package gdsc.smlm.fitting.nonlinear.gradient; import gdsc.smlm.function.NonLinearFunction; /*----------------------------------------------------------------------------- * GDSC SMLM Software * * Copyright (C) 2013 Alex Herbert * Genome Damage and Stability Centre * University of Sussex, UK * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 3 of the License, or * (at your option) any later version. *---------------------------------------------------------------------------*/ /** * Calculates the Hessian matrix (the square matrix of second-order partial derivatives of a function) * and the gradient vector of the function's partial first derivatives with respect to the parameters. * This is used within the Levenberg-Marquardt method to fit a nonlinear model with coefficients (a) for a * set of data points (x, y). */ public class GradientCalculator6 extends GradientCalculator { public GradientCalculator6() { super(6); } /* * (non-Javadoc) * * @see gdsc.fitting.model.GradientCalculator#findLinearised(int[], double[] double[], double[][], double[], * gdsc.fitting.function.NonLinearFunction) */ public double findLinearised(int[] x, double[] y, double[] a, double[][] alpha, double[] beta, NonLinearFunction func) { double ssx = 0; final double[] dy_da = new double[6]; alpha[0][0] = 0; alpha[1][0] = 0; alpha[1][1] = 0; alpha[2][0] = 0; alpha[2][1] = 0; alpha[2][2] = 0; alpha[3][0] = 0; alpha[3][1] = 0; alpha[3][2] = 0; alpha[3][3] = 0; alpha[4][0] = 0; alpha[4][1] = 0; alpha[4][2] = 0; alpha[4][3] = 0; alpha[4][4] = 0; alpha[5][0] = 0; alpha[5][1] = 0; alpha[5][2] = 0; alpha[5][3] = 0; alpha[5][4] = 0; alpha[5][5] = 0; beta[0] = 0; beta[1] = 0; beta[2] = 0; beta[3] = 0; beta[4] = 0; beta[5] = 0; func.initialise(a); if (func.canComputeWeights()) { double[] w = new double[1]; for (int i = 0; i < x.length; i++) { final double dy = y[i] - func.eval(x[i], dy_da, w); final double weight = getWeight(w[0]); alpha[0][0] += dy_da[0] * weight * dy_da[0]; alpha[1][0] += dy_da[1] * weight * dy_da[0]; alpha[1][1] += dy_da[1] * weight * dy_da[1]; alpha[2][0] += dy_da[2] * weight * dy_da[0]; alpha[2][1] += dy_da[2] * weight * dy_da[1]; alpha[2][2] += dy_da[2] * weight * dy_da[2]; alpha[3][0] += dy_da[3] * weight * dy_da[0]; alpha[3][1] += dy_da[3] * weight * dy_da[1]; alpha[3][2] += dy_da[3] * weight * dy_da[2]; alpha[3][3] += dy_da[3] * weight * dy_da[3]; alpha[4][0] += dy_da[4] * weight * dy_da[0]; alpha[4][1] += dy_da[4] * weight * dy_da[1]; alpha[4][2] += dy_da[4] * weight * dy_da[2]; alpha[4][3] += dy_da[4] * weight * dy_da[3]; alpha[4][4] += dy_da[4] * weight * dy_da[4]; alpha[5][0] += dy_da[5] * weight * dy_da[0]; alpha[5][1] += dy_da[5] * weight * dy_da[1]; alpha[5][2] += dy_da[5] * weight * dy_da[2]; alpha[5][3] += dy_da[5] * weight * dy_da[3]; alpha[5][4] += dy_da[5] * weight * dy_da[4]; alpha[5][5] += dy_da[5] * weight * dy_da[5]; beta[0] += dy_da[0] * weight * dy; beta[1] += dy_da[1] * weight * dy; beta[2] += dy_da[2] * weight * dy; beta[3] += dy_da[3] * weight * dy; beta[4] += dy_da[4] * weight * dy; beta[5] += dy_da[5] * weight * dy; ssx += dy * dy * weight; } } else { for (int i = 0; i < x.length; i++) { final double dy = y[i] - func.eval(x[i], dy_da); alpha[0][0] += dy_da[0] * dy_da[0]; alpha[1][0] += dy_da[1] * dy_da[0]; alpha[1][1] += dy_da[1] * dy_da[1]; alpha[2][0] += dy_da[2] * dy_da[0]; alpha[2][1] += dy_da[2] * dy_da[1]; alpha[2][2] += dy_da[2] * dy_da[2]; alpha[3][0] += dy_da[3] * dy_da[0]; alpha[3][1] += dy_da[3] * dy_da[1]; alpha[3][2] += dy_da[3] * dy_da[2]; alpha[3][3] += dy_da[3] * dy_da[3]; alpha[4][0] += dy_da[4] * dy_da[0]; alpha[4][1] += dy_da[4] * dy_da[1]; alpha[4][2] += dy_da[4] * dy_da[2]; alpha[4][3] += dy_da[4] * dy_da[3]; alpha[4][4] += dy_da[4] * dy_da[4]; alpha[5][0] += dy_da[5] * dy_da[0]; alpha[5][1] += dy_da[5] * dy_da[1]; alpha[5][2] += dy_da[5] * dy_da[2]; alpha[5][3] += dy_da[5] * dy_da[3]; alpha[5][4] += dy_da[5] * dy_da[4]; alpha[5][5] += dy_da[5] * dy_da[5]; beta[0] += dy_da[0] * dy; beta[1] += dy_da[1] * dy; beta[2] += dy_da[2] * dy; beta[3] += dy_da[3] * dy; beta[4] += dy_da[4] * dy; beta[5] += dy_da[5] * dy; ssx += dy * dy; } } // Generate symmetric matrix // for (int i = 0; i < m - 1; i++) // for (int j = i + 1; j < m; j++) // alpha[i][j] = alpha[j][i]; alpha[0][1] = alpha[1][0]; alpha[0][2] = alpha[2][0]; alpha[0][3] = alpha[3][0]; alpha[0][4] = alpha[4][0]; alpha[0][5] = alpha[5][0]; alpha[1][2] = alpha[2][1]; alpha[1][3] = alpha[3][1]; alpha[1][4] = alpha[4][1]; alpha[1][5] = alpha[5][1]; alpha[2][3] = alpha[3][2]; alpha[2][4] = alpha[4][2]; alpha[2][5] = alpha[5][2]; alpha[3][4] = alpha[4][3]; alpha[3][5] = alpha[5][3]; alpha[4][5] = alpha[5][4]; return checkGradients(alpha, beta, nparams, ssx); } /* * (non-Javadoc) * * @see gdsc.fitting.nonlinear.gradient.GradientCalculator#findLinearised(int, double[] double[], double[][], * double[], gdsc.fitting.function.NonLinearFunction) */ public double findLinearised(int n, double[] y, double[] a, double[][] alpha, double[] beta, NonLinearFunction func) { double ssx = 0; final double[] dy_da = new double[6]; alpha[0][0] = 0; alpha[1][0] = 0; alpha[1][1] = 0; alpha[2][0] = 0; alpha[2][1] = 0; alpha[2][2] = 0; alpha[3][0] = 0; alpha[3][1] = 0; alpha[3][2] = 0; alpha[3][3] = 0; alpha[4][0] = 0; alpha[4][1] = 0; alpha[4][2] = 0; alpha[4][3] = 0; alpha[4][4] = 0; alpha[5][0] = 0; alpha[5][1] = 0; alpha[5][2] = 0; alpha[5][3] = 0; alpha[5][4] = 0; alpha[5][5] = 0; beta[0] = 0; beta[1] = 0; beta[2] = 0; beta[3] = 0; beta[4] = 0; beta[5] = 0; func.initialise(a); if (func.canComputeWeights()) { double[] w = new double[1]; for (int i = 0; i < n; i++) { final double dy = y[i] - func.eval(i, dy_da, w); final double weight = getWeight(w[0]); alpha[0][0] += dy_da[0] * weight * dy_da[0]; alpha[1][0] += dy_da[1] * weight * dy_da[0]; alpha[1][1] += dy_da[1] * weight * dy_da[1]; alpha[2][0] += dy_da[2] * weight * dy_da[0]; alpha[2][1] += dy_da[2] * weight * dy_da[1]; alpha[2][2] += dy_da[2] * weight * dy_da[2]; alpha[3][0] += dy_da[3] * weight * dy_da[0]; alpha[3][1] += dy_da[3] * weight * dy_da[1]; alpha[3][2] += dy_da[3] * weight * dy_da[2]; alpha[3][3] += dy_da[3] * weight * dy_da[3]; alpha[4][0] += dy_da[4] * weight * dy_da[0]; alpha[4][1] += dy_da[4] * weight * dy_da[1]; alpha[4][2] += dy_da[4] * weight * dy_da[2]; alpha[4][3] += dy_da[4] * weight * dy_da[3]; alpha[4][4] += dy_da[4] * weight * dy_da[4]; alpha[5][0] += dy_da[5] * weight * dy_da[0]; alpha[5][1] += dy_da[5] * weight * dy_da[1]; alpha[5][2] += dy_da[5] * weight * dy_da[2]; alpha[5][3] += dy_da[5] * weight * dy_da[3]; alpha[5][4] += dy_da[5] * weight * dy_da[4]; alpha[5][5] += dy_da[5] * weight * dy_da[5]; beta[0] += dy_da[0] * weight * dy; beta[1] += dy_da[1] * weight * dy; beta[2] += dy_da[2] * weight * dy; beta[3] += dy_da[3] * weight * dy; beta[4] += dy_da[4] * weight * dy; beta[5] += dy_da[5] * weight * dy; ssx += dy * dy * weight; } } else { for (int i = 0; i < n; i++) { double dy = y[i] - func.eval(i, dy_da); alpha[0][0] += dy_da[0] * dy_da[0]; alpha[1][0] += dy_da[1] * dy_da[0]; alpha[1][1] += dy_da[1] * dy_da[1]; alpha[2][0] += dy_da[2] * dy_da[0]; alpha[2][1] += dy_da[2] * dy_da[1]; alpha[2][2] += dy_da[2] * dy_da[2]; alpha[3][0] += dy_da[3] * dy_da[0]; alpha[3][1] += dy_da[3] * dy_da[1]; alpha[3][2] += dy_da[3] * dy_da[2]; alpha[3][3] += dy_da[3] * dy_da[3]; alpha[4][0] += dy_da[4] * dy_da[0]; alpha[4][1] += dy_da[4] * dy_da[1]; alpha[4][2] += dy_da[4] * dy_da[2]; alpha[4][3] += dy_da[4] * dy_da[3]; alpha[4][4] += dy_da[4] * dy_da[4]; alpha[5][0] += dy_da[5] * dy_da[0]; alpha[5][1] += dy_da[5] * dy_da[1]; alpha[5][2] += dy_da[5] * dy_da[2]; alpha[5][3] += dy_da[5] * dy_da[3]; alpha[5][4] += dy_da[5] * dy_da[4]; alpha[5][5] += dy_da[5] * dy_da[5]; beta[0] += dy_da[0] * dy; beta[1] += dy_da[1] * dy; beta[2] += dy_da[2] * dy; beta[3] += dy_da[3] * dy; beta[4] += dy_da[4] * dy; beta[5] += dy_da[5] * dy; ssx += dy * dy; } } // Generate symmetric matrix // for (int i = 0; i < m - 1; i++) // for (int j = i + 1; j < m; j++) // alpha[i][j] = alpha[j][i]; alpha[0][1] = alpha[1][0]; alpha[0][2] = alpha[2][0]; alpha[0][3] = alpha[3][0]; alpha[0][4] = alpha[4][0]; alpha[0][5] = alpha[5][0]; alpha[1][2] = alpha[2][1]; alpha[1][3] = alpha[3][1]; alpha[1][4] = alpha[4][1]; alpha[1][5] = alpha[5][1]; alpha[2][3] = alpha[3][2]; alpha[2][4] = alpha[4][2]; alpha[2][5] = alpha[5][2]; alpha[3][4] = alpha[4][3]; alpha[3][5] = alpha[5][3]; alpha[4][5] = alpha[5][4]; return checkGradients(alpha, beta, nparams, ssx); } /* * (non-Javadoc) * * @see gdsc.smlm.fitting.nonlinear.gradient.GradientCalculator#fisherInformationDiagonal(int, double[], * gdsc.smlm.function.NonLinearFunction) */ public double[] fisherInformationDiagonal(final int n, final double[] a, final NonLinearFunction func) { final double[] dy_da = new double[a.length]; final double[] alpha = new double[nparams]; func.initialise(a); for (int i = 0; i < n; i++) { final double yi = 1.0 / func.eval(i, dy_da); alpha[0] += dy_da[0] * dy_da[0] * yi; alpha[1] += dy_da[1] * dy_da[1] * yi; alpha[2] += dy_da[2] * dy_da[2] * yi; alpha[3] += dy_da[3] * dy_da[3] * yi; alpha[4] += dy_da[4] * dy_da[4] * yi; alpha[5] += dy_da[5] * dy_da[5] * yi; } checkGradients(alpha, nparams); return alpha; } }