hitfit::Base_Constrainer Class Reference

Base class for constrained fitter. More...

#include <Base_Constrainer.h>

Inheritance diagram for hitfit::Base_Constrainer:

Public Member Functions
	Base_Constrainer (const Base_Constrainer_Args &args)
virtual double	fit (Constraint_Calculator &constraint_calculator, const Column_Vector &xm, Column_Vector &x, const Column_Vector &ym, Column_Vector &y, const Matrix &G_i, const Diagonal_Matrix &Y, Column_Vector &pullx, Column_Vector &pully, Matrix &Q, Matrix &R, Matrix &S)=0
	Perform the constrained fit. More...
virtual std::ostream &	print (std::ostream &s) const
	Print out internal state to output stream. More...
virtual	~Base_Constrainer ()

Protected Member Functions
bool	call_constraint_fcn (Constraint_Calculator &constraint_calculator, const Column_Vector &x, const Column_Vector &y, Row_Vector &F, Matrix &Bx, Matrix &By) const
	Helper function to evaluate constraints. This takes care of checking what the user function returns againts numerical derivatives, it that was requested. More...

Private Attributes
const Base_Constrainer_Args	_args

Friends
std::ostream &	operator<< (std::ostream &s, const Base_Constrainer &f)
	Output stream operator, print the content of this Base_Constrainer to an output stream. More...

Detailed Description

Base class for constrained fitter.

Definition at line 211 of file Base_Constrainer.h.

Constructor & Destructor Documentation

hitfit::Base_Constrainer::Base_Constrainer

(

const Base_Constrainer_Args &

args

)

Constructor.

Parameters

args	Contains the parameter settings for this instance.

Definition at line 156 of file Base_Constrainer.cc.

      : _args(args) {}

virtual hitfit::Base_Constrainer::~Base_Constrainer ( )

inlinevirtual

Destructor.

Definition at line 229 of file Base_Constrainer.h.

{}

Member Function Documentation

bool hitfit::Base_Constrainer::call_constraint_fcn ( Constraint_Calculator &  constraint_calculator, const Column_Vector &  x, const Column_Vector &  y, Row_Vector &  F, Matrix &  Bx, Matrix &  By  ) const

protected

Helper function to evaluate constraints. This takes care of checking what the user function returns againts numerical derivatives, it that was requested.

Purpose

Call the constraint function for the point (x,y). Return F, Bx, By, and a boolean flag saying if the point is acceptable. If test_gradient is on, we verify the gradients returned by also computing them numerically.

Parameters

constraint_calculator	the User-supplied object to evaluate the constraints.
x	Vector of well-measured quantities where we evaluate the constraints. Has dimension of Nw.
y	Vector of poorly-measured quantities where we evaluate the the constraints. Has dimension of Np.
F	Results of the constraint functions.
Bx	Gradients of F with respect to x, has dimension (Nw,Nc).
By	Gradients of F with respect to y, has dimension (Np,Nc).

Input:

constraint_calculator, x, y.

Output:

F, Bx, By.

Return:

true if the point (x,y) is accepted.
false if the point (x,y) is rejected

Definition at line 206 of file Base_Constrainer.cc.

References gather_cfg::cout, F(), mps_fire::i, dqmiolumiharvest::j, and hgcalPerformanceValidation::val.

Referenced by hitfit::Chisq_Constrainer::fit().

  {
    // Call the user's function.
    bool val = constraint_calculator.eval(x, y, F, Bx, By);

    // If we're not doing gradients numerically, we're done.
    if (!_args.test_gradient())
      return val;

    // Bail if the point was rejected.
    if (!val)
      return false;

    int Nw = x.num_row();
    int Np = y.num_row();
    int Nc = F.num_col();

    // Numerically check Bx.
    for (int i = 1; i <= Nc; i++) {
      // Step a little along variable I.
      Column_Vector step_x(Nw, 0);
      step_x(i) = _args.test_step();
      Column_Vector new_x = x + step_x;

      // Evaluate the constraints at the new point.
      Matrix new_Bx(Nw, Nc);
      Matrix new_By(Np, Nc);
      Row_Vector new_F(Nc);
      if (!constraint_calculator.eval(new_x, y, new_F, new_Bx, new_By))
        return false;

      // Calculate what we expect the constraints to be at this point,
      // given the user's gradients.
      Row_Vector test_F = F + step_x.T() * Bx;

