Mercurial > hg > de.mpg.mpiwg.itgroup.digilib.plugin

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<FONT color="green">001</FONT>    /*<a name="line.1"></a>
<FONT color="green">002</FONT>     * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
<FONT color="green">003</FONT>     * contributor license agreements.  See the NOTICE file distributed with<a name="line.3"></a>
<FONT color="green">004</FONT>     * this work for additional information regarding copyright ownership.<a name="line.4"></a>
<FONT color="green">005</FONT>     * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
<FONT color="green">006</FONT>     * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
<FONT color="green">007</FONT>     * the License.  You may obtain a copy of the License at<a name="line.7"></a>
<FONT color="green">008</FONT>     *<a name="line.8"></a>
<FONT color="green">009</FONT>     *      http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
<FONT color="green">010</FONT>     *<a name="line.10"></a>
<FONT color="green">011</FONT>     * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
<FONT color="green">012</FONT>     * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
<FONT color="green">013</FONT>     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
<FONT color="green">014</FONT>     * See the License for the specific language governing permissions and<a name="line.14"></a>
<FONT color="green">015</FONT>     * limitations under the License.<a name="line.15"></a>
<FONT color="green">016</FONT>     */<a name="line.16"></a>
<FONT color="green">017</FONT>    <a name="line.17"></a>
<FONT color="green">018</FONT>    package org.apache.commons.math.optimization.fitting;<a name="line.18"></a>
<FONT color="green">019</FONT>    <a name="line.19"></a>
<FONT color="green">020</FONT>    import org.apache.commons.math.FunctionEvaluationException;<a name="line.20"></a>
<FONT color="green">021</FONT>    import org.apache.commons.math.MathRuntimeException;<a name="line.21"></a>
<FONT color="green">022</FONT>    import org.apache.commons.math.analysis.polynomials.PolynomialFunction;<a name="line.22"></a>
<FONT color="green">023</FONT>    import org.apache.commons.math.optimization.DifferentiableMultivariateVectorialOptimizer;<a name="line.23"></a>
<FONT color="green">024</FONT>    import org.apache.commons.math.optimization.OptimizationException;<a name="line.24"></a>
<FONT color="green">025</FONT>    <a name="line.25"></a>
<FONT color="green">026</FONT>    /** This class implements a curve fitting specialized for polynomials.<a name="line.26"></a>
<FONT color="green">027</FONT>     * &lt;p&gt;Polynomial fitting is a very simple case of curve fitting. The<a name="line.27"></a>
<FONT color="green">028</FONT>     * estimated coefficients are the polynomial coefficients. They are<a name="line.28"></a>
<FONT color="green">029</FONT>     * searched by a least square estimator.&lt;/p&gt;<a name="line.29"></a>
<FONT color="green">030</FONT>     * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $<a name="line.30"></a>
<FONT color="green">031</FONT>     * @since 2.0<a name="line.31"></a>
<FONT color="green">032</FONT>     */<a name="line.32"></a>
<FONT color="green">033</FONT>    <a name="line.33"></a>
<FONT color="green">034</FONT>    public class PolynomialFitter {<a name="line.34"></a>
<FONT color="green">035</FONT>    <a name="line.35"></a>
<FONT color="green">036</FONT>        /** Fitter for the coefficients. */<a name="line.36"></a>
<FONT color="green">037</FONT>        private final CurveFitter fitter;<a name="line.37"></a>
<FONT color="green">038</FONT>    <a name="line.38"></a>
<FONT color="green">039</FONT>        /** Polynomial degree. */<a name="line.39"></a>
<FONT color="green">040</FONT>        private final int degree;<a name="line.40"></a>
<FONT color="green">041</FONT>    <a name="line.41"></a>
<FONT color="green">042</FONT>        /** Simple constructor.<a name="line.42"></a>
<FONT color="green">043</FONT>         * &lt;p&gt;The polynomial fitter built this way are complete polynomials,<a name="line.43"></a>
<FONT color="green">044</FONT>         * ie. a n-degree polynomial has n+1 coefficients.&lt;/p&gt;<a name="line.44"></a>
<FONT color="green">045</FONT>         * @param degree maximal degree of the polynomial<a name="line.45"></a>
<FONT color="green">046</FONT>         * @param optimizer optimizer to use for the fitting<a name="line.46"></a>
<FONT color="green">047</FONT>         */<a name="line.47"></a>
<FONT color="green">048</FONT>        public PolynomialFitter(int degree, final DifferentiableMultivariateVectorialOptimizer optimizer) {<a name="line.48"></a>
<FONT color="green">049</FONT>            this.fitter = new CurveFitter(optimizer);<a name="line.49"></a>
<FONT color="green">050</FONT>            this.degree = degree;<a name="line.50"></a>
<FONT color="green">051</FONT>        }<a name="line.51"></a>
