1 | /* ======================================================================== *\
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2 | !
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3 | ! *
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4 | ! * This file is part of MARS, the MAGIC Analysis and Reconstruction
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5 | ! * Software. It is distributed to you in the hope that it can be a useful
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6 | ! * and timesaving tool in analysing Data of imaging Cerenkov telescopes.
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7 | ! * It is distributed WITHOUT ANY WARRANTY.
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8 | ! *
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9 | ! * Permission to use, copy, modify and distribute this software and its
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10 | ! * documentation for any purpose is hereby granted without fee,
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11 | ! * provided that the above copyright notice appear in all copies and
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12 | ! * that both that copyright notice and this permission notice appear
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13 | ! * in supporting documentation. It is provided "as is" without express
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14 | ! * or implied warranty.
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15 | ! *
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16 | !
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17 | !
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18 | ! Author(s): Thomas Bretz 3/2004 <mailto:tbretz@astro.uni-wuerzburg.de>
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19 | !
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20 | ! Copyright: MAGIC Software Development, 2000-2009
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21 | !
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22 | !
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23 | \* ======================================================================== */
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24 |
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25 | /////////////////////////////////////////////////////////////////////////////
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26 | //
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27 | // MMath
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28 | //
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29 | // Mars - Math package (eg Significances, etc)
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30 | //
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31 | /////////////////////////////////////////////////////////////////////////////
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32 | #include "MMath.h"
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33 |
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34 | #include <stdlib.h> // atof (Ubuntu 8.10)
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35 |
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36 | #ifndef ROOT_TVector2
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37 | #include <TVector2.h>
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38 | #endif
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39 |
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40 | #ifndef ROOT_TVector3
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41 | #include <TVector3.h>
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42 | #endif
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43 |
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44 | #ifndef ROOT_TArrayD
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45 | #include <TArrayD.h>
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46 | #endif
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47 |
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48 | #ifndef ROOT_TComplex
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49 | #include <TComplex.h>
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50 | #endif
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51 |
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52 | #ifndef ROOT_TRandom
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53 | #include <TRandom.h> // gRandom in RndmExp
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54 | #endif
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55 |
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56 | #include "MString.h"
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57 |
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58 | //NamespaceImp(MMath);
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59 |
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60 | // --------------------------------------------------------------------------
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61 | //
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62 | // Calculate Significance as
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63 | // significance = (s-b)/sqrt(s+k*k*b) mit k=s/b
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64 | //
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65 | // s: total number of events in signal region
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66 | // b: number of background events in signal region
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67 | //
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68 | Double_t MMath::Significance(Double_t s, Double_t b)
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69 | {
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70 | const Double_t k = b==0 ? 0 : s/b;
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71 | const Double_t f = s+k*k*b;
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72 |
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73 | return f==0 ? 0 : (s-b)/TMath::Sqrt(f);
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74 | }
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75 |
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76 | // --------------------------------------------------------------------------
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77 | //
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78 | // Symmetrized significance - this is somehow analog to
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79 | // SignificanceLiMaSigned
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80 | //
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81 | // Returns Significance(s,b) if s>b otherwise -Significance(b, s);
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82 | //
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83 | Double_t MMath::SignificanceSym(Double_t s, Double_t b)
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84 | {
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85 | return s>b ? Significance(s, b) : -Significance(b, s);
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86 | }
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87 |
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88 | // --------------------------------------------------------------------------
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89 | //
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90 | // calculates the significance according to Li & Ma
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91 | // ApJ 272 (1983) 317, Formula 17
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92 | //
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93 | // s // s: number of on events
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94 | // b // b: number of off events
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95 | // alpha = t_on/t_off; // t: observation time
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96 | //
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97 | // The significance has the same (positive!) value for s>b and b>s.
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98 | //
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99 | // Returns -1 if s<0 or b<0 or alpha<0 or the argument of sqrt<0
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100 | //
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101 | // Here is some eMail written by Daniel Mazin about the meaning of the arguments:
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102 | //
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103 | // > Ok. Here is my understanding:
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104 | // > According to Li&Ma paper (correctly cited in MMath.cc) alpha is the
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105 | // > scaling factor. The mathematics behind the formula 17 (and/or 9) implies
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106 | // > exactly this. If you scale OFF to ON first (using time or using any other
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107 | // > method), then you cannot use formula 17 (9) anymore. You can just try
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108 | // > the formula before scaling (alpha!=1) and after scaling (alpha=1), you
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109 | // > will see the result will be different.
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110 | //
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111 | // > Here are less mathematical arguments:
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112 | //
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113 | // > 1) the better background determination you have (smaller alpha) the more
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114 | // > significant is your excess, thus your analysis is more sensitive. If you
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115 | // > normalize OFF to ON first, you loose this sensitivity.
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116 | //
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117 | // > 2) the normalization OFF to ON has an error, which naturally depends on
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118 | // > the OFF and ON. This error is propagating to the significance of your
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119 | // > excess if you use the Li&Ma formula 17 correctly. But if you normalize
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120 | // > first and use then alpha=1, the error gets lost completely, you loose
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121 | // > somehow the criteria of goodness of the normalization.