      // Check the results.
      for (int j = 1; j <= Nc; j++) {
        if (test_different(test_F(j), new_F(j), F(j), _args.test_eps())) {
          cout << "bad gradient x " << i << " " << j << "\n";
          cout << x;
          cout << y;
          cout << new_x;
          cout << F;
          cout << new_F;
          cout << Bx;
          cout << (test_F - new_F);
          abort();
        }
      }
    }

    // Numerically check By.
    for (int i = 1; i <= Np; i++) {
      // Step a little along variable I.
      Column_Vector step_y(Np, 0);
      step_y(i) = _args.test_step();
      Column_Vector new_y = y + step_y;

      // Evaluate the constraints at the new point.
      Matrix new_Bx(Nw, Nc);
      Matrix new_By(Np, Nc);
      Row_Vector new_F(Nc);
      if (!constraint_calculator.eval(x, new_y, new_F, new_Bx, new_By))
        return false;

      // Calculate what we expect the constraints to be at this point,
      // given the user's gradients.
      Row_Vector test_F = F + step_y.T() * By;

      // Check the results.
      for (int j = 1; j <= Nc; j++) {
        if (test_different(test_F(j), new_F(j), F(j), _args.test_eps())) {
          cout << "bad gradient y " << i << " " << j << "\n";
          cout << x;
          cout << y;
          cout << new_y;
          cout << F;
          cout << new_F;
          cout << Bx;
          cout << (test_F - new_F);
          abort();
        }
      }
    }

    // Done!
    return true;
  }

virtual double hitfit::Base_Constrainer::fit ( Constraint_Calculator &  constraint_calculator, const Column_Vector &  xm, Column_Vector &  x, const Column_Vector &  ym, Column_Vector &  y, const Matrix &  G_i, const Diagonal_Matrix &  Y, Column_Vector &  pullx, Column_Vector &  pully, Matrix &  Q, Matrix &  R, Matrix &  S  )

pure virtual

Perform the constrained fit.

Parameters

constraint_calculator	The object that will be used to evaluate the constraints.
xm	Measured values of the well-measured variables, has dimension Nw.
x	Before the fit: starting value of the well-measured variables for the fit, has dimension Nw. After the fit: final values of the well-measured variables.
ym	Measured values of the poorly-measured variables, has dimension Np.
y	Before the fit: starting value of the poorly-measured variables for the fit, has dimension Np. After the fit: final values of the poorly-measured variables.
G_i	Error matrix for the well-measured variables, has dimension Nw,Nw.
Y	Inverse error matrix for the poorly-measured variables, has dimension Np,Np.
pullx	Pull quantities for the well-measured variables, has dimension Nw.
pully	Pull quantities for the poorly-measured variables, has dimension Np.
Q	Error matrix for the well-measured variables, has dimension Nw,Nw.
R	Error matrix for the poorly-measured variables, has dimension Np,Np.
S	Error matrix for the correlation between well-measured variables and poorly-measured variables, has dimension Nw,Np.

Input:

constraint_calculator, xm, x, ym, y, G_i, y.

Output:

x, y, pullx, pully, Q, R, S.

Return:

of the fit. Should returns a negative value if the fit does not converge.

Implemented in hitfit::Chisq_Constrainer.

Referenced by trackingPlots.Iteration::modules().

std::ostream & hitfit::Base_Constrainer::print ( std::ostream &  s ) const

virtual

Print out internal state to output stream.

Parameters

s	Output stream to which to write.

Return:

The stream s;

Reimplemented in hitfit::Chisq_Constrainer.

Definition at line 165 of file Base_Constrainer.cc.

References alignCSCRings::s.

Referenced by hitfit::operator<<(), and hitfit::Chisq_Constrainer::print().

  {
    s << "Base_Constrainer parameters:\n";
    s << " test_gradient: " << _args.test_gradient() << " test_step: " << _args.test_step()
      << " test_eps: " << _args.test_eps() << "\n";
    return s;
  }

Friends And Related Function Documentation

std::ostream& operator<< ( std::ostream &  s, const Base_Constrainer &  f  )

friend

Output stream operator, print the content of this Base_Constrainer to an output stream.

Parameters

s	The output stream to which to write.
f	The instance of Base_Constrainer to be printed.

Definition at line 191 of file Base_Constrainer.cc.

  {
    return f.print(s);
  }

Member Data Documentation

const Base_Constrainer_Args hitfit::Base_Constrainer::_args

private

Parameter settings for this instance of Base_Constrainer.

Definition at line 337 of file Base_Constrainer.h.