ultimatepp/uppsrc/ScatterDraw/Equation.cpp
koldo f075e57fb0 *ScatterDraw: Fix thanks to aftershock. Added DampedSinusoidal
git-svn-id: svn://ultimatepp.org/upp/trunk@11071 f0d560ea-af0d-0410-9eb7-867de7ffcac7
2017-05-12 07:56:28 +00:00

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11 KiB
C++

#include "ScatterDraw.h"
#include <plugin/Eigen/Eigen.h>
namespace Upp {
using namespace Eigen;
struct Equation_functor : NonLinearOptimizationFunctor<double> {
DataSource *series;
ExplicitEquation *fSource;
Equation_functor() {}
int operator()(const VectorXd &b, VectorXd &fvec) const {
ASSERT(b.size() == unknowns);
ASSERT(fvec.size() == datasetLen);
for (int i = 0; i < unknowns; ++i)
(*fSource).SetCoeffVal(i, b(i));
for(int64 i = 0; i < datasetLen; i++)
fvec(ptrdiff_t(i)) = (*fSource).f((*series).x(i)) - (*series).y(i);
return 0;
}
};
void ExplicitEquation::SetNumCoeff(int num) {
coeff.SetCount(num);
for (int i = 0; i < num; ++i)
coeff[i] = 0;
}
ExplicitEquation::FitError ExplicitEquation::Fit(DataSource &series, double &r2) {
if (series.IsExplicit() || series.IsParam())
return InadequateDataSource;
if (series.GetCount() < coeff.GetCount())
return SmallDataSource;
ptrdiff_t numUnknowns = coeff.GetCount();
VectorXd x(numUnknowns);
for (int i = 0; i < numUnknowns; ++i)
x(i) = coeff[i];
Equation_functor functor;
functor.series = &series;
functor.fSource = this;
functor.unknowns = numUnknowns;
functor.datasetLen = series.GetCount();
NumericalDiff<Equation_functor> numDiff(functor);
LevenbergMarquardt<NumericalDiff<Equation_functor> > lm(numDiff);
// ftol is a nonnegative input variable that measures the relative error desired in the sum of squares
lm.parameters.ftol = 1.E4*NumTraits<double>::epsilon();
// xtol is a nonnegative input variable that measures the relative error desired in the approximate solution
lm.parameters.xtol = 1.E4*NumTraits<double>::epsilon();
lm.parameters.maxfev = maxFitFunctionEvaluations;
int ret = lm.minimize(x);
if (ret == LevenbergMarquardtSpace::ImproperInputParameters)
return ExplicitEquation::ImproperInputParameters;
if (ret == LevenbergMarquardtSpace::TooManyFunctionEvaluation)
return TooManyFunctionEvaluation;
r2 = R2Y(series);
return NoError;
}
double ExplicitEquation::R2Y(DataSource &series, double mean) {
if (IsNull(mean))
mean = series.AvgY();
double sse = 0, sst = 0;
for (int64 i = 0; i < series.GetCount(); ++i) {
double y = series.y(i);
if (!IsNull(y)) {
double err = y - f(series.x(i));
sse += err*err;
double d = y - mean;
sst += d*d;
}
}
if (sst == 0)
return Null;
return 1 - sse/sst;
}
int ExplicitEquation::maxFitFunctionEvaluations = 1000;
double PolynomialEquation::f(double x) {
double y = 0;
for (int i = 0; i < coeff.GetCount(); ++i)
y += coeff[i]*pow(x, i);
return y;
}
String PolynomialEquation::GetEquation(int numDigits) {
if (coeff.IsEmpty())
return String();
String ret = FormatCoeff(0, numDigits);
if (coeff.GetCount() == 1)
return ret;
ret += Format(" + %s*x", FormatCoeff(1, numDigits));
for (int i = 2; i < coeff.GetCount(); ++i)
ret += Format(" + %s*x^%s", FormatCoeff(i, numDigits), FormatInt(i));
ret.Replace("+ -", "- ");
return ret;
}
double FourierEquation::f(double x) {
double y = coeff[0];
double w = coeff[1];
for (int i = 2; i < coeff.GetCount(); i += 2) {
int n = 1 + (i - 2)/2;
y += coeff[i]*cos(n*w*x) + coeff[i+1]*sin(n*w*x);
}
return y;
}
String FourierEquation::GetEquation(int numDigits) {
if (coeff.GetCount() < 4)
return String();
String ret = FormatCoeff(0, numDigits);
