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Commit bd2b9524 authored by Laurent Belcour's avatar Laurent Belcour
Browse files

Adding multiple-lobe fitting in the Eigen LM solver

parent e1cbb49d
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Showing with 207 additions and 58 deletions
sources/plugins/nonlinear_levenberg_eigen/fitter.cpp
View file @ bd2b9524
......@@ -22,8 +22,8 @@ ALTA_DLL_EXPORT fitter* provide_fitter()
struct EigenFunctor: Eigen::DenseFunctor<double>
{
EigenFunctor(nonlinear_function* f, const data* d, bool use_cosine) :
DenseFunctor<double>(f->nbParameters(), d->dimY()*d->size()), _f(f), _d(d), _cosine(use_cosine)
EigenFunctor(nonlinear_function* f, const data* d, bool use_cosine) :
DenseFunctor<double>(f->nbParameters(), d->dimY()*d->size()), _f(f), _d(d), _cosine(use_cosine)
{
#ifndef DEBUG
std::cout << "<<DEBUG>> constructing an EigenFunctor for n=" << inputs() << " parameters and m=" << values() << " points" << std::endl ;
......@@ -45,21 +45,21 @@ struct EigenFunctor: Eigen::DenseFunctor<double>
{
vec _x = _d->get(s);
// Compute the cosine factor. Only update the constant if the flag
// is set in the object.
double cos = 1.0;
if(_cosine)
{
double cart[6]; params::convert(&_x[0], _d->input_parametrization(), params::CARTESIAN, cart);
cos = cart[5];
}
// Compute the cosine factor. Only update the constant if the flag
// is set in the object.
double cos = 1.0;
if(_cosine)
{
double cart[6]; params::convert(&_x[0], _d->input_parametrization(), params::CARTESIAN, cart);
cos = cart[5];
}
vec _di = vec(_f->dimY());
for(int i=0; i<_f->dimY(); ++i)
_di[i] = _x[_f->dimX() + i];
// Should add the resulting vector completely
vec _y = _di - cos*(*_f)(_x);
vec _y = _di - cos*(*_f)(_x);
for(int i=0; i<_f->dimY(); ++i)
y(i*_d->size() + s) = _y[i];
......@@ -67,7 +67,7 @@ struct EigenFunctor: Eigen::DenseFunctor<double>
#ifdef DEBUG
std::cout << "diff vector:" << std::endl << y << std::endl << std::endl ;
#endif
return 0;
}
......@@ -84,51 +84,147 @@ struct EigenFunctor: Eigen::DenseFunctor<double>
// Get the position
vec xi = _d->get(s);
// Compute the cosine factor. Only update the constant if the flag
// is set in the object.
double cos = 1.0;
if(_cosine)
{
double cart[6]; params::convert(&xi[0], _d->input_parametrization(), params::CARTESIAN, cart);
cos = cart[5];
}
// Compute the cosine factor. Only update the constant if the flag
// is set in the object.
double cos = 1.0;
if(_cosine)
{
double cart[6]; params::convert(&xi[0], _d->input_parametrization(), params::CARTESIAN, cart);
cos = cart[5];
}
// Get the associated jacobian
vec _jac = _f->parametersJacobian(xi);
// Fill the columns of the matrix
#ifdef DEBUG
Eigen::MatrixXd temp (_f->dimY(), _f->nbParameters());
#endif
for(int j=0; j<_f->nbParameters(); ++j)
{
// For each output channel, update the subpart of the
// vector row
for(int i=0; i<_f->dimY(); ++i)
{
fjac(i*_d->size() + s, j) = - cos * _jac[i*_f->nbParameters() + j];
#ifdef DEBUG
temp(i, j) = _jac[i*_f->nbParameters() + j];
#endif
fjac(i*_d->size() + s, j) = - cos * _jac[i*_f->nbParameters() + j];
}
}
}
return 0;
}
nonlinear_function* _f;
const data* _d;
// Flags
bool _cosine;
};
struct CompoundFunctor: Eigen::DenseFunctor<double>
{
CompoundFunctor(compound_function* f, int index, const data* d, bool use_cosine) :
DenseFunctor<double>((*f)[index]->nbParameters(), d->dimY()*d->size()), _f(f), _index(index), _d(d), _cosine(use_cosine)
{
#ifndef DEBUG
std::cout << "<<DEBUG>> constructing an EigenFunctor for n=" << inputs() << " parameters and m=" << values() << " points" << std::endl ;
#endif
}
int operator()(const Eigen::VectorXd& x, Eigen::VectorXd& y) const
{
#ifdef DEBUG
std::cout << temp << std::endl << std::endl ;
std::cout << "parameters:" << std::endl << x << std::endl << std::endl ;
#endif
// Update the parameters vector
vec _p(inputs());
for(int i=0; i<inputs(); ++i) { _p[i] = x(i); }
nonlinear_function* f = (*_f)[_index];
f->setParameters(_p);
for(int s=0; s<_d->size(); ++s)
{
vec _x = _d->get(s);
// Compute the cosine factor. Only update the constant if the flag
// is set in the object.
