| 1 | /* ======================================================================== *\
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| 2 | ! $Name: not supported by cvs2svn $:$Id: MMath.cc,v 1.37 2007-08-17 10:53:48 tbretz Exp $
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| 3 | ! --------------------------------------------------------------------------
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| 4 | !
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| 5 | ! *
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| 6 | ! * This file is part of MARS, the MAGIC Analysis and Reconstruction
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| 7 | ! * Software. It is distributed to you in the hope that it can be a useful
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| 8 | ! * and timesaving tool in analysing Data of imaging Cerenkov telescopes.
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| 9 | ! * It is distributed WITHOUT ANY WARRANTY.
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| 10 | ! *
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| 11 | ! * Permission to use, copy, modify and distribute this software and its
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| 12 | ! * documentation for any purpose is hereby granted without fee,
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| 13 | ! * provided that the above copyright notice appear in all copies and
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| 14 | ! * that both that copyright notice and this permission notice appear
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| 15 | ! * in supporting documentation. It is provided "as is" without express
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| 16 | ! * or implied warranty.
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| 17 | ! *
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| 18 | !
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| 19 | !
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| 20 | ! Author(s): Thomas Bretz 3/2004 <mailto:tbretz@astro.uni-wuerzburg.de>
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| 21 | !
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| 22 | ! Copyright: MAGIC Software Development, 2000-2005
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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 | /////////////////////////////////////////////////////////////////////////////
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| 28 | //
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| 29 | // MMath
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| 30 | //
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| 31 | // Mars - Math package (eg Significances, etc)
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| 32 | //
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| 33 | /////////////////////////////////////////////////////////////////////////////
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| 34 | #include "MMath.h"
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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 | //NamespaceImp(MMath);
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| 53 |
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| 54 | // --------------------------------------------------------------------------
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| 55 | //
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| 56 | // Calculate Significance as
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| 57 | // significance = (s-b)/sqrt(s+k*k*b) mit k=s/b
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| 58 | //
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| 59 | // s: total number of events in signal region
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| 60 | // b: number of background events in signal region
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| 61 | //
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| 62 | Double_t MMath::Significance(Double_t s, Double_t b)
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| 63 | {
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| 64 | const Double_t k = b==0 ? 0 : s/b;
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| 65 | const Double_t f = s+k*k*b;
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| 66 |
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| 67 | return f==0 ? 0 : (s-b)/TMath::Sqrt(f);
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| 68 | }
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| 69 |
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| 70 | // --------------------------------------------------------------------------
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| 71 | //
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| 72 | // Symmetrized significance - this is somehow analog to
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| 73 | // SignificanceLiMaSigned
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| 74 | //
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| 75 | // Returns Significance(s,b) if s>b otherwise -Significance(b, s);
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| 76 | //
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| 77 | Double_t MMath::SignificanceSym(Double_t s, Double_t b)
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| 78 | {
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| 79 | return s>b ? Significance(s, b) : -Significance(b, s);
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| 80 | }
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| 81 |
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| 82 | // --------------------------------------------------------------------------
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| 83 | //
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| 84 | // calculates the significance according to Li & Ma
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| 85 | // ApJ 272 (1983) 317, Formula 17
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| 86 | //
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| 87 | // s // s: number of on events
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| 88 | // b // b: number of off events
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| 89 | // alpha = t_on/t_off; // t: observation time
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| 90 | //
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| 91 | // The significance has the same (positive!) value for s>b and b>s.
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| 92 | //
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| 93 | // Returns -1 if s<0 or b<0 or alpha<0 or the argument of sqrt<0
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| 94 | //
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| 95 | // Here is some eMail written by Daniel Mazin about the meaning of the arguments:
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| 96 | //
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| 97 | // > Ok. Here is my understanding:
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| 98 | // > According to Li&Ma paper (correctly cited in MMath.cc) alpha is the
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| 99 | // > scaling factor. The mathematics behind the formula 17 (and/or 9) implies
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| 100 | // > exactly this. If you scale OFF to ON first (using time or using any other
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| 101 | // > method), then you cannot use formula 17 (9) anymore. You can just try
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| 102 | // > the formula before scaling (alpha!=1) and after scaling (alpha=1), you
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| 103 | // > will see the result will be different.
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| 104 | //
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| 105 | // > Here are less mathematical arguments:
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| 106 | //
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| 107 | // > 1) the better background determination you have (smaller alpha) the more
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| 108 | // > significant is your excess, thus your analysis is more sensitive. If you
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| 109 | // > normalize OFF to ON first, you loose this sensitivity.
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| 110 | //
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| 111 | // > 2) the normalization OFF to ON has an error, which naturally depends on
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| 112 | // > the OFF and ON. This error is propagating to the significance of your
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| 113 | // > excess if you use the Li&Ma formula 17 correctly. But if you normalize
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| 114 | // > first and use then alpha=1, the error gets lost completely, you loose
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| 115 | // > somehow the criteria of goodness of the normalization.
