public static void TestNonlinearLeastSquareFit()
{
PZMath_multifit_fdfsolver_type T = new PZMath_multifit_fdfsolver_type();
PZMath_multifit_fdfsolver s = new PZMath_multifit_fdfsolver();
int N = 40;
int status;
int i, iter = 0;
int n = N;
int p = 3;
PZMath_matrix covar = new PZMath_matrix(p, p);
double[] y = new double[N];
double[] sigma = new double[N];
double h = 1e-2; // step-size
TestNonlinearLeastSquareFitParam d = new TestNonlinearLeastSquareFitParam(n, p, y, sigma, h);
PZMath_multifit_function_fdf f = new PZMath_multifit_function_fdf();
double[] x_init = new double[3];
x_init[0] = 1.0;
x_init[1] = 0.0;
x_init[2] = 0.0;
PZMath_vector x = new PZMath_vector(x_init);
f.f = new multifit_delegate_f(TestPZMathMultifit.expb_f);
f.df = new multifit_delegate_df(TestPZMathMultifit.expb_df);
f.fdf = new multifit_delegate_fdf(TestPZMathMultifit.expb_fdf);
f.n = n;
f.p = p;
f.parms = d;
ParkMillerNormal r = new ParkMillerNormal();
// this is the data to be fiitted
for (i = 0; i < n; i++)
{
double t = i;
double tt = System.Math.Exp(-0.1 * t);
d.y[i] = 1.0 + 5 * System.Math.Exp(-0.1 * t);// + r.NextVariate();
d.sigma[i] = 0.1;
System.Diagnostics.Debug.WriteLine("data: " + i + " " + d.y[i] + " " + d.sigma[i]);
}
T.Init("PZMath_multifit_fdfsolver_lmsder");
s.Alloc(T, n, p);
s.Init(f, x);
s.PrintState(iter);
do
{
iter++;
status = s.Iterate();
System.Diagnostics.Debug.WriteLine("status = " + status);
//printf ("status = %s \n", gsl_strerror(status));
s.PrintState(iter);
if (status > 0)
break;
status = s.TestDelta(s.dx, s.x, 1e-4, 1e-4);
}
while (status == PZMath_errno.PZMath_CONTINUE && iter < 500);
s.Covar(0.0, covar);
covar.DebugWriteLine();
System.Console.WriteLine("A = " + s.FIT(0) + " +/- " + s.ERR(0, covar));
System.Console.WriteLine("lambda = " + s.FIT(1) + " +/- " + s.ERR(1, covar));
System.Console.WriteLine("b = " + s.FIT(2) + " +/- " + s.ERR(2, covar));
double chi = s.Chi();
System.Console.WriteLine("chisq/dof = " + (System.Math.Pow(chi, 2.0) / (double)(n - p)));
System.Console.WriteLine("state = " + status);
//printf ("status = %s \n", gsl_strerror(status));
}
public int Init(PZMath_multifit_function_fdf f, PZMath_vector x)
{
if (this.f.Size != f.n)
{
PZMath_errno.ERROR("function size does not match solver", PZMath_errno.PZMath_EBADLEN);
}
if (this.x.Size != x.Size)
{
PZMath_errno.ERROR("vector length does not match solver", PZMath_errno.PZMath_EBADLEN);
}
this.fdf = f;
this.x = x;
return (this.type.init) (this.state, this.fdf, this.x, this.f, this.J, this.dx);
}