1 | /* ======================================================================== *\
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2 | ! $Name: not supported by cvs2svn $:$Id: MMath.cc,v 1.46 2009-01-24 10:57:46 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, 2000-2009
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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 | #include <stdlib.h> // atof (Ubuntu 8.10)
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37 |
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38 | #ifndef ROOT_TVector2
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39 | #include <TVector2.h>
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40 | #endif
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41 |
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42 | #ifndef ROOT_TVector3
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43 | #include <TVector3.h>
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44 | #endif
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45 |
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46 | #ifndef ROOT_TArrayD
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47 | #include <TArrayD.h>
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48 | #endif
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49 |
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50 | #ifndef ROOT_TComplex
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51 | #include <TComplex.h>
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52 | #endif
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53 |
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54 | #ifndef ROOT_TRandom
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55 | #include <TRandom.h> // gRandom in RndmExp
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56 | #endif
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57 |
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58 | #include "MString.h"
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59 |
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60 | //NamespaceImp(MMath);
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61 |
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62 | // --------------------------------------------------------------------------
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63 | //
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64 | // Calculate Significance as
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65 | // significance = (s-b)/sqrt(s+k*k*b) mit k=s/b
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66 | //
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67 | // s: total number of events in signal region
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68 | // b: number of background events in signal region
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69 | //
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70 | Double_t MMath::Significance(Double_t s, Double_t b)
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71 | {
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72 | const Double_t k = b==0 ? 0 : s/b;
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73 | const Double_t f = s+k*k*b;
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74 |
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75 | return f==0 ? 0 : (s-b)/TMath::Sqrt(f);
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76 | }
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77 |
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78 | // --------------------------------------------------------------------------
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79 | //
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80 | // Symmetrized significance - this is somehow analog to
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81 | // SignificanceLiMaSigned
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82 | //
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83 | // Returns Significance(s,b) if s>b otherwise -Significance(b, s);
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84 | //
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85 | Double_t MMath::SignificanceSym(Double_t s, Double_t b)
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86 | {
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87 | return s>b ? Significance(s, b) : -Significance(b, s);
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88 | }
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89 |
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90 | // --------------------------------------------------------------------------
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91 | //
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92 | // calculates the significance according to Li & Ma
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93 | // ApJ 272 (1983) 317, Formula 17
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94 | //
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95 | // s // s: number of on events
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96 | // b // b: number of off events
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97 | // alpha = t_on/t_off; // t: observation time
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98 | //
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99 | // The significance has the same (positive!) value for s>b and b>s.
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100 | //
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101 | // Returns -1 if s<0 or b<0 or alpha<0 or the argument of sqrt<0
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102 | //
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103 | // Here is some eMail written by Daniel Mazin about the meaning of the arguments:
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104 | //
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105 | // > Ok. Here is my understanding:
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106 | // > According to Li&Ma paper (correctly cited in MMath.cc) alpha is the
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107 | // > scaling factor. The mathematics behind the formula 17 (and/or 9) implies
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108 | // > exactly this. If you scale OFF to ON first (using time or using any other
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109 | // > method), then you cannot use formula 17 (9) anymore. You can just try
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110 | // > the formula before scaling (alpha!=1) and after scaling (alpha=1), you
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111 | // > will see the result will be different.
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112 | //
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113 | // > Here are less mathematical arguments:
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114 | //
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115 | // > 1) the better background determination you have (smaller alpha) the more
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116 | // > significant is your excess, thus your analysis is more sensitive. If you
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117 | // > normalize OFF to ON first, you loose this sensitivity.
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118 | //
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119 | // > 2) the normalization OFF to ON has an error, which naturally depends on
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120 | // > the OFF and ON. This error is propagating to the significance of your
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121 | // > excess if you use the Li&Ma formula 17 correctly. But if you normalize
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122 | // > first and use then alpha=1, the error gets lost completely, you loose
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123 | // > somehow the criteria of goodness of the normalization.
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124 | //
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125 | Double_t MMath::SignificanceLiMa(Double_t s, Double_t b, Double_t alpha)
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126 | {
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127 | const Double_t sum = s+b;
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128 |
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129 | if (s<0 || b<0 || alpha<=0)
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130 | return -1;
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131 |
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132 | const Double_t l = s==0 ? 0 : s*TMath::Log(s/sum*(alpha+1)/alpha);
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133 | const Double_t m = b==0 ? 0 : b*TMath::Log(b/sum*(alpha+1) );
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134 |
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135 | return l+m<0 ? -1 : TMath::Sqrt((l+m)*2);
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136 | }
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137 |
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138 | /*
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139 | Double_t MMath::SignificanceLiMaErr(Double_t s, Double_t b, Double_t alpha)
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140 | {
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141 | Double_t S = SignificanceLiMa(s, b, alpha);
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142 | if (S<0)
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143 | return -1;
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144 |
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145 | const Double_t sum = s+b;
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146 |
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147 |
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148 | Double_t l = TMath::Log(s/sum*(alpha+1)/alpha)/TMath::Sqrt(2*S);
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149 | Double_t m = TMath::Log(s/sum*(alpha+1)/alpha)/TMath::Sqrt(2*S);
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150 |
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151 |
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152 | const Double_t sum = s+b;
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153 |
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154 | if (s<0 || b<0 || alpha<=0)
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155 | return -1;
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156 |
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157 | const Double_t l = s==0 ? 0 : s*TMath::Log(s/sum*(alpha+1)/alpha);
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158 | const Double_t m = b==0 ? 0 : b*TMath::Log(b/sum*(alpha+1) );
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159 |
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160 | return l+m<0 ? -1 : TMath::Sqrt((l+m)*2);
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161 | }
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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 | // Calculates MMath::SignificanceLiMa(s, b, alpha). Returns 0 if the
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167 | // calculation has failed. Otherwise the Li/Ma significance which was
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168 | // calculated. If s<b a negative value is returned.