<FONT color="green">052</FONT>    <a name="line.52"></a>
<FONT color="green">053</FONT>        /** Add an observed weighted (x,y) point to the sample.<a name="line.53"></a>
<FONT color="green">054</FONT>         * @param weight weight of the observed point in the fit<a name="line.54"></a>
<FONT color="green">055</FONT>         * @param x abscissa of the point<a name="line.55"></a>
<FONT color="green">056</FONT>         * @param y observed value of the point at x, after fitting we should<a name="line.56"></a>
<FONT color="green">057</FONT>         * have P(x) as close as possible to this value<a name="line.57"></a>
<FONT color="green">058</FONT>         */<a name="line.58"></a>
<FONT color="green">059</FONT>        public void addObservedPoint(double weight, double x, double y) {<a name="line.59"></a>
<FONT color="green">060</FONT>            fitter.addObservedPoint(weight, x, y);<a name="line.60"></a>
<FONT color="green">061</FONT>        }<a name="line.61"></a>
<FONT color="green">062</FONT>    <a name="line.62"></a>
<FONT color="green">063</FONT>        /** Get the polynomial fitting the weighted (x, y) points.<a name="line.63"></a>
<FONT color="green">064</FONT>         * @return polynomial function best fitting the observed points<a name="line.64"></a>
<FONT color="green">065</FONT>         * @exception OptimizationException if the algorithm failed to converge<a name="line.65"></a>
<FONT color="green">066</FONT>         */<a name="line.66"></a>
<FONT color="green">067</FONT>        public PolynomialFunction fit()<a name="line.67"></a>
<FONT color="green">068</FONT>            throws OptimizationException {<a name="line.68"></a>
<FONT color="green">069</FONT>            try {<a name="line.69"></a>
<FONT color="green">070</FONT>                return new PolynomialFunction(fitter.fit(new ParametricPolynomial(), new double[degree + 1]));<a name="line.70"></a>
<FONT color="green">071</FONT>            } catch (FunctionEvaluationException fee) {<a name="line.71"></a>
<FONT color="green">072</FONT>                // this should never happen<a name="line.72"></a>
<FONT color="green">073</FONT>                throw MathRuntimeException.createInternalError(fee);<a name="line.73"></a>
<FONT color="green">074</FONT>            }<a name="line.74"></a>
<FONT color="green">075</FONT>        }<a name="line.75"></a>
<FONT color="green">076</FONT>    <a name="line.76"></a>
<FONT color="green">077</FONT>        /** Dedicated parametric polynomial class. */<a name="line.77"></a>
<FONT color="green">078</FONT>        private static class ParametricPolynomial implements ParametricRealFunction {<a name="line.78"></a>
<FONT color="green">079</FONT>    <a name="line.79"></a>
<FONT color="green">080</FONT>            /** {@inheritDoc} */<a name="line.80"></a>
<FONT color="green">081</FONT>            public double[] gradient(double x, double[] parameters)<a name="line.81"></a>
<FONT color="green">082</FONT>                    throws FunctionEvaluationException {<a name="line.82"></a>
<FONT color="green">083</FONT>                final double[] gradient = new double[parameters.length];<a name="line.83"></a>
<FONT color="green">084</FONT>                double xn = 1.0;<a name="line.84"></a>
<FONT color="green">085</FONT>                for (int i = 0; i &lt; parameters.length; ++i) {<a name="line.85"></a>
<FONT color="green">086</FONT>                    gradient[i] = xn;<a name="line.86"></a>
<FONT color="green">087</FONT>                    xn *= x;<a name="line.87"></a>
<FONT color="green">088</FONT>                }<a name="line.88"></a>
<FONT color="green">089</FONT>                return gradient;<a name="line.89"></a>
<FONT color="green">090</FONT>            }<a name="line.90"></a>
<FONT color="green">091</FONT>    <a name="line.91"></a>
<FONT color="green">092</FONT>            /** {@inheritDoc} */<a name="line.92"></a>
<FONT color="green">093</FONT>            public double value(final double x, final double[] parameters) {<a name="line.93"></a>
<FONT color="green">094</FONT>                double y = 0;<a name="line.94"></a>
<FONT color="green">095</FONT>                for (int i = parameters.length - 1; i &gt;= 0; --i) {<a name="line.95"></a>
<FONT color="green">096</FONT>                    y = y * x + parameters[i];<a name="line.96"></a>
<FONT color="green">097</FONT>                }<a name="line.97"></a>
<FONT color="green">098</FONT>                return y;<a name="line.98"></a>
<FONT color="green">099</FONT>            }<a name="line.99"></a>
<FONT color="green">100</FONT>    <a name="line.100"></a>
<FONT color="green">101</FONT>        }<a name="line.101"></a>
<FONT color="green">102</FONT>    <a name="line.102"></a>
<FONT color="green">103</FONT>    }<a name="line.103"></a>


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author	dwinter
date	Tue, 04 Jan 2011 10:02:07 +0100
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