multifit.hpp

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/*
 * $Id: multifit.hpp 309 2013-11-17 16:26:16Z jdl3 $
 * Copyright (C) 2011, 2012, 2019, 2021 John D Lamb
 *
 * 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 2 of the License, or (at
 * your option) any later version.
 * 
 * This program is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 */
 
#ifndef CCGSL_MULTIFIT_HPP
#define CCGSL_MULTIFIT_HPP
 
#include<cmath>
#include<gsl/gsl_multifit.h>
#include"vector.hpp"
#include"matrix.hpp"
 
namespace gsl {
  namespace multifit {
    class linear_workspace {
    public:
      linear_workspace(){
    ccgsl_pointer = 0;
    count = 0; // initially nullptr will do
      }
      // Refines random access container
      // Refines assignable
      explicit linear_workspace( size_t const n, size_t const p ){
    ccgsl_pointer = gsl_multifit_linear_alloc( n, p );
    // just plausibly we could allocate linear_workspace but not count
    try { count = new size_t; } catch( std::bad_alloc& e ){
      // try to tidy up before rethrowing
      gsl_multifit_linear_free( ccgsl_pointer );
      throw e;
    }
    *count = 1; // initially there is just one reference to ccgsl_pointer
      }
      explicit linear_workspace( gsl_multifit_linear_workspace* v ){
    ccgsl_pointer = v;
    // just plausibly we could fail to allocate count: no further action needed.
    count = new size_t;
    *count = 1; // initially there is just one reference to ccgsl_pointer
      }
      // copy constructor
      linear_workspace( linear_workspace const& v ){ ccgsl_pointer = v.ccgsl_pointer;
    count = v.count; if( count != 0 ) ++*count; }
      // assignment operator
      linear_workspace& operator=( linear_workspace const& v ){
    // first, possibly delete anything pointed to by this
    if( count == 0 or --*count == 0 ){
      if( ccgsl_pointer != 0 ) gsl_multifit_linear_free( ccgsl_pointer );
      delete count;
    } // Then copy
    ccgsl_pointer = v.ccgsl_pointer; count = v.count; if( count != 0 ) ++*count; return *this;
      }
      // destructor
      ~linear_workspace(){
    if( count == 0 or --*count == 0 ){
      // could have allocated null pointer
      if( ccgsl_pointer != 0 ) gsl_multifit_linear_free( ccgsl_pointer );
      delete count;
    }
      }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
    linear_workspace( linear_workspace&& v )
      : ccgsl_pointer( v.ccgsl_pointer ), count( nullptr ){
      std::swap( count, v.count );
      v.ccgsl_pointer = nullptr;
    }
    linear_workspace& operator=( linear_workspace&& v ){
      linear_workspace( std::move( v ) ).swap( *this );
      return *this;
    }
#endif
      // Refines equality comparable
      // == operator
      bool operator==( linear_workspace const& v ) const { return ccgsl_pointer == v.ccgsl_pointer; }
      // != operator
      bool operator!=( linear_workspace const& v ) const { return not operator==( v ); }
      // Refines forward container
      // Refines less than comparable
      // operator<
      bool operator<( linear_workspace const& v ) const { return ccgsl_pointer < v.ccgsl_pointer; }
      // operator>
      bool operator>( linear_workspace const& v ) const { return ccgsl_pointer > v.ccgsl_pointer; }
      // operator<=
      bool operator<=( linear_workspace const& v ) const { return ccgsl_pointer <= v.ccgsl_pointer; }
      // operator>=
      bool operator>=( linear_workspace const& v ) const { return ccgsl_pointer >= v.ccgsl_pointer; }
      bool empty() const { return ccgsl_pointer == 0; }
      // swap() --- should work even if sizes don't match
      void swap( linear_workspace& v ){
    std::swap( ccgsl_pointer, v.ccgsl_pointer );
    std::swap( count, v.count );
      }
    private:
      gsl_multifit_linear_workspace* ccgsl_pointer;
      size_t* count;
    public:
      // shared reference functions
      gsl_multifit_linear_workspace* get() const { return ccgsl_pointer; }
      bool unique() const { return count != 0 and *count == 1; }
      size_t use_count() const { return count == 0 ? 0 : *count; }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
      explicit
#endif
      operator bool() const { return ccgsl_pointer != 0; }
    };
 