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122 | //
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123 | Double_t MMath::SignificanceLiMa(Double_t s, Double_t b, Double_t alpha)
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124 | {
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125 | const Double_t sum = s+b;
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126 |
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127 | if (s<0 || b<0 || alpha<=0)
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128 | return -1;
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129 |
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130 | const Double_t l = s==0 ? 0 : s*TMath::Log(s/sum*(alpha+1)/alpha);
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131 | const Double_t m = b==0 ? 0 : b*TMath::Log(b/sum*(alpha+1) );
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132 |
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133 | return l+m<0 ? -1 : TMath::Sqrt((l+m)*2);
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134 | }
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135 |
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136 | /*
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137 | Double_t MMath::SignificanceLiMaErr(Double_t s, Double_t b, Double_t alpha)
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138 | {
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139 | Double_t S = SignificanceLiMa(s, b, alpha);
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140 | if (S<0)
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141 | return -1;
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142 |
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143 | const Double_t sum = s+b;
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144 |
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145 |
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146 | Double_t l = TMath::Log(s/sum*(alpha+1)/alpha)/TMath::Sqrt(2*S);
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147 | Double_t m = TMath::Log(s/sum*(alpha+1)/alpha)/TMath::Sqrt(2*S);
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148 |
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149 |
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150 | const Double_t sum = s+b;
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151 |
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152 | if (s<0 || b<0 || alpha<=0)
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153 | return -1;
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154 |
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155 | const Double_t l = s==0 ? 0 : s*TMath::Log(s/sum*(alpha+1)/alpha);
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156 | const Double_t m = b==0 ? 0 : b*TMath::Log(b/sum*(alpha+1) );
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157 |
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158 | return l+m<0 ? -1 : TMath::Sqrt((l+m)*2);
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159 | }
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160 | */
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161 |
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162 | // --------------------------------------------------------------------------
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163 | //
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164 | // Calculates MMath::SignificanceLiMa(s, b, alpha). Returns 0 if the
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165 | // calculation has failed. Otherwise the Li/Ma significance which was
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166 | // calculated. If s<b a negative value is returned.
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167 | //
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168 | Double_t MMath::SignificanceLiMaSigned(Double_t s, Double_t b, Double_t alpha)
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169 | {
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170 | const Double_t sig = SignificanceLiMa(s, b, alpha);
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171 | if (sig<=0)
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172 | return 0;
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173 |
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174 | return TMath::Sign(sig, s-alpha*b);
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175 | }
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176 |
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177 | // --------------------------------------------------------------------------
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178 | //
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179 | // Return Li/Ma (5) for the error of the excess, under the assumption that
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180 | // the existance of a signal is already known. (basically signal/error
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181 | // calculated by error propagation)
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182 | //
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183 | Double_t MMath::SignificanceExc(Double_t s, Double_t b, Double_t alpha)
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184 | {
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185 | const Double_t error = ErrorExc(s, b, alpha);
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186 | if (error==0)
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187 | return 0;
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188 |
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189 | const Double_t Ns = s - alpha*b;
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190 |
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191 | return Ns/error;
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192 | }
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193 |
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194 | // --------------------------------------------------------------------------
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195 | //
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196 | // Calculate the error of s-alpha*b by error propagation
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197 | //
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198 | Double_t MMath::ErrorExc(Double_t s, Double_t b, Double_t alpha)
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199 | {
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200 | const Double_t sN = s + alpha*alpha*b;
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201 | return sN<0 ? 0 : TMath::Sqrt(sN);
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202 | }
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203 |
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204 | // --------------------------------------------------------------------------
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205 | //
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206 | // Returns: 2/(sigma*sqrt(2))*integral[0,x](exp(-(x-mu)^2/(2*sigma^2)))
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207 | //
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208 | Double_t MMath::GaussProb(Double_t x, Double_t sigma, Double_t mean)
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209 | {
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210 | if (x<mean)
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211 | return 0;
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212 |
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213 | static const Double_t sqrt2 = TMath::Sqrt(2.);
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214 |
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215 | const Double_t rc = TMath::Erf((x-mean)/(sigma*sqrt2));
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216 |
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217 | if (rc<0)
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218 | return 0;
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219 | if (rc>1)
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220 | return 1;
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221 |
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222 | return rc;
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223 | }
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224 |
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225 | // --------------------------------------------------------------------------
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226 | //
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227 | // Returns: 1 - exp((x/sigma)^2 / 2)
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228 | //
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229 | Double_t MMath::GaussProb2D(Double_t x, Double_t sigma)
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230 | {
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231 | const Double_t xs = x/sigma;
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232 | return 1 - TMath::Exp(-xs*xs/2);
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233 | }
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234 |
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235 | // ------------------------------------------------------------------------
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236 | //
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237 | // Return the "median" (at 68.3%) value of the distribution of
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238 | // abs(a[i]-Median)
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239 | //
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240 | template <class Size, class Element>
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241 | Double_t MMath::MedianDevImp(Size n, const Element *a, Double_t &med)
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242 | {
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243 | static const Double_t prob = 0.682689477208650697; //MMath::GaussProb(1.0);
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244 |
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245 | // Sanity check
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246 | if (n <= 0 || !a)
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247 | return 0;
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248 |
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249 | // Get median of distribution
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250 | med = TMath::Median(n, a);
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251 |
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252 | // Create the abs(a[i]-med) distribution
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253 | Double_t arr[n];
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254 | for (int i=0; i<n; i++)
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255 | arr[i] = (Double_t)TMath::Abs(Double_t(a[i])-med);
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256 |
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257 | //return TMath::Median(n, arr)/0.67449896936; //MMath::GaussProb(x)=0.5
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258 |
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259 | // Define where to divide (floor because the highest possible is n-1)
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260 | const Size div = TMath::FloorNint(Double_t(n)*prob);