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169 | //
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170 | Double_t MMath::SignificanceLiMaSigned(Double_t s, Double_t b, Double_t alpha)
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171 | {
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172 | const Double_t sig = SignificanceLiMa(s, b, alpha);
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173 | if (sig<=0)
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174 | return 0;
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175 |
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176 | return TMath::Sign(sig, s-alpha*b);
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177 | }
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178 |
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179 | // --------------------------------------------------------------------------
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180 | //
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181 | // Return Li/Ma (5) for the error of the excess, under the assumption that
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182 | // the existance of a signal is already known. (basically signal/error
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183 | // calculated by error propagation)
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184 | //
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185 | Double_t MMath::SignificanceExc(Double_t s, Double_t b, Double_t alpha)
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186 | {
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187 | const Double_t error = ErrorExc(s, b, alpha);
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188 | if (error==0)
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189 | return 0;
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190 |
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191 | const Double_t Ns = s - alpha*b;
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192 |
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193 | return Ns/error;
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194 | }
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195 |
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196 | // --------------------------------------------------------------------------
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197 | //
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198 | // Calculate the error of s-alpha*b by error propagation
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199 | //
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200 | Double_t MMath::ErrorExc(Double_t s, Double_t b, Double_t alpha)
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201 | {
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202 | const Double_t sN = s + alpha*alpha*b;
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203 | return sN<0 ? 0 : TMath::Sqrt(sN);
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204 | }
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205 |
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206 | // --------------------------------------------------------------------------
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207 | //
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208 | // Returns: 2/(sigma*sqrt(2))*integral[0,x](exp(-(x-mu)^2/(2*sigma^2)))
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209 | //
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210 | Double_t MMath::GaussProb(Double_t x, Double_t sigma, Double_t mean)
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211 | {
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212 | if (x<mean)
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213 | return 0;
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214 |
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215 | static const Double_t sqrt2 = TMath::Sqrt(2.);
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216 |
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217 | const Double_t rc = TMath::Erf((x-mean)/(sigma*sqrt2));
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218 |
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219 | if (rc<0)
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220 | return 0;
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221 | if (rc>1)
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222 | return 1;
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223 |
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224 | return rc;
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225 | }
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226 |
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227 | // ------------------------------------------------------------------------
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228 | //
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229 | // Return the "median" (at 68.3%) value of the distribution of
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230 | // abs(a[i]-Median)
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231 | //
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232 | template <class Size, class Element>
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233 | Double_t MMath::MedianDevImp(Size n, const Element *a, Double_t &med)
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234 | {
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235 | static const Double_t prob = 0.682689477208650697; //MMath::GaussProb(1.0);
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236 |
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237 | // Sanity check
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238 | if (n <= 0 || !a)
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239 | return 0;
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240 |
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241 | // Get median of distribution
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242 | med = TMath::Median(n, a);
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243 |
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244 | // Create the abs(a[i]-med) distribution
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245 | Double_t arr[n];
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246 | for (int i=0; i<n; i++)
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247 | arr[i] = (Double_t)TMath::Abs(Double_t(a[i])-med);
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248 |
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249 | //return TMath::Median(n, arr)/0.67449896936; //MMath::GaussProb(x)=0.5
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250 |
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251 | // Define where to divide (floor because the highest possible is n-1)
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252 | const Size div = TMath::FloorNint(Double_t(n)*prob);
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253 |
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254 | // Calculate result
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255 | Double_t dev = TMath::KOrdStat(n, arr, div);
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256 | if (n%2 == 0)
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257 | {
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258 | dev += TMath::KOrdStat(n, arr, div-1);
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259 | dev /= 2;
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260 | }
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261 |
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262 | return dev;
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263 | }
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264 |
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265 | // ------------------------------------------------------------------------
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266 | //
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267 | // Return the "median" (at 68.3%) value of the distribution of
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268 | // abs(a[i]-Median)
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269 | //
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270 | Double_t MMath::MedianDev(Long64_t n, const Short_t *a, Double_t &med)
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271 | {
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272 | return MedianDevImp(n, a, med);
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273 | }
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274 |
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275 | // ------------------------------------------------------------------------
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276 | //
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277 | // Return the "median" (at 68.3%) value of the distribution of
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278 | // abs(a[i]-Median)
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279 | //
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280 | Double_t MMath::MedianDev(Long64_t n, const Int_t *a, Double_t &med)
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281 | {
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282 | return MedianDevImp(n, a, med);
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283 | }
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284 |
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285 | // ------------------------------------------------------------------------
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286 | //
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287 | // Return the "median" (at 68.3%) value of the distribution of
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288 | // abs(a[i]-Median)
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289 | //
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290 | Double_t MMath::MedianDev(Long64_t n, const Float_t *a, Double_t &med)
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291 | {
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292 | return MedianDevImp(n, a, med);
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293 | }
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294 |
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295 | // ------------------------------------------------------------------------
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296 | //
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297 | // Return the "median" (at 68.3%) value of the distribution of
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298 | // abs(a[i]-Median)
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299 | //
