mpfit2dfun.pro
28.4 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
;+
; NAME:
; MPFIT2DFUN
;
; AUTHOR:
; Craig B. Markwardt, NASA/GSFC Code 662, Greenbelt, MD 20770
; craigm@lheamail.gsfc.nasa.gov
; UPDATED VERSIONs can be found on my WEB PAGE:
; http://cow.physics.wisc.edu/~craigm/idl/idl.html
;
; PURPOSE:
; Perform Levenberg-Marquardt least-squares fit to a 2-D IDL function
;
; MAJOR TOPICS:
; Curve and Surface Fitting
;
; CALLING SEQUENCE:
; parms = MPFIT2DFUN(MYFUNCT, X, Y, Z, ERR, start_parms, ...)
;
; DESCRIPTION:
;
; MPFIT2DFUN fits a user-supplied model -- in the form of an IDL
; function -- to a set of user-supplied data. MPFIT2DFUN calls
; MPFIT, the MINPACK-1 least-squares minimizer, to do the main
; work. MPFIT2DFUN is a specialized version for two-dimensional
; data.
;
; Given the data and their uncertainties, MPFIT2DFUN finds the best set
; of model parameters which match the data (in a least-squares
; sense) and returns them in an array.
;
; The user must supply the following items:
; - Two arrays of independent variable values ("X", "Y").
; - An array of "measured" *dependent* variable values ("Z").
; - An array of "measured" 1-sigma uncertainty values ("ERR").
; - The name of an IDL function which computes Z given (X,Y) ("MYFUNCT").
; - Starting guesses for all of the parameters ("START_PARAMS").
;
; There are very few restrictions placed on X, Y, Z, or MYFUNCT.
; Simply put, MYFUNCT must map the (X,Y) values into Z values given
; the model parameters. The (X,Y) values are usually the independent
; X and Y coordinate positions in the two dimensional plane, but need
; not be.
;
; MPFIT2DFUN carefully avoids passing large arrays where possible to
; improve performance.
;
; See below for an example of usage.
;
; USER FUNCTION
;
; The user must define a function which returns the model value. For
; applications which use finite-difference derivatives -- the default
; -- the user function should be declared in the following way:
;
; FUNCTION MYFUNCT, X, Y, P
; ; The independent variables are X and Y
; ; Parameter values are passed in "P"
; ZMOD = ... computed model values at (X,Y) ...
; return, ZMOD
; END
;
; The returned array YMOD must have the same dimensions and type as
; the "measured" Z values.
;
; User functions may also indicate a fatal error condition
; using the ERROR_CODE common block variable, as described
; below under the MPFIT_ERROR common block definition.
;
; See the discussion under "ANALYTIC DERIVATIVES" and AUTODERIVATIVE
; in MPFIT.PRO if you wish to compute the derivatives for yourself.
; AUTODERIVATIVE is accepted and passed directly to MPFIT. The user
; function must accept one additional parameter, DP, which contains
; the derivative of the user function with respect to each parameter
; at each data point, as described in MPFIT.PRO.
;
; CREATING APPROPRIATELY DIMENSIONED INDEPENDENT VARIABLES
;
; The user must supply appropriate independent variables to
; MPFIT2DFUN. For image fitting applications, this variable should
; be two-dimensional *arrays* describing the X and Y positions of
; every *pixel*. [ Thus any two dimensional sampling is permitted,
; including irregular sampling. ]
;
; If the sampling is regular, then the x coordinates are the same for
; each row, and the y coordinates are the same for each column. Call
; the x-row and y-column coordinates XR and YC respectively. You can
; then compute X and Y as follows:
;
; X = XR # (YC*0 + 1) eqn. 1
; Y = (XR*0 + 1) # YC eqn. 2
;
; For example, if XR and YC have the following values:
;
; XR = [ 1, 2, 3, 4, 5,] ;; X positions of one row of pixels
; YC = [ 15,16,17 ] ;; Y positions of one column of
; pixels
;
; Then using equations 1 and 2 above will give these values to X and
; Y:
;
; X : 1 2 3 4 5 ;; X positions of all pixels
; 1 2 3 4 5
; 1 2 3 4 5
;
; Y : 15 15 15 15 15 ;; Y positions of all pixels
; 16 16 16 16 16
; 17 17 17 17 17
;
; Using the above technique is suggested, but *not* required. You
; can do anything you wish with the X and Y values. This technique
; only makes it easier to compute your model function values.