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| 116 | //
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| 117 | Double_t MMath::SignificanceLiMa(Double_t s, Double_t b, Double_t alpha)
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| 118 | {
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| 119 | const Double_t sum = s+b;
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| 120 |
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| 121 | if (s<0 || b<0 || alpha<=0)
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| 122 | return -1;
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| 123 |
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| 124 | const Double_t l = s==0 ? 0 : s*TMath::Log(s/sum*(alpha+1)/alpha);
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| 125 | const Double_t m = b==0 ? 0 : b*TMath::Log(b/sum*(alpha+1) );
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| 126 |
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| 127 | return l+m<0 ? -1 : TMath::Sqrt((l+m)*2);
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| 128 | }
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| 129 |
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| 130 | // --------------------------------------------------------------------------
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| 131 | //
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| 132 | // Calculates MMath::SignificanceLiMa(s, b, alpha). Returns 0 if the
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| 133 | // calculation has failed. Otherwise the Li/Ma significance which was
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| 134 | // calculated. If s<b a negative value is returned.
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| 135 | //
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| 136 | Double_t MMath::SignificanceLiMaSigned(Double_t s, Double_t b, Double_t alpha)
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| 137 | {
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| 138 | const Double_t sig = SignificanceLiMa(s, b, alpha);
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| 139 | if (sig<=0)
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| 140 | return 0;
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| 141 |
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| 142 | return TMath::Sign(sig, s-alpha*b);
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| 143 | }
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| 144 |
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| 145 | // --------------------------------------------------------------------------
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| 146 | //
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| 147 | // Return Li/Ma (5) for the error of the excess, under the assumption that
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| 148 | // the existance of a signal is already known.
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| 149 | //
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| 150 | Double_t MMath::SignificanceLiMaExc(Double_t s, Double_t b, Double_t alpha)
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| 151 | {
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| 152 | Double_t Ns = s - alpha*b;
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| 153 | Double_t sN = s + alpha*alpha*b;
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| 154 |
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| 155 | if (Ns<0 || sN<0)
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| 156 | return 0;
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| 157 |
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| 158 | if (Ns==0 && sN==0)
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| 159 | return 0;
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| 160 |
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| 161 | return Ns/TMath::Sqrt(sN);
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| 162 | }
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| 163 |
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| 164 | // --------------------------------------------------------------------------
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| 165 | //
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| 166 | // Returns: 2/(sigma*sqrt(2))*integral[0,x](exp(-(x-mu)^2/(2*sigma^2)))
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| 167 | //
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| 168 | Double_t MMath::GaussProb(Double_t x, Double_t sigma, Double_t mean)
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| 169 | {
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| 170 | if (x<mean)
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| 171 | return 0;
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| 172 |
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| 173 | static const Double_t sqrt2 = TMath::Sqrt(2.);
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| 174 |
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| 175 | const Double_t rc = TMath::Erf((x-mean)/(sigma*sqrt2));
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| 176 |
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| 177 | if (rc<0)
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| 178 | return 0;
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| 179 | if (rc>1)
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| 180 | return 1;
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| 181 |
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| 182 | return rc;
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| 183 | }
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| 184 |
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| 185 | // ------------------------------------------------------------------------
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| 186 | //
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| 187 | // Return the "median" (at 68.3%) value of the distribution of
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| 188 | // abs(a[i]-Median)
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| 189 | //
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| 190 | template <class Size, class Element>
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| 191 | Double_t MMath::MedianDevImp(Size n, const Element *a, Double_t &med)
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| 192 | {
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| 193 | static const Double_t prob = 0.682689477208650697; //MMath::GaussProb(1.0);
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| 194 |
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| 195 | // Sanity check
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| 196 | if (n <= 0 || !a)
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| 197 | return 0;
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| 198 |
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| 199 | // Get median of distribution
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| 200 | med = TMath::Median(n, a);
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| 201 |
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| 202 | // Create the abs(a[i]-med) distribution
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| 203 | Double_t arr[n];
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| 204 | for (int i=0; i<n; i++)
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| 205 | arr[i] = TMath::Abs(a[i]-med);
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| 206 |
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| 207 | //return TMath::Median(n, arr)/0.67449896936; //MMath::GaussProb(x)=0.5
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| 208 |
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| 209 | // Define where to divide (floor because the highest possible is n-1)
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| 210 | const Int_t div = TMath::FloorNint(n*prob);
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| 211 |
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| 212 | // Calculate result
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| 213 | Double_t dev = TMath::KOrdStat(n, arr, div);
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| 214 | if (n%2 == 0)
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| 215 | {
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| 216 | dev += TMath::KOrdStat(n, arr, div-1);
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| 217 | dev /= 2;
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| 218 | }
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| 219 |
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| 220 | return dev;
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| 221 | }
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| 222 |
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| 223 | // ------------------------------------------------------------------------
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| 224 | //
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| 225 | // Return the "median" (at 68.3%) value of the distribution of
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| 226 | // abs(a[i]-Median)
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| 227 | //
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| 228 | Double_t MMath::MedianDev(Long64_t n, const Short_t *a, Double_t &med)
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| 229 | {
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| 230 | return MedianDevImp(n, a, med);
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| 231 | }
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| 232 |
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| 233 | // ------------------------------------------------------------------------
