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this method is another implementation of Lev-Mar, from MPFIT library, which is based on MINPACK-1. MPFIT is not committed into SVN, but will be included in tarball.
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| Original file line number | Diff line number | Diff line change |
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| // This file is part of fityk program. Copyright (C) Marcin Wojdyr | ||
| // Licence: GNU General Public License ver. 2+ | ||
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| #include "MPfit.h" | ||
| #include "logic.h" | ||
| #include "data.h" | ||
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| using namespace std; | ||
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| MPfit::MPfit(Ftk* F) | ||
| : Fit(F, "mpfit") | ||
| { | ||
| // 0 value means default | ||
| mp_conf_.ftol = 0.; | ||
| mp_conf_.xtol = 0.; | ||
| mp_conf_.gtol = 0.; | ||
| mp_conf_.epsfcn = 0.; | ||
| mp_conf_.stepfactor = 0.; | ||
| mp_conf_.covtol = 0.; | ||
| mp_conf_.maxiter = 0; | ||
| mp_conf_.maxfev = 0; | ||
| mp_conf_.nprint = 0; | ||
| mp_conf_.douserscale = 0; | ||
| mp_conf_.nofinitecheck = 0; | ||
| mp_conf_.iterproc = NULL; | ||
| } | ||
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| MPfit::~MPfit() | ||
| { | ||
| } | ||
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| void MPfit::init() | ||
| { | ||
| } | ||
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| int calculate_for_mpfit(int m, int npar, double *par, double *deviates, | ||
| double **derivs, void *mpfit) | ||
| { | ||
| return static_cast<MPfit*>(mpfit)-> | ||
| calculate(m, npar, par, deviates, derivs); | ||
| } | ||
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| /* | ||
| void on_mpfit_iteration(void *mpfit) | ||
| { | ||
| static_cast<MPfit*>(mpfit)->on_iteration(); | ||
| } | ||
| */ | ||
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| int MPfit::on_iteration() | ||
| { | ||
| return (int) common_termination_criteria(iter_nr_-start_iter_); | ||
| } | ||
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| int MPfit::calculate(int /*m*/, int npar, double *par, double *deviates, | ||
| double **derivs) | ||
| { | ||
| int stop = on_iteration(); | ||
| if (stop) | ||
| return -1; // error code reserved for user function | ||
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| vector<realt> A(par, par+npar); | ||
| //printf("wssr=%g, p0=%g, p1=%g\n", compute_wssr(A, dmdm_), par[0], par[1]); | ||
| if (!derivs) | ||
| compute_deviates(A, deviates); | ||
| else { | ||
| ++iter_nr_; | ||
| compute_derivatives_mp(A, dmdm_, derivs, deviates); | ||
| } | ||
| return 0; | ||
| } | ||
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| static | ||
| const char* mpstatus_to_string(int n) | ||
| { | ||
| switch (n) { | ||
| case MP_ERR_INPUT: return "General input parameter error"; | ||
| case MP_ERR_NAN: return "User function produced non-finite values"; | ||
| case MP_ERR_FUNC: return "No user function was supplied"; | ||
| case MP_ERR_NPOINTS: return "No user data points were supplied"; | ||
| case MP_ERR_NFREE: return "No free parameters"; | ||
| case MP_ERR_MEMORY: return "Memory allocation error"; | ||
| case MP_ERR_INITBOUNDS: | ||
| return "Initial values inconsistent w constraints"; | ||
| case MP_ERR_BOUNDS: return "Initial constraints inconsistent"; | ||
| case MP_ERR_PARAM: return "General input parameter error"; | ||
| case MP_ERR_DOF: return "Not enough degrees of freedom"; | ||
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| // Potential success status codes | ||
| case MP_OK_CHI: return "Convergence in chi-square value"; | ||
| case MP_OK_PAR: return "Convergence in parameter value"; | ||
| case MP_OK_BOTH: return "Convergence in chi2 and parameter value"; | ||
| case MP_OK_DIR: return "Convergence in orthogonality"; | ||
| case MP_MAXITER: return "Maximum number of iterations reached"; | ||
| case MP_FTOL: return "ftol is too small; no further improvement"; | ||
| case MP_XTOL: return "xtol is too small; no further improvement"; | ||
| case MP_GTOL: return "gtol is too small; no further improvement"; | ||