;
; CONSTRAINING PARAMETER VALUES WITH THE PARINFO KEYWORD
;
; The behavior of MPFIT can be modified with respect to each
; parameter to be fitted. A parameter value can be fixed; simple
; boundary constraints can be imposed; limitations on the parameter
; changes can be imposed; properties of the automatic derivative can
; be modified; and parameters can be tied to one another.
;
; These properties are governed by the PARINFO structure, which is
; passed as a keyword parameter to MPFIT.
;
; PARINFO should be an array of structures, one for each parameter.
; Each parameter is associated with one element of the array, in
; numerical order. The structure can have the following entries
; (none are required):
;
; .VALUE - the starting parameter value (but see the START_PARAMS
; parameter for more information).
;
; .FIXED - a boolean value, whether the parameter is to be held
; fixed or not. Fixed parameters are not varied by
; MPFIT, but are passed on to MYFUNCT for evaluation.
;
; .LIMITED - a two-element boolean array. If the first/second
; element is set, then the parameter is bounded on the
; lower/upper side. A parameter can be bounded on both
; sides. Both LIMITED and LIMITS must be given
; together.
;
; .LIMITS - a two-element float or double array. Gives the
; parameter limits on the lower and upper sides,
; respectively. Zero, one or two of these values can be
; set, depending on the values of LIMITED. Both LIMITED
; and LIMITS must be given together.
;
; .PARNAME - a string, giving the name of the parameter. The
; fitting code of MPFIT does not use this tag in any
; way. However, the default ITERPROC will print the
; parameter name if available.
;
; .STEP - the step size to be used in calculating the numerical
; derivatives. If set to zero, then the step size is
; computed automatically. Ignored when AUTODERIVATIVE=0.
; This value is superceded by the RELSTEP value.
;
; .RELSTEP - the *relative* step size to be used in calculating
; the numerical derivatives. This number is the
; fractional size of the step, compared to the
; parameter value. This value supercedes the STEP
; setting. If the parameter is zero, then a default
; step size is chosen.
;
; .MPSIDE - the sidedness of the finite difference when computing
; numerical derivatives. This field can take four
; values:
;
; 0 - one-sided derivative computed automatically
; 1 - one-sided derivative (f(x+h) - f(x) )/h
; -1 - one-sided derivative (f(x) - f(x-h))/h
; 2 - two-sided derivative (f(x+h) - f(x-h))/(2*h)
;
; Where H is the STEP parameter described above. The
; "automatic" one-sided derivative method will chose a
; direction for the finite difference which does not
; violate any constraints. The other methods do not
; perform this check. The two-sided method is in
; principle more precise, but requires twice as many
; function evaluations. Default: 0.
;
; .MPMINSTEP - the minimum change to be made in the parameter
; value. During the fitting process, the parameter
; will be changed by multiples of this value. The
; actual step is computed as:
;
; DELTA1 = MPMINSTEP*ROUND(DELTA0/MPMINSTEP)
;
; where DELTA0 and DELTA1 are the estimated parameter
; changes before and after this constraint is
; applied. Note that this constraint should be used
; with care since it may cause non-converging,
; oscillating solutions.
;
; A value of 0 indicates no minimum. Default: 0.
;
; .MPMAXSTEP - the maximum change to be made in the parameter
; value. During the fitting process, the parameter
; will never be changed by more than this value.
