static void SplineData_Init( SplineData **splinedata )
{
if(!splinedata) exit(1);
if(*splinedata) SplineData_Destroy(*splinedata);
(*splinedata)=XLALCalloc(1,sizeof(SplineData));
const int ncx = 159; // points in q
const int ncy = 49; // points in chi
(*splinedata)->ncx = ncx;
(*splinedata)->ncy = ncy;
// Set up B-spline basis for desired knots
double qvec[] = {1., 1.125, 1.25, 1.375, 1.5, 1.75, 2., 2.25, 2.5, 2.75, 3., 3.25, \
3.5, 3.75, 4., 4.25, 4.5, 4.75, 5., 5.5, 6., 6.5, 7., 7.5, 8., 8.5, \
9., 9.5, 10., 10.5, 11., 11.5, 12., 12.5, 13., 13.5, 14., 14.5, 15., \
15.5, 16., 16.5, 17., 17.5, 18., 18.5, 19., 19.5, 20., 20.5, 21., \
21.5, 22., 22.5, 23., 23.5, 24., 24.5, 25., 25.5, 26., 26.5, 27., \
27.5, 28., 28.5, 29., 29.5, 30., 30.5, 31., 31.5, 32., 32.5, 33., \
33.5, 34., 34.5, 35., 35.5, 36., 36.5, 37., 37.5, 38., 38.5, 39., \
39.5, 40., 41., 42., 43., 44., 45., 46., 47., 48., 49., 50., 51., \
52., 53., 54., 55., 56., 57., 58., 59., 60., 61., 62., 63., 64., 65., \
66., 67., 68., 69., 70., 71., 72., 73., 74., 75., 76., 77., 78., 79., \
80., 81., 82., 83., 84., 85., 86., 87., 88., 89., 90., 91., 92., 93., \
94., 95., 95.5, 96., 96.5, 97., 97.5, 98., 98.5, 98.75, 99., 99.25, \
99.5, 99.75, 100.};
double chivec[] = {-1., -0.975, -0.95, -0.925, -0.9, -0.875, -0.85, -0.825, -0.8, \
-0.775, -0.75, -0.725, -0.7, -0.675, -0.65, -0.625, -0.6, -0.55, \
-0.5, -0.45, -0.4, -0.35, -0.3, -0.25, -0.2, -0.15, -0.1, -0.05, 0., \
0.05, 0.1, 0.15, 0.2, 0.25, 0.3, 0.325, 0.35, 0.375, 0.4, 0.425, \
0.45, 0.475, 0.5, 0.525, 0.55, 0.575, 0.6};
const size_t nbreak_x = ncx-2; // must have nbreak = n -2 for cubic splines
const size_t nbreak_y = ncy-2; // must have nbreak = n -2 for cubic splines
// allocate a cubic bspline workspace (k = 4)
gsl_bspline_workspace *bwx = gsl_bspline_alloc(4, nbreak_x);
gsl_bspline_workspace *bwy = gsl_bspline_alloc(4, nbreak_y);
// set breakpoints (and thus knots by hand)
gsl_vector *breakpts_x = gsl_vector_alloc(nbreak_x);
gsl_vector *breakpts_y = gsl_vector_alloc(nbreak_y);
for (UINT4 i=0; i<nbreak_x; i++)
gsl_vector_set(breakpts_x, i, qvec[i]);
for (UINT4 j=0; j<nbreak_y; j++)
gsl_vector_set(breakpts_y, j, chivec[j]);
gsl_bspline_knots(breakpts_x, bwx);
gsl_bspline_knots(breakpts_y, bwy);
gsl_vector_free(breakpts_x);
gsl_vector_free(breakpts_y);
(*splinedata)->bwx=bwx;
(*splinedata)->bwy=bwy;
}
static void SplineData_Init( SplineData **splinedata )
{
if(!splinedata) exit(1);
if(*splinedata) SplineData_Destroy(*splinedata);
(*splinedata)=XLALCalloc(1,sizeof(SplineData));
int ncx = 41+2; // points in q
