-
Notifications
You must be signed in to change notification settings - Fork 0
/
testmpfit_jac.c
252 lines (228 loc) · 6.92 KB
/
testmpfit_jac.c
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
#include <stdio.h>
#include <math.h>
#ifdef TIMEIT
#ifdef _WIN32
#include <windows.h>
LONGLONG time_ = 0;
LARGE_INTEGER li = {0};
LARGE_INTEGER clock_freq = {0};
void mark_start(void) {
QueryPerformanceFrequency(&clock_freq);
QueryPerformanceCounter(&li);
time_ = li.QuadPart;
}
void mark_end(void) {
QueryPerformanceCounter(&li);
time_ = (LONGLONG) (li.QuadPart - time_) * 1.0e9 / clock_freq.QuadPart;
}
#else
// posix
#include <time.h>
long long time_ = 0;
struct timespec tspec = {0};
clockid_t clk = CLOCK_MONOTONIC;
void mark_start(void) {
clock_gettime(clk, &tspec);
time_ = tspec.tv_nsec;
}
void mark_end(void) {
clock_gettime(clk, &tspec);
time_ = tspec.tv_nsec - time_;
}
#endif
long long get_execution_time(void) {
return (long long) time_;
}
#else
long long get_execution_time(void) {
return -1;
}
#endif
#include "mpfit.h"
#define N (100)
#define NPAR (5)
#define X_START (-5.0)
#define X_END (5.0)
#define DX ((X_END - X_START) / (N - 1.0))
struct xy {
double * x;
double * y;
};
void gaussian(double x, double * pars, double * out) {
double z = (x - pars[0]) / pars[1];
*out = pars[4] + pars[3] * z + pars[2] * exp(-0.5 * z * z);
}
void gaussianv(int n, double * x, double * pars, double * out) {
while (n--) {
double z = (x[n] - pars[0]) / pars[1];
out[n] = pars[4] + pars[3] * z + pars[2] * exp(-0.5 * z * z);
}
}
void dgaussian(double x, double * pars, double * dvec) {
if (!dvec) {
return;
}
double z = (x - pars[0]) / pars[1];
double z2 = z * z;
double expz2 = exp(-0.5 * z2);
dvec[0] = pars[2] * z / pars[1] * expz2;
dvec[1] = pars[2] * z2 / pars[1] * expz2;
dvec[2] = expz2;
dvec[3] = z;
dvec[4] = 1.0;
}
void dgaussianv(int n, double * x, double * pars, double * dvec) {
if (!dvec) {
return;
}
while (n--) {
double z = (x[n] - pars[0]) / pars[1];
double z2 = z * z;
double expz2 = exp(-0.5 * z2);
index_2D(dvec, n, 0, 5) = pars[2] * z / pars[1] * expz2;
index_2D(dvec, n, 1, 5) = pars[2] * z2 / pars[1] * expz2;
index_2D(dvec, n, 2, 5) = expz2;
index_2D(dvec, n, 3, 5) = z;
index_2D(dvec, n, 4, 5) = 1.0;
}
}
int gaussian_cost(int m, /* Number of functions (elts of fvec) */
int n, /* Number of variables (elts of pars) */
double * pars, /* I - Parameters */
double * fvec, /* O - function values */
double * dvec, /* O - function derivatives (optional)*/
void * data) {
double * x = ((struct xy *)data)->x;
double * y = ((struct xy *)data)->y;
double ym = 0.0;
if (dvec) {
while (m--) {
gaussian(x[m], pars, fvec + m);
fvec[m] = y[m] - fvec[m];
dgaussian(x[m], pars, dvec + m * n);
}
} else {
while (m--) {
gaussian(x[m], pars, &ym);
fvec[m] = (y[m] - ym);
}
}
return 0;
}
int gaussianv_cost(int m, /* Number of functions (elts of fvec) */
int n, /* Number of variables (elts of pars) */
double * pars, /* I - Parameters */
