Class: GSL::MultiFit::MultidLM

Inherits:
Object
  • Object
show all
Defined in:
lib/gsl_extras.rb

Direct Known Subclasses

MultidLMNumDiff

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(yproc = nil, fproc, dfproc, ndata, ndims, nparams) ⇒ MultidLM

Returns a new instance of MultidLM.



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# File 'lib/gsl_extras.rb', line 863

def initialize(yproc = nil, fproc, dfproc, ndata, ndims, nparams)
  @fproc = Proc.new do |x, t, y, sigma, f|
#         gridpoints = (0...@ndims).to_a.map do |i| 
#           @gridpoints.col(i)
#         end
    fproc.call(x, *@gridpoints, y, sigma, f)
  end
  @dfproc = Proc.new do |x, t, y, sigma, jac|
#         gridpoints = (0...@ndims).to_a.map do |i| 
#           @gridpoints.col(i)
#         end
#         puts 'hello'
    dfproc.call(x, *@gridpoints, y, sigma, jac)
  end

  @yproc = yproc
#       fproc
#       @dfproc = dfproc
  @ndata = ndata; @ndims = ndims; @nparams = nparams
  @f = GSL::MultiFit::Function_fdf.alloc(@fproc, @dfproc, @nparams)
  @solver = GSL::MultiFit::FdfSolver.alloc(FdfSolver::LMDER, @ndata, @nparams)
end

Instance Attribute Details

#chi2 ⇒ Object

Returns the value of attribute chi2.



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# File 'lib/gsl_extras.rb', line 920

def chi2
  @chi2
end

#covar ⇒ Object

Returns the value of attribute covar.



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# File 'lib/gsl_extras.rb', line 920

def covar
  @covar
end

#dof ⇒ Object

Returns the value of attribute dof.



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# File 'lib/gsl_extras.rb', line 920

def dof
  @dof
end

#my_chi2 ⇒ Object

Returns the value of attribute my_chi2.



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# File 'lib/gsl_extras.rb', line 920

def my_chi2
  @my_chi2
end

#position ⇒ Object

Returns the value of attribute position.



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# File 'lib/gsl_extras.rb', line 920

def position
  @position
end

Class Method Details

.alloc(*args) ⇒ Object 



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# File 'lib/gsl_extras.rb', line 859

def self.alloc(*args)
  new(*args)
end

Instance Method Details

#eval(*points) ⇒ Object 



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# File 'lib/gsl_extras.rb', line 922

def eval(*points)
  raise "yproc not set" unless @yproc
  @yproc.call(@solver.position, *points)
end

#set_data(xstart, *gridpoints, y, sigma) ⇒ Object 



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# File 'lib/gsl_extras.rb', line 886

def set_data(xstart, *gridpoints, y, sigma)
#       p 'g', gridpoints.size
  @gridpoints = gridpoints; @y = y; @x = xstart.dup; @sigma = sigma
  @t = GSL::Vector.alloc(@y.size)
  @t.set_all(0.0) # t should never be used.
  @f.set_data(@t, @y, @sigma)
  @solver.set(@f, @x)
end

#solve(print_out = false) ⇒ Object 



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# File 'lib/gsl_extras.rb', line 895

def solve(print_out = false)
  (puts "Warning: due to a bug, print out doesn't work with less than 3 params"; print_out = false) if @nparams < 3
#       p @nparams, @solver.send(:p)
  iter = 0
  @solver.print_state(iter) if print_out
  begin
    iter += 1
    status = @solver.iterate
    @solver.print_state(iter) if print_out
    status = @solver.test_delta(1e-7, 1e-7)
  end while status == GSL::CONTINUE and iter < 500
  
  @covar = @solver.covar(0.0)
  @position = @solver.position
  @my_chi2 = 0.0 
#       gp = @gridpoints.transpose
  for i in 0...@y.size
    @my_chi2 += (@y[i] - eval(*@gridpoints.map{|vec| vec[i]}))**2.0 / @sigma[i]**2.0
  end
  @chi2 = (@solver.f.dnrm2)**2
  @dof = @ndata - @nparams
  @solved = true
  @solver.position
end