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261 |
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262 | // Calculate result
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263 | Double_t dev = TMath::KOrdStat(n, arr, div);
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264 | if (n%2 == 0)
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265 | {
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266 | dev += TMath::KOrdStat(n, arr, div-1);
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267 | dev /= 2;
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268 | }
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269 |
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270 | return dev;
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271 | }
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272 |
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273 | // ------------------------------------------------------------------------
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274 | //
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275 | // Return the "median" (at 68.3%) value of the distribution of
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276 | // abs(a[i]-Median)
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277 | //
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278 | Double_t MMath::MedianDev(Long64_t n, const Short_t *a, Double_t &med)
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279 | {
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280 | return MedianDevImp(n, a, med);
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281 | }
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282 |
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283 | // ------------------------------------------------------------------------
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284 | //
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285 | // Return the "median" (at 68.3%) value of the distribution of
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286 | // abs(a[i]-Median)
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287 | //
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288 | Double_t MMath::MedianDev(Long64_t n, const Int_t *a, Double_t &med)
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289 | {
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290 | return MedianDevImp(n, a, med);
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291 | }
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292 |
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293 | // ------------------------------------------------------------------------
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294 | //
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295 | // Return the "median" (at 68.3%) value of the distribution of
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296 | // abs(a[i]-Median)
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297 | //
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298 | Double_t MMath::MedianDev(Long64_t n, const Float_t *a, Double_t &med)
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299 | {
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300 | return MedianDevImp(n, a, med);
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301 | }
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302 |
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303 | // ------------------------------------------------------------------------
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304 | //
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305 | // Return the "median" (at 68.3%) value of the distribution of
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306 | // abs(a[i]-Median)
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307 | //
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308 | Double_t MMath::MedianDev(Long64_t n, const Double_t *a, Double_t &med)
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309 | {
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310 | return MedianDevImp(n, a, med);
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311 | }
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312 |
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313 | // ------------------------------------------------------------------------
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314 | //
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315 | // Return the "median" (at 68.3%) value of the distribution of
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316 | // abs(a[i]-Median)
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317 | //
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318 | Double_t MMath::MedianDev(Long64_t n, const Long_t *a, Double_t &med)
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319 | {
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320 | return MedianDevImp(n, a, med);
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321 | }
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322 |
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323 | // ------------------------------------------------------------------------
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324 | //
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325 | // Return the "median" (at 68.3%) value of the distribution of
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326 | // abs(a[i]-Median)
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327 | //
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328 | Double_t MMath::MedianDev(Long64_t n, const Long64_t *a, Double_t &med)
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329 | {
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330 | return MedianDevImp(n, a, med);
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331 | }
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332 |
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333 | Double_t MMath::MedianDev(Long64_t n, const Short_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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334 | Double_t MMath::MedianDev(Long64_t n, const Int_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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335 | Double_t MMath::MedianDev(Long64_t n, const Float_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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336 | Double_t MMath::MedianDev(Long64_t n, const Double_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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337 | Double_t MMath::MedianDev(Long64_t n, const Long_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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338 | Double_t MMath::MedianDev(Long64_t n, const Long64_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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339 |
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340 | // ------------------------------------------------------------------------
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341 | //
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342 | // Re-sort an array. Intsead of returning an index (like TMath::Sort)
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343 | // the array contents are sorted.
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344 | //
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345 | template <class Size, class Element> void MMath::ReSortImp(Size n, Element *a, Bool_t down)
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346 | {
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347 | Element *cpy = new Element[n];
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348 | Size *pos = new Size[n];
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349 |
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350 | memcpy(cpy, a, n*sizeof(Element));
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351 |
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352 | TMath::Sort(n, a, pos, down);
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353 |
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354 | Size *idx = pos;
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355 |
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356 | for (Element *ptr=a; ptr<a+n; ptr++)
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357 | *ptr = cpy[*idx++];
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358 |
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359 | delete [] cpy;
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360 | delete [] pos;
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361 | }
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362 |
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363 | void MMath::ReSort(Long64_t n, Short_t *a, Bool_t down) { ReSortImp(n, a, down); }
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364 | void MMath::ReSort(Long64_t n, Int_t *a, Bool_t down) { ReSortImp(n, a, down); }
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365 | void MMath::ReSort(Long64_t n, Float_t *a, Bool_t down) { ReSortImp(n, a, down); }
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366 | void MMath::ReSort(Long64_t n, Double_t *a, Bool_t down) { ReSortImp(n, a, down); }
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367 |
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368 | // --------------------------------------------------------------------------
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369 | //
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370 | // This function reduces the precision to roughly 0.5% of a Float_t by
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371 | // changing its bit-pattern (Be carefull, in rare cases this function must
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372 | // be adapted to different machines!). This is usefull to enforce better
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373 | // compression by eg. gzip.
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374 | //
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375 | void MMath::ReducePrecision(Float_t &val)
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376 | {
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377 | UInt_t &f = (UInt_t&)val;
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378 |
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379 | f += 0x00004000;
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380 | f &= 0xffff8000;
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381 | }
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382 |
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383 | // -------------------------------------------------------------------------
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384 | //
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385 | // Quadratic interpolation
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386 | //
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387 | // calculate the parameters of a parabula such that
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388 | // y(i) = a + b*x(i) + c*x(i)^2
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389 | //
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390 | // If the determinant==0 an empty TVector3 is returned.