;
; A value of 0 indicates no maximum. Default: 0.
;
; .TIED - a string expression which "ties" the parameter to other
; free or fixed parameters. Any expression involving
; constants and the parameter array P are permitted.
; Example: if parameter 2 is always to be twice parameter
; 1 then use the following: parinfo[2].tied = '2 * P[1]'.
; Since they are totally constrained, tied parameters are
; considered to be fixed; no errors are computed for them.
; [ NOTE: the PARNAME can't be used in expressions. ]
;
; Future modifications to the PARINFO structure, if any, will involve
; adding structure tags beginning with the two letters "MP".
; Therefore programmers are urged to avoid using tags starting with
; the same letters; otherwise they are free to include their own
; fields within the PARINFO structure, and they will be ignored.
;
; PARINFO Example:
; parinfo = replicate({value:0.D, fixed:0, limited:[0,0], $
; limits:[0.D,0]}, 5)
; parinfo[0].fixed = 1
; parinfo[4].limited(0) = 1
; parinfo[4].limits(0) = 50.D
; parinfo[*].value = [5.7D, 2.2, 500., 1.5, 2000.]
;
; A total of 5 parameters, with starting values of 5.7,
; 2.2, 500, 1.5, and 2000 are given. The first parameter
; is fixed at a value of 5.7, and the last parameter is
; constrained to be above 50.
;
;
; COMPATIBILITY
;
; This function is designed to work with IDL 5.0 or greater.
;
; Because TIED parameters rely on the EXECUTE() function, they cannot
; be used with the free version of the IDL Virtual Machine.
;
;
; INPUTS:
; MYFUNCT - a string variable containing the name of an IDL
; function. This function computes the "model" Z values
; given the X,Y values and model parameters, as described above.
;
; X - Array of "X" independent variable values, as described above.
; These values are passed directly to the fitting function
; unmodified.
;
; Y - Array of "Y" independent variable values, as described
; above. X and Y should have the same data type.
;
; Z - Array of "measured" dependent variable values. Z should have
; the same data type as X and Y. The function MYFUNCT should
; map (X,Y)->Z.
;
; ERR - Array of "measured" 1-sigma uncertainties. ERR should have
; the same data type as Z. ERR is ignored if the WEIGHTS
; keyword is specified.
;
; START_PARAMS - An array of starting values for each of the
; parameters of the model. The number of parameters
; should be fewer than the number of measurements.
; Also, the parameters should have the same data type
; as the measurements (double is preferred).
;
; This parameter is optional if the PARINFO keyword
; is used (see MPFIT). The PARINFO keyword provides
; a mechanism to fix or constrain individual
; parameters. If both START_PARAMS and PARINFO are
; passed, then the starting *value* is taken from
; START_PARAMS, but the *constraints* are taken from
; PARINFO.
;
; RETURNS:
;
; Returns the array of best-fit parameters.
;
; KEYWORD PARAMETERS:
;
; BESTNORM - the value of the summed, squared, weighted residuals
; for the returned parameter values, i.e. the chi-square value.
;
; BEST_FJAC - upon return, BEST_FJAC contains the Jacobian, or
; partial derivative, matrix for the best-fit model.
; The values are an array,
; ARRAY(N_ELEMENTS(DEVIATES),NFREE) where NFREE is the
; number of free parameters. This array is only
; computed if /CALC_FJAC is set, otherwise BEST_FJAC is
; undefined.
;
; The returned array is such that BEST_FJAC[I,J] is the
; partial derivative of the model with respect to
; parameter PARMS[PFREE_INDEX[J]].
;
; BEST_RESID - upon return, an array of best-fit deviates,
; normalized by the weights or errors.
;
; COVAR - the covariance matrix for the set of parameters returned
; by MPFIT. The matrix is NxN where N is the number of
; parameters. The square root of the diagonal elements
; gives the formal 1-sigma statistical errors on the
; parameters IF errors were treated "properly" in MYFUNC.