#ifndef DOXYGEN_SKIP
    inline int linear( matrix const& X, vector const& y, vector& c, matrix& cov,
               double* chisq, linear_workspace& work ){
      return gsl_multifit_linear( X.get(), y.get(), c.get(), cov.get(), chisq, work.get() ); }
#endif
    inline int linear( matrix const& X, vector const& y, vector& c, matrix& cov,
               double& chisq, linear_workspace& work ){
      return gsl_multifit_linear( X.get(), y.get(), c.get(), cov.get(), &chisq, work.get() ); }
    inline int linear_svd( matrix const& X, linear_workspace& work ){
      return gsl_multifit_linear_svd( X.get(), work.get() ); }
 
#ifndef DOXYGEN_SKIP
    inline int wlinear( matrix const& X, vector const& w, vector const& y, vector& c, matrix& cov,
            double* chisq, linear_workspace& work ){
      return gsl_multifit_wlinear( X.get(), w.get(), y.get(), c.get(), cov.get(), chisq,
                   work.get() ); }
#endif
    inline int wlinear( matrix const& X, vector const& w, vector const& y, vector& c, matrix& cov,
            double& chisq, linear_workspace& work ){
      return gsl_multifit_wlinear( X.get(), w.get(), y.get(), c.get(), cov.get(), &chisq,
                   work.get() ); }
 
#ifndef DOXYGEN_SKIP
    inline int wlinear_svd( matrix const& X, vector const& w, vector const& y, double tol, size_t* rank,
                vector& c, matrix& cov, double* chisq, linear_workspace& work ){
      return gsl_multifit_wlinear_svd( X.get(), w.get(), y.get(), tol, rank, c.get(), cov.get(),
                       chisq, work.get() ); }
#endif
    inline int wlinear_svd( matrix const& X, vector const& w, vector const& y, double tol,
                size_t& rank,
                vector& c, matrix& cov, double& chisq, linear_workspace& work ){
      return gsl_multifit_wlinear_svd( X.get(), w.get(), y.get(), tol, &rank, c.get(), cov.get(),
                       &chisq, work.get() ); }
 
#ifndef DOXYGEN_SKIP
    inline int wlinear_usvd( matrix const& X, vector const& w, vector const& y, double tol,
                 size_t* rank,
                 vector& c, matrix& cov, double* chisq, linear_workspace& work ){
      return gsl_multifit_wlinear_usvd( X.get(), w.get(), y.get(), tol, rank, c.get(),
                    cov.get(), chisq, work.get() ); }
#endif
    inline int wlinear_usvd( matrix const& X, vector const& w, vector const& y, double tol,
                 size_t& rank,
                 vector& c, matrix& cov, double& chisq, linear_workspace& work ){
      return gsl_multifit_wlinear_usvd( X.get(), w.get(), y.get(), tol, &rank, c.get(),
                    cov.get(), &chisq, work.get() ); }
    
#ifndef DOXYGEN_SKIP
    inline int linear_est( vector const& x, vector const& c, matrix const& cov,
               double* y, double* y_err ){
      return gsl_multifit_linear_est( x.get(), c.get(), cov.get(), y, y_err ); }
#endif
    inline int linear_est( vector const& x, vector const& c, matrix const& cov,
               double& y, double& y_err ){
      return gsl_multifit_linear_est( x.get(), c.get(), cov.get(), &y, &y_err ); }
 
    inline int linear_residuals( matrix const& X, vector const& y, vector const& c, vector& r ){
      return gsl_multifit_linear_residuals( X.get(), y.get(), c.get(), r.get() ); }
 
    typedef gsl_multifit_robust_type const* robust_type;
 
