1 #ifndef __JFIT__JGRADIENT__
2 #define __JFIT__JGRADIENT__
21 namespace JPP {
using namespace JFIT; }
40 virtual void apply(
const double step) = 0;
48 public std::shared_ptr<JParameter_t>
91 const int debug = 3) :
123 return numeric_limits<double>::max();
128 const size_t N = this->size();
133 for (
size_t i = 0; i != N; ++i) {
152 for (
double ds = 1.0; ds > 1.0e-3; ) {
154 this->
move(+1.0 * ds);
158 DEBUG(
"chi2[3] " << setw(4) << m <<
' ' <<
FIXED(12,5) << chi2[3] <<
' ' <<
FIXED(12,5) << ds << endl);
160 if (chi2[3] < chi2[2]) {
184 for ( ; m != 0; --m) {
185 this->
move(-1.0 * ds);
192 this->
move(-1.0 * ds);
194 if (chi2[2] < chi2[3]) {
202 const double f21 = chi2[2] - chi2[1];
203 const double f23 = chi2[2] - chi2[3];
205 const double xs = 0.5 * (f21 - f23) / (f23 + f21);
207 this->
move(+1.0 * xs * ds);
211 if (chi2[3] < chi2[2]) {
217 this->
move(-1.0 * xs * ds);
232 if (fabs(chi2[2] - chi2[0]) <
epsilon * 0.5 * (fabs(chi2[0]) + fabs(chi2[2]))) {
244 for (
size_t i = 0; i != N; ++i){
255 for (
size_t i = 0; i != N; ++i){
257 H[i] = G[i] + dgg *
H[i];
287 const size_t N = this->size();
299 for (
size_t i = 0; i != N; ++i) {
300 if ((*
this)[i].name.size() > width) {
301 width = (*this)[i].name.size();
307 for (
size_t i = 0; i != N; ++i) {
309 if ((*
this)[i].value != 0.0) {
311 (*this)[i]->apply(+0.5 * (*
this)[i].value);
315 (*this)[i]->apply(-0.5 * (*
this)[i].value);
316 (*this)[i]->apply(-0.5 * (*
this)[i].value);
322 (*this)[i]->apply(+0.5 * (*
this)[i].value);
324 DEBUG(setw(width) << left << (*
this)[i].name << right <<
' ' <<
FIXED(12,5) << (*
this)[i].value <<
' ' <<
FIXED(12,5) <<
gradient[i] << endl);
334 DEBUG(setw(width) << left <<
"|gradient|" << right <<
' ' <<
FIXED(12,5) << sqrt(V) << endl);
348 for (
size_t i = 0; i != this->size(); ++i) {
349 (*this)[ i ]->apply((*
this)[ i ].value *
gradient[ i ] * factor);
351 }
else if (factor < 0.0) {
352 for (
size_t i = this->size(); i != 0; --i) {
353 (*this)[i-1]->apply((*
this)[i-1].value *
gradient[i-1] * factor);
General purpose messaging.
#define DEBUG(A)
Message macros.
Auxiliary classes and methods for linear and iterative data regression.
double getChi2(const double P)
Get chi2 corresponding to given probability.
static const double H
Planck constant [eV s].
This name space includes all other name spaces (except KM3NETDAQ, KM3NET and ANTARES).
Auxiliary data structure for floating point format specification.
size_t Nmax
maximum number of iterations
void move(const double factor)
Move.
std::vector< double > gradient
double evaluate(const T &getChi2)
Evaluate gradient.
double operator()(const T &getChi2)
Fit.
JGradient(const size_t Nmax=std::numeric_limits< size_t >::max(), const size_t Nextra=0, const double epsilon=1.0e-4, const int debug=3)
Constructor.
size_t numberOfIterations
size_t Nextra
maximum number of extra steps
Auxiliary data structure for editable parameter.
JModifier_t(const std::string &name, JParameter_t *parameter, const double value)
Constructor.
Auxiliary data structure for fit parameter.
virtual void apply(const double step)=0
Apply step.
virtual ~JParameter_t()
Virtual destructor.
Auxiliary data structure for floating point format specification.