; Parameter errors are also returned in PERROR.
;
; To compute the correlation matrix, PCOR, use this example:
; PCOR = COV * 0
; FOR i = 0, n-1 DO FOR j = 0, n-1 DO $
; PCOR[i,j] = COV[i,j]/sqrt(COV[i,i]*COV[j,j])
; or equivalently, in vector notation,
; PCOR = COV / (PERROR # PERROR)
;
; If NOCOVAR is set or MPFIT terminated abnormally, then
; COVAR is set to a scalar with value !VALUES.D_NAN.
;
; DOF - number of degrees of freedom, computed as
; DOF = N_ELEMENTS(DEVIATES) - NFREE
; Note that this doesn't account for pegged parameters (see
; NPEGGED).
;
; ERRMSG - a string error or warning message is returned.
;
; FTOL - a nonnegative input variable. Termination occurs when both
; the actual and predicted relative reductions in the sum of
; squares are at most FTOL (and STATUS is accordingly set to
; 1 or 3). Therefore, FTOL measures the relative error
; desired in the sum of squares. Default: 1D-10
;
; FUNCTARGS - A structure which contains the parameters to be passed
; to the user-supplied function specified by MYFUNCT via
; the _EXTRA mechanism. This is the way you can pass
; additional data to your user-supplied function without
; using common blocks.
;
; By default, no extra parameters are passed to the
; user-supplied function.
;
; GTOL - a nonnegative input variable. Termination occurs when the
; cosine of the angle between fvec and any column of the
; jacobian is at most GTOL in absolute value (and STATUS is
; accordingly set to 4). Therefore, GTOL measures the
; orthogonality desired between the function vector and the
; columns of the jacobian. Default: 1D-10
;
; ITERARGS - The keyword arguments to be passed to ITERPROC via the
; _EXTRA mechanism. This should be a structure, and is
; similar in operation to FUNCTARGS.
; Default: no arguments are passed.
;
; ITERPROC - The name of a procedure to be called upon each NPRINT
; iteration of the MPFIT routine. It should be declared
; in the following way:
;
; PRO ITERPROC, MYFUNCT, p, iter, fnorm, FUNCTARGS=fcnargs, $
; PARINFO=parinfo, QUIET=quiet, ...
; ; perform custom iteration update
; END
;
; ITERPROC must either accept all three keyword
; parameters (FUNCTARGS, PARINFO and QUIET), or at least
; accept them via the _EXTRA keyword.
;
; MYFUNCT is the user-supplied function to be minimized,
; P is the current set of model parameters, ITER is the
; iteration number, and FUNCTARGS are the arguments to be
; passed to MYFUNCT. FNORM should be the
; chi-squared value. QUIET is set when no textual output
; should be printed. See below for documentation of
; PARINFO.
;
; In implementation, ITERPROC can perform updates to the
; terminal or graphical user interface, to provide
; feedback while the fit proceeds. If the fit is to be
; stopped for any reason, then ITERPROC should set the
; common block variable ERROR_CODE to negative value (see
; MPFIT_ERROR common block below). In principle,
; ITERPROC should probably not modify the parameter
; values, because it may interfere with the algorithm's
; stability. In practice it is allowed.
;
; Default: an internal routine is used to print the
; parameter values.
;
; MAXITER - The maximum number of iterations to perform. If the
; number is exceeded, then the STATUS value is set to 5
; and MPFIT returns.
; Default: 200 iterations
;
; NFEV - the number of MYFUNCT function evaluations performed.
;
; NITER - the number of iterations completed.
;
; NOCOVAR - set this keyword to prevent the calculation of the
; covariance matrix before returning (see COVAR)
;
; NPRINT - The frequency with which ITERPROC is called. A value of
; 1 indicates that ITERPROC is called with every iteration,
; while 2 indicates every other iteration, etc. Note that
; several Levenberg-Marquardt attempts can be made in a
; single iteration.