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300 | Double_t MMath::MedianDev(Long64_t n, const Double_t *a, Double_t &med)
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301 | {
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302 | return MedianDevImp(n, a, med);
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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 | // Return the "median" (at 68.3%) value of the distribution of
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308 | // abs(a[i]-Median)
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309 | //
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310 | Double_t MMath::MedianDev(Long64_t n, const Long_t *a, Double_t &med)
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311 | {
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312 | return MedianDevImp(n, a, med);
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313 | }
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314 |
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315 | // ------------------------------------------------------------------------
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316 | //
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317 | // Return the "median" (at 68.3%) value of the distribution of
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318 | // abs(a[i]-Median)
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319 | //
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320 | Double_t MMath::MedianDev(Long64_t n, const Long64_t *a, Double_t &med)
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321 | {
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322 | return MedianDevImp(n, a, med);
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323 | }
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324 |
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325 | Double_t MMath::MedianDev(Long64_t n, const Short_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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326 | Double_t MMath::MedianDev(Long64_t n, const Int_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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327 | Double_t MMath::MedianDev(Long64_t n, const Float_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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328 | Double_t MMath::MedianDev(Long64_t n, const Double_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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329 | Double_t MMath::MedianDev(Long64_t n, const Long_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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330 | Double_t MMath::MedianDev(Long64_t n, const Long64_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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331 |
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332 | // ------------------------------------------------------------------------
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333 | //
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334 | // Re-sort an array. Intsead of returning an index (like TMath::Sort)
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335 | // the array contents are sorted.
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336 | //
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337 | template <class Size, class Element> void MMath::ReSortImp(Size n, Element *a, Bool_t down)
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338 | {
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339 | Element *cpy = new Element[n];
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340 | Size *pos = new Size[n];
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341 |
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342 | memcpy(cpy, a, n*sizeof(Element));
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343 |
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344 | TMath::Sort(n, a, pos, down);
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345 |
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346 | Size *idx = pos;
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347 |
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348 | for (Element *ptr=a; ptr<a+n; ptr++)
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349 | *ptr = cpy[*idx++];
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350 |
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351 | delete [] cpy;
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352 | delete [] pos;
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353 | }
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354 |
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355 | void MMath::ReSort(Long64_t n, Short_t *a, Bool_t down) { ReSortImp(n, a, down); }
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356 | void MMath::ReSort(Long64_t n, Int_t *a, Bool_t down) { ReSortImp(n, a, down); }
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357 | void MMath::ReSort(Long64_t n, Float_t *a, Bool_t down) { ReSortImp(n, a, down); }
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358 | void MMath::ReSort(Long64_t n, Double_t *a, Bool_t down) { ReSortImp(n, a, down); }
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359 |
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360 | // --------------------------------------------------------------------------
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361 | //
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362 | // This function reduces the precision to roughly 0.5% of a Float_t by
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363 | // changing its bit-pattern (Be carefull, in rare cases this function must
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364 | // be adapted to different machines!). This is usefull to enforce better
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365 | // compression by eg. gzip.
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366 | //
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367 | void MMath::ReducePrecision(Float_t &val)
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368 | {
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369 | UInt_t &f = (UInt_t&)val;
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370 |
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371 | f += 0x00004000;
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372 | f &= 0xffff8000;
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373 | }
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374 |
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375 | // -------------------------------------------------------------------------
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376 | //
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377 | // Quadratic interpolation
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378 | //
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379 | // calculate the parameters of a parabula such that
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380 | // y(i) = a + b*x(i) + c*x(i)^2
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381 | //
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382 | // If the determinant==0 an empty TVector3 is returned.
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383 | //
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384 | TVector3 MMath::GetParab(const TVector3 &x, const TVector3 &y)
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385 | {
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386 | const Double_t x1 = x(0);
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387 | const Double_t x2 = x(1);
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388 | const Double_t x3 = x(2);
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389 |
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390 | const Double_t y1 = y(0);
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391 | const Double_t y2 = y(1);
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392 | const Double_t y3 = y(2);
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393 |
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394 | const double det =
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395 | + x2*x3*x3 + x1*x2*x2 + x3*x1*x1
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396 | - x2*x1*x1 - x3*x2*x2 - x1*x3*x3;
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397 |
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398 |
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399 | if (det==0)
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400 | return TVector3();
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401 |
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402 | const double det1 = 1.0/det;
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403 |
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404 | const double ai11 = x2*x3*x3 - x3*x2*x2;
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405 | const double ai12 = x3*x1*x1 - x1*x3*x3;
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406 | const double ai13 = x1*x2*x2 - x2*x1*x1;
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407 |
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408 | const double ai21 = x2*x2 - x3*x3;
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409 | const double ai22 = x3*x3 - x1*x1;
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410 | const double ai23 = x1*x1 - x2*x2;
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411 |
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412 | const double ai31 = x3 - x2;
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413 | const double ai32 = x1 - x3;
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414 | const double ai33 = x2 - x1;
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415 |
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416 | return TVector3((ai11*y1 + ai12*y2 + ai13*y3) * det1,
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417 | (ai21*y1 + ai22*y2 + ai23*y3) * det1,
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418 | (ai31*y1 + ai32*y2 + ai33*y3) * det1);
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419 | }
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420 |
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421 | // --------------------------------------------------------------------------
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422 | //
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423 | // Interpolate the points with x-coordinates vx and y-coordinates vy
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424 | // by a parabola (second order polynomial) and return the value at x.