    class robust_workspace {
    public:
      robust_workspace(){
    ccgsl_pointer = 0;
    count = 0; // initially nullptr will do
      }
      // Refines random access container
      // Refines assignable
      explicit robust_workspace( robust_type& T, size_t const n, size_t const p ){
    ccgsl_pointer = gsl_multifit_robust_alloc( T, n, p );
    // just plausibly we could allocate robust_workspace but not count
    try { count = new size_t; } catch( std::bad_alloc& e ){
      // try to tidy up before rethrowing
      gsl_multifit_robust_free( ccgsl_pointer );
      throw e;
    }
    *count = 1; // initially there is just one reference to ccgsl_pointer
      }
      explicit robust_workspace( gsl_multifit_robust_workspace* v ){
    ccgsl_pointer = v;
    // just plausibly we could fail to allocate count: no further action needed.
    count = new size_t;
    *count = 1; // initially there is just one reference to ccgsl_pointer
      }
      // copy constructor
      robust_workspace( robust_workspace const& v ){ ccgsl_pointer = v.ccgsl_pointer;
    count = v.count; if( count != 0 ) ++*count; }
      // assignment operator
      robust_workspace& operator=( robust_workspace const& v ){
    // first, possibly delete anything pointed to by this
    if( count == 0 or --*count == 0 ){
      if( ccgsl_pointer != 0 ) gsl_multifit_robust_free( ccgsl_pointer );
      delete count;
    } // Then copy
    ccgsl_pointer = v.ccgsl_pointer; count = v.count; if( count != 0 ) ++*count; return *this;
      }
      // destructor
      ~robust_workspace(){
    if( count == 0 or --*count == 0 ){
      // could have allocated null pointer
      if( ccgsl_pointer != 0 ) gsl_multifit_robust_free( ccgsl_pointer );
      delete count;
    }
      }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
    robust_workspace( robust_workspace&& v )
      : ccgsl_pointer( v.ccgsl_pointer ), count( nullptr ){
      std::swap( count, v.count );
      v.ccgsl_pointer = nullptr;
    }
    robust_workspace& operator=( robust_workspace&& v ){
      robust_workspace( std::move( v ) ).swap( *this );
      return *this;
    }
#endif
      // Refines equality comparable
      // == operator
      bool operator==( robust_workspace const& v ) const { return ccgsl_pointer == v.ccgsl_pointer; }
      // != operator
      bool operator!=( robust_workspace const& v ) const { return not operator==( v ); }
      // Refines forward container
      // Refines less than comparable
      // operator<
      bool operator<( robust_workspace const& v ) const { return ccgsl_pointer < v.ccgsl_pointer; }
      // operator>
      bool operator>( robust_workspace const& v ) const { return ccgsl_pointer > v.ccgsl_pointer; }
      // operator<=
      bool operator<=( robust_workspace const& v ) const { return ccgsl_pointer <= v.ccgsl_pointer; }
      // operator>=
      bool operator>=( robust_workspace const& v ) const { return ccgsl_pointer >= v.ccgsl_pointer; }
      bool empty() const { return ccgsl_pointer == 0; }
      // swap() --- should work even if sizes don't match
      void swap( robust_workspace& v ){
    std::swap( ccgsl_pointer, v.ccgsl_pointer );
    std::swap( count, v.count );
      }
    private:
      gsl_multifit_robust_workspace* ccgsl_pointer;
      size_t* count;
    public:
      // shared reference functions
      gsl_multifit_robust_workspace* get() const { return ccgsl_pointer; }
      bool unique() const { return count != 0 and *count == 1; }
      size_t use_count() const { return count == 0 ? 0 : *count; }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
      explicit
#endif
      operator bool() const { return ccgsl_pointer != 0; }
    };
 
    typedef gsl_multifit_robust_stats robust_stats;
    
    inline int robust_tune( double const tune, robust_workspace& w ){
      return gsl_multifit_robust_tune( tune, w.get() ); }
 
    inline char const* robust_name( robust_workspace const& w ){
      return gsl_multifit_robust_name( w.get() ); }
 
    inline robust_stats robust_statistics( robust_workspace const& w ){
      return gsl_multifit_robust_statistics( w.get() ); }
 
    inline int robust( matrix const& X, vector const& y, vector& c, matrix& cov,
               robust_workspace& w ){
      return gsl_multifit_robust( X.get(), y.get(), c.get(), cov.get(), w.get() ); }
 