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| 234 | //
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| 235 | // Return the "median" (at 68.3%) value of the distribution of
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| 236 | // abs(a[i]-Median)
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| 237 | //
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| 238 | Double_t MMath::MedianDev(Long64_t n, const Int_t *a, Double_t &med)
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| 239 | {
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| 240 | return MedianDevImp(n, a, med);
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| 241 | }
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| 242 |
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| 243 | // ------------------------------------------------------------------------
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| 244 | //
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| 245 | // Return the "median" (at 68.3%) value of the distribution of
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| 246 | // abs(a[i]-Median)
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| 247 | //
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| 248 | Double_t MMath::MedianDev(Long64_t n, const Float_t *a, Double_t &med)
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| 249 | {
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| 250 | return MedianDevImp(n, a, med);
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| 251 | }
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| 252 |
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| 253 | // ------------------------------------------------------------------------
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| 254 | //
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| 255 | // Return the "median" (at 68.3%) value of the distribution of
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| 256 | // abs(a[i]-Median)
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| 257 | //
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| 258 | Double_t MMath::MedianDev(Long64_t n, const Double_t *a, Double_t &med)
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| 259 | {
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| 260 | return MedianDevImp(n, a, med);
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| 261 | }
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| 262 |
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| 263 | // ------------------------------------------------------------------------
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| 264 | //
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| 265 | // Return the "median" (at 68.3%) value of the distribution of
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| 266 | // abs(a[i]-Median)
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| 267 | //
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| 268 | Double_t MMath::MedianDev(Long64_t n, const Long_t *a, Double_t &med)
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| 269 | {
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| 270 | return MedianDevImp(n, a, med);
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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 Long64_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 | Double_t MMath::MedianDev(Long64_t n, const Short_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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| 284 | Double_t MMath::MedianDev(Long64_t n, const Int_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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| 285 | Double_t MMath::MedianDev(Long64_t n, const Float_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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| 286 | Double_t MMath::MedianDev(Long64_t n, const Double_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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| 287 | Double_t MMath::MedianDev(Long64_t n, const Long_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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| 288 | Double_t MMath::MedianDev(Long64_t n, const Long64_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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| 289 |
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| 290 | // --------------------------------------------------------------------------
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| 291 | //
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| 292 | // This function reduces the precision to roughly 0.5% of a Float_t by
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| 293 | // changing its bit-pattern (Be carefull, in rare cases this function must
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| 294 | // be adapted to different machines!). This is usefull to enforce better
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| 295 | // compression by eg. gzip.
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| 296 | //
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| 297 | void MMath::ReducePrecision(Float_t &val)
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| 298 | {
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| 299 | UInt_t &f = (UInt_t&)val;
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| 300 |
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| 301 | f += 0x00004000;
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| 302 | f &= 0xffff8000;
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| 303 | }
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| 304 |
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| 305 | // -------------------------------------------------------------------------
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| 306 | //
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| 307 | // Quadratic interpolation
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| 308 | //
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| 309 | // calculate the parameters of a parabula such that
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| 310 | // y(i) = a + b*x(i) + c*x(i)^2
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| 311 | //
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| 312 | // If the determinant==0 an empty TVector3 is returned.
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| 313 | //
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| 314 | TVector3 MMath::GetParab(const TVector3 &x, const TVector3 &y)
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| 315 | {
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| 316 | const Double_t x1 = x(0);
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| 317 | const Double_t x2 = x(1);
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| 318 | const Double_t x3 = x(2);
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| 319 |
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| 320 | const Double_t y1 = y(0);
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| 321 | const Double_t y2 = y(1);
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| 322 | const Double_t y3 = y(2);
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| 323 |
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| 324 | const double det =
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| 325 | + x2*x3*x3 + x1*x2*x2 + x3*x1*x1
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| 326 | - x2*x1*x1 - x3*x2*x2 - x1*x3*x3;
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| 327 |
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| 328 |
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| 329 | if (det==0)
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| 330 | return TVector3();
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| 331 |
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| 332 | const double det1 = 1.0/det;
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| 333 |
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| 334 | const double ai11 = x2*x3*x3 - x3*x2*x2;
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| 335 | const double ai12 = x3*x1*x1 - x1*x3*x3;
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| 336 | const double ai13 = x1*x2*x2 - x2*x1*x1;
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| 337 |
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| 338 | const double ai21 = x2*x2 - x3*x3;
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| 339 | const double ai22 = x3*x3 - x1*x1;
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| 340 | const double ai23 = x1*x1 - x2*x2;
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| 341 |
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| 342 | const double ai31 = x3 - x2;
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| 343 | const double ai32 = x1 - x3;
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| 344 | const double ai33 = x2 - x1;
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| 345 |
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| 346 | return TVector3((ai11*y1 + ai12*y2 + ai13*y3) * det1,
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| 347 | (ai21*y1 + ai22*y2 + ai23*y3) * det1,
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| 348 | (ai31*y1 + ai32*y2 + ai33*y3) * det1);
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| 349 | }
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| 350 |
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| 351 | // --------------------------------------------------------------------------
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| 352 | //
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| 353 | // Interpolate the points with x-coordinates vx and y-coordinates vy
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| 354 | // by a parabola (second order polynomial) and return the value at x.