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425 | //
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426 | Double_t MMath::InterpolParabLin(const TVector3 &vx, const TVector3 &vy, Double_t x)
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427 | {
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428 | const TVector3 c = GetParab(vx, vy);
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429 | return c(0) + c(1)*x + c(2)*x*x;
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430 | }
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431 |
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432 | // --------------------------------------------------------------------------
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433 | //
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434 | // Interpolate the points with x-coordinates vx=(-1,0,1) and
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435 | // y-coordinates vy by a parabola (second order polynomial) and return
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---|
436 | // the value at x.
|
---|
437 | //
|
---|
438 | Double_t MMath::InterpolParabLin(const TVector3 &vy, Double_t x)
|
---|
439 | {
|
---|
440 | const TVector3 c(vy(1), (vy(2)-vy(0))/2, vy(0)/2 - vy(1) + vy(2)/2);
|
---|
441 | return c(0) + c(1)*x + c(2)*x*x;
|
---|
442 | }
|
---|
443 |
|
---|
444 | Double_t MMath::InterpolParabLog(const TVector3 &vx, const TVector3 &vy, Double_t x)
|
---|
445 | {
|
---|
446 | const Double_t l0 = TMath::Log10(vx(0));
|
---|
447 | const Double_t l1 = TMath::Log10(vx(1));
|
---|
448 | const Double_t l2 = TMath::Log10(vx(2));
|
---|
449 |
|
---|
450 | const TVector3 vx0(l0, l1, l2);
|
---|
451 | return InterpolParabLin(vx0, vy, TMath::Log10(x));
|
---|
452 | }
|
---|
453 |
|
---|
454 | Double_t MMath::InterpolParabCos(const TVector3 &vx, const TVector3 &vy, Double_t x)
|
---|
455 | {
|
---|
456 | const Double_t l0 = TMath::Cos(vx(0));
|
---|
457 | const Double_t l1 = TMath::Cos(vx(1));
|
---|
458 | const Double_t l2 = TMath::Cos(vx(2));
|
---|
459 |
|
---|
460 | const TVector3 vx0(l0, l1, l2);
|
---|
461 | return InterpolParabLin(vx0, vy, TMath::Cos(x));
|
---|
462 | }
|
---|
463 |
|
---|
464 | // --------------------------------------------------------------------------
|
---|
465 | //
|
---|
466 | // Analytically calculated result of a least square fit of:
|
---|
467 | // y = A*e^(B*x)
|
---|
468 | // Equal weights
|
---|
469 | //
|
---|
470 | // It returns TArrayD(2) = { A, B };
|
---|
471 | //
|
---|
472 | // see: http://mathworld.wolfram.com/LeastSquaresFittingExponential.html
|
---|
473 | //
|
---|
474 | TArrayD MMath::LeastSqFitExpW1(Int_t n, Double_t *x, Double_t *y)
|
---|
475 | {
|
---|
476 | Double_t sumxsqy = 0;
|
---|
477 | Double_t sumylny = 0;
|
---|
478 | Double_t sumxy = 0;
|
---|
479 | Double_t sumy = 0;
|
---|
480 | Double_t sumxylny = 0;
|
---|
481 | for (int i=0; i<n; i++)
|
---|
482 | {
|
---|
483 | sumylny += y[i]*TMath::Log(y[i]);
|
---|
484 | sumxy += x[i]*y[i];
|
---|
485 | sumxsqy += x[i]*x[i]*y[i];
|
---|
486 | sumxylny += x[i]*y[i]*TMath::Log(y[i]);
|
---|
487 | sumy += y[i];
|
---|
488 | }
|
---|
489 |
|
---|
490 | const Double_t dev = sumy*sumxsqy - sumxy*sumxy;
|
---|
491 |
|
---|
492 | const Double_t a = (sumxsqy*sumylny - sumxy*sumxylny)/dev;
|
---|
493 | const Double_t b = (sumy*sumxylny - sumxy*sumylny)/dev;
|
---|
494 |
|
---|
495 | TArrayD rc(2);
|
---|
496 | rc[0] = TMath::Exp(a);
|
---|
497 | rc[1] = b;
|
---|
498 | return rc;
|
---|
499 | }
|
---|
500 |
|
---|
501 | // --------------------------------------------------------------------------
|
---|
502 | //
|
---|
503 | // Analytically calculated result of a least square fit of:
|
---|