#ifndef DOXYGEN_SKIP
    inline int robust_est( vector const& x, vector const& c, matrix const& cov,
               double* y, double* y_err ){
      return gsl_multifit_robust_est( x.get(), c.get(), cov.get(), y, y_err ); }
#endif
    inline int robust_est( vector const& x, vector const& c, matrix const& cov,
               double& y, double& y_err ){
      return gsl_multifit_robust_est( x.get(), c.get(), cov.get(), &y, &y_err ); }
    
    inline int linear_bsvd( matrix const& X, linear_workspace& work ){
      return gsl_multifit_linear_bsvd( X.get(), work.get() ); } 
    inline size_t linear_rank( double const tol, linear_workspace const& work ){
      return gsl_multifit_linear_rank( tol, work.get() ); } 
    inline int linear_solve( double const lambda, matrix const& X, vector const& y,
          vector& c, double& rnorm, double& snorm, linear_workspace& work ){
      return gsl_multifit_linear_solve( lambda, X.get(), y.get(), c.get(),
                    &rnorm, &snorm, work.get() ); } 
    inline int linear_applyW( matrix const& X, vector const& w, vector const& y,
                  matrix& WX, vector& Wy ){
      return gsl_multifit_linear_applyW( X.get(), w.get(), y.get(), WX.get(), Wy.get() ); } 
    inline int linear_stdform1( vector const& L, matrix const& X, vector const& y,
             matrix& Xs, vector& ys, linear_workspace& work ){
      return gsl_multifit_linear_stdform1( L.get(), X.get(), y.get(), Xs.get(), ys.get(),
                       work.get() ); } 
    inline int linear_wstdform1( vector const& L, matrix const& X, vector const& w,
                 vector const& y, matrix& Xs, vector& ys,
                 linear_workspace& work ){
      return gsl_multifit_linear_wstdform1( L.get(), X.get(), w.get(), y.get(), Xs.get(),
                        ys.get(), work.get() ); } 
    inline int linear_L_decomp( matrix& L, vector& tau ){
      return gsl_multifit_linear_L_decomp( L.get(), tau.get() ); } 
    inline int linear_stdform2( matrix const& LQR, vector const& Ltau, matrix const& X,
                vector const& y, matrix& Xs, vector& ys, matrix& M,
                linear_workspace& work ){
      return gsl_multifit_linear_stdform2( LQR.get(), Ltau.get(), X.get(), y.get(), Xs.get(),
                       ys.get(), M.get(), work.get() ); } 
    inline int linear_wstdform2( matrix const& LQR, vector const& Ltau, matrix const& X,
                 vector const& w, vector const& y, matrix& Xs, vector& ys,
                 matrix& M, linear_workspace& work ){
      return gsl_multifit_linear_wstdform2( LQR.get(), Ltau.get(), X.get(), w.get(), y.get(),
                        Xs.get(), ys.get(), M.get(), work.get() ); } 
    inline int linear_genform1( vector const& L, vector const& cs, vector& c,
                linear_workspace& work ){
      return gsl_multifit_linear_genform1( L.get(), cs.get(), c.get(), work.get() ); } 
    inline int linear_genform2( matrix const& LQR, vector const& Ltau, matrix const& X,
                vector const& y, vector const& cs, matrix const& M,
                vector& c, linear_workspace& work ){
      return gsl_multifit_linear_genform2( LQR.get(), Ltau.get(), X.get(), y.get(), cs.get(),
                       M.get(), c.get(), work.get() ); } 
    inline int linear_wgenform2( matrix const& LQR, vector const& Ltau, matrix const& X,
                 vector const& w, vector const& y, vector const& cs,
                 matrix const& M, vector& c, linear_workspace& work ){
      return gsl_multifit_linear_wgenform2( LQR.get(), Ltau.get(), X.get(), w.get(), y.get(),
                        cs.get(), M.get(), c.get(), work.get() ); } 
#ifndef DOXYGEN_SKIP
    inline int linear_lreg( double const smin, double const smax, vector& reg_param ){
      return gsl_multifit_linear_lreg( smin, smax, reg_param.get() ); } 
#endif
    inline int linear_lcurve( vector const& y, vector& reg_param, vector& rho, vector& eta,
               linear_workspace& work ){
      return gsl_multifit_linear_lcurve( y.get(), reg_param.get(), rho.get(), eta.get(),
                     work.get() ); } 
    inline int linear_lcurvature( vector const& y, vector const& reg_param, vector const& rho,