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391 | //
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392 | TVector3 MMath::GetParab(const TVector3 &x, const TVector3 &y)
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393 | {
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394 | const Double_t x1 = x(0);
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395 | const Double_t x2 = x(1);
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396 | const Double_t x3 = x(2);
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397 |
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398 | const Double_t y1 = y(0);
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399 | const Double_t y2 = y(1);
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400 | const Double_t y3 = y(2);
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401 |
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402 | const double det =
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403 | + x2*x3*x3 + x1*x2*x2 + x3*x1*x1
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404 | - x2*x1*x1 - x3*x2*x2 - x1*x3*x3;
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405 |
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406 |
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407 | if (det==0)
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408 | return TVector3();
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409 |
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410 | const double det1 = 1.0/det;
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411 |
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412 | const double ai11 = x2*x3*x3 - x3*x2*x2;
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413 | const double ai12 = x3*x1*x1 - x1*x3*x3;
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414 | const double ai13 = x1*x2*x2 - x2*x1*x1;
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415 |
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416 | const double ai21 = x2*x2 - x3*x3;
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417 | const double ai22 = x3*x3 - x1*x1;
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418 | const double ai23 = x1*x1 - x2*x2;
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419 |
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420 | const double ai31 = x3 - x2;
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421 | const double ai32 = x1 - x3;
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422 | const double ai33 = x2 - x1;
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423 |
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424 | return TVector3((ai11*y1 + ai12*y2 + ai13*y3) * det1,
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425 | (ai21*y1 + ai22*y2 + ai23*y3) * det1,
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426 | (ai31*y1 + ai32*y2 + ai33*y3) * det1);
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427 | }
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428 |
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429 | // --------------------------------------------------------------------------
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430 | //
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431 | // Interpolate the points with x-coordinates vx and y-coordinates vy
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432 | // by a parabola (second order polynomial) and return the value at x.
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433 | //
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434 | Double_t MMath::InterpolParabLin(const TVector3 &vx, const TVector3 &vy, Double_t x)
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435 | {
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436 | const TVector3 c = GetParab(vx, vy);
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437 | return c(0) + c(1)*x + c(2)*x*x;
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438 | }
|
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439 |
|
---|
440 | // --------------------------------------------------------------------------
|
---|
441 | //
|
---|
442 | // Interpolate the points with x-coordinates vx=(-1,0,1) and
|
---|
443 | // y-coordinates vy by a parabola (second order polynomial) and return
|
---|
444 | // the value at x.
|
---|
445 | //
|
---|
446 | Double_t MMath::InterpolParabLin(const TVector3 &vy, Double_t x)
|
---|
447 | {
|
---|
448 | const TVector3 c(vy(1), (vy(2)-vy(0))/2, vy(0)/2 - vy(1) + vy(2)/2);
|
---|
449 | return c(0) + c(1)*x + c(2)*x*x;
|
---|
450 | }
|
---|
451 |
|
---|
452 | Double_t MMath::InterpolParabLog(const TVector3 &vx, const TVector3 &vy, Double_t x)
|
---|
453 | {
|
---|
454 | const Double_t l0 = TMath::Log10(vx(0));
|
---|
455 | const Double_t l1 = TMath::Log10(vx(1));
|
---|
456 | const Double_t l2 = TMath::Log10(vx(2));
|
---|
457 |
|
---|
458 | const TVector3 vx0(l0, l1, l2);
|
---|
459 | return InterpolParabLin(vx0, vy, TMath::Log10(x));
|
---|
460 | }
|
---|
461 |
|
---|
462 | Double_t MMath::InterpolParabCos(const TVector3 &vx, const TVector3 &vy, Double_t x)
|
---|
463 | {
|
---|
464 | const Double_t l0 = TMath::Cos(vx(0));
|
---|
465 | const Double_t l1 = TMath::Cos(vx(1));
|
---|
466 | const Double_t l2 = TMath::Cos(vx(2));
|
---|
467 |
|
---|