504 | // y = A*e^(B*x)
|
---|
505 | // Greater weights to smaller values
|
---|
506 | //
|
---|
507 | // It returns TArrayD(2) = { A, B };
|
---|
508 | //
|
---|
509 | // see: http://mathworld.wolfram.com/LeastSquaresFittingExponential.html
|
---|
510 | //
|
---|
511 | TArrayD MMath::LeastSqFitExp(Int_t n, Double_t *x, Double_t *y)
|
---|
512 | {
|
---|
513 | // -------- Greater weights to smaller values ---------
|
---|
514 | Double_t sumlny = 0;
|
---|
515 | Double_t sumxlny = 0;
|
---|
516 | Double_t sumxsq = 0;
|
---|
517 | Double_t sumx = 0;
|
---|
518 | for (int i=0; i<n; i++)
|
---|
519 | {
|
---|
520 | sumlny += TMath::Log(y[i]);
|
---|
521 | sumxlny += x[i]*TMath::Log(y[i]);
|
---|
522 |
|
---|
523 | sumxsq += x[i]*x[i];
|
---|
524 | sumx += x[i];
|
---|
525 | }
|
---|
526 |
|
---|
527 | const Double_t dev = n*sumxsq-sumx*sumx;
|
---|
528 |
|
---|
529 | const Double_t a = (sumlny*sumxsq - sumx*sumxlny)/dev;
|
---|
530 | const Double_t b = (n*sumxlny - sumx*sumlny)/dev;
|
---|
531 |
|
---|
532 | TArrayD rc(2);
|
---|
533 | rc[0] = TMath::Exp(a);
|
---|
534 | rc[1] = b;
|
---|
535 | return rc;
|
---|
536 | }
|
---|
537 |
|
---|
538 | // --------------------------------------------------------------------------
|
---|
539 | //
|
---|
540 | // Analytically calculated result of a least square fit of:
|
---|
541 | // y = A+B*ln(x)
|
---|
542 | //
|
---|
543 | // It returns TArrayD(2) = { A, B };
|
---|
544 | //
|
---|
545 | // see: http://mathworld.wolfram.com/LeastSquaresFittingLogarithmic.html
|
---|
546 | //
|
---|
547 | TArrayD MMath::LeastSqFitLog(Int_t n, Double_t *x, Double_t *y)
|
---|
548 | {
|
---|
549 | Double_t sumylnx = 0;
|
---|
550 | Double_t sumy = 0;
|
---|
551 | Double_t sumlnx = 0;
|
---|
552 | Double_t sumlnxsq = 0;
|
---|
553 | for (int i=0; i<n; i++)
|
---|
554 | {
|
---|
555 | sumylnx += y[i]*TMath::Log(x[i]);
|
---|
556 | sumy += y[i];
|
---|
557 | sumlnx += TMath::Log(x[i]);
|
---|
558 | sumlnxsq += TMath::Log(x[i])*TMath::Log(x[i]);
|
---|
559 | }
|
---|
560 |
|
---|
561 | const Double_t b = (n*sumylnx-sumy*sumlnx)/(n*sumlnxsq-sumlnx*sumlnx);
|
---|
562 | const Double_t a = (sumy-b*sumlnx)/n;
|
---|
563 |
|
---|
564 | TArrayD rc(2);
|
---|
565 | rc[0] = a;
|
---|
566 | rc[1] = b;
|
---|
567 | return rc;
|
---|
568 | }
|
---|
569 |
|
---|
570 | // --------------------------------------------------------------------------
|
---|
571 | //
|
---|
572 | // Analytically calculated result of a least square fit of:
|
---|
573 | // y = A*x^B
|
---|
574 | //
|
---|
575 | // It returns TArrayD(2) = { A, B };
|
---|
576 | //
|
---|
577 | // see: http://mathworld.wolfram.com/LeastSquaresFittingPowerLaw.html
|
---|
578 | //
|
---|
579 | TArrayD MMath::LeastSqFitPowerLaw(Int_t n, Double_t *x, Double_t *y)
|
---|
580 | {
|
---|
581 | Double_t sumlnxlny = 0;
|
---|
582 | Double_t sumlnx = 0;
|
---|
583 | Double_t sumlny = 0;
|
---|
584 | Double_t sumlnxsq = 0;
|
---|
585 | for (int i=0; i<n; i++)
|
---|
586 | {
|
---|
587 | sumlnxlny += TMath::Log(x[i])*TMath::Log(y[i]);
|
---|
588 | sumlnx += TMath::Log(x[i]);
|
---|
589 | sumlny += TMath::Log(y[i]);
|
---|
590 | sumlnxsq += TMath::Log(x[i])*TMath::Log(x[i]);
|
---|
591 | }
|
---|
592 |
|
---|
593 | const Double_t b = (n*sumlnxlny-sumlnx*sumlny)/(n*sumlnxsq-sumlnx*sumlnx);
|
---|
594 | const Double_t a = (sumlny-b*sumlnx)/n;
|
---|
595 |
|
---|
596 | TArrayD rc(2);
|
---|
597 | rc[0] = TMath::Exp(a);
|
---|
598 | rc[1] = b;
|
---|
599 | return rc;
|
---|
600 | }
|
---|
601 |
|
---|
602 | // --------------------------------------------------------------------------
|
---|
603 | //
|
---|
604 | // Calculate the intersection of two lines defined by (x1;y1) and (x2;x2)
|
---|
605 | // Returns the intersection point.
