<num_alpha;j++){
			for(k=0;k<ntrials;k++){
				thisseed[iii] = seed + iii;
				iii++;
			}
		}
	}
	fprintf(stderr,"STARTING LOOPS...\n");
	iii = 0;
	for (i=0;i<Nalpha;i++){
		// Get where to place halos to
		nend += ncuts[i];
		
		// Calculate a more optimum alpha_grid for this bin
		if (i < 2)
			low = alpha_ratio_1*best_alpha;
		else{
			low = alpha_ratio*best_alpha;
		}
		high = 1.05*best_alpha;
		da = (high-low)/(num_alpha-1);

		fprintf(stderr,"STARTING THREADS\n");
	#ifndef NO_PAR_FIT
		#pragma omp parallel for  num_threads(nthreads) private(jk,j,k) \
		shared(num_alpha,ntrials,i,alpha_grid,low,da,stderr,Nalpha,alphavec,iii,mcuts,ListOfParticles,\
		NPartPerCell,x,y,z,Lbox,Npart,Nlin,HaloMass,nend,mpart,recalc_frac,betavec,thisseed,trials_2pcf,rho,maxr,\
		total_nr,Nhalos) default(none)
	#endif
		for(jk=0;jk<num_alpha*ntrials;jk++){
  			fprintf(stderr,"Thread %d/%d\n",omp_get_thread_num(),omp_get_num_threads());
			
			float *hx,*hy,*hz,*hR;			
			double *thisalphavec;
			double *ercorr;
			unsigned long long *DD;
			hx = (float *) calloc(Nhalos,sizeof(float));
			hy = (float *) calloc(Nhalos,sizeof(float));
			hz = (float *) calloc(Nhalos,sizeof(float));
			hR = (float *) calloc(Nhalos,sizeof(float));
			thisalphavec = (double *) calloc(Nalpha,sizeof(double));
			DD = (unsigned long long *) calloc(total_nr,sizeof(unsigned long long));
			ercorr = (double *) calloc(total_nr,sizeof(double));

			k=jk%ntrials;
			j=jk/ntrials;

			fprintf(stderr,"MOVED MEMORY\n");
			fprintf(stderr,"GOT k,j: %ld, %ld\n",k,j);
			
			fprintf(stderr,"sizeof M : %f MB\n",(Nlin*Nlin*Nlin*sizeof(double)/1024./1024.));
			//define the alpha grid for this mass bin
			gsl_vector_set(alpha_grid,j,low+j*da);
			

			// create a local alphavec, to which we add the current gridded alpha
			int itemp;
			for (itemp=0;itemp<Nalpha;itemp++)
				thisalphavec[itemp] = alphavec[itemp];


			//fprintf(stderr,"mem copied\n");
			thisalphavec[i] = gsl_vector_get(alpha_grid,j);

			// Place the halos

			#ifdef NO_PAR_FIT
			place_halos(nend,HaloMass, Nlin, Npart, x, y, z, NULL,NULL,NULL,Lbox,
					rho,thisseed[jk+i*num_alpha*ntrials],
					mpart,nthreads,thisalphavec, betavec, mcuts, Nalpha, recalc_frac,hx, hy, hz,
					NULL,NULL,NULL,hR,ListOfParticles,NPartPerCell);
			#else 
			place_halos(nend,HaloMass, Nlin, Npart, x, y, z, NULL,NULL,NULL,Lbox,
					rho,thisseed[jk+i*num_alpha*ntrials],
					mpart,1,thisalphavec, betavec, mcuts, Nalpha, recalc_frac,hx, hy, hz,
					NULL,NULL,NULL,hR,ListOfParticles,NPartPerCell);

			#endif			
			fprintf(stderr,"correlating...\n");
			//Get the 2PCF
			correlate(nend, Lbox,hx,hy,hz,trials_2pcf[j][k], ercorr, DD,total_nr,maxr,1);
			fprintf(stderr,"...correlated\n");
			
			free(hx);
			free(hy);
			free(hz);
			free(hR);
			free(thisalphavec);
			free(ercorr);
			free(DD);