; Default value: 1
;
; PARINFO - Provides a mechanism for more sophisticated constraints
; to be placed on parameter values. When PARINFO is not
; passed, then it is assumed that all parameters are free
; and unconstrained. Values in PARINFO are never
; modified during a call to MPFIT.
;
; See description above for the structure of PARINFO.
;
; Default value: all parameters are free and unconstrained.
;
; PERROR - The formal 1-sigma errors in each parameter, computed
; from the covariance matrix. If a parameter is held
; fixed, or if it touches a boundary, then the error is
; reported as zero.
;
; If the fit is unweighted (i.e. no errors were given, or
; the weights were uniformly set to unity), then PERROR
; will probably not represent the true parameter
; uncertainties. *If* you can assume that the true reduced
; chi-squared value is unity -- meaning that the fit is
; implicitly assumed to be of good quality -- then the
; estimated parameter uncertainties can be computed by
; scaling PERROR by the measured chi-squared value.
;
; DOF = N_ELEMENTS(Z) - N_ELEMENTS(PARMS) ; deg of freedom
; PCERROR = PERROR * SQRT(BESTNORM / DOF) ; scaled uncertainties
;
; PFREE_INDEX - upon return, PFREE_INDEX contains an index array
; which indicates which parameter were allowed to
; vary. I.e. of all the parameters PARMS, only
; PARMS[PFREE_INDEX] were varied.
;
; QUIET - set this keyword when no textual output should be printed
; by MPFIT
;
; STATUS - an integer status code is returned. All values greater
; than zero can represent success (however STATUS EQ 5 may
; indicate failure to converge). It can have one of the
; following values:
;
; 0 improper input parameters.
;
; 1 both actual and predicted relative reductions
; in the sum of squares are at most FTOL.
;
; 2 relative error between two consecutive iterates
; is at most XTOL
;
; 3 conditions for STATUS = 1 and STATUS = 2 both hold.
;
; 4 the cosine of the angle between fvec and any
; column of the jacobian is at most GTOL in
; absolute value.
;
; 5 the maximum number of iterations has been reached
;
; 6 FTOL is too small. no further reduction in
; the sum of squares is possible.
;
; 7 XTOL is too small. no further improvement in
; the approximate solution x is possible.
;
; 8 GTOL is too small. fvec is orthogonal to the
; columns of the jacobian to machine precision.
;
; WEIGHTS - Array of weights to be used in calculating the
; chi-squared value. If WEIGHTS is specified then the ERR
; parameter is ignored. The chi-squared value is computed
; as follows:
;
; CHISQ = TOTAL( (Z-MYFUNCT(X,Y,P))^2 * ABS(WEIGHTS) )
;
; Here are common values of WEIGHTS:
;
; 1D/ERR^2 - Normal weighting (ERR is the measurement error)
; 1D/Z - Poisson weighting (counting statistics)
; 1D - Unweighted
;
; XTOL - a nonnegative input variable. Termination occurs when the
; relative error between two consecutive iterates is at most
; XTOL (and STATUS is accordingly set to 2 or 3). Therefore,
; XTOL measures the relative error desired in the approximate
; solution. Default: 1D-10
;
; YFIT - the best-fit model function, as returned by MYFUNCT.
;
; EXAMPLE:
;
; p = [2.2D, -0.7D, 1.4D, 3000.D]
; x = (dindgen(200)*0.1 - 10.) # (dblarr(200) + 1)
; y = (dblarr(200) + 1) # (dindgen(200)*0.1 - 10.)
; zi = gauss2(x, y, p)
; sz = sqrt(zi>1)
; z = zi + randomn(seed, 200, 200) * sz
;
; p0 = [0D, 0D, 1D, 10D]
; p = mpfit2dfun('GAUSS2', x, y, z, sz, p0)
;
; Generates a synthetic data set with a Gaussian peak, and Poisson
; statistical uncertainty. Then the same function (but different
; starting parameters) is fitted to the data to see how close we can
; get.
