예제 #1
0
파일: t2fit.C 프로젝트: mattpitkin/tempo2
void TKfit_getPulsarDesignMatrix(double *x,double *y,int n,int nf,void (*fitFuncs)(double, double [], int,pulsar *,int,int), pulsar *psr, int* ip, double **uinv,int ipsr,double ***OUT_designMatrix,double ***OUT_white_designMatrix,double** OUT_b, double** OUT_wb){

    //double precision arrays for matrix algebra.
    double **designMatrix, **white_designMatrix;
    double basisFunc[nf];
    double *b,*white_b;
    int    i,j;
    int nrows=get_blas_rows(uinv);
    int ncols=get_blas_cols(uinv);
    if (ncols!=n){
        logmsg("n=%d ncols=%d",n,ncols);
        logerr("uinv error. Either you did not use malloc_uinv() to create uinv or np!=ncols");
        exit(1);
    }

    if (nrows!=n && nrows != 1){
        logmsg("n=%d nrows=%d",n,nrows);
        logerr("uinv error. Either you did not use malloc_uinv() to create uinv or np!=nrows");
        exit(1);
    }


    // double arrays
    white_designMatrix=malloc_blas(n,nf);
    designMatrix=malloc_blas(n,nf);
    b=(double*)malloc(sizeof(double)*n);
    white_b=(double*)malloc(sizeof(double)*n);

    /* This routine has been developed from Section 15 in Numerical Recipes */

    /* Determine the design matrix - eq 15.4.4 
     * and the vector 'b' - eq 15.4.5 
     */
    for (i=0;i<n;i++)
    {
        // fitFuncs is not threadsafe!
        fitFuncs(x[i],basisFunc,nf,psr,ip[i],ipsr);
        for (j=0;j<nf;j++) designMatrix[i][j] = basisFunc[j];
        b[i] = y[i];
    }
    // Take into account the data covariance matrix

    if(nrows==1){
        // we have only diagonal elements
        for (i=0;i<n;i++){
            white_b[i]=b[i]*uinv[0][i];
            for (j=0;j<nf;j++){
                white_designMatrix[i][j] = designMatrix[i][j]*uinv[0][i];
            }
        }
    } else {
        TKmultMatrix_sq(uinv,designMatrix,n,nf,white_designMatrix);  
        TKmultMatrixVec_sq(uinv,b,n,white_b);
    }

    *OUT_designMatrix=designMatrix;
    *OUT_white_designMatrix=white_designMatrix;
    *OUT_b=b;
    *OUT_wb=white_b;
}
예제 #2
0
파일: cholesky.C 프로젝트: zhuww/tempo2
/*
 * Derive a covariance matrix from the given filename.
 *
 * input:
 * univ		(double[np][np]	empty matrix that will be filled with the "Cholesky matrix"
 * fname	(char[*])		Input filename to read
 * psr		(*pulsar)		pointer to pulsar structure that univ is used for
 * resx		(double[np])	X values of residuals (+ 0 for constraints)
 * resy		(double[np])	Y values of residuals (+ 0 for constraints)
 * rese		(double[np])	Error on residuals (+ eta for constraints)
 * np		(int)			Number of data points in fit (nres+nc)
 * nc		(int)			Number of constraints in fit
 * ip		(int)			Mapping from fit point to observation number in pulsar struct.
 */
void getCholeskyMatrix(double **uinv, char* fname, pulsar *psr, double *resx,double *resy,double *rese, int np, int nc,int* ip){
   FILE* modelDescriptionFile;
   char modelFileName[1024];
   char tmp[1024];
   double **m;
   int i,j;

   int nrows=get_blas_rows(uinv);
   int ncols=get_blas_cols(uinv);

   if (ncols!=np){
	  logmsg("np=%d ncols=%d",ncols,np);
	  logerr("uinv error. Either you did not use malloc_uinv() to create uinv or np!=ncols");
	  exit(1);
   }

   if (nrows==1){
	  // we are just adding the errors to a diagonal matrix.
	  getCholeskyDiagonals(uinv,psr,resx,resy, rese, np, nc,ip);
	  return;
   }
   if (nrows!=np){
	  logmsg("np=%d nrows=%d",ncols,np);
	  logerr("uinv error. Either you did not use malloc_uinv() to create uinv or np!=nrows");
	  exit(1);
   }

   if(uinv[np-1] != uinv[0]+(np-1)*np){
	  logerr("uinv matrix not declared as consecutive memory.");
	  logmsg("Please use malloc_uinv() and free_uinv() from cholesky.C");
#ifdef ACCEL_UINV
	  // if we are using the accelerated code then it will crash... otherwise it's just a warning
	  exit(1);
#endif
   }

   logmsg("Reading Cholesky model '%s' for pulsar %s",fname,psr->name);
   m=(double**)malloc(sizeof(double*)*(np+1));
   if(!m)logerr("Could not allocate enough memory");
   for(i=0;i<np+1;i++){
	  m[i]=(double*)malloc(sizeof(double)*(np+1));
	  if(!m[i])logerr("Could not allocate enough memory");
   }

   if (strcmp(fname,"PSRJ")==0){
	  // this is the old method where the covariance function is read based on pulsar name.
	  // There is no model description file.
	  // This method is depricated
	  logdbg("Reading covariance function using 'PSRJ' is now depricated");
	  sprintf(modelFileName,"covarFunc.dat_%s",psr->name);
	  cholesky_readFromCovarianceFunction(m,modelFileName,resx,resy,rese,np,nc);
   } else {
	  cholesky_readT2CholModel(m,fname,resx,resy,rese,np,nc,ip,psr);
   }

   if(psr->ToAextraCovar!=NULL){
	  logmsg("adding extra covar function to m");
	  for (i=0;i<np;i++)
	  {
		 for (j=0;j<np;j++){
			m[i][j]+=psr->ToAextraCovar[i][j];
		 }
	  }
   }
 logdbg("mbefore = ");
	  for (i=0;i<5;i++)
	  { 
		 for (j=0;j<5;j++) fprintf(LOG_OUTFILE,"%10g ",m[i][j]); 
		 fprintf(LOG_OUTFILE,"\n");
	  }
	  fprintf(LOG_OUTFILE,"\n");

   // make sure constraints are not covariant with anything.
   logdbg("Ensuring constraints have zero co-variance, np = %d, nc = %d",np,nc);
   for (i=np-nc; i < np; i++){
	  for (j=0; j < np; j++){
		 m[i][j]=0;
		 m[j][i]=0;
	  }
   }
   logdbg("Adding errors");
   for(i=0;i<np;i++){
	  m[i][i]+=rese[i]*rese[i];
   }

   if (debugFlag)
   {
	  logdbg("m = ");
	  for (i=0;i<5;i++)
	  { 
		 for (j=0;j<5;j++) fprintf(LOG_OUTFILE,"%10g ",m[i][j]); 
		 fprintf(LOG_OUTFILE,"\n");
	  }
	  fprintf(LOG_OUTFILE,"\n");
	  FILE* mFile = fopen("chol.covarMatrix","w");
	  for (i=0;i<np;i++)
	  { 
		 for (j=0;j<np;j++) fprintf(mFile,"%d %d %g\n",i,j,m[i][j]); 
		 fprintf(mFile,"\n");
	  }
	  fclose(mFile);
   }



   logdbg("Form uinv from cholesky matrix 'm'");
   int ret = cholesky_formUinv(uinv,m,np);
   if (ret!=0) {
       logerr("Error with formUinv");
       exit(ret);
   }
   for(i=0;i<np+1;i++)free(m[i]);
   free(m);
}