468 | const TVector3 vx0(l0, l1, l2);
|
---|
469 | return InterpolParabLin(vx0, vy, TMath::Cos(x));
|
---|
470 | }
|
---|
471 |
|
---|
472 | // --------------------------------------------------------------------------
|
---|
473 | //
|
---|
474 | // Analytically calculated result of a least square fit of:
|
---|
475 | // y = A*e^(B*x)
|
---|
476 | // Equal weights
|
---|
477 | //
|
---|
478 | // It returns TArrayD(2) = { A, B };
|
---|
479 | //
|
---|
480 | // see: http://mathworld.wolfram.com/LeastSquaresFittingExponential.html
|
---|
481 | //
|
---|
482 | TArrayD MMath::LeastSqFitExpW1(Int_t n, Double_t *x, Double_t *y)
|
---|
483 | {
|
---|
484 | Double_t sumxsqy = 0;
|
---|
485 | Double_t sumylny = 0;
|
---|
486 | Double_t sumxy = 0;
|
---|
487 | Double_t sumy = 0;
|
---|
488 | Double_t sumxylny = 0;
|
---|
489 | for (int i=0; i<n; i++)
|
---|
490 | {
|
---|
491 | sumylny += y[i]*TMath::Log(y[i]);
|
---|
492 | sumxy += x[i]*y[i];
|
---|
493 | sumxsqy += x[i]*x[i]*y[i];
|
---|
494 | sumxylny += x[i]*y[i]*TMath::Log(y[i]);
|
---|
495 | sumy += y[i];
|
---|
496 | }
|
---|
497 |
|
---|
498 | const Double_t dev = sumy*sumxsqy - sumxy*sumxy;
|
---|
499 |
|
---|
500 | const Double_t a = (sumxsqy*sumylny - sumxy*sumxylny)/dev;
|
---|
501 | const Double_t b = (sumy*sumxylny - sumxy*sumylny)/dev;
|
---|
502 |
|
---|
503 | TArrayD rc(2);
|
---|
504 | rc[0] = TMath::Exp(a);
|
---|
505 | rc[1] = b;
|
---|
506 | return rc;
|
---|
507 | }
|
---|
508 |
|
---|
509 | // --------------------------------------------------------------------------
|
---|
510 | //
|
---|
511 | // Analytically calculated result of a least square fit of:
|
---|
512 | // y = A*e^(B*x)
|
---|
513 | // Greater weights to smaller values
|
---|
514 | //
|
---|
515 | // It returns TArrayD(2) = { A, B };
|
---|
516 | //
|
---|
517 | // see: http://mathworld.wolfram.com/LeastSquaresFittingExponential.html
|
---|
518 | //
|
---|
519 | TArrayD MMath::LeastSqFitExp(Int_t n, Double_t *x, Double_t *y)
|
---|
520 | {
|
---|
521 | // -------- Greater weights to smaller values ---------
|
---|
522 | Double_t sumlny = 0;
|
---|
523 | Double_t sumxlny = 0;
|
---|
524 | Double_t sumxsq = 0;
|
---|
525 | Double_t sumx = 0;
|
---|
526 | for (int i=0; i<n; i++)
|
---|
527 | {
|
---|
528 | sumlny += TMath::Log(y[i]);
|
---|
529 | sumxlny += x[i]*TMath::Log(y[i]);
|
---|
530 |
|
---|
531 | sumxsq += x[i]*x[i];
|
---|
532 | sumx += x[i];
|
---|
533 | }
|
---|
534 |
|
---|
535 | const Double_t dev = n*sumxsq-sumx*sumx;
|
---|
536 |
|
---|
537 | const Double_t a = (sumlny*sumxsq - sumx*sumxlny)/dev;
|
---|
538 | const Double_t b = (n*sumxlny - sumx*sumlny)/dev;
|
---|
539 |
|
---|
540 | TArrayD rc(2);
|
---|
541 | rc[0] = TMath::Exp(a);
|
---|
542 | rc[1] = b;
|
---|
543 | return rc;
|
---|
544 | }
|
---|
545 |
|
---|
546 | // --------------------------------------------------------------------------
|
---|
547 | //
|
---|
548 | // Analytically calculated result of a least square fit of:
|
---|
549 | // y = A+B*ln(x)
|
---|
550 | //
|
---|
551 | // It returns TArrayD(2) = { A, B };
|
---|
552 | //
|
---|
553 | // see: http://mathworld.wolfram.com/LeastSquaresFittingLogarithmic.html
|
---|
554 | //
|
---|
555 | TArrayD MMath::LeastSqFitLog(Int_t n, Double_t *x, Double_t *y)
|
---|
556 | {
|
---|
557 | Double_t sumylnx = 0;
|
---|
558 | Double_t sumy = 0;
|
---|
559 | Double_t sumlnx = 0;
|
---|
560 | Double_t sumlnxsq = 0;
|
---|
561 | for (int i=0; i<n; i++)
|
---|
562 | {
|
---|
563 | sumylnx += y[i]*TMath::Log(x[i]);
|
---|
564 | sumy += y[i];
|
---|
565 | sumlnx += TMath::Log(x[i]);
|
---|
566 | sumlnxsq += TMath::Log(x[i])*TMath::Log(x[i]);
|
---|
567 | }
|
---|
568 |
|
---|
569 | const Double_t b = (n*sumylnx-sumy*sumlnx)/(n*sumlnxsq-sumlnx*sumlnx);
|
---|
570 | const Double_t a = (sumy-b*sumlnx)/n;
|
---|
571 |
|
---|
572 | TArrayD rc(2);
|
---|
573 | rc[0] = a;
|
---|
574 | rc[1] = b;
|
---|
575 | return rc;
|
---|
576 | }
|
---|
577 |
|
---|
578 | // --------------------------------------------------------------------------
|
---|
579 | //
|
---|
580 | // Analytically calculated result of a least square fit of:
|
---|
581 | // y = A*x^B
|
---|
582 | //
|
---|
583 | // It returns TArrayD(2) = { A, B };
|
---|
584 | //
|
---|
585 | // see: http://mathworld.wolfram.com/LeastSquaresFittingPowerLaw.html
|
---|
586 | //
|
---|
587 | TArrayD MMath::LeastSqFitPowerLaw(Int_t n, Double_t *x, Double_t *y)
|
---|
588 | {
|
---|
589 | Double_t sumlnxlny = 0;
|
---|
590 | Double_t sumlnx = 0;
|
---|
591 | Double_t sumlny = 0;
|
---|
592 | Double_t sumlnxsq = 0;
|
---|
593 | for (int i=0; i<n; i++)
|
---|
594 | {
|
---|
595 | sumlnxlny += TMath::Log(x[i])*TMath::Log(y[i]);
|
---|
596 | sumlnx += TMath::Log(x[i]);
|
---|
597 | sumlny += TMath::Log(y[i]);
|
---|
598 | sumlnxsq += TMath::Log(x[i])*TMath::Log(x[i]);
|
---|
599 | }
|
---|
600 |
|
---|
601 | const Double_t b = (n*sumlnxlny-sumlnx*sumlny)/(n*sumlnxsq-sumlnx*sumlnx);
|
---|
602 | const Double_t a = (sumlny-b*sumlnx)/n;
|
---|
603 |
|
---|
604 | TArrayD rc(2);
|
---|
605 | rc[0] = TMath::Exp(a);
|
---|
606 | rc[1] = b;
|
---|
607 | return rc;
|
---|
608 | }
|
---|
609 |
|
---|
610 | // --------------------------------------------------------------------------
|
---|
611 | //
|
---|
612 | // Calculate the intersection of two lines defined by (x1;y1) and (x2;x2)
|
---|
613 | // Returns the intersection point.
