1 /* 2 * Licensed to the Apache Software Foundation (ASF) under one or more 3 * contributor license agreements. See the NOTICE file distributed with 4 * this work for additional information regarding copyright ownership. 5 * The ASF licenses this file to You under the Apache License, Version 2.0 6 * (the "License"); you may not use this file except in compliance with 7 * the License. You may obtain a copy of the License at 8 * 9 * https://www.apache.org/licenses/LICENSE-2.0 10 * 11 * Unless required by applicable law or agreed to in writing, software 12 * distributed under the License is distributed on an "AS IS" BASIS, 13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 * See the License for the specific language governing permissions and 15 * limitations under the License. 16 */ 17 18 /* 19 * This is not the original file distributed by the Apache Software Foundation 20 * It has been modified by the Hipparchus project 21 */ 22 package org.hipparchus.fitting; 23 24 import java.util.Collection; 25 26 import org.hipparchus.analysis.MultivariateMatrixFunction; 27 import org.hipparchus.analysis.MultivariateVectorFunction; 28 import org.hipparchus.analysis.ParametricUnivariateFunction; 29 import org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresOptimizer; 30 import org.hipparchus.optim.nonlinear.vector.leastsquares.LeastSquaresProblem; 31 import org.hipparchus.optim.nonlinear.vector.leastsquares.LevenbergMarquardtOptimizer; 32 33 /** 34 * Base class that contains common code for fitting parametric univariate 35 * real functions <code>y = f(p<sub>i</sub>;x)</code>, where {@code x} is 36 * the independent variable and the <code>p<sub>i</sub></code> are the 37 * <em>parameters</em>. 38 * <br> 39 * A fitter will find the optimal values of the parameters by 40 * <em>fitting</em> the curve so it remains very close to a set of 41 * {@code N} observed points <code>(x<sub>k</sub>, y<sub>k</sub>)</code>, 42 * {@code 0 <= k < N}. 43 * <br> 44 * An algorithm usually performs the fit by finding the parameter 45 * values that minimizes the objective function 46 * <pre><code> 47 * ∑y<sub>k</sub> - f(x<sub>k</sub>)<sup>2</sup>, 48 * </code></pre> 49 * which is actually a least-squares problem. 50 * This class contains boilerplate code for calling the 51 * {@link #fit(Collection)} method for obtaining the parameters. 52 * The problem setup, such as the choice of optimization algorithm 53 * for fitting a specific function is delegated to subclasses. 54 * 55 */ 56 public abstract class AbstractCurveFitter { 57 58 /** Empty constructor. 59 * <p> 60 * This constructor is not strictly necessary, but it prevents spurious 61 * javadoc warnings with JDK 18 and later. 62 * </p> 63 * @since 3.0 64 */ 65 public AbstractCurveFitter() { // NOPMD - unnecessary constructor added intentionally to make javadoc happy 66 // nothing to do 67 } 68 69 /** 70 * Fits a curve. 71 * This method computes the coefficients of the curve that best 72 * fit the sample of observed points. 73 * 74 * @param points Observations. 75 * @return the fitted parameters. 76 */ 77 public double[] fit(Collection<WeightedObservedPoint> points) { 78 // Perform the fit. 79 return getOptimizer().optimize(getProblem(points)).getPoint().toArray(); 80 } 81 82 /** 83 * Creates an optimizer set up to fit the appropriate curve. 84 * <p> 85 * The default implementation uses a {@link LevenbergMarquardtOptimizer 86 * Levenberg-Marquardt} optimizer. 87 * </p> 88 * @return the optimizer to use for fitting the curve to the 89 * given {@code points}. 90 */ 91 protected LeastSquaresOptimizer getOptimizer() { 92 return new LevenbergMarquardtOptimizer(); 93 } 94 95 /** 96 * Creates a least squares problem corresponding to the appropriate curve. 97 * 98 * @param points Sample points. 99 * @return the least squares problem to use for fitting the curve to the 100 * given {@code points}. 101 */ 102 protected abstract LeastSquaresProblem getProblem(Collection<WeightedObservedPoint> points); 103 104 /** 105 * Vector function for computing function theoretical values. 106 */ 107 protected static class TheoreticalValuesFunction { 108 /** Function to fit. */ 109 private final ParametricUnivariateFunction f; 110 /** Observations. */ 111 private final double[] points; 112 113 /** Simple constructor. 114 * @param f function to fit. 115 * @param observations Observations. 116 */ 117 public TheoreticalValuesFunction(final ParametricUnivariateFunction f, 118 final Collection<WeightedObservedPoint> observations) { 119 this.f = f; 120 121 final int len = observations.size(); 122 this.points = new double[len]; 123 int i = 0; 124 for (WeightedObservedPoint obs : observations) { 125 this.points[i++] = obs.getX(); 126 } 127 } 128 129 /** Get model function value. 130 * @return the model function value 131 */ 132 public MultivariateVectorFunction getModelFunction() { 133 return new MultivariateVectorFunction() { 134 /** {@inheritDoc} */ 135 @Override 136 public double[] value(double[] p) { 137 final int len = points.length; 138 final double[] values = new double[len]; 139 for (int i = 0; i < len; i++) { 140 values[i] = f.value(points[i], p); 141 } 142 143 return values; 144 } 145 }; 146 } 147 148 /** Get model function Jacobian. 149 * @return the model function Jacobian 150 */ 151 public MultivariateMatrixFunction getModelFunctionJacobian() { 152 return new MultivariateMatrixFunction() { 153 /** {@inheritDoc} */ 154 @Override 155 public double[][] value(double[] p) { 156 final int len = points.length; 157 final double[][] jacobian = new double[len][]; 158 for (int i = 0; i < len; i++) { 159 jacobian[i] = f.gradient(points[i], p); 160 } 161 return jacobian; 162 } 163 }; 164 } 165 } 166 }