;
; It is especially worthy to notice that the X and Y values are
; created as full images, so that a coordinate is attached to each
; pixel independently. This is the format that GAUSS2 accepts, and
; the easiest for you to use in your own functions.
;
;
; COMMON BLOCKS:
;
; COMMON MPFIT_ERROR, ERROR_CODE
;
; User routines may stop the fitting process at any time by
; setting an error condition. This condition may be set in either
; the user's model computation routine (MYFUNCT), or in the
; iteration procedure (ITERPROC).
;
; To stop the fitting, the above common block must be declared,
; and ERROR_CODE must be set to a negative number. After the user
; procedure or function returns, MPFIT checks the value of this
; common block variable and exits immediately if the error
; condition has been set. By default the value of ERROR_CODE is
; zero, indicating a successful function/procedure call.
;
;
; REFERENCES:
;
; MINPACK-1, Jorge More', available from netlib (www.netlib.org).
; "Optimization Software Guide," Jorge More' and Stephen Wright,
; SIAM, *Frontiers in Applied Mathematics*, Number 14.
;
; MODIFICATION HISTORY:
; Written, transformed from MPFITFUN, 26 Sep 1999, CM
; Alphabetized documented keywords, 02 Oct 1999, CM
; Added example, 02 Oct 1999, CM
; Tried to clarify definitions of X and Y, 29 Oct 1999, CM
; Added QUERY keyword and query checking of MPFIT, 29 Oct 1999, CM
; Check to be sure that X, Y and Z are present, 02 Nov 1999, CM
; Documented PERROR for unweighted fits, 03 Nov 1999, CM
; Changed to ERROR_CODE for error condition, 28 Jan 2000, CM
; Copying permission terms have been liberalized, 26 Mar 2000, CM
; Propagated improvements from MPFIT, 17 Dec 2000, CM
; Documented RELSTEP field of PARINFO (!!), CM, 25 Oct 2002
; Add DOF keyword to return degrees of freedom, CM, 23 June 2003
; Minor documentation adjustment, 03 Feb 2004, CM
; Fix the example to prevent zero errorbars, 28 Mar 2005, CM
; Defend against users supplying strangely dimensioned X and Y, 29
; Jun 2005, CM
; Convert to IDL 5 array syntax (!), 16 Jul 2006, CM
; Move STRICTARR compile option inside each function/procedure, 9 Oct 2006
; Add COMPATIBILITY section, CM, 13 Dec 2007
; Add keywords BEST_RESIDS, CALC_FJAC, BEST_FJAC, PFREE_INDEX;
; update some documentation that had become stale, CM, 2010-10-28
; Better documentation for STATUS, CM, 2016-04-29
;
; $Id: mpfit2dfun.pro,v 1.13 2016/05/19 16:08:49 cmarkwar Exp $
;-
; Copyright (C) 1997-2000, 2002, 2003, 2004, 2005, 2013, 2016 Craig Markwardt
; This software is provided as is without any warranty whatsoever.
; Permission to use, copy, modify, and distribute modified or
; unmodified copies is granted, provided this copyright and disclaimer
; are included unchanged.
;-
FORWARD_FUNCTION mpfit2dfun_eval, mpfit2dfun, mpfit
; This is the call-back function for MPFIT. It evaluates the
; function, subtracts the data, and returns the residuals.
function mpfit2dfun_eval, p, dp, _EXTRA=extra
COMPILE_OPT strictarr
common mpfit2dfun_common, fcn, x, y, z, err, wts, f, fcnargs
;; The function is evaluated here. There are four choices,
;; depending on whether (a) FUNCTARGS was passed to MPFIT2DFUN, which
;; is passed to this function as "hf"; or (b) the derivative
;; parameter "dp" is passed, meaning that derivatives should be
;; calculated analytically by the function itself.