|
---|
614 | //
|
---|
615 | // It is assumed that the lines intersect. If there is no intersection
|
---|
616 | // TVector2() is returned (which is not destinguishable from
|
---|
617 | // TVector2(0,0) if the intersection is at the coordinate source)
|
---|
618 | //
|
---|
619 | // Formula from: http://mathworld.wolfram.com/Line-LineIntersection.html
|
---|
620 | //
|
---|
621 | TVector2 MMath::GetIntersectionPoint(const TVector2 &x1, const TVector2 &y1, const TVector2 &x2, const TVector2 &y2, Bool_t &rc)
|
---|
622 | {
|
---|
623 | TMatrix d(2,2);
|
---|
624 | d[0][0] = x1.X()-y1.X();
|
---|
625 | d[0][1] = x2.X()-y2.X();
|
---|
626 | d[1][0] = x1.Y()-y1.Y();
|
---|
627 | d[1][1] = x2.Y()-y2.Y();
|
---|
628 |
|
---|
629 | const Double_t denom = d.Determinant();
|
---|
630 | if (denom==0)
|
---|
631 | {
|
---|
632 | rc = false;
|
---|
633 | return TVector2();
|
---|
634 | }
|
---|
635 |
|
---|
636 | rc = true;
|
---|
637 |
|
---|
638 | TMatrix l1(2,2);
|
---|
639 | TMatrix l2(2,2);
|
---|
640 |
|
---|
641 | l1[0][0] = x1.X();
|
---|
642 | l1[0][1] = y1.X();
|
---|
643 | l2[0][0] = x2.X();
|
---|
644 | l2[0][1] = y2.X();
|
---|
645 |
|
---|
646 | l1[1][0] = x1.Y();
|
---|
647 | l1[1][1] = y1.Y();
|
---|
648 | l2[1][0] = x2.Y();
|
---|
649 | l2[1][1] = y2.Y();
|
---|
650 |
|
---|
651 | TMatrix a(2,2);
|
---|
652 | a[0][0] = l1.Determinant();
|
---|
653 | a[0][1] = l2.Determinant();
|
---|
654 | a[1][0] = x1.X()-y1.X();
|
---|
655 | a[1][1] = x2.X()-y2.X();
|
---|
656 |
|
---|
657 | const Double_t X = a.Determinant()/denom;
|
---|
658 |
|
---|
659 | a[1][0] = x1.Y()-y1.Y();
|
---|
660 | a[1][1] = x2.Y()-y2.Y();
|
---|
661 |
|
---|
662 | const Double_t Y = a.Determinant()/denom;
|
---|
663 |
|
---|
664 | return TVector2(X, Y);
|
---|
665 | }
|
---|
666 |
|
---|
667 | TVector2 MMath::GetIntersectionPoint(const TVector2 &x1, const TVector2 &y1, const TVector2 &x2, const TVector2 &y2)
|
---|
668 | {
|
---|
669 | Bool_t rc;
|
---|
670 | return GetIntersectionPoint(x1, y1, x2, y2, rc);
|
---|
671 | }
|
---|
672 |
|
---|
673 | // --------------------------------------------------------------------------
|
---|
674 | //
|
---|
675 | // Solves: x^2 + ax + b = 0;
|
---|
676 | // Return number of solutions returned as x1, x2
|
---|
677 | //
|
---|
678 | Int_t MMath::SolvePol2(Double_t a, Double_t b, Double_t &x1, Double_t &x2)
|
---|
679 | {
|
---|
680 | const Double_t r = a*a - 4*b;
|
---|
681 | if (r<0)
|
---|
682 | return 0;
|
---|
683 |
|
---|
684 | if (r==0)
|
---|
685 | {
|
---|
686 | x1 = x2 = -a/2;
|
---|
687 | return 1;
|
---|
688 | }
|
---|
689 |
|
---|
690 | const Double_t s = TMath::Sqrt(r);
|
---|
691 |
|
---|
692 | x1 = (-a+s)/2;
|
---|
693 | x2 = (-a-s)/2;
|
---|
694 |
|
---|
695 | return 2;
|
---|
696 | }
|
---|
697 |
|
---|
698 | // --------------------------------------------------------------------------
|
---|
699 | //
|
---|
700 | // This is a helper function making the execution of SolverPol3 a bit faster
|
---|
701 | //
|
---|
702 | static inline Double_t ReMul(const TComplex &c1, const TComplex &th)
|
---|
703 | {
|
---|
704 | const TComplex c2 = TComplex::Cos(th/3.);
|
---|
705 | return c1.Re() * c2.Re() - c1.Im() * c2.Im();
|
---|
706 | }
|
---|
707 |
|
---|
708 | // --------------------------------------------------------------------------
|
---|
709 | //
|
---|
710 | // Solves: x^3 + ax^2 + bx + c = 0;
|
---|
711 | // Return number of the real solutions, returned as z1, z2, z3
|
---|
712 | //
|
---|
713 | // Algorithm adapted from http://home.att.net/~srschmitt/cubizen.heml
|
---|
714 | // Which is based on the solution given in
|
---|
715 | // http://mathworld.wolfram.com/CubicEquation.html
|
---|
716 | //
|
---|
717 | // -------------------------------------------------------------------------
|
---|
718 | //
|
---|
719 | // Exact solutions of cubic polynomial equations
|
---|
720 | // by Stephen R. Schmitt Algorithm
|
---|
721 | //
|
---|
722 | // An exact solution of the cubic polynomial equation:
|
---|
723 | //
|
---|
724 | // x^3 + a*x^2 + b*x + c = 0
|
---|
725 | //
|
---|
726 | // was first published by Gerolamo Cardano (1501-1576) in his treatise,
|
---|
727 | // Ars Magna. He did not discoverer of the solution; a professor of
|
---|
728 | // mathematics at the University of Bologna named Scipione del Ferro (ca.