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| 355 | //
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| 356 | Double_t MMath::InterpolParabLin(const TVector3 &vx, const TVector3 &vy, Double_t x)
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| 357 | {
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| 358 | const TVector3 c = GetParab(vx, vy);
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| 359 | return c(0) + c(1)*x + c(2)*x*x;
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| 360 | }
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| 361 |
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| 362 | // --------------------------------------------------------------------------
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| 363 | //
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| 364 | // Interpolate the points with x-coordinates vx=(-1,0,1) and
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| 365 | // y-coordinates vy by a parabola (second order polynomial) and return
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| 366 | // the value at x.
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| 367 | //
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| 368 | Double_t MMath::InterpolParabLin(const TVector3 &vy, Double_t x)
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| 369 | {
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| 370 | const TVector3 c(vy(1), (vy(2)-vy(0))/2, vy(0)/2 - vy(1) + vy(2)/2);
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| 371 | return c(0) + c(1)*x + c(2)*x*x;
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| 372 | }
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| 373 |
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| 374 | Double_t MMath::InterpolParabLog(const TVector3 &vx, const TVector3 &vy, Double_t x)
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| 375 | {
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| 376 | const Double_t l0 = TMath::Log10(vx(0));
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| 377 | const Double_t l1 = TMath::Log10(vx(1));
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| 378 | const Double_t l2 = TMath::Log10(vx(2));
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| 379 |
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| 380 | const TVector3 vx0(l0, l1, l2);
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| 381 | return InterpolParabLin(vx0, vy, TMath::Log10(x));
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| 382 | }
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| 383 |
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| 384 | Double_t MMath::InterpolParabCos(const TVector3 &vx, const TVector3 &vy, Double_t x)
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| 385 | {
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| 386 | const Double_t l0 = TMath::Cos(vx(0));
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| 387 | const Double_t l1 = TMath::Cos(vx(1));
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| 388 | const Double_t l2 = TMath::Cos(vx(2));
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| 389 |
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| 390 | const TVector3 vx0(l0, l1, l2);
|
|---|
| 391 | return InterpolParabLin(vx0, vy, TMath::Cos(x));
|
|---|
| 392 | }
|
|---|
| 393 |
|
|---|
| 394 | // --------------------------------------------------------------------------
|
|---|
| 395 | //
|
|---|
| 396 | // Analytically calculated result of a least square fit of:
|
|---|
| 397 | // y = A*e^(B*x)
|
|---|
| 398 | // Equal weights
|
|---|
| 399 | //
|
|---|
| 400 | // It returns TArrayD(2) = { A, B };
|
|---|
| 401 | //
|
|---|
| 402 | // see: http://mathworld.wolfram.com/LeastSquaresFittingExponential.html
|
|---|
| 403 | //
|
|---|
| 404 | TArrayD MMath::LeastSqFitExpW1(Int_t n, Double_t *x, Double_t *y)
|
|---|
| 405 | {
|
|---|
| 406 | Double_t sumxsqy = 0;
|
|---|
| 407 | Double_t sumylny = 0;
|
|---|
| 408 | Double_t sumxy = 0;
|
|---|
| 409 | Double_t sumy = 0;
|
|---|
| 410 | Double_t sumxylny = 0;
|
|---|
| 411 | for (int i=0; i<n; i++)
|
|---|
| 412 | {
|
|---|
| 413 | sumylny += y[i]*TMath::Log(y[i]);
|
|---|
| 414 | sumxy += x[i]*y[i];
|
|---|
| 415 | sumxsqy += x[i]*x[i]*y[i];
|
|---|
| 416 | sumxylny += x[i]*y[i]*TMath::Log(y[i]);
|
|---|
| 417 | sumy += y[i];
|
|---|
| 418 | }
|
|---|
| 419 |
|
|---|
| 420 | const Double_t dev = sumy*sumxsqy - sumxy*sumxy;
|
|---|
| 421 |
|
|---|
