public software.sextractor

[/] [trunk/] [src/] [levmar/] [expfit.c] - Diff between revs 128 and 173

Go to most recent revision | Show entire file | Details | Blame | View Log

Rev 128 Rev 173
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