|
---|
729 | // 1465-1526) is credited as the first to find an exact solution. In the
|
---|
730 | // years since, several improvements to the original solution have been
|
---|
731 | // discovered. Zeno source code
|
---|
732 | //
|
---|
733 | // http://home.att.net/~srschmitt/cubizen.html
|
---|
734 | //
|
---|
735 | // % compute real or complex roots of cubic polynomial
|
---|
736 | // function cubic( var z1, z2, z3 : real, a, b, c : real ) : real
|
---|
737 | //
|
---|
738 | // var Q, R, D, S, T : real
|
---|
739 | // var im, th : real
|
---|
740 | //
|
---|
741 | // Q := (3*b - a^2)/9
|
---|
742 | // R := (9*b*a - 27*c - 2*a^3)/54
|
---|
743 | // D := R^2 -Q^3 % polynomial discriminant
|
---|
744 | //
|
---|
745 | // if (D >= 0) then % complex or duplicate roots
|
---|
746 | //
|
---|
747 | // S := sgn(R + sqrt(D))*abs(R + sqrt(D))^(1/3)
|
---|
748 | // T := sgn(R - sqrt(D))*abs(R - sqrt(D))^(1/3)
|
---|
749 | //
|
---|
750 | // z1 := -a/3 + (S + T) % real root
|
---|
751 | // z2 := -a/3 - (S + T)/2 % real part of complex root
|
---|
752 | // z3 := -a/3 - (S + T)/2 % real part of complex root
|
---|
753 | // im := abs(sqrt(3)*(S - T)/2) % complex part of root pair
|
---|
754 | //
|
---|
755 | // else % distinct real roots
|
---|
756 | //
|
---|
757 | // th := arccos(R/sqrt( -Q^3))
|
---|
758 | //
|
---|
759 | // z1 := 2*sqrt(-Q)*cos(th/3) - a/3
|
---|
760 | // z2 := 2*sqrt(-Q)*cos((th + 2*pi)/3) - a/3
|
---|
761 | // z3 := 2*sqrt(-Q)*cos((th + 4*pi)/3) - a/3
|
---|
762 | // im := 0
|
---|
763 | //
|
---|
764 | // end if
|
---|
765 | //
|
---|
766 | // return im % imaginary part
|
---|
767 | //
|
---|
768 | // end function
|
---|
769 | //
|
---|
770 | // see also http://en.wikipedia.org/wiki/Cubic_equation
|
---|
771 | //
|
---|
772 | Int_t MMath::SolvePol3(Double_t a, Double_t b, Double_t c,
|
---|
773 | Double_t &x1, Double_t &x2, Double_t &x3)
|
---|
774 | {
|
---|
775 | // Double_t coeff[4] = { 1, a, b, c };
|
---|
776 | // return TMath::RootsCubic(coeff, x1, x2, x3) ? 1 : 3;
|
---|
777 |
|
---|
778 | const Double_t Q = (a*a - 3*b)/9;
|
---|
779 | const Double_t R = (9*b*a - 27*c - 2*a*a*a)/54;
|
---|
780 | const Double_t D = R*R - Q*Q*Q; // polynomial discriminant
|
---|
781 |
|
---|
782 | // ----- The single-real / duplicate-roots solution -----
|
---|
783 |
|
---|
784 | // D<0: three real roots
|
---|
785 | // D>0: one real root
|
---|
786 | // D==0: maximum two real roots (two identical roots)
|
---|
787 |
|
---|
788 | // R==0: only one unique root
|
---|
789 | // R!=0: two roots
|
---|
790 |
|
---|
791 | if (D==0)
|
---|
792 | {
|
---|
793 | const Double_t r = MMath::Sqrt3(R);
|
---|
794 |
|
---|
795 | x1 = r - a/3.; // real root
|
---|
796 | if (R==0)
|
---|
797 | return 1;
|
---|
798 |
|
---|
799 | x2 = 2*r - a/3.; // real root
|
---|
800 | return 2;
|
---|
801 | }
|
---|
802 |
|
---|
803 | if (D>0) // complex or duplicate roots
|
---|
804 | {
|
---|
805 | const Double_t sqrtd = TMath::Sqrt(D);
|
---|
806 |
|
---|
807 | const Double_t A = TMath::Sign(1., R)*MMath::Sqrt3(TMath::Abs(R)+sqrtd);
|
---|
808 |
|
---|
809 | // The case A==0 cannot happen. This would imply D==0
|
---|
810 | // if (A==0)
|
---|
811 | // {
|
---|
812 | // x1 = -a/3;
|
---|
813 | // return 1;
|
---|
814 | // }
|
---|
815 |
|
---|
816 | x1 = (A+Q/A)-a/3;
|
---|
817 |
|
---|
818 | //const Double_t S = MMath::Sqrt3(R + sqrtd);
|
---|
819 | //const Double_t T = MMath::Sqrt3(R - sqrtd);
|
---|