| 422 | const Double_t a = (sumxsqy*sumylny - sumxy*sumxylny)/dev;
|
|---|
| 423 | const Double_t b = (sumy*sumxylny - sumxy*sumylny)/dev;
|
|---|
| 424 |
|
|---|
| 425 | TArrayD rc(2);
|
|---|
| 426 | rc[0] = TMath::Exp(a);
|
|---|
| 427 | rc[1] = b;
|
|---|
| 428 | return rc;
|
|---|
| 429 | }
|
|---|
| 430 |
|
|---|
| 431 | // --------------------------------------------------------------------------
|
|---|
| 432 | //
|
|---|
| 433 | // Analytically calculated result of a least square fit of:
|
|---|
| 434 | // y = A*e^(B*x)
|
|---|
| 435 | // Greater weights to smaller values
|
|---|
| 436 | //
|
|---|
| 437 | // It returns TArrayD(2) = { A, B };
|
|---|
| 438 | //
|
|---|
| 439 | // see: http://mathworld.wolfram.com/LeastSquaresFittingExponential.html
|
|---|
| 440 | //
|
|---|
| 441 | TArrayD MMath::LeastSqFitExp(Int_t n, Double_t *x, Double_t *y)
|
|---|
| 442 | {
|
|---|
| 443 | // -------- Greater weights to smaller values ---------
|
|---|
| 444 | Double_t sumlny = 0;
|
|---|
| 445 | Double_t sumxlny = 0;
|
|---|
| 446 | Double_t sumxsq = 0;
|
|---|
| 447 | Double_t sumx = 0;
|
|---|
| 448 | for (int i=0; i<n; i++)
|
|---|
| 449 | {
|
|---|
| 450 | sumlny += TMath::Log(y[i]);
|
|---|
| 451 | sumxlny += x[i]*TMath::Log(y[i]);
|
|---|
| 452 |
|
|---|
| 453 | sumxsq += x[i]*x[i];
|
|---|
| 454 | sumx += x[i];
|
|---|
| 455 | }
|
|---|
| 456 |
|
|---|
| 457 | const Double_t dev = n*sumxsq-sumx*sumx;
|
|---|
| 458 |
|
|---|
| 459 | const Double_t a = (sumlny*sumxsq - sumx*sumxlny)/dev;
|
|---|
| 460 | const Double_t b = (n*sumxlny - sumx*sumlny)/dev;
|
|---|
| 461 |
|
|---|
| 462 | TArrayD rc(2);
|
|---|
| 463 | rc[0] = TMath::Exp(a);
|
|---|
| 464 | rc[1] = b;
|
|---|
| 465 | return rc;
|
|---|
| 466 | }
|
|---|
| 467 |
|
|---|
| 468 | // --------------------------------------------------------------------------
|
|---|
| 469 | //
|
|---|
| 470 | // Analytically calculated result of a least square fit of:
|
|---|
| 471 | // y = A+B*ln(x)
|
|---|
| 472 | //
|
|---|
| 473 | // It returns TArrayD(2) = { A, B };
|
|---|
| 474 | //
|
|---|
| 475 | // see: http://mathworld.wolfram.com/LeastSquaresFittingLogarithmic.html
|
|---|
| 476 | //
|
|---|
| 477 | TArrayD MMath::LeastSqFitLog(Int_t n, Double_t *x, Double_t *y)
|
|---|
| 478 | {
|
|---|
| 479 | Double_t sumylnx = 0;
|
|---|
| 480 | Double_t sumy = 0;
|
|---|
| 481 | Double_t sumlnx = 0;
|
|---|
| 482 | Double_t sumlnxsq = 0;
|
|---|
| 483 | for (int i=0; i<n; i++)
|
|---|
| 484 | {
|
|---|
| 485 | sumylnx += y[i]*TMath::Log(x[i]);
|
|---|
| 486 | sumy += y[i];
|
|---|
| 487 | sumlnx += TMath::Log(x[i]);
|
|---|
| 488 | sumlnxsq += TMath::Log(x[i])*TMath::Log(x[i]);
|
|---|
| 489 | }
|
|---|
| 490 |
|
|---|
| 491 | const Double_t b = (n*sumylnx-sumy*sumlnx)/(n*sumlnxsq-sumlnx*sumlnx);
|
|---|
| 492 | const Double_t a = (sumy-b*sumlnx)/n;
|
|---|
| 493 |
|
|---|
| 494 | TArrayD rc(2);
|
|---|
| 495 | rc[0] = a;
|
|---|
| 496 | rc[1] = b;
|
|---|
| 497 | return rc;
|
|---|
| 498 | }
|
|---|
| 499 |
|
|---|
| 500 | // --------------------------------------------------------------------------
|
|---|
| 501 | //
|
|---|
| 502 | // Analytically calculated result of a least square fit of:
|
|---|
| 503 | // y = A*x^B
|
|---|
| 504 | //
|
|---|
| 505 | // It returns TArrayD(2) = { A, B };
|
|---|
| 506 | //
|
|---|
| 507 | // see: http://mathworld.wolfram.com/LeastSquaresFittingPowerLaw.html
|
|---|
| 508 | //
|
|---|
| 509 | TArrayD MMath::LeastSqFitPowerLaw(Int_t n, Double_t *x, Double_t *y)
|
|---|
| 510 | {
|
|---|
| 511 | Double_t sumlnxlny = 0;
|
|---|
| 512 | Double_t sumlnx = 0;
|
|---|
| 513 | Double_t sumlny = 0;
|
|---|
| 514 | Double_t sumlnxsq = 0;
|
|---|
| 515 | for (int i=0; i<n; i++)
|
|---|
| 516 | {
|
|---|
| 517 | sumlnxlny += TMath::Log(x[i])*TMath::Log(y[i]);
|
|---|
| 518 | sumlnx += TMath::Log(x[i]);
|
|---|
| 519 | sumlny += TMath::Log(y[i]);
|
|---|
| 520 | sumlnxsq += TMath::Log(x[i])*TMath::Log(x[i]);
|
|---|
| 521 | }
|
|---|
| 522 |
|
|---|
| 523 | const Double_t b = (n*sumlnxlny-sumlnx*sumlny)/(n*sumlnxsq-sumlnx*sumlnx);
|
|---|
| 524 | const Double_t a = (sumlny-b*sumlnx)/n;
|
|---|
| 525 |
|
|---|
| 526 | TArrayD rc(2);
|
|---|
| 527 | rc[0] = TMath::Exp(a);
|
|---|
| 528 | rc[1] = b;
|
|---|
| 529 | return rc;
|
|---|
| 530 | }
|
|---|
| 531 |
|
|---|
| 532 | // --------------------------------------------------------------------------
|
|---|
| 533 | //
|
|---|
| 534 | // Calculate the intersection of two lines defined by (x1;y1) and (x2;x2)
|
|---|
| 535 | // Returns the intersection point.