|
---|
606 | //
|
---|
607 | // It is assumed that the lines intersect. If there is no intersection
|
---|
608 | // TVector2() is returned (which is not destinguishable from
|
---|
609 | // TVector2(0,0) if the intersection is at the coordinate source)
|
---|
610 | //
|
---|
611 | // Formula from: http://mathworld.wolfram.com/Line-LineIntersection.html
|
---|
612 | //
|
---|
613 | TVector2 MMath::GetIntersectionPoint(const TVector2 &x1, const TVector2 &y1, const TVector2 &x2, const TVector2 &y2)
|
---|
614 | {
|
---|
615 | TMatrix d(2,2);
|
---|
616 | d[0][0] = x1.X()-y1.X();
|
---|
617 | d[0][1] = x2.X()-y2.X();
|
---|
618 | d[1][0] = x1.Y()-y1.Y();
|
---|
619 | d[1][1] = x2.Y()-y2.Y();
|
---|
620 |
|
---|
621 | const Double_t denom = d.Determinant();
|
---|
622 | if (denom==0)
|
---|
623 | return TVector2();
|
---|
624 |
|
---|
625 | TMatrix l1(2,2);
|
---|
626 | TMatrix l2(2,2);
|
---|
627 |
|
---|
628 | l1[0][0] = x1.X();
|
---|
629 | l1[0][1] = y1.X();
|
---|
630 | l2[0][0] = x2.X();
|
---|
631 | l2[0][1] = y2.X();
|
---|
632 |
|
---|
633 | l1[1][0] = x1.Y();
|
---|
634 | l1[1][1] = y1.Y();
|
---|
635 | l2[1][0] = x2.Y();
|
---|
636 | l2[1][1] = y2.Y();
|
---|
637 |
|
---|
638 | TMatrix a(2,2);
|
---|
639 | a[0][0] = l1.Determinant();
|
---|
640 | a[0][1] = l2.Determinant();
|
---|
641 | a[1][0] = x1.X()-y1.X();
|
---|
642 | a[1][1] = x2.X()-y2.X();
|
---|
643 |
|
---|
644 | const Double_t X = a.Determinant()/denom;
|
---|
645 |
|
---|
646 | a[1][0] = x1.Y()-y1.Y();
|
---|
647 | a[1][1] = x2.Y()-y2.Y();
|
---|
648 |
|
---|
649 | const Double_t Y = a.Determinant()/denom;
|
---|
650 |
|
---|
651 | return TVector2(X, Y);
|
---|
652 | }
|
---|
653 |
|
---|
654 | // --------------------------------------------------------------------------
|
---|
655 | //
|
---|
656 | // Solves: x^2 + ax + b = 0;
|
---|
657 | // Return number of solutions returned as x1, x2
|
---|
658 | //
|
---|
659 | Int_t MMath::SolvePol2(Double_t a, Double_t b, Double_t &x1, Double_t &x2)
|
---|
660 | {
|
---|
661 | const Double_t r = a*a - 4*b;
|
---|
662 | if (r<0)
|
---|
663 | return 0;
|
---|
664 |
|
---|
665 | if (r==0)
|
---|
666 | {
|
---|
667 | x1 = x2 = -a/2;
|
---|
668 | return 1;
|
---|
669 | }
|
---|
670 |
|
---|
671 | const Double_t s = TMath::Sqrt(r);
|
---|
672 |
|
---|
673 | x1 = (-a+s)/2;
|
---|
674 | x2 = (-a-s)/2;
|
---|
675 |
|
---|
676 | return 2;
|
---|
677 | }
|
---|
678 |
|
---|
679 | // --------------------------------------------------------------------------
|
---|
680 | //
|
---|
681 | // This is a helper function making the execution of SolverPol3 a bit faster
|
---|
682 | //
|
---|
683 | static inline Double_t ReMul(const TComplex &c1, const TComplex &th)
|
---|
684 | {
|
---|
685 | const TComplex c2 = TComplex::Cos(th/3.);
|
---|
686 | return c1.Re() * c2.Re() - c1.Im() * c2.Im();
|
---|
687 | }
|
---|
688 |
|
---|
689 | // --------------------------------------------------------------------------
|
---|
690 | //
|
---|
691 | // Solves: x^3 + ax^2 + bx + c = 0;
|
---|
692 | // Return number of the real solutions, returned as z1, z2, z3
|
---|
693 | //
|
---|
694 | // Algorithm adapted from http://home.att.net/~srschmitt/cubizen.heml
|
---|
695 | // Which is based on the solution given in
|
---|
696 | // http://mathworld.wolfram.com/CubicEquation.html
|
---|
697 | //
|
---|
698 | // -------------------------------------------------------------------------
|
---|
699 | //
|
---|
700 | // Exact solutions of cubic polynomial equations
|
---|
701 | // by Stephen R. Schmitt Algorithm
|
---|
702 | //
|
---|
703 | // An exact solution of the cubic polynomial equation:
|
---|
704 | //
|
---|
705 | // x^3 + a*x^2 + b*x + c = 0
|
---|
706 | //
|
---|
707 | // was first published by Gerolamo Cardano (1501-1576) in his treatise,
|
---|
708 | // Ars Magna. He did not discoverer of the solution; a professor of
|
---|
709 | // mathematics at the University of Bologna named Scipione del Ferro (ca.