		}

		for (jk=0;jk<num_alpha*ntrials;jk++){
			k=jk%ntrials;
			j=jk/ntrials;
			fprintf(stderr,"RAWCORR %ld, %ld: %e\n",j,k,trials_2pcf[j][k][0]);
		}

	//	#pragma omp parallel for private(ir,j,chi2,k) shared(num_alpha,stderr,i,nr,alpha_2pcf) default(none)
		fprintf(stderr,"GOT CORRELATIONS , GETTING CHI2...\n");
		for(j=0;j<num_alpha;j++){
			//Get mean and stdev of trials_2pcf
			chi2 = 0.0;
			for (ir=0;ir<nr;ir++){
				alpha_2pcf[j][ir] = 0.0;
				for(k=0;k<ntrials;k++){
					alpha_2pcf[j][ir] += trials_2pcf[j][k][ir+total_nr-nr-2];
				}
				alpha_2pcf[j][ir] = alpha_2pcf[j][ir]/ntrials; 
				alpha_err[j][ir] = 0.0;
				for(k=0;k<ntrials;k++){
					alpha_err[j][ir] += pow((trials_2pcf[j][k][ir+total_nr-nr-2]-alpha_2pcf[j][ir]),2);
				}
				alpha_err[j][ir] = pow((alpha_err[j][ir]/(ntrials-1)),0.5);

				// Now get chi^2 values
				#ifdef REL_CHI2
				chi2 += pow(((alpha_2pcf[j][ir]-nbody_2pcf[i][ir+total_nr-nr-2])/nbody_2pcf[i][ir+total_nr-nr-2]),2);
				#else
				chi2 += pow(((alpha_2pcf[j][ir]-nbody_2pcf[i][ir+total_nr-nr-2])/alpha_err[j][ir]),2);
				#endif

				fprintf(stderr,"%ld, %ld, %e, %e, %e, %e\n",j,ir,alpha_2pcf[j][ir],nbody_2pcf[i][ir+total_nr-nr-2],alpha_err[j][ir],chi2);
			}
			gsl_vector_set(chi2_alpha,j,chi2/nr);
			gsl_vector_set(weights,j,nr/chi2);
		}
	//	#endif //NO_PARALLEL_FIT
//*/

#ifdef ALLOUT
		//OUTPUT SOME THINGS FOR CHECKING
		sprintf(ThisFile,"/raw.2pcf.%ld",i);
		strcpy(Output2PCF,OutputDir);
		strcat(Output2PCF,ThisFile);
		FILE* output_2pcf;
		output_2pcf = fopen(Output2PCF,"w");

		//header
		fprintf(output_2pcf,"# r, ");
		for (k=0;k<num_alpha;k++){
			fprintf(output_2pcf,"%e\t",gsl_vector_get(alpha_grid,k));
		}
		fprintf(output_2pcf,"\n");

		//table
		for (ir=0;ir<nr;ir++){
			fprintf(output_2pcf,"%e\t",(ir+total_nr-nr+0.5)*maxr/total_nr);
			for(k=0;k<num_alpha-1;k++){
				fprintf(output_2pcf,"%e\t",alpha_2pcf[k][ir]);
			}
			fprintf(output_2pcf,"%e\n",alpha_2pcf[num_alpha-1][ir]);
		}
		fclose(output_2pcf);

		sprintf(ThisFile,"/raw.err.%ld",i);
		strcpy(Output2PCF,OutputDir);
		strcat(Output2PCF,ThisFile);
		FILE* output_err;
		output_err = fopen(Output2PCF,"w");

		//header
		fprintf(output_err,"# r, ");
		for (k=0;k<num_alpha;k++){
			fprintf(output_err,"%e\t",gsl_vector_get(alpha_grid,k));
		}
		fprintf(output_err,"\n");