|
|---|
| 536 | //
|
|---|
| 537 | // It is assumed that the lines intersect. If there is no intersection
|
|---|
| 538 | // TVector2() is returned (which is not destinguishable from
|
|---|
| 539 | // TVector2(0,0) if the intersection is at the coordinate source)
|
|---|
| 540 | //
|
|---|
| 541 | // Formula from: http://mathworld.wolfram.com/Line-LineIntersection.html
|
|---|
| 542 | //
|
|---|
| 543 | TVector2 MMath::GetIntersectionPoint(const TVector2 &x1, const TVector2 &y1, const TVector2 &x2, const TVector2 &y2)
|
|---|
| 544 | {
|
|---|
| 545 | TMatrix d(2,2);
|
|---|
| 546 | d[0][0] = x1.X()-y1.X();
|
|---|
| 547 | d[0][1] = x2.X()-y2.X();
|
|---|
| 548 | d[1][0] = x1.Y()-y1.Y();
|
|---|
| 549 | d[1][1] = x2.Y()-y2.Y();
|
|---|
| 550 |
|
|---|
| 551 | const Double_t denom = d.Determinant();
|
|---|
| 552 | if (denom==0)
|
|---|
| 553 | return TVector2();
|
|---|
| 554 |
|
|---|
| 555 | TMatrix l1(2,2);
|
|---|
| 556 | TMatrix l2(2,2);
|
|---|
| 557 |
|
|---|
| 558 | l1[0][0] = x1.X();
|
|---|
| 559 | l1[0][1] = y1.X();
|
|---|
| 560 | l2[0][0] = x2.X();
|
|---|
| 561 | l2[0][1] = y2.X();
|
|---|
| 562 |
|
|---|
| 563 | l1[1][0] = x1.Y();
|
|---|
| 564 | l1[1][1] = y1.Y();
|
|---|
| 565 | l2[1][0] = x2.Y();
|
|---|
| 566 | l2[1][1] = y2.Y();
|
|---|
| 567 |
|
|---|
| 568 | TMatrix a(2,2);
|
|---|
| 569 | a[0][0] = l1.Determinant();
|
|---|
| 570 | a[0][1] = l2.Determinant();
|
|---|
| 571 | a[1][0] = x1.X()-y1.X();
|
|---|
| 572 | a[1][1] = x2.X()-y2.X();
|
|---|
| 573 |
|
|---|
| 574 | const Double_t X = a.Determinant()/denom;
|
|---|
| 575 |
|
|---|
| 576 | a[1][0] = x1.Y()-y1.Y();
|
|---|
| 577 | a[1][1] = x2.Y()-y2.Y();
|
|---|
| 578 |
|
|---|
| 579 | const Double_t Y = a.Determinant()/denom;
|
|---|
| 580 |
|
|---|
| 581 | return TVector2(X, Y);
|
|---|
| 582 | }
|
|---|
| 583 |
|
|---|
| 584 | // --------------------------------------------------------------------------
|
|---|
| 585 | //
|
|---|
| 586 | // Solves: x^2 + ax + b = 0;
|
|---|
| 587 | // Return number of solutions returned as x1, x2
|
|---|
| 588 | //
|
|---|
| 589 | Int_t MMath::SolvePol2(Double_t a, Double_t b, Double_t &x1, Double_t &x2)
|
|---|
| 590 | {
|
|---|
| 591 | const Double_t r = a*a - 4*b;
|
|---|
| 592 | if (r<0)
|
|---|
| 593 | return 0;
|
|---|
| 594 |
|
|---|
| 595 | if (r==0)
|
|---|
| 596 | {
|
|---|
| 597 | x1 = x2 = -a/2;
|
|---|
| 598 | return 1;
|
|---|
| 599 | }
|
|---|
| 600 |
|
|---|
| 601 | const Double_t s = TMath::Sqrt(r);
|
|---|
| 602 |
|
|---|
| 603 | x1 = (-a+s)/2;
|
|---|
| 604 | x2 = (-a-s)/2;
|
|---|
| 605 |
|
|---|
| 606 | return 2;
|
|---|
| 607 | }
|
|---|
| 608 |
|
|---|
| 609 | // --------------------------------------------------------------------------
|
|---|
| 610 | //
|
|---|
| 611 | // This is a helper function making the execution of SolverPol3 a bit faster
|
|---|
| 612 | //
|
|---|
| 613 | static inline Double_t ReMul(const TComplex &c1, const TComplex &th)
|
|---|
| 614 | {
|
|---|
| 615 | const TComplex c2 = TComplex::Cos(th/3.);
|
|---|
| 616 | return c1.Re() * c2.Re() - c1.Im() * c2.Im();
|
|---|
| 617 | }
|
|---|
| 618 |
|
|---|
| 619 | // --------------------------------------------------------------------------
|
|---|
| 620 | //
|
|---|
| 621 | // Solves: x^3 + ax^2 + bx + c = 0;
|
|---|
| 622 | // Return number of the real solutions, returned as z1, z2, z3
|
|---|
| 623 | //
|
|---|
| 624 | // Algorithm adapted from http://home.att.net/~srschmitt/cubizen.heml
|
|---|
| 625 | // Which is based on the solution given in
|
|---|
| 626 | // http://mathworld.wolfram.com/CubicEquation.html
|
|---|
| 627 | //
|
|---|
| 628 | // -------------------------------------------------------------------------
|
|---|
| 629 | //
|
|---|
| 630 | // Exact solutions of cubic polynomial equations
|
|---|
| 631 | // by Stephen R. Schmitt Algorithm
|
|---|
| 632 | //
|
|---|
| 633 | // An exact solution of the cubic polynomial equation:
|
|---|
| 634 | //
|
|---|
| 635 | // x^3 + a*x^2 + b*x + c = 0
|
|---|
| 636 | //
|
|---|
| 637 | // was first published by Gerolamo Cardano (1501-1576) in his treatise,
|
|---|
| 638 | // Ars Magna. He did not discoverer of the solution; a professor of
|
|---|
| 639 | // mathematics at the University of Bologna named Scipione del Ferro (ca.