int ncy = 21+2; // points in chi1
int ncz = 21+2; // points in chi2
(*splinedata)->ncx = ncx;
(*splinedata)->ncy = ncy;
(*splinedata)->ncz = ncz;
// Set up B-spline basis for desired knots
double qvec[] = {1., 1.125, 1.25, 1.375, 1.5, 1.625, 1.75, 1.875, 2., 2.25, 2.5, \
2.75, 3., 3.25, 3.5, 3.75, 4., 4.25, 4.5, 4.75, 5., 5.25, 5.5, 5.75, \
6., 6.25, 6.5, 6.75, 7., 7.25, 7.5, 7.75, 8., 8.25, 8.5, 8.75, 9., \
9.25, 9.5, 9.75, 10.};
double chi1vec[] = {-1., -0.95, -0.9, -0.85, -0.8, -0.75, -0.7, -0.6, -0.5, -0.4, -0.3, \
-0.2, -0.1, 0., 0.1, 0.2, 0.3, 0.4, 0.5, 0.55, 0.6};
double chi2vec[] = {-1., -0.95, -0.9, -0.85, -0.8, -0.75, -0.7, -0.6, -0.5, -0.4, -0.3, \
-0.2, -0.1, 0., 0.1, 0.2, 0.3, 0.4, 0.5, 0.55, 0.6};
const size_t nbreak_x = ncx-2; // must have nbreak = n-2 for cubic splines
const size_t nbreak_y = ncy-2; // must have nbreak = n-2 for cubic splines
const size_t nbreak_z = ncz-2; // must have nbreak = n-2 for cubic splines
// allocate a cubic bspline workspace (k = 4)
gsl_bspline_workspace *bwx = gsl_bspline_alloc(4, nbreak_x);
gsl_bspline_workspace *bwy = gsl_bspline_alloc(4, nbreak_y);
gsl_bspline_workspace *bwz = gsl_bspline_alloc(4, nbreak_z);
// set breakpoints (and thus knots by hand)
gsl_vector *breakpts_x = gsl_vector_alloc(nbreak_x);
gsl_vector *breakpts_y = gsl_vector_alloc(nbreak_y);
gsl_vector *breakpts_z = gsl_vector_alloc(nbreak_z);
for (UINT4 i=0; i<nbreak_x; i++)
gsl_vector_set(breakpts_x, i, qvec[i]);
for (UINT4 j=0; j<nbreak_y; j++)
gsl_vector_set(breakpts_y, j, chi1vec[j]);
for (UINT4 k=0; k<nbreak_z; k++)
gsl_vector_set(breakpts_z, k, chi2vec[k]);
gsl_bspline_knots(breakpts_x, bwx);
gsl_bspline_knots(breakpts_y, bwy);
gsl_bspline_knots(breakpts_z, bwz);
gsl_vector_free(breakpts_x);
gsl_vector_free(breakpts_y);
gsl_vector_free(breakpts_z);
(*splinedata)->bwx=bwx;
(*splinedata)->bwy=bwy;
(*splinedata)->bwz=bwz;
}
CAMLprim value ml_gsl_bspline_alloc(value k, value nbreak)
{
value r;
gsl_bspline_workspace *w = gsl_bspline_alloc (Long_val(k), Long_val(nbreak));
Abstract_ptr(r, w);
return r;
}
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() */
BSplineInterpolation::BSplineInterpolation(int ncoeffs, int k) :
nCoeffs(ncoeffs), splineK(k)
{
/* init bSpline */
bSplineWorkspace = gsl_bspline_alloc(splineK, nCoeffs + 2 - splineK);
bSpline = gsl_vector_alloc(nCoeffs);
/* parameters and covariance */
cParameters = gsl_vector_alloc(nCoeffs);
covMatrix = gsl_matrix_alloc(nCoeffs, nCoeffs);
}
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() */
/**
* Initialize the GSL objects.