|
---|
710 | // 1465-1526) is credited as the first to find an exact solution. In the
|
---|
711 | // years since, several improvements to the original solution have been
|
---|
712 | // discovered. Zeno source code
|
---|
713 | //
|
---|
714 | // http://home.att.net/~srschmitt/cubizen.html
|
---|
715 | //
|
---|
716 | // % compute real or complex roots of cubic polynomial
|
---|
717 | // function cubic( var z1, z2, z3 : real, a, b, c : real ) : real
|
---|
718 | //
|
---|
719 | // var Q, R, D, S, T : real
|
---|
720 | // var im, th : real
|
---|
721 | //
|
---|
722 | // Q := (3*b - a^2)/9
|
---|
723 | // R := (9*b*a - 27*c - 2*a^3)/54
|
---|
724 | // D := Q^3 + R^2 % polynomial discriminant
|
---|
725 | //
|
---|
726 | // if (D >= 0) then % complex or duplicate roots
|
---|
727 | //
|
---|
728 | // S := sgn(R + sqrt(D))*abs(R + sqrt(D))^(1/3)
|
---|
729 | // T := sgn(R - sqrt(D))*abs(R - sqrt(D))^(1/3)
|
---|
730 | //
|
---|
731 | // z1 := -a/3 + (S + T) % real root
|
---|
732 | // z2 := -a/3 - (S + T)/2 % real part of complex root
|
---|
733 | // z3 := -a/3 - (S + T)/2 % real part of complex root
|
---|
734 | // im := abs(sqrt(3)*(S - T)/2) % complex part of root pair
|
---|
735 | //
|
---|
736 | // else % distinct real roots
|
---|
737 | //
|
---|
738 | // th := arccos(R/sqrt( -Q^3))
|
---|
739 | //
|
---|
740 | // z1 := 2*sqrt(-Q)*cos(th/3) - a/3
|
---|
741 | // z2 := 2*sqrt(-Q)*cos((th + 2*pi)/3) - a/3
|
---|
742 | // z3 := 2*sqrt(-Q)*cos((th + 4*pi)/3) - a/3
|
---|
743 | // im := 0
|
---|
744 | //
|
---|
745 | // end if
|
---|
746 | //
|
---|
747 | // return im % imaginary part
|
---|
748 | //
|
---|
749 | // end function
|
---|
750 | //
|
---|
751 | // see also http://en.wikipedia.org/wiki/Cubic_equation
|
---|
752 | //
|
---|
753 | Int_t MMath::SolvePol3(Double_t a, Double_t b, Double_t c,
|
---|
754 | Double_t &x1, Double_t &x2, Double_t &x3)
|
---|
755 | {
|
---|
756 | // Double_t coeff[4] = { 1, a, b, c };
|
---|
757 | // return TMath::RootsCubic(coeff, x1, x2, x3) ? 1 : 3;
|
---|
758 |
|
---|
759 | const Double_t Q = (a*a - 3*b)/9;
|
---|
760 | const Double_t R = (9*b*a - 27*c - 2*a*a*a)/54;
|
---|
761 | const Double_t D = R*R - Q*Q*Q; // polynomial discriminant
|
---|
762 |
|
---|
763 | // ----- The single-real / duplicate-roots solution -----
|
---|
764 |
|
---|
765 | // D<0: three real roots
|
---|
766 | // D>0: one real root
|
---|
767 | // D==0: maximum two real roots (two identical roots)
|
---|
768 |
|
---|
769 | // R==0: only one unique root
|
---|
770 | // R!=0: two roots
|
---|
771 |
|
---|
772 | if (D==0)
|
---|
773 | {
|
---|
774 | const Double_t r = MMath::Sqrt3(R);
|
---|
775 |
|
---|
776 | x1 = r - a/3.; // real root
|
---|
777 | if (R==0)
|
---|
778 | return 1;
|
---|
779 |
|
---|
780 | x2 = 2*r - a/3.; // real root
|
---|
781 | return 2;
|
---|
782 | }
|
---|
783 |
|
---|
784 | if (D>0) // complex or duplicate roots
|
---|
785 | {
|
---|
786 | const Double_t sqrtd = TMath::Sqrt(D);
|
---|
787 |
|
---|
788 | const Double_t A = TMath::Sign(1., R)*MMath::Sqrt3(TMath::Abs(R)+sqrtd);
|
---|
789 |
|
---|
790 | // The case A==0 cannot happen. This would imply D==0
|
---|
791 | // if (A==0)
|
---|
792 | // {
|
---|
793 | // x1 = -a/3;
|
---|
794 | // return 1;
|
---|
795 | // }
|
---|
796 |
|
---|
797 | x1 = (A+Q/A)-a/3;
|
---|
798 |
|
---|
799 | //const Double_t S = MMath::Sqrt3(R + sqrtd);
|
---|
800 | //const Double_t T = MMath::Sqrt3(R - sqrtd);
|
---|