for (int i = 2; i < coeff.GetCount(); i += 2) {
int n = 1 + (i - 2)/2;
String nwx = Format("%d*%s*x", n, FormatCoeff(1, numDigits));
ret += Format(" + %s*cos(%s)", FormatCoeff(i, numDigits), nwx);
ret += Format(" + %s*sin(%s)", FormatCoeff(i + 1, numDigits), nwx);
}
ret.Replace("+ -", "- ");
return ret;
}
static double degToRad(double deg) {return M_PI/180.;}
EvalExpr::EvalExpr() {
noCase = false;
constants.Add("PI", M_PI);
constants.Add("M_PI", M_PI);
constants.Add("e", M_E);
functions.Add("abs", fabs);
functions.Add("ceil", ceil);
functions.Add("floor", floor);
functions.Add("sqrt", sqrt);
functions.Add("sin", sin);
functions.Add("cos", cos);
functions.Add("tan", tan);
functions.Add("asin", asin);
functions.Add("acos", acos);
functions.Add("atan", atan);
functions.Add("sinh", sinh);
functions.Add("cosh", cosh);
functions.Add("tanh", tanh);
functions.Add("log", log);
functions.Add("log10", log10);
functions.Add("exp", exp);
functions.Add("degToRad", degToRad);
}
double EvalExpr::Term(CParser& p) {
if(p.IsId()) {
String strId = p.ReadId();
if(double (*function)(double) = functions.Get(strId, 0)) {
p.PassChar('(');
double x = Exp(p);
p.PassChar(')');
return function(x);
}
if (noCase)
strId = ToUpper(strId);
double ret = constants.Get(strId, Null);
if (IsNull(ret))
ret = variables.GetAdd(strId, 0);
return ret;
} else if(p.Char('(')) {
double x = Exp(p);
p.PassChar(')');
return x;
} else
return p.ReadDouble();
}
double EvalExpr::Pow(CParser& p) {
double x = Term(p);
for(;;) {
if(p.Char('^'))
x = pow(x, Term(p));
else
return x;
}
}
double EvalExpr::Mul(CParser& p) {
double x = Pow(p);
for(;;) {
if(p.Char('*'))
x = x * Mul(p);
else if(p.Char('/')) {
double y = Pow(p);
if(y == 0)
p.ThrowError(t_("Divide by zero"));
x = x / y;
} else
return x;
}
}
double EvalExpr::Exp(CParser& p) {
double x = Mul(p);
for(;;) {
if(p.Char('+'))
x = x + Mul(p);
else if(p.Char('-'))
x = x - Mul(p);
else if(p.Char(':'))
x = x*60 + Mul(p);
else
return x;
}
}
double EvalExpr::Eval(String line) {
line = TrimBoth(line);
if (line.IsEmpty())
return Null;
CParser p(line);
try {
if(p.IsId()) {
CParser::Pos pos = p.GetPos();
String var = p.ReadId();
if(p.Char('=')) {
double ret = Exp(p);
variables.GetAdd(var) = ret;
return ret;
} else {
p.SetPos(pos);
return Exp(p);
}
} else
return Exp(p);
}
catch(CParser::Error e) {
LOG(Format(t_("Error evaluating '%s': %s"), line, e));
return Null;
}
}
String EvalExpr::TermStr(CParser& p, int numDigits) {
if(p.IsId()) {
String strId = p.ReadId();
if(functions.Find(strId) >= 0) {
p.PassChar('(');
String x = ExpStr(p, numDigits);
p.PassChar(')');
return strId + "(" + x + ")";
}
if (noCase)
strId = ToUpper(strId);
if (IsNull(numDigits)) {
if (constants.Find(strId) < 0)
variables.GetAdd(strId, 0);
return strId;
} else {
if (constants.Find(strId) >= 0)
return strId;
else {
double dat = variables.GetAdd(strId, 0);
return FormatDoubleFix(dat, numDigits);
}
}
}
if(p.Char('(')) {
String x = ExpStr(p, numDigits);
p.PassChar(')');
return "(" + x + ")";
}
return FormatDoubleFix(p.ReadDouble(), IsNull(numDigits) ? 3 : numDigits);
}
String EvalExpr::PowStr(CParser& p, int numDigits) {
String x = TermStr(p, numDigits);
for(;;)
if(p.Char('^'))
x = x + "^" + TermStr(p, numDigits);
else
return x;
}
String EvalExpr::MulStr(CParser& p, int numDigits) {
String x = PowStr(p, numDigits);
for(;;)
if(p.Char('*'))
x = x + "*" + MulStr(p, numDigits);
else if(p.Char('/'))
x = x + "/" + PowStr(p, numDigits);
else
return x;
}
String EvalExpr::ExpStr(CParser& p, int numDigits) {