|
|---|
| 640 | // 1465-1526) is credited as the first to find an exact solution. In the
|
|---|
| 641 | // years since, several improvements to the original solution have been
|
|---|
| 642 | // discovered. Zeno source code
|
|---|
| 643 | //
|
|---|
| 644 | // http://home.att.net/~srschmitt/cubizen.html
|
|---|
| 645 | //
|
|---|
| 646 | // % compute real or complex roots of cubic polynomial
|
|---|
| 647 | // function cubic( var z1, z2, z3 : real, a, b, c : real ) : real
|
|---|
| 648 | //
|
|---|
| 649 | // var Q, R, D, S, T : real
|
|---|
| 650 | // var im, th : real
|
|---|
| 651 | //
|
|---|
| 652 | // Q := (3*b - a^2)/9
|
|---|
| 653 | // R := (9*b*a - 27*c - 2*a^3)/54
|
|---|
| 654 | // D := Q^3 + R^2 % polynomial discriminant
|
|---|
| 655 | //
|
|---|
| 656 | // if (D >= 0) then % complex or duplicate roots
|
|---|
| 657 | //
|
|---|
| 658 | // S := sgn(R + sqrt(D))*abs(R + sqrt(D))^(1/3)
|
|---|
| 659 | // T := sgn(R - sqrt(D))*abs(R - sqrt(D))^(1/3)
|
|---|
| 660 | //
|
|---|
| 661 | // z1 := -a/3 + (S + T) % real root
|
|---|
| 662 | // z2 := -a/3 - (S + T)/2 % real part of complex root
|
|---|
| 663 | // z3 := -a/3 - (S + T)/2 % real part of complex root
|
|---|
| 664 | // im := abs(sqrt(3)*(S - T)/2) % complex part of root pair
|
|---|
| 665 | //
|
|---|
| 666 | // else % distinct real roots
|
|---|
| 667 | //
|
|---|
| 668 | // th := arccos(R/sqrt( -Q^3))
|
|---|
| 669 | //
|
|---|
| 670 | // z1 := 2*sqrt(-Q)*cos(th/3) - a/3
|
|---|
| 671 | // z2 := 2*sqrt(-Q)*cos((th + 2*pi)/3) - a/3
|
|---|
| 672 | // z3 := 2*sqrt(-Q)*cos((th + 4*pi)/3) - a/3
|
|---|
| 673 | // im := 0
|
|---|
| 674 | //
|
|---|
| 675 | // end if
|
|---|
| 676 | //
|
|---|
| 677 | // return im % imaginary part
|
|---|
| 678 | //
|
|---|
| 679 | // end function
|
|---|
| 680 | //
|
|---|
| 681 | // see also http://en.wikipedia.org/wiki/Cubic_equation
|
|---|
| 682 | //
|
|---|
| 683 | Int_t MMath::SolvePol3(Double_t a, Double_t b, Double_t c,
|
|---|
| 684 | Double_t &x1, Double_t &x2, Double_t &x3)
|
|---|
| 685 | {
|
|---|
| 686 | // Double_t coeff[4] = { 1, a, b, c };
|
|---|
| 687 | // return TMath::RootsCubic(coeff, x1, x2, x3) ? 1 : 3;
|
|---|
| 688 |
|
|---|
| 689 | const Double_t Q = (a*a - 3*b)/9;
|
|---|
| 690 | const Double_t R = (9*b*a - 27*c - 2*a*a*a)/54;
|
|---|
| 691 | const Double_t D = R*R - Q*Q*Q; // polynomial discriminant
|
|---|
| 692 |
|
|---|
| 693 | // ----- The single-real / duplicate-roots solution -----
|
|---|
| 694 |
|
|---|
| 695 | // D<0: three real roots
|
|---|
| 696 | // D>0: one real root
|
|---|
| 697 | // D==0: maximum two real roots (two identical roots)
|
|---|
| 698 |
|
|---|
| 699 | // R==0: only one unique root
|
|---|
| 700 | // R!=0: two roots
|
|---|
| 701 |
|
|---|
| 702 | if (D==0)
|
|---|
| 703 | {
|
|---|
| 704 | const Double_t r = MMath::Sqrt3(R);
|
|---|
| 705 |
|
|---|
| 706 | x1 = r - a/3.; // real root
|
|---|
| 707 | if (R==0)
|
|---|
| 708 | return 1;
|
|---|
| 709 |
|
