Solve non-linear fit with Levenberg-Marquardt method. More...

#include <NonLinearFitLM.h>

Public Member Functions
	NonLinearFitLM (Bool svd=False)
	Create a fitter: the normal way to generate a fitter object. More...

	NonLinearFitLM (const NonLinearFitLM &other)
	Copy constructor (deep copy) More...

NonLinearFitLM &	operator= (const NonLinearFitLM &other)
	Assignment (deep copy) More...

virtual	~NonLinearFitLM ()
	Destructor. More...

Public Member Functions inherited from casacore::NonLinearFit< T >
	NonLinearFit (Bool svd=False)
	Create a fitter: the normal way to generate a fitter object. More...

	NonLinearFit (const NonLinearFit &other)
	Copy constructor (deep copy) More...

NonLinearFit &	operator= (const NonLinearFit &other)
	Assignment (deep copy) More...

virtual	~NonLinearFit ()
	Destructor. More...

void	setMaxIter (uInt maxIter=MAXITER)
	setMaxIter() sets the maximum number of iterations to do before stopping. More...

uInt	getMaxIter () const
	getMaxIter() queries what the maximum number of iterations currently is More...

uInt	currentIteration () const
	currentIteration() queries what the current iteration is More...

void	setCriteria (const Double criteria=CRITERIUM)
	setCriteria() sets the convergence criteria. More...

Double	getCriteria () const
	getCriteria() queries the current criteria More...

Bool	converged () const
	Check to see if the fit has converged. More...

Public Member Functions inherited from casacore::GenericL2Fit< T >
	GenericL2Fit ()
	Create a fitter: the normal way to generate a fitter object. More...

	GenericL2Fit (const GenericL2Fit &other)
	Copy constructor (deep copy) More...

GenericL2Fit &	operator= (const GenericL2Fit &other)
	Assignment (deep copy) More...

virtual	~GenericL2Fit ()
	Destructor. More...

template<class U >
void	setFunction (const Function< U, U > &function)
	Sets the function to be fitted. More...

template<class U >
Bool	setConstraint (const uInt n, const Function< U, U > &function, const Vector< typename FunctionTraits< T >::BaseType > &x, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0))
	Set the possible constraint functions. More...

Bool	setConstraint (const uInt n, const Vector< typename FunctionTraits< T >::BaseType > &x, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0))

Bool	setConstraint (const uInt n, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0))

Bool	addConstraint (const Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > &function, const Vector< typename FunctionTraits< T >::BaseType > &x, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0))

Bool	addConstraint (const Vector< typename FunctionTraits< T >::BaseType > &x, const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0))

Bool	addConstraint (const typename FunctionTraits< T >::BaseType y=typename FunctionTraits< T >::BaseType(0))

void	setCollinearity (const Double cln)
	Set the collinearity factor as the square of the sine of the minimum angle allowed between input vectors (default zero for non-SVD, 1e-8 for SVD) More...

void	asWeight (const Bool aswgt)
	Set sigma values to be interpreted as weight (i.e. More...

void	asSVD (const Bool svd)
	Set the use of SVD or not (default). More...

Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > *	fittedFunction ()
	Return a pointer to the function being fitted. More...

const Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > *	fittedFunction () const

uInt	fittedNumber () const
	Return the number of fitted parameters. More...

uInt	NConstraints ()
	Return the number of constraints, and pointers to constraint functions. More...

Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > *	getConstraint (const uInt n)

Vector< typename LSQTraits< typename FunctionTraits< T >::BaseType >::base >	getSVDConstraint (uInt n)
	Return the nth constraint equation derived from SVD Note that the number present will be given by `getDeficiency()` More...

void	setParameterValues (const Vector< typename FunctionTraits< T >::BaseType > &parms)
	Set the parameter values. More...

void	setMaskedParameterValues (const Vector< typename FunctionTraits< T >::BaseType > &parms)

Vector< typename FunctionTraits< T >::BaseType >	fit (const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0)
	Fit the function to the data. More...

Vector< typename FunctionTraits< T >::BaseType >	fit (const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0)

Vector< typename FunctionTraits< T >::BaseType >	fit (const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< Bool > *const mask=0)

Vector< typename FunctionTraits< T >::BaseType >	fit (const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< Bool > *const mask=0)

Vector< typename FunctionTraits< T >::BaseType >	fit (const Vector< Bool > *const mask=0)

Bool	fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0)

Bool	fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0)

Bool	fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const typename FunctionTraits< T >::BaseType &sigma, const Vector< Bool > *const mask=0)

Bool	fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const typename FunctionTraits< T >::BaseType &sigma, const Vector< Bool > *const mask=0)

Bool	fit (Vector< typename FunctionTraits< T >::BaseType > &sol, const Vector< Bool > *const mask=0)

Double	chiSquare () const
	Obtain the chi squared. More...

const Vector< typename FunctionTraits< T >::BaseType > &	errors () const
	Get the errors on the solved values. More...