String x = MulStr(p, numDigits);
for(;;) {
if(p.Char('+'))
x = x + " + " + MulStr(p, numDigits);
else if(p.Char('-'))
x = x + " - " + MulStr(p, numDigits);
else if(p.Char(':'))
x = x + ":" + MulStr(p, numDigits);
else {
x.Replace("+ -", "- ");
return x;
}
}
}
String EvalExpr::EvalStr(String line, int numDigits) {
line = TrimBoth(line);
if (line.IsEmpty())
return Null;
CParser p(line);
try {
if(p.IsId()) {
CParser::Pos pos = p.GetPos();
String var = p.ReadId();
if(p.Char('=')) {
String ret = ExpStr(p, numDigits);
variables.GetAdd(var, 0);
return var + " = " + ret;
} else {
p.SetPos(pos);
return ExpStr(p, numDigits);
}
} else
return ExpStr(p, numDigits);
}
catch(CParser::Error e) {
LOG(Format(t_("Error evaluating '%s': %s"), line, e));
return Null;
}
}
ExplicitEquation::FitError SplineEquation::Fit(DataSource &data, double &r2)
{
Vector<Pointf> seriesRaw;
for (int64 i = 0; i < data.GetCount(); ++i) { // Remove Nulls
if (!IsNull(data.x(i)) && !IsNull(data.y(i)))
seriesRaw << Pointf(data.x(i), data.y(i));
}
if(seriesRaw.IsEmpty())
return SmallDataSource;
PointfLess less;
Sort(seriesRaw, less); // Sort
Vector<Pointf> series;
series << seriesRaw[0];
for (int i = 1; i < seriesRaw.GetCount(); ++i) { // Remove points with duplicate x
if (seriesRaw[i].x != seriesRaw[i - 1].x)
series << seriesRaw[i];
}
if (series.GetCount() < 2)
return SmallDataSource;
r2 = 0;
int n = int(series.GetCount()) - 1;
Buffer<double> h(n);
for(int i = 0; i < n; ++i)
h[i] = (series[i+1].x - series[i].x);
Buffer<double> alpha(n);
for(int i = 1; i < n; ++i)
alpha[i] = 3*(series[i+1].y - series[i].y)/h[i] - 3*(series[i].y - series[i-1].y)/h[i-1];
Buffer<double> c(n+1), l(n+1), mu(n+1), z(n+1);
l[0] = 1;
mu[0] = 0;
z[0] = 0;
for(int i = 1; i < n; ++i) {
l[i] = 2.*(series[i+1].x - series[i-1].x) - h[i-1]*mu[i-1];
mu[i] = h[i]/l[i];
z[i] = (alpha[i] - h[i-1]*z[i-1])/l[i];
}
l[n] = 1;
z[n] = 0;
c[n] = 0;
Buffer<double> b(n), d(n);
for(int i = n-1; i >= 0; --i) {
c[i] = z[i] - mu[i] * c[i+1];
b[i] = (series[i+1].y - series[i].y)/h[i] - h[i]*(c[i+1] + 2*c[i])/3.;
d[i] = (c[i+1] - c[i])/3./h[i];
}
ncoeff = n;
coeff.Alloc(ncoeff);
for(int i = 0; i < n; ++i) {
coeff[i].x = series[i].x;
coeff[i].a = series[i].y;
coeff[i].b = b[i];
coeff[i].c = c[i];
coeff[i].d = d[i];
}
return NoError;
}
double SplineEquation::f(double x)
{
int j;
for (j = 0; j < ncoeff; j++) {
if(coeff[j].x > x) {
if(j == 0)
j = 1;
break;
}
}
j--;
double dx = x - coeff[j].x;
return coeff[j].a + coeff[j].b*dx + coeff[j].c*dx*dx + coeff[j].d*dx*dx*dx;
}
INITBLOCK {
ExplicitEquation::Register<LinearEquation>("LinearEquation");
ExplicitEquation::Register<PolynomialEquation2>("PolynomialEquation2");
ExplicitEquation::Register<PolynomialEquation3>("PolynomialEquation3");
ExplicitEquation::Register<PolynomialEquation4>("PolynomialEquation4");
ExplicitEquation::Register<PolynomialEquation5>("PolynomialEquation5");
ExplicitEquation::Register<SinEquation>("SinEquation");
ExplicitEquation::Register<DampedSinEquation>("DampedSinusoidal");
ExplicitEquation::Register<ExponentialEquation>("ExponentialEquation");
ExplicitEquation::Register<RealExponentEquation>("RealExponentEquation");
ExplicitEquation::Register<Rational1Equation>("Rational1Equation");
ExplicitEquation::Register<FourierEquation1>("FourierEquation1");
ExplicitEquation::Register<FourierEquation2>("FourierEquation2");
ExplicitEquation::Register<FourierEquation3>("FourierEquation3");
ExplicitEquation::Register<FourierEquation4>("FourierEquation4");
}
}