示例#1
0
/**
  * Calculates covariance matrix for fitting function's active parameters. 
  * @param covar :: Output cavariance matrix.
  * @param epsrel :: Tolerance.
  */
void CostFuncLeastSquares::calActiveCovarianceMatrix(GSLMatrix& covar, double epsrel)
{
  UNUSED_ARG(epsrel);
  if (m_hessian.isEmpty())
  {
    valDerivHessian();
  }
  covar = m_hessian;
  covar.invert();
}
示例#2
0
/**
  * Calculates covariance matrix for fitting function's active parameters.
  * @param covar :: Output cavariance matrix.
  * @param epsrel :: Tolerance.
  */
void CostFuncLeastSquares::calActiveCovarianceMatrix(GSLMatrix &covar,
                                                     double epsrel) {
  UNUSED_ARG(epsrel);

  if (m_hessian.isEmpty()) {
    valDerivHessian();
  }

  if (g_log.is(Kernel::Logger::Priority::PRIO_DEBUG)) {
    std::ostringstream osHess;
    osHess << "== Hessian (H) ==\n";
    osHess << std::left << std::fixed;
    for (size_t i = 0; i < m_hessian.size1(); ++i) {
      for (size_t j = 0; j < m_hessian.size2(); ++j) {
        osHess << std::setw(10);
        osHess << m_hessian.get(i, j) << "  ";
      }
      osHess << "\n";
    }
    g_log.debug() << osHess.str();
  }

  covar = m_hessian;
  covar.invert();
  if (g_log.is(Kernel::Logger::Priority::PRIO_DEBUG)) {
    std::ostringstream osCovar;
    osCovar << "== Covariance matrix (H^-1) ==\n";
    osCovar << std::left << std::fixed;
    for (size_t i = 0; i < covar.size1(); ++i) {
      for (size_t j = 0; j < covar.size2(); ++j) {
        osCovar << std::setw(10);
        osCovar << covar.get(i, j) << "  ";
      }
      osCovar << "\n";
    }
    g_log.debug() << osCovar.str();
  }
}