Bool	errors (Vector< typename FunctionTraits< T >::BaseType > &err) const

Matrix< Double >	compuCovariance ()
	Get covariance matrix. More...

void	compuCovariance (Matrix< Double > &cov)

void	buildNormalMatrix (const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0)
	Generate the normal equations by one or more calls to the buildNormalMatrix(), before calling a fit() without arguments. More...

void	buildNormalMatrix (const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > &sigma, const Vector< Bool > *const mask=0)

void	buildNormalMatrix (const Vector< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< Bool > *const mask=0)

void	buildNormalMatrix (const Matrix< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< Bool > *const mask=0)

Bool	residual (Vector< typename FunctionTraits< T >::BaseType > &y, const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &sol, const Bool model=False)
	Return the residual after a fit in y. More...

Bool	residual (Vector< typename FunctionTraits< T >::BaseType > &y, const Array< typename FunctionTraits< T >::BaseType > &x, const Bool model=False)

uInt	getRank () const
	Get the rank of the solution (or zero of no fit() done yet). More...

Protected Member Functions
virtual Bool	fitIt (Vector< typename FunctionTraits< T >::BaseType > &sol, const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > const sigma, const Vector< Bool > const mask=0)
	Generalised fitter. More...

Protected Member Functions inherited from casacore::GenericL2Fit< T >
void	buildMatrix (const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > const sigma, const Vector< Bool > const mask=0)
	Build the normal matrix. More...

void	buildConstraint ()
	Build the constraint equations. More...

void	fillSVDConstraints ()
	Get the SVD constraints. More...

Bool	buildResidual (Vector< typename FunctionTraits< T >::BaseType > &y, const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > *const sol, const Bool model=False)
	Calculate residuals. More...

FunctionTraits< T >::BaseType	getVal_p (const Array< typename FunctionTraits< T >::BaseType > &x, uInt j, uInt i) const
	Function to get evaluated functional value. More...

void	initfit_p (uInt parcnt)
	Initialise the fitter with number of solvable parameters. More...

uInt	testInput_p (const Array< typename FunctionTraits< T >::BaseType > &x, const Vector< typename FunctionTraits< T >::BaseType > &y, const Vector< typename FunctionTraits< T >::BaseType > *const sigma)
	Return number of condition equations and check sizes x, y, sigma. More...

void	resetFunction ()
	Reset all the input. More...

Private Attributes
Double	lamda_p
	The parameter that makes this the Levenberg-Marquardt method. More...

Double	fitit_p
	The current fit state. More...

Additional Inherited Members
Public Attributes inherited from casacore::GenericL2Fit< T >
const Double	COLLINEARITY
	Default collinearity test for SVD. More...

Static Public Attributes inherited from casacore::NonLinearFit< T >
static const uInt	MAXITER
	Default maximum number of iterations (30) More...

static const Double	CRITERIUM
	Default convergence criterium (0.001) More...

Protected Attributes inherited from casacore::NonLinearFit< T >
uInt	maxiter_p
	Maximum number of iterations. More...

uInt	curiter_p
	Current iteration number. More...

Double	criterium_p
	Convergence criteria. More...

Bool	converge_p
	Has fit converged. More...

Protected Attributes inherited from casacore::GenericL2Fit< T >
uInt	aCount_ai
	Adjustable. More...

Bool	svd_p
	SVD indicator. More...

Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > *	ptr_derive_p
	Function to use in evaluating condition equation. More...

PtrBlock< Function< typename FunctionTraits< T >::DiffType, typename FunctionTraits< T >::DiffType > * >	constrFun_p
	List of functions describing the possible constraint equations e.g. More...

PtrBlock< Vector< typename FunctionTraits< T >::BaseType > * >	constrArg_p
	List of vectors describing the constraint equations' arguments. More...

PtrBlock< typename FunctionTraits< T >::BaseType * >	constrVal_p
	List of values describing the constraint equations' value. More...

uInt	pCount_p
	Number of available parameters. More...

uInt	ndim_p
	Number of dimensions of input data. More...

Bool	needInit_p
	No normal equations yet. More...

Bool	solved_p
	Have solution. More...

Bool	errors_p
	Have errors. More...

Bool	ferrors_p

Bool	asweight_p
	Interpret as weights rather than as sigma the given values. More...

uInt	nr_p
	The rank of the solution. More...