820 | //x1 = (S+T) - a/3.; // real root
|
---|
821 |
|
---|
822 | return 1;
|
---|
823 |
|
---|
824 | //z2 = (S + T)/2 - a/3.; // real part of complex root
|
---|
825 | //z3 = (S + T)/2 - a/3.; // real part of complex root
|
---|
826 | //im = fabs(sqrt(3)*(S - T)/2) // complex part of root pair
|
---|
827 | }
|
---|
828 |
|
---|
829 | // ----- The general solution with three roots ---
|
---|
830 |
|
---|
831 | if (Q==0)
|
---|
832 | return 0;
|
---|
833 |
|
---|
834 | if (Q>0) // This is here for speed reasons
|
---|
835 | {
|
---|
836 | const Double_t sqrtq = TMath::Sqrt(Q);
|
---|
837 | const Double_t rq = R/TMath::Abs(Q);
|
---|
838 |
|
---|
839 | const Double_t t = TMath::ACos(rq/sqrtq)/3;
|
---|
840 |
|
---|
841 | static const Double_t sqrt3 = TMath::Sqrt(3.);
|
---|
842 |
|
---|
843 | const Double_t sn = TMath::Sin(t)*sqrt3;
|
---|
844 | const Double_t cs = TMath::Cos(t);
|
---|
845 |
|
---|
846 | x1 = 2*sqrtq * cs - a/3;
|
---|
847 | x2 = -sqrtq * (sn + cs) - a/3;
|
---|
848 | x3 = sqrtq * (sn - cs) - a/3;
|
---|
849 |
|
---|
850 | /* --- Easier to understand but slower ---
|
---|
851 | const Double_t th1 = TMath::ACos(rq/sqrtq);
|
---|
852 | const Double_t th2 = th1 + TMath::TwoPi();
|
---|
853 | const Double_t th3 = th2 + TMath::TwoPi();
|
---|
854 |
|
---|
855 | x1 = 2.*sqrtq * TMath::Cos(th1/3.) - a/3.;
|
---|
856 | x2 = 2.*sqrtq * TMath::Cos(th2/3.) - a/3.;
|
---|
857 | x3 = 2.*sqrtq * TMath::Cos(th3/3.) - a/3.;
|
---|
858 | */
|
---|
859 | return 3;
|
---|
860 | }
|
---|
861 |
|
---|
862 | const TComplex sqrtq = TComplex::Sqrt(Q);
|
---|
863 | const Double_t rq = R/TMath::Abs(Q);
|
---|
864 |
|
---|
865 | const TComplex th1 = TComplex::ACos(rq/sqrtq);
|
---|
866 | const TComplex th2 = th1 + TMath::TwoPi();
|
---|
867 | const TComplex th3 = th2 + TMath::TwoPi();
|
---|
868 |
|
---|
869 | // For ReMul, see bove
|
---|
870 | x1 = ReMul(2.*sqrtq, th1) - a/3.;
|
---|
871 | x2 = ReMul(2.*sqrtq, th2) - a/3.;
|
---|
872 | x3 = ReMul(2.*sqrtq, th3) - a/3.;
|
---|
873 |
|
---|
874 | return 3;
|
---|
875 | }
|
---|
876 |
|
---|
877 | // --------------------------------------------------------------------------
|
---|
878 | //
|
---|
879 | // Format a value and its error corresponding to the rules (note
|
---|
880 | // this won't work if the error is more then eight orders smaller than
|
---|
881 | // the value)
|
---|
882 | //
|
---|
883 | void MMath::Format(Double_t &v, Double_t &e)
|
---|
884 | {
|
---|
885 | // Valid digits
|
---|
886 | Int_t i = TMath::FloorNint(TMath::Log10(v))-TMath::FloorNint(TMath::Log10(e));
|
---|
887 |
|
---|
888 | // Check if error starts with 1 or 2. In this case use one
|
---|
889 | // more valid digit
|
---|
890 | TString error = MString::Format("%.0e", e);
|
---|
891 | if (error[0]=='1' || error[0]=='2')
|
---|
892 | {
|
---|
893 | i++;
|
---|
894 | error = MString::Format("%.1e", e);
|
---|
895 | }
|
---|
896 |
|
---|
897 | const TString fmt = MString::Format("%%.%de", i);
|
---|
898 |
|
---|
899 | v = MString::Format(fmt.Data(), v).Atof();
|
---|
900 | e = error.Atof();
|
---|
901 | }
|
---|
902 |
|
---|
903 | Double_t MMath::RndmExp(Double_t tau)
|
---|
904 | {
|
---|
905 | // returns an exponential deviate.
|
---|
906 | //
|
---|
907 | // exp( -t/tau )
|
---|
908 |
|
---|
909 | const Double_t x = gRandom->Rndm(); // uniform on ] 0, 1 ]
|
---|
910 |
|
---|
911 | return -tau * TMath::Log(x); // convert to exponential distribution
|
---|
912 | }
|
---|