if n_elements(fcnargs) GT 0 then begin
if n_params() GT 1 then f = call_function(fcn,x,y,p, dp, _EXTRA=fcnargs)$
else f = call_function(fcn,x,y,p, _EXTRA=fcnargs)
endif else begin
if n_params() GT 1 then f = call_function(fcn,x,y,p, dp) $
else f = call_function(fcn,x,y,p)
endelse
;; Compute the deviates, applying either errors or weights
if n_elements(err) GT 0 then begin
result = (z-f)/err
endif else if n_elements(wts) GT 0 then begin
result = (z-f)*wts
endif else begin
result = (z-f)
endelse
;; Make sure the returned result is one-dimensional.
result = reform(result, n_elements(result), /overwrite)
return, result
end
function mpfit2dfun, fcn, x, y, z, err, p, WEIGHTS=wts, FUNCTARGS=fa, $
BESTNORM=bestnorm, nfev=nfev, STATUS=status, $
best_resid=best_resid, pfree_index=ifree, $
calc_fjac=calc_fjac, best_fjac=best_fjac, $
parinfo=parinfo, query=query, $
npegged=npegged, nfree=nfree, dof=dof, $
covar=covar, perror=perror, niter=iter, yfit=yfit, $
quiet=quiet, ERRMSG=errmsg, _EXTRA=extra
COMPILE_OPT strictarr
status = 0L
errmsg = ''
;; Detect MPFIT and crash if it was not found
catch, catcherror
if catcherror NE 0 then begin
MPFIT_NOTFOUND:
catch, /cancel
message, 'ERROR: the required function MPFIT must be in your IDL path', /info
return, !values.d_nan
endif
if mpfit(/query) NE 1 then goto, MPFIT_NOTFOUND
catch, /cancel
if keyword_set(query) then return, 1
if n_params() EQ 0 then begin
message, "USAGE: PARMS = MPFIT2DFUN('MYFUNCT', X, Y, ERR, "+ $
"START_PARAMS, ... )", /info
return, !values.d_nan
endif
if n_elements(x) EQ 0 OR n_elements(y) EQ 0 OR n_elements(z) EQ 0 then begin
message, 'ERROR: X, Y and Z must be defined', /info
return, !values.d_nan
endif
;; Use common block to pass data back and forth
common mpfit2dfun_common, fc, xc, yc, zc, ec, wc, mc, ac
fc = fcn & xc = x & yc = y & zc = z & mc = 0L
;; These optional parameters must be undefined first
ac = 0 & dummy = size(temporary(ac))
ec = 0 & dummy = size(temporary(ec))
wc = 0 & dummy = size(temporary(wc))
if n_elements(fa) GT 0 then ac = fa
if n_elements(wts) GT 0 then begin
wc = sqrt(abs(wts))
endif else if n_elements(err) GT 0 then begin
wh = where(err EQ 0, ct)
if ct GT 0 then begin
message, 'ERROR: ERROR value must not be zero. Use WEIGHTS.', $
/info
return, !values.d_nan
endif
ec = err
endif
result = mpfit('mpfit2dfun_eval', p, $
parinfo=parinfo, STATUS=status, nfev=nfev, BESTNORM=bestnorm,$
covar=covar, perror=perror, niter=iter, $
best_resid=best_resid, pfree_index=ifree, $
calc_fjac=calc_fjac, best_fjac=best_fjac, $
nfree=nfree, npegged=npegged, dof=dof, $
ERRMSG=errmsg, quiet=quiet, _EXTRA=extra)
;; Retrieve the fit value
yfit = temporary(mc)
;; Some cleanup
xc = 0 & yc = 0 & zc = 0 & wc = 0 & ec = 0 & mc = 0 & ac = 0
;; Print error message if there is one.
if NOT keyword_set(quiet) AND errmsg NE '' then $
message, errmsg, /info
return, result
end