Vector< typename FunctionTraits< T >::BaseType >	condEq_p
	Condition equation parameters (for number of adjustable parameters) More...

Vector< typename FunctionTraits< T >::BaseType >	fullEq_p
	Equation for all available parameters. More...

Vector< typename FunctionTraits< T >::ArgType >	arg_p
	Contiguous argument areas. More...

Vector< typename FunctionTraits< T >::ArgType >	carg_p

Vector< typename FunctionTraits< T >::BaseType >	sol_p
	Local solution area. More...

Vector< typename FunctionTraits< T >::BaseType >	fsol_p

Vector< typename FunctionTraits< T >::BaseType >	err_p
	Local error area. More...

Vector< typename FunctionTraits< T >::BaseType >	ferr_p

FunctionTraits< T >::DiffType	valder_p
	Local value and derivatives. More...

Vector< Vector< typename LSQTraits< typename FunctionTraits< T >::BaseType >::base > >	consvd_p
	Local SVD constraints. More...

Detailed Description

template<class T>
class casacore::NonLinearFitLM< T >

Solve non-linear fit with Levenberg-Marquardt method.

Review Status

Reviewed By:: wbrouw
Date Reviewed:: 2004/06/15
Test programs:: tNonLinearFitLM

Prerequisite

Etymology

This class uses the Levenberg-Marquardt method to solve the non-linear least-squares fit problem hence NonLinearFitLM

Synopsis

NOTE: Constraints added. Documentation out of date at moment, check the tLinearFitSVD and tNonLinearFirLM programs for examples.

See the NonLinearFit class for a general description.

This class is derived from the general NonLinearFit class. It does a non-linear least-squares fit using the Levenberg-Marquardt method.

See Numerical Recipes for more information on the Levenberg-Marquardt method.

Template Type Argument Requirements (T)

Float
Double
Complex
DComplex

Motivation

Levenberg-Marquardt method is a standard method for non-linear least-squares fits. It works well in practice over a wide range of problems.

Example

Definition at line 87 of file NonLinearFitLM.h.

Constructor & Destructor Documentation

◆ NonLinearFitLM() [1/2]

template<class T >

casacore::NonLinearFitLM< T >::NonLinearFitLM ( Bool svd = False )

explicit

Create a fitter: the normal way to generate a fitter object.

Necessary data will be deduced from the Functional provided with setFunction(). Optionally, a fitter with SVD behaviour

◆ NonLinearFitLM() [2/2]

template<class T >

casacore::NonLinearFitLM< T >::NonLinearFitLM ( const NonLinearFitLM< T > & other )

Copy constructor (deep copy)

◆ ~NonLinearFitLM()

template<class T >

virtual casacore::NonLinearFitLM< T >::~NonLinearFitLM ( )

virtual

Destructor.

Member Function Documentation

◆ fitIt()

template<class T >

virtual Bool casacore::NonLinearFitLM< T >::fitIt	(	Vector< typename FunctionTraits< T >::BaseType > &	sol,
		const Array< typename FunctionTraits< T >::BaseType > &	x,
		const Vector< typename FunctionTraits< T >::BaseType > &	y,
		const Vector< typename FunctionTraits< T >::BaseType > *const	sigma,
		const Vector< Bool > *const	mask = `0`
	)

protectedvirtual

Generalised fitter.

Implements casacore::NonLinearFit< T >.

◆ operator=()

template<class T >

NonLinearFitLM& casacore::NonLinearFitLM< T >::operator= ( const NonLinearFitLM< T > & other )

Assignment (deep copy)

Member Data Documentation

◆ fitit_p

template<class T >

Double casacore::NonLinearFitLM< T >::fitit_p

private

The current fit state.

Definition at line 119 of file NonLinearFitLM.h.

◆ lamda_p

template<class T >

Double casacore::NonLinearFitLM< T >::lamda_p

private

The parameter that makes this the Levenberg-Marquardt method.

Definition at line 117 of file NonLinearFitLM.h.

The documentation for this class was generated from the following file:

scimath/Fitting/NonLinearFitLM.h

Public Member Functions

Protected Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class T> class casacore::NonLinearFitLM< T >

Review Status

Prerequisite

Etymology

Synopsis

Template Type Argument Requirements (T)

Motivation

Example

Constructor & Destructor Documentation

◆ NonLinearFitLM() [1/2]

◆ NonLinearFitLM() [2/2]

◆ ~NonLinearFitLM()

Member Function Documentation

◆ fitIt()

◆ operator=()

Member Data Documentation

◆ fitit_p

◆ lamda_p

template<class T>
class casacore::NonLinearFitLM< T >