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/*
* Copyright (c) 2002-2006 Samit Basu
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
*/
#include "Array.hpp"
#include "Interpreter.hpp"
#include "FunctionDef.hpp"
#include "Exception.hpp"
#include "FuncPtr.hpp"
#include "lm.h"
typedef struct {
ArrayVector params;
Array xval;
Array yval;
Array wval;
Interpreter *a_eval;
FunctionDef *a_funcDef;
} FncBlock;
void fcnstub(double *p, double *hx, int m, int n, void *adata) {
FncBlock *q = (FncBlock*) adata;
double *xp, *yp, *rp, *wp;
xp = q->xval.real<double>().data();
yp = q->yval.real<double>().data();
wp = q->wval.real<double>().data();
memcpy(xp,p,sizeof(double)*m);
ArrayVector tocall(q->params);
tocall.push_front(q->xval);
ArrayVector cval(q->a_eval->doFunction(q->a_funcDef,tocall,1));
if (cval.size() == 0)
throw Exception("function to be optimized does not return any outputs!");
if (int(cval[0].length()) != n)
throw Exception("function output does not match size of vector 'y'");
Array f(cval[0]);
f = f.asDenseArray().toClass(Double);
rp = (double*) f.real<double>().data();
int i;
for (i=0;i<n;i++) {
hx[i] = wp[i] * rp[i];//wp[i]*(yp[i] - rp[i]);
}
}
//@@Signature
//sfunction fitfun FitFunFunction
//inputs fcn xinit y weights tol varargin
//outputs xopt yopt
//DOCBLOCK curvefit_fitfun
ArrayVector FitFunFunction(int nargout, const ArrayVector& arg, Interpreter* eval) {
if (arg.size()<4)
throw Exception("fitfun requires at least four arguments");
FuncPtr funcDef;
Array fptr(arg[0]);
if (fptr.isString()) {
QString fname = fptr.asString();
Context *context = eval->getContext();
eval->rescanPath();
if (!context->lookupFunction(fname,funcDef))
throw Exception(QString("function ") + fname + " undefined!");
funcDef->updateCode(eval);
if (funcDef->scriptFlag)
throw Exception("cannot use feval on a script");
} else {
if (fptr.isUserClass() && (fptr.className() == "functionpointer"))
funcDef = FuncPtrLookup(eval,fptr);
else
throw Exception("first argument to fitfun must be the name of a function (i.e., a string) or a function pointer");
}
FncBlock q;
q.a_funcDef = funcDef;
q.a_eval = eval;
// Get the initial guess vector
Array xinit(arg[1].asDenseArray().toClass(Double));
int m, n;
m = int(xinit.length());
// Get the right hand side vector
Array yvec(arg[2].asDenseArray().toClass(Double));
n = int(yvec.length());
q.yval = yvec;
q.xval = xinit;
q.wval = arg[3].asDenseArray().toClass(Double);
if (int(q.wval.length()) != n)
throw Exception("weight vector must be the same size as the output vector y");
// Multiply the weights time the RHS
for (index_t i=1;i<=n;i++) {
q.yval.real<double>()[i] = q.yval.constReal<double>()[i] *
q.wval.constReal<double>()[i];
}
// Get the tolerance
double tol;
if (arg.size() > 4)
tol = arg[4].asDouble();
else
tol = LM_STOP_THRESH;
// Copy the arg array
q.params = arg;
q.params.pop_front();
q.params.pop_front();
q.params.pop_front();
q.params.pop_front();
q.params.pop_front();
// Test to make sure the function works....
ArrayVector tocall(q.params);
tocall.push_front(xinit);
ArrayVector cval(eval->doFunction(funcDef,tocall,1));
if (cval.size() == 0)
throw Exception("function to be optimized does not return any outputs!");
if (int(cval[0].length()) != n)
throw Exception("function output does not match size of vector 'y'");
double opts[5];
opts[0] = LM_INIT_MU;
opts[1] = tol;
opts[2] = tol;
opts[3] = tol*1e-5;
opts[4] = LM_DIFF_DELTA;
dlevmar_dif(fcnstub,&(q.xval.real<double>()[1]),&(q.yval.real<double>()[1]),m,n,200*(m+1),opts,NULL,NULL,NULL,&q);
tocall = q.params;
tocall.push_front(q.xval);
cval = eval->doFunction(funcDef,tocall,1);
ArrayVector retval;
retval.push_back(q.xval);
retval.push_back(cval[0]);
return retval;
}
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