double * fvec, /* O - function values */
double * dvec, /* O - function derivatives (optional)*/
void * data) {
double * x = ((struct xy *)data)->x;
double * y = ((struct xy *)data)->y;
double ym = 0.0;
if (dvec) {
dgaussianv(m, x, pars, dvec);
}
gaussianv(m, x, pars, fvec);
while (m--) {
fvec[m] = y[m] - fvec[m];
}
return 0;
}
int main(void) {
double x[N];
double y[N];
double pars_in[NPAR] = {-2.0, 1.5, 2.0, 0.025, -0.3};
double pars_guess[NPAR] = {-1.0, 1.25, 3.0, 0.005, 0.3};
double dx = ((X_END - X_START) / (N - 1.0));
int i = 0;
x[i] = X_START;
gaussian(x[i], pars_in, y + i);
for (i = 1; i < N; i++) {
x[i] = x[i - 1] + dx;
gaussian(x[i], pars_in, y + i);
}
struct xy data = {&x[0], &y[0]};
mp_result results = {0};
mp_config config = {0};
config.maxiter = 1000;
int status = 0;
printf("before:\n\tcenter: %f\n\twidth: %f\n\tamplitude: %f\n\tslope: %f\n\toffset: %f\n",
pars_guess[0],
pars_guess[1],
pars_guess[2],
pars_guess[3],
pars_guess[4]);
#ifdef TIMEIT
mark_start();
#endif
status = mpfit(gaussian_cost, N, NPAR, pars_guess, NULL, &config, &data, &results);
#ifdef TIMEIT
mark_end();
#endif
printf("status = %d\n", status);
printf("results:\n\tbestnorm: %f\n\torignorm: %f\n\tniter: %d\n\tnfev: %d\n\tstatus: %d\n\tnpar: %d\n\tnfree: %d\n\tnpegged: %d\n\tnfunc: %d\n\texec_time(ns): %lld\n",
results.bestnorm,
results.orignorm,
results.niter,
results.nfev,
results.status,
results.npar,
results.nfree,
results.npegged,
results.nfunc,
get_execution_time());
printf("final:\n\tcenter: %f\n\twidth: %f\n\tamplitude: %f\n\tslope: %f\n\toffset: %f\n",
pars_guess[0],
pars_guess[1],
pars_guess[2],
pars_guess[3],
pars_guess[4]);
printf("expected:\n\tcenter: %f\n\twidth: %f\n\tamplitude: %f\n\tslope: %f\n\toffset: %f\n",
pars_in[0],
pars_in[1],
pars_in[2],
pars_in[3],
pars_in[4]);
pars_guess[0] = -1.0;
pars_guess[1] = 1.25;
pars_guess[2] = 3.0;
pars_guess[3] = 0.005;
pars_guess[4] = 0.3;
printf("before:\n\tcenter: %f\n\twidth: %f\n\tamplitude: %f\n\tslope: %f\n\toffset: %f\n",
pars_guess[0],
pars_guess[1],
pars_guess[2],
pars_guess[3],
pars_guess[4]);
#ifdef TIMEIT
mark_start();
#endif
status = mpfit(gaussianv_cost, N, NPAR, pars_guess, NULL, &config, &data, &results);
#ifdef TIMEIT
mark_end();
#endif
printf("status = %d\n", status);
printf("results:\n\tbestnorm: %f\n\torignorm: %f\n\tniter: %d\n\tnfev: %d\n\tstatus: %d\n\tnpar: %d\n\tnfree: %d\n\tnpegged: %d\n\tnfunc: %d\n\texec_time(ns): %lld\n",
results.bestnorm,
results.orignorm,
results.niter,
results.nfev,
results.status,
results.npar,
results.nfree,
results.npegged,
results.nfunc,
get_execution_time());
printf("final:\n\tcenter: %f\n\twidth: %f\n\tamplitude: %f\n\tslope: %f\n\toffset: %f\n",
pars_guess[0],
pars_guess[1],
pars_guess[2],
pars_guess[3],
pars_guess[4]);
printf("expected:\n\tcenter: %f\n\twidth: %f\n\tamplitude: %f\n\tslope: %f\n\toffset: %f\n",
pars_in[0],
pars_in[1],
pars_in[2],
pars_in[3],
pars_in[4]);
return 0;
}