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| // user-defined codes | ||
| case -1: return "One of user-defined criteria stopped fitting."; | ||
| default: return "unexpected status code"; | ||
| } | ||
| } | ||
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| void MPfit::autoiter() | ||
| { | ||
| start_iter_ = iter_nr_; | ||
| wssr_before_ = compute_wssr(a_orig_, dmdm_); | ||
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| int m = 0; | ||
| v_foreach (DataAndModel*, i, dmdm_) | ||
| m += (*i)->data()->get_n(); | ||
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| // this is also handled in Fit::common_termination_criteria() | ||
| mp_conf_.maxiter = max_iterations_; | ||
| mp_conf_.maxfev = F_->get_settings()->max_wssr_evaluations; | ||
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| //mp_conf_.ftol = F_->get_settings()->lm_stop_rel_change; | ||
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| double *perror = new double[na_]; | ||
| double *a = new double[na_]; | ||
| mp_par *pars = new mp_par[na_]; | ||
| for (int i = 0; i < na_; ++i) { | ||
| a[i] = a_orig_[i]; | ||
| mp_par& p = pars[i]; | ||
| p.fixed = 0; | ||
| p.limited[0] = 0; // no lower limit | ||
| p.limited[1] = 0; // no upper limit | ||
| p.limits[0] = 0.; | ||
| p.limits[1] = 0.; | ||
| p.parname = NULL; | ||
| p.step = 0.; // step size for finite difference | ||
| p.relstep = 0.; // relative step size for finite difference | ||
| p.side = 3; // Sidedness of finite difference derivative | ||
| // 0 - one-sided derivative computed automatically | ||
| // 1 - one-sided derivative (f(x+h) - f(x) )/h | ||
| // -1 - one-sided derivative (f(x) - f(x-h))/h | ||
| // 2 - two-sided derivative (f(x+h) - f(x-h))/(2*h) | ||
| // 3 - user-computed analytical derivatives | ||
| p.deriv_debug = 0; | ||
| p.deriv_reltol = 0.; | ||
| p.deriv_abstol = 0.; | ||
| } | ||
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| // zero result_ | ||
| result_.bestnorm = result_.orignorm = 0.; | ||
| result_.niter = result_.nfev = result_.status = 0; | ||
| result_.npar = result_.nfree = result_.npegged = result_.nfunc = 0; | ||
| result_.resid = result_.covar = NULL; | ||
| result_.xerror = perror; | ||
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| int status = mpfit(calculate_for_mpfit, m, na_, a, pars, &mp_conf_, this, | ||
| &result_); | ||
| //printf("%d :: %d\n", iter_nr_, result_.niter); | ||
| //soft_assert(iter_nr_ + 1 == result_.niter); | ||
| //soft_assert(result_.nfev + 1 == evaluations_); | ||
| soft_assert(status == result_.status); | ||
| F_->msg("mpfit status: " + S(mpstatus_to_string(status))); | ||
| post_fit(vector<realt>(a, a+na_), result_.bestnorm); | ||
| delete [] pars; | ||
| delete [] a; | ||
| delete [] perror; | ||
| } | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,36 @@ | ||
| // This file is part of fityk program. Copyright (C) Marcin Wojdyr | ||
| // Licence: GNU General Public License ver. 2+ | ||
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| /// wrapper around MPFIT (cmpfit) library, | ||
| /// http://www.physics.wisc.edu/~craigm/idl/cmpfit.html | ||
| /// which is Levenberg-Marquardt implementation based on MINPACK-1 | ||
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| #ifndef FITYK_MPFIT_H_ | ||
| #define FITYK_MPFIT_H_ | ||
| #include "fit.h" | ||
| #include "cmpfit/mpfit.h" | ||
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| struct mp_config_struct; | ||
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| /// Wrapper around CMPFIT | ||
| class MPfit : public Fit | ||
| { | ||
| public: | ||
| MPfit(Ftk* F); | ||
| ~MPfit(); | ||
| virtual void init(); // called before do_iteration()/autoiter() | ||
| void autoiter(); | ||
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| // implementation (must be public to be called inside callback function) | ||
| int calculate(int m, int npar, double *par, double *deviates, | ||
| double **derivs); | ||
| int on_iteration(); | ||
| private: | ||
| mp_config_struct mp_conf_; | ||
| mp_result result_; | ||
| int start_iter_; | ||
| }; | ||
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| #endif | ||
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