| Line 1... |
Line 1... |
|
////////////////////////////////////////////////////////////////////////////////////
|
|
// Example program that shows how to use levmar in order to fit the three-
|
|
// parameter exponential model x_i = p[0]*exp(-p[1]*i) + p[2] to a set of
|
|
// data measurements; example is based on a similar one from GSL.
|
|
//
|
|
// Copyright (C) 2008 Manolis Lourakis (lourakis at ics forth gr)
|
|
// Institute of Computer Science, Foundation for Research & Technology - Hellas
|
|
// Heraklion, Crete, Greece.
|
|
//
|
|
// 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.
|
|
//
|
|
////////////////////////////////////////////////////////////////////////////////////
|
|
|
|
#include <stdio.h>
|
|
#include <stdlib.h>
|
|
#include <math.h>
|
|
|
|
#include <lm.h>
|
|
|
|
#ifndef LM_DBL_PREC
|
|
#error Example program assumes that levmar has been compiled with double precision, see LM_DBL_PREC!
|
|
#endif
|
|
|
|
|
|
/* the following macros concern the initialization of a random number generator for adding noise */
|
|
#undef REPEATABLE_RANDOM
|
|
#define DBL_RAND_MAX (double)(RAND_MAX)
|
|
|
|
#ifdef _MSC_VER // MSVC
|
|
#include <process.h>
|
|
#define GETPID _getpid
|
|
#elif defined(__GNUC__) // GCC
|
|
#include <sys/types.h>
|
|
#include <unistd.h>
|
|
#define GETPID getpid
|
|
#else
|
|
#warning Do not know the name of the function returning the process id for your OS/compiler combination
|
|
#define GETPID 0
|
|
#endif /* _MSC_VER */
|
|
|
|
#ifdef REPEATABLE_RANDOM
|
|
#define INIT_RANDOM(seed) srandom(seed)
|
|
#else
|
|
#define INIT_RANDOM(seed) srandom((int)GETPID()) // seed unused
|
|
#endif
|
|
|
|
/* Gaussian noise with mean m and variance s, uses the Box-Muller transformation */
|
|
double gNoise(double m, double s)
|
|
{
|
|
double r1, r2, val;
|
|
|
|
r1=((double)random())/DBL_RAND_MAX;
|
|
r2=((double)random())/DBL_RAND_MAX;
|
|
|
|
val=sqrt(-2.0*log(r1))*cos(2.0*M_PI*r2);
|
|
|
|
val=s*val+m;
|
|
|
|
return val;
|
|
}
|
|
|
|
/* model to be fitted to measurements: x_i = p[0]*exp(-p[1]*i) + p[2], i=0...n-1 */
|
|
void expfunc(double *p, double *x, int m, int n, void *data)
|
|
{
|
|
register int i;
|
|
|
|
for(i=0; i<n; ++i){
|
|
x[i]=p[0]*exp(-p[1]*i) + p[2];
|
|
}
|
|
}
|
|
|
|
/* Jacobian of expfunc() */
|
|
void jacexpfunc(double *p, double *jac, int m, int n, void *data)
|
|
{
|
|
register int i, j;
|
|
|
|
/* fill Jacobian row by row */
|
|
for(i=j=0; i<n; ++i){
|
|
jac[j++]=exp(-p[1]*i);
|
|
jac[j++]=-p[0]*i*exp(-p[1]*i);
|
|
jac[j++]=1.0;
|
|
}
|
|
}
|
|
|
|
int main()
|
|
{
|
|
const int n=40, m=3; // 40 measurements, 3 parameters
|
|
double p[m], x[n], opts[LM_OPTS_SZ], info[LM_INFO_SZ];
|
|
register int i;
|
|
int ret;
|
|
|
|
/* generate some measurement using the exponential model with
|
|
* parameters (5.0, 0.1, 1.0), corrupted with zero-mean
|
|
* Gaussian noise of s=0.1
|
|
*/
|
|
INIT_RANDOM(0);
|
|
for(i=0; i<n; ++i)
|
|
x[i]=(5.0*exp(-0.1*i) + 1.0) + gNoise(0.0, 0.1);
|
|
|
|
/* initial parameters estimate: (1.0, 0.0, 0.0) */
|
|
p[0]=1.0; p[1]=0.0; p[2]=0.0;
|
|
|
|
/* optimization control parameters; passing to levmar NULL instead of opts reverts to defaults */
|
|
opts[0]=LM_INIT_MU; opts[1]=1E-15; opts[2]=1E-15; opts[3]=1E-20;
|
|
opts[4]=LM_DIFF_DELTA; // relevant only if the finite difference Jacobian version is used
|
|
|
|
/* invoke the optimization function */
|
|
ret=dlevmar_der(expfunc, jacexpfunc, p, x, m, n, 1000, opts, info, NULL, NULL, NULL); // with analytic Jacobian
|
|
//ret=dlevmar_dif(expfunc, p, x, m, n, 1000, opts, info, NULL, NULL, NULL); // without Jacobian
|
|
printf("Levenberg-Marquardt returned in %g iter, reason %g, sumsq %g [%g]\n", info[5], info[6], info[1], info[0]);
|
|
printf("Best fit parameters: %.7g %.7g %.7g\n", p[0], p[1], p[2]);
|
|
|
|
exit(0);
|
|
}
|
|
|
No newline at end of file
|
No newline at end of file
|