Source Code for Module boxmin.levenberg

  1  # This program is public domain. 
  2   
  3  from numpy   import zeros, sqrt 
  4  from copy    import deepcopy 
  5  from _boxmin import levenberg_marquardt_bc 
  6  from _boxmin import levenberg_marquardt_cc 
  7   
  8  #  Compute the fit parameters and covariance matrix using 
  9  #  levenberg-marquardt. 
 10  # 
 11   
 12   
 13  # ==================================================================== 
 14  # This function is used to calculate the covariance matrix 
 15  # without bound constraints 
 16  # ==================================================================== 
 17 -def levenberg_marquardt2(function, 
 18                          initParams, 
 19                          boundsConstraints, 
 20                          numDataPoints 
 21                          ): 
 22      #change this for bounds constraints 
 23      numParams  = len(initParams) 
 24      theParams  = deepcopy(initParams) 
 25      covariance = zeros((numParams, numParams), 'd') 
 26      tempArray  = zeros((numParams,), 'd') 
 27      levenberg_marquardt_cc(function, 
 28                            theParams, 
 29                            numDataPoints, 
 30                            covariance, 
 31                            tempArray) 
 32      return (theParams, covariance) 
 33   
 34   
 35   
 36   
 37  # ==================================================================== 
 38  # This function is used to calculate the covariance matrix 
 39  # with bound constraints 
 40  # ==================================================================== 
 41 -def levenberg_marquardt(function, 
 42                          initParams, 
 43                          boundsConstraints, 
 44                          numDataPoints 
 45                          ): 
 46      #change this for bounds constraints 
 47      numParams  = len(initParams) 
 48      theParams  = deepcopy(initParams) 
 49      boundsCon  = deepcopy( boundsConstraints) 
 50      lowBounds  = boundsCon[ 0:numParams              ] 
 51      highBounds = boundsCon[ numParams:len(boundsCon) ] 
 52      covariance = zeros((numParams, numParams), 'd') 
 53      tempArray  = zeros((numParams,), 'd') 
 54      levenberg_marquardt_bc(function, 
 55                             theParams, 
 56                             lowBounds, 
 57                             highBounds, 
 58                             numDataPoints, 
 59                             covariance, 
 60                             tempArray) 
 61      return (theParams, covariance) 
 62   
 63   
 64   
 65   
 66  # ==================================================================== 
 67  # This function is used to calculate the uncertainty 
 68  # with bound constraints by levenberg_marquardt method 
 69  # ==================================================================== 
 70 -def LM_Uncertainty2(function, 
 71                     initParams, 
 72                     boundsConstraints, 
 73                     numDataPoints 
 74                     ): 
 75      numParams  = len(initParams) 
 76      theParams  = deepcopy(initParams) 
 77      boundsCon  = deepcopy( boundsConstraints) 
 78      lowBounds  = boundsCon[ 0:numParams              ] 
 79      highBounds = boundsCon[ numParams:len(boundsCon) ] 
 80      covariance = zeros((numParams, numParams), 'd') 
 81      tempArray  = zeros((numParams,), 'd') 
 82   
 83      # TODO: Please double check this function 
 84      levenberg_marquardt_bc_un(function, 
 85                                theParams, 
 86                                lowBounds, 
 87                                highBounds, 
 88                                numDataPoints, 
 89                                uncertainty, 
 90                                tempArray) 
 91   
 92      return (theParams, uncertainty) 
 93   
 94   
 95   
 96  # ==================================================================== 
 97  # This function is used to calculate the uncertainty 
 98  # without bound constraints 
 99  # ==================================================================== 
100 -def LM_Uncertainty(function, 
101                     initParams, 
102                     boundsConstraints, 
103                     numDataPoints 
104                     ): 
105      numParams   = len(initParams) 
106      theParams   = deepcopy(initParams) 
107      uncertainty = zeros(numParams, 'd') 
108      tempArray   = zeros((numParams,), 'd') 
109   
110      levenberg_marquardt_un(function, 
111                             theParams, 
112                             numDataPoints, 
113                             uncertainty, 
114                             tempArray 
115                             ) 
116   
117      return (theParams, uncertainty) 
118