                  vector const& eta, vector& kappa, linear_workspace& work ){
      return gsl_multifit_linear_lcurvature( y.get(), reg_param.get(), rho.get(),
                         eta.get(), kappa.get(), work.get() ); }
    inline int linear_lcorner( vector const& rho, vector const& eta, size_t* idx ){
      return gsl_multifit_linear_lcorner( rho.get(), eta.get(), idx ); } 
    inline int linear_lcorner( vector const& rho, vector const& eta, size_t& idx ){
      return gsl_multifit_linear_lcorner( rho.get(), eta.get(), &idx ); } 
    inline int linear_lcorner2( vector const& reg_param, vector const& eta, size_t* idx ){
      return gsl_multifit_linear_lcorner2( reg_param.get(), eta.get(), idx ); } 
    inline int linear_lcorner2( vector const& reg_param, vector const& eta, size_t& idx ){
      return gsl_multifit_linear_lcorner2( reg_param.get(), eta.get(), &idx ); } 
    inline int linear_Lk( size_t const p, size_t const k, matrix& L ){
      return gsl_multifit_linear_Lk( p, k, L.get() ); } 
    inline int linear_Lsobolev( size_t const p, size_t const kmax, vector const& alpha,
                matrix& L, linear_workspace& work ){
      return gsl_multifit_linear_Lsobolev( p, kmax, alpha.get(), L.get(), work.get() ); } 
    inline int wlinear_tsvd( matrix const& X, vector const& w, vector const& y,
                 double const tol, vector& c, matrix& cov, double& chisq,
                 size_t& rank, linear_workspace& work ){
      return gsl_multifit_wlinear_tsvd( X.get(), w.get(), y.get(), tol, c.get(), cov.get(),
                    &chisq, &rank, work.get() ); } 
    inline double linear_rcond( linear_workspace const& w ){
      return gsl_multifit_linear_rcond( w.get() ); } 
    inline int linear_gcv_init( vector const& y, vector& reg_param, vector& UTy,
                double& delta0, linear_workspace& work ){
      return gsl_multifit_linear_gcv_init( y.get(), reg_param.get(), UTy.get(),
                       &delta0, work.get() ); } 
    inline int linear_gcv_curve( vector const& reg_param, vector const& UTy,
                 double const delta0, vector& G, linear_workspace& work ){
      return gsl_multifit_linear_gcv_curve( reg_param.get(), UTy.get(), delta0, G.get(),
                        work.get() ); } 
    inline int linear_gcv_min( vector const& reg_param, vector const& UTy, vector const& G,
            double const delta0, double& lambda, linear_workspace& work ){
      return gsl_multifit_linear_gcv_min( reg_param.get(), UTy.get(), G.get(), delta0,
                      &lambda, work.get() ); } 
    inline double linear_gcv_calc( double const lambda, vector const& UTy, double const delta0,
                   linear_workspace& work ){
      return gsl_multifit_linear_gcv_calc( lambda, UTy.get(), delta0, work.get() ); } 
    inline int linear_gcv( vector const& y, vector& reg_param, vector& G, double& lambda,
               double& G_lambda, linear_workspace& work ){
      return gsl_multifit_linear_gcv( y.get(), reg_param.get(), G.get(), &lambda, &G_lambda,
                      work.get() ); } 
    inline int robust_maxiter( size_t const maxiter, robust_workspace& w ){
      return gsl_multifit_robust_maxiter( maxiter, w.get() ); } 
    inline int robust_weights( vector const& r, vector& wts, robust_workspace& w ){
      return gsl_multifit_robust_weights( r.get(), wts.get(), w.get() ); } 
    inline int robust_residuals( matrix const& X, vector const& y, vector const& c,
                 vector& r, robust_workspace& w ){
      return gsl_multifit_robust_residuals( X.get(), y.get(), c.get(), r.get(), w.get() ); } 
    inline static robust_type robust_default(){ return gsl_multifit_robust_default; }
    inline static robust_type robust_bisquare(){ return gsl_multifit_robust_bisquare; }
    inline static robust_type robust_cauchy(){ return gsl_multifit_robust_cauchy; }
    inline static robust_type robust_fair(){ return gsl_multifit_robust_fair; }
    inline static robust_type robust_huber(){ return gsl_multifit_robust_huber; }
    inline static robust_type robust_ols(){ return gsl_multifit_robust_ols; }
    inline static robust_type robust_welsch(){ return gsl_multifit_robust_welsch; }
  }
}
#endif