double cos = 1.0;
if(_cosine)
{
double cart[6]; params::convert(&_x[0], _d->input_parametrization(), params::CARTESIAN, cart);
cos = cart[5];
}
vec _di = vec(f->dimY());
for(int i=0; i<f->dimY(); ++i)
_di[i] = _x[f->dimX() + i];
// Compute the value of the preceding functions
vec _fy = vec::Zero(f->dimY());
for(int i=0; i<_index+1; ++i)
{
_fy += (*(*_f)[i])(_x);
}
// Should add the resulting vector completely
vec _y = _di - cos*_fy;
for(int i=0; i<f->dimY(); ++i)
y(i*_d->size() + s) = _y[i];
}
#ifdef DEBUG
std::cout << "jacobian :" << std::endl << fjac << std::endl << std::endl;
std::cout << "diff vector:" << std::endl << y << std::endl << std::endl ;
#endif
return 0;
}
int df(const Eigen::VectorXd &x, Eigen::MatrixXd &fjac) const
{
// Update the paramters
vec _p(inputs());
for(int i=0; i<inputs(); ++i) { _p[i] = x(i); }
nonlinear_function* _f;
const data* _d;
nonlinear_function* f = (*_f)[_index];
f->setParameters(_p);
// Flags
bool _cosine;
// For each element to fit, fill the rows of the matrix
for(int s=0; s<_d->size(); ++s)
{
// Get the position
vec xi = _d->get(s);
// Compute the cosine factor. Only update the constant if the flag
// is set in the object.
double cos = 1.0;
if(_cosine)
{
double cart[6]; params::convert(&xi[0], _d->input_parametrization(), params::CARTESIAN, cart);
cos = cart[5];
}
// Get the associated jacobian
vec _jac = f->parametersJacobian(xi);
// Fill the columns of the matrix
for(int j=0; j<f->nbParameters(); ++j)
{
// For each output channel, update the subpart of the
// vector row
for(int i=0; i<_f->dimY(); ++i)
{
fjac(i*_d->size() + s, j) = - cos * _jac[i*f->nbParameters() + j];
}
}
}
return 0;
}
compound_function* _f;
const data* _d;
// Flags
bool _cosine;
int _index;
};
nonlinear_fitter_eigen::nonlinear_fitter_eigen()
......@@ -168,35 +264,88 @@ bool nonlinear_fitter_eigen::fit_data(const data* d, function* fit, const argume
vec nf_x = nf->parameters();
int info;
Eigen::VectorXd x(nf->nbParameters());
for(int i=0; i<nf->nbParameters(); ++i)
{
x[i] = nf_x[i];
}
EigenFunctor functor(nf, d, args.is_defined("fit-with-cosine"));
Eigen::LevenbergMarquardt<EigenFunctor> lm(functor);
info = lm.minimize(x);
if(info == Eigen::LevenbergMarquardtSpace::ImproperInputParameters)
{
std::cerr << "<<ERROR>> incorrect parameters" << std::endl;
return false;
}
vec p(nf->nbParameters());
if(args.is_defined("fit-compound"))
{
if(dynamic_cast<compound_function*>(nf) == NULL)
{
std::cerr << "<<ERROR>> you should use --fit-compound with a compound function" << std::endl;
return false;
}
compound_function* compound = dynamic_cast<compound_function*>(nf);
// Register how many parameter are already fitted
int already_fit = 0;
// Get the i-th function of the compound
for(int index=0; index<compound->size(); ++index)
{
nonlinear_function* f = (*compound)[index];
if(f->nbParameters() == 0)
continue;
Eigen::VectorXd x(f->nbParameters());
for(int i=0; i<f->nbParameters(); ++i)
{
x[i] = nf_x[i+already_fit];
}
CompoundFunctor functor(compound, index, d, args.is_defined("fit-with-cosine"));
Eigen::LevenbergMarquardt<CompoundFunctor> lm(functor);
info = lm.minimize(x);
if(info == Eigen::LevenbergMarquardtSpace::ImproperInputParameters)
{
std::cerr << "<<ERROR>> incorrect parameters" << std::endl;
return false;
}
// Update the vector of parameters
for(int i=0; i<f->nbParameters(); ++i)
{
nf_x[i+already_fit] = x[i];
}
// Update the number of already fitted parameters
already_fit += f->nbParameters();
for(int i=0; i<p.size(); ++i)
{
p[i] = x(i);
}
std::cout << "<<INFO>> found parameters: " << p << std::endl;
#ifndef DEBUG
std::cout << "<<DEBUG>> function " << index+1 << " using " << lm.iterations() << " iterations" << std::endl;
#endif
}
}
else
{
Eigen::VectorXd x(nf->nbParameters());
for(int i=0; i<nf->nbParameters(); ++i)
{
x[i] = nf_x[i];
}
EigenFunctor functor(nf, d, args.is_defined("fit-with-cosine"));
Eigen::LevenbergMarquardt<EigenFunctor> lm(functor);
info = lm.minimize(x);
if(info == Eigen::LevenbergMarquardtSpace::ImproperInputParameters)
{
std::cerr << "<<ERROR>> incorrect parameters" << std::endl;
return false;
}
for(int i=0; i<nf->nbParameters(); ++i)
{
nf_x[i] = x(i);
}
#ifndef DEBUG
std::cout << "<<DEBUG>> using " << lm.iterations() << " iterations" << std::endl;
#endif
nf->setParameters(p);
}
std::cout << "<<INFO>> found parameters: " << nf_x << std::endl;
nf->setParameters(nf_x);
return true;
}
......
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