		//table
		for (ir=0;ir<nr;ir++){
			fprintf(output_err,"%e\t",(ir+total_nr-nr+0.5)*maxr/total_nr);
			for(k=0;k<num_alpha-1;k++){
				fprintf(output_err,"%e\t",alpha_err[k][ir]);
			}
			fprintf(output_err,"%e\n",alpha_err[num_alpha-1][ir]);
		}
		fclose(output_err);

		sprintf(ThisFile,"/chi2.%ld",i);
		strcpy(Output2PCF,OutputDir);
		strcat(Output2PCF,ThisFile);
		FILE* chifile;
		chifile = fopen(Output2PCF,"w");
		fprintf(chifile,"# alpha, chi2, weight\n");
		for (k=0;k<num_alpha;k++){
			fprintf(chifile,"%e\t%e\t%e\n",gsl_vector_get(alpha_grid,k),gsl_vector_get(chi2_alpha,k),
					gsl_vector_get(weights,k));
		}
		fclose(chifile);

#endif


		// Check if final value or initial value is the smallest
		minerr = gsl_vector_get(chi2_alpha,0);
		ind = 0;
		for(k=1;k<num_alpha;k++){
			if(minerr>gsl_vector_get(chi2_alpha,k)){
				minerr = gsl_vector_get(chi2_alpha,k);
				ind = k;
			}
		}
		if(ind==0){
			fprintf(stderr,"ERROR: alpha_grid doesn't extend low enough, set alpha_ratio lower");
		}
		if(ind==num_alpha-1){
			fprintf(stderr,"ERROR: alpha_grid doesn't extend high enough, set best_alpha higher");
		}
		if (ind>=2){
			min_ind = ind-2;
		}else{
			min_ind = 0;
		}
		if (ind<=num_alpha-3){
			max_ind = ind+2;
		}else{
			max_ind = num_alpha-1;
		}

		/* use uniform breakpoints on interval */
		gsl_bspline_knots_uniform(gsl_vector_get(alpha_grid,0), gsl_vector_get(alpha_grid,num_alpha-1), bw);

		/* construct the fit matrix X */
		for (k = 0; k < num_alpha; ++k){
			double xi = gsl_vector_get(alpha_grid, k);

			/* 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, k, j, Bj);
		    }
		}

		fprintf(stderr,"Got to the fit part\n");
		/* do the fit */
		gsl_multifit_wlinear(X, weights, chi2_alpha, c, cov, &chisq, mw);

		// PRINT OUT EVERYTHING WE HAVE SO FAR
		fprintf(stderr,"alpha\tchi2_alpha\t\n");
		for (k=0;k<num_alpha;k++){
			fprintf(stderr,"%e\t%e\t\n",gsl_vector_get(alpha_grid,k),
					gsl_vector_get(chi2_alpha,k));
		}

#ifdef VERB
		dof = num_alpha - ncoeffs;
		tss = gsl_stats_wtss(weights->data, 1, chi2_alpha->data, 1, chi2_alpha->size);
		Rsq = 1.0 - chisq / tss;

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

		for (xi=gsl_vector_get(alpha_grid,0);xi<gsl_vector_get(alpha_grid,num_alpha-1);xi+=0.01){
			gsl_bspline_eval(xi, B, bw);
			gsl_multifit_linear_est(B, c, cov, &yi, &yerr);
			fprintf(stderr,"%e\t%e\t%e\n",xi,yi,gsl_vector_get(B,0));
		}
		//DO THE MINIMIZATION
		alphavec[i] = minimize(gsl_vector_get(alpha_grid,min_ind), gsl_vector_get(alpha_grid,max_ind),
									   gsl_vector_get(alpha_grid,ind));
		best_alpha = alphavec[i];

		fprintf(stderr,"\n Best alpha: %f\n\n",best_alpha);
	}

	return 0;

}
Exemple #14
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);
	}