*/
void BSpline::resetGSLObjects() {
int order = getAttribute("Order").asInt();
int nbreak = getAttribute("NBreak").asInt();
if (order <= 0) {
throw std::invalid_argument("BSpline: Order must be greater than zero.");
}
if (nbreak < 2) {
throw std::invalid_argument("BSpline: NBreak must be at least 2.");
}
gsl_bspline_workspace *ws = gsl_bspline_alloc(static_cast<size_t>(order),
static_cast<size_t>(nbreak));
m_bsplineWorkspace =
boost::shared_ptr<gsl_bspline_workspace>(ws, ReleaseBSplineWorkspace());
m_bsplineDerivWorkspace.reset();
}
/** 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);
}
// [[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);
}
static VALUE rb_gsl_bspline_alloc(VALUE klass, VALUE k, VALUE n)
{
gsl_bspline_workspace *w;
w = gsl_bspline_alloc(FIX2INT(k), FIX2INT(n));
return Data_Wrap_Struct(klass, 0, gsl_bspline_free, w);
}
TransformationModelBSpline::TransformationModelBSpline(
const TransformationModel::DataPoints & data, const Param & params)
{
params_ = params;
Param defaults;
getDefaultParameters(defaults);
params_.setDefaults(defaults);
if (data.size() < 4) // TODO: check number
{
throw Exception::IllegalArgument(__FILE__, __LINE__, __PRETTY_FUNCTION__, "'b_spline' model needs at least four data points");
}
Size num_breakpoints = params_.getValue("num_breakpoints");
String break_positions = params_.getValue("break_positions");
if ((break_positions != "uniform") && (break_positions != "quantiles"))
{
throw Exception::IllegalArgument(__FILE__, __LINE__, __PRETTY_FUNCTION__, "parameter 'break_positions' for 'b_spline' model must be 'uniform' or 'quantiles'");
}
size_ = data.size();
x_ = gsl_vector_alloc(size_);
y_ = gsl_vector_alloc(size_);
w_ = gsl_vector_alloc(size_);
for (size_t i = 0; i < size_; ++i)
{
gsl_vector_set(x_, i, data[i].first);
gsl_vector_set(y_, i, data[i].second);
gsl_vector_set(w_, i, 1.0); // TODO: non-uniform weights
}
gsl_vector_minmax(x_, &xmin_, &xmax_);
// set up cubic (k = 4) spline workspace:
if (num_breakpoints < 2)
{
num_breakpoints = 2;
LOG_WARN << "Warning: Increased parameter 'num_breakpoints' to 2 (minimum)." << endl;
}
else if (num_breakpoints > size_ - 2)
{
num_breakpoints = size_ - 2;
LOG_WARN << "Warning: Decreased parameter 'num_breakpoints' to " + String(num_breakpoints) + " (maximum for this number of data points)." << endl;
}
workspace_ = gsl_bspline_alloc(4, num_breakpoints);
if (break_positions == "uniform")
{
gsl_bspline_knots_uniform(xmin_, xmax_, workspace_);
}
else
{
vector<double> quantiles(num_breakpoints, 1.0);
double step = 1.0 / (num_breakpoints - 1);
for (Size i = 0; i < num_breakpoints - 1; ++i)
{
quantiles[i] = i * step;
}
gsl_vector * breakpoints;
breakpoints = gsl_vector_alloc(num_breakpoints);
getQuantiles_(x_, quantiles, breakpoints);
gsl_bspline_knots(breakpoints, workspace_);
gsl_vector_free(breakpoints);
}
ncoeffs_ = gsl_bspline_ncoeffs(workspace_);
gsl_vector_minmax(workspace_->knots, &xmin_, &xmax_);
computeFit_();
}
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();
}
//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);
}
/*=============================================================================
* 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;
}
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() */
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());
}