|---|
| 710 | x2 = 2*r - a/3.; // real root
|
|---|
| 711 | return 2;
|
|---|
| 712 | }
|
|---|
| 713 |
|
|---|
| 714 | if (D>0) // complex or duplicate roots
|
|---|
| 715 | {
|
|---|
| 716 | const Double_t sqrtd = TMath::Sqrt(D);
|
|---|
| 717 |
|
|---|
| 718 | const Double_t A = TMath::Sign(1., R)*MMath::Sqrt3(TMath::Abs(R)+sqrtd);
|
|---|
| 719 |
|
|---|
| 720 | // The case A==0 cannot happen. This would imply D==0
|
|---|
| 721 | // if (A==0)
|
|---|
| 722 | // {
|
|---|
| 723 | // x1 = -a/3;
|
|---|
| 724 | // return 1;
|
|---|
| 725 | // }
|
|---|
| 726 |
|
|---|
| 727 | x1 = (A+Q/A)-a/3;
|
|---|
| 728 |
|
|---|
| 729 | //const Double_t S = MMath::Sqrt3(R + sqrtd);
|
|---|
| 730 | //const Double_t T = MMath::Sqrt3(R - sqrtd);
|
|---|
| 731 | //x1 = (S+T) - a/3.; // real root
|
|---|
| 732 |
|
|---|
| 733 | return 1;
|
|---|
| 734 |
|
|---|
| 735 | //z2 = (S + T)/2 - a/3.; // real part of complex root
|
|---|
| 736 | //z3 = (S + T)/2 - a/3.; // real part of complex root
|
|---|
| 737 | //im = fabs(sqrt(3)*(S - T)/2) // complex part of root pair
|
|---|
| 738 | }
|
|---|
| 739 |
|
|---|
| 740 | // ----- The general solution with three roots ---
|
|---|
| 741 |
|
|---|
| 742 | if (Q==0)
|
|---|
| 743 | return 0;
|
|---|
| 744 |
|
|---|
| 745 | if (Q>0) // This is here for speed reasons
|
|---|
| 746 | {
|
|---|
| 747 | const Double_t sqrtq = TMath::Sqrt(Q);
|
|---|
| 748 | const Double_t rq = R/TMath::Abs(Q);
|
|---|
| 749 |
|
|---|
| 750 | const Double_t t = TMath::ACos(rq/sqrtq)/3;
|
|---|
| 751 |
|
|---|
| 752 | static const Double_t sqrt3 = TMath::Sqrt(3.);
|
|---|
| 753 |
|
|---|
| 754 | const Double_t s = TMath::Sin(t)*sqrt3;
|
|---|
| 755 | const Double_t c = TMath::Cos(t);
|
|---|
| 756 |
|
|---|
| 757 | x1 = 2*sqrtq * c - a/3;
|
|---|
| 758 | x2 = -sqrtq * (s + c) - a/3;
|
|---|
| 759 | x3 = sqrtq * (s - c) - a/3;
|
|---|
| 760 |
|
|---|
| 761 | /* --- Easier to understand but slower ---
|
|---|
| 762 | const Double_t th1 = TMath::ACos(rq/sqrtq);
|
|---|
| 763 | const Double_t th2 = th1 + TMath::TwoPi();
|
|---|
| 764 | const Double_t th3 = th2 + TMath::TwoPi();
|
|---|
| 765 |
|
|---|
| 766 | x1 = 2.*sqrtq * TMath::Cos(th1/3.) - a/3.;
|
|---|
| 767 | x2 = 2.*sqrtq * TMath::Cos(th2/3.) - a/3.;
|
|---|
| 768 | x3 = 2.*sqrtq * TMath::Cos(th3/3.) - a/3.;
|
|---|
| 769 | */
|
|---|
| 770 | return 3;
|
|---|
| 771 | }
|
|---|
| 772 |
|
|---|
| 773 | const TComplex sqrtq = TComplex::Sqrt(Q);
|
|---|
| 774 | const Double_t rq = R/TMath::Abs(Q);
|
|---|
| 775 |
|
|---|
| 776 | const TComplex th1 = TComplex::ACos(rq/sqrtq);
|
|---|
| 777 | const TComplex th2 = th1 + TMath::TwoPi();
|
|---|
| 778 | const TComplex th3 = th2 + TMath::TwoPi();
|
|---|
| 779 |
|
|---|
| 780 | // For ReMul, see bove
|
|---|
| 781 | x1 = ReMul(2.*sqrtq, th1) - a/3.;
|
|---|
| 782 | x2 = ReMul(2.*sqrtq, th2) - a/3.;
|
|---|
| 783 | x3 = ReMul(2.*sqrtq, th3) - a/3.;
|
|---|
| 784 |
|
|---|
| 785 | return 3;
|
|---|
| 786 | }
|
|---|