801 | //x1 = (S+T) - a/3.; // real root
|
---|
802 |
|
---|
803 | return 1;
|
---|
804 |
|
---|
805 | //z2 = (S + T)/2 - a/3.; // real part of complex root
|
---|
806 | //z3 = (S + T)/2 - a/3.; // real part of complex root
|
---|
807 | //im = fabs(sqrt(3)*(S - T)/2) // complex part of root pair
|
---|
808 | }
|
---|
809 |
|
---|
810 | // ----- The general solution with three roots ---
|
---|
811 |
|
---|
812 | if (Q==0)
|
---|
813 | return 0;
|
---|
814 |
|
---|
815 | if (Q>0) // This is here for speed reasons
|
---|
816 | {
|
---|
817 | const Double_t sqrtq = TMath::Sqrt(Q);
|
---|
818 | const Double_t rq = R/TMath::Abs(Q);
|
---|
819 |
|
---|
820 | const Double_t t = TMath::ACos(rq/sqrtq)/3;
|
---|
821 |
|
---|
822 | static const Double_t sqrt3 = TMath::Sqrt(3.);
|
---|
823 |
|
---|
824 | const Double_t sn = TMath::Sin(t)*sqrt3;
|
---|
825 | const Double_t cs = TMath::Cos(t);
|
---|
826 |
|
---|
827 | x1 = 2*sqrtq * cs - a/3;
|
---|
828 | x2 = -sqrtq * (sn + cs) - a/3;
|
---|
829 | x3 = sqrtq * (sn - cs) - a/3;
|
---|
830 |
|
---|
831 | /* --- Easier to understand but slower ---
|
---|
832 | const Double_t th1 = TMath::ACos(rq/sqrtq);
|
---|
833 | const Double_t th2 = th1 + TMath::TwoPi();
|
---|
834 | const Double_t th3 = th2 + TMath::TwoPi();
|
---|
835 |
|
---|
836 | x1 = 2.*sqrtq * TMath::Cos(th1/3.) - a/3.;
|
---|
837 | x2 = 2.*sqrtq * TMath::Cos(th2/3.) - a/3.;
|
---|
838 | x3 = 2.*sqrtq * TMath::Cos(th3/3.) - a/3.;
|
---|
839 | */
|
---|
840 | return 3;
|
---|
841 | }
|
---|
842 |
|
---|
843 | const TComplex sqrtq = TComplex::Sqrt(Q);
|
---|
844 | const Double_t rq = R/TMath::Abs(Q);
|
---|
845 |
|
---|
846 | const TComplex th1 = TComplex::ACos(rq/sqrtq);
|
---|
847 | const TComplex th2 = th1 + TMath::TwoPi();
|
---|
848 | const TComplex th3 = th2 + TMath::TwoPi();
|
---|
849 |
|
---|
850 | // For ReMul, see bove
|
---|
851 | x1 = ReMul(2.*sqrtq, th1) - a/3.;
|
---|
852 | x2 = ReMul(2.*sqrtq, th2) - a/3.;
|
---|
853 | x3 = ReMul(2.*sqrtq, th3) - a/3.;
|
---|
854 |
|
---|
855 | return 3;
|
---|
856 | }
|
---|
857 |
|
---|
858 | // --------------------------------------------------------------------------
|
---|
859 | //
|
---|
860 | // Format a value and its error corresponding to the rules (note
|
---|
861 | // this won't work if the error is more then eight orders smaller than
|
---|
862 | // the value)
|
---|
863 | //
|
---|
864 | void MMath::Format(Double_t &v, Double_t &e)
|
---|
865 | {
|
---|
866 | // Valid digits
|
---|
867 | Int_t i = TMath::FloorNint(TMath::Log10(v))-TMath::FloorNint(TMath::Log10(e));
|
---|
868 |
|
---|
869 | // Check if error starts with 1 or 2. In this case use one
|
---|
870 | // more valid digit
|
---|
871 | TString error = MString::Format("%.0e", e);
|
---|
872 | if (error[0]=='1' || error[0]=='2')
|
---|
873 | {
|
---|
874 | i++;
|
---|
875 | error = MString::Format("%.1e", e);
|
---|
876 | }
|
---|
877 |
|
---|
878 | const char *fmt = MString::Format("%%.%de", i);
|
---|
879 |
|
---|
880 | v = MString::Format(fmt, v).Atof();
|
---|
881 | e = error.Atof();
|
---|
882 | }
|
---|
883 |
|
---|
884 | Double_t MMath::RndmExp(Double_t tau)
|
---|
885 | {
|
---|
886 | // returns an exponential deviate.
|
---|
887 | //
|
---|
888 | // exp( -t/tau )
|
---|
889 |
|
---|
890 | const Double_t x = gRandom->Rndm(); // uniform on ] 0, 1 ]
|
---|
891 |
|
---|
892 | return -tau * TMath::Log(x); // convert to exponential distribution
|
---|
893 | }
|
---|