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40 * Implements routine for fitting a data set to a curve
42 * \author David van der Spoel <david.vanderspoel@icm.uu.se>
43 * \ingroup module_correlationfunctions
57 #include "gromacs/correlationfunctions/integrate.h"
58 #include "gromacs/fileio/xvgr.h"
59 #include "gromacs/math/functions.h"
60 #include "gromacs/math/vec.h"
61 #include "gromacs/utility/fatalerror.h"
62 #include "gromacs/utility/futil.h"
63 #include "gromacs/utility/gmxassert.h"
64 #include "gromacs/utility/real.h"
65 #include "gromacs/utility/smalloc.h"
67 #include "gmx_lmcurve.h"
69 /*! \brief Number of parameters for each fitting function */
70 static const int nfp_ffn
[effnNR
] = { 0, 1, 2, 3, 5, 7, 9, 2, 4, 3, 6 };
72 /* +2 becuase parse_common_args wants leading and concluding NULL.
73 * We only allow exponential functions as choices on the command line,
74 * hence there are many more NULL field (which have to be at the end of
77 const char *s_ffn
[effnNR
+2] = {
78 NULL
, "none", "exp", "aexp", "exp_exp",
79 "exp5", "exp7", "exp9",
80 NULL
, NULL
, NULL
, NULL
, NULL
83 /*! \brief Long description for each fitting function type */
84 static const char *longs_ffn
[effnNR
] = {
87 "y = a1 exp(-x/|a0|)",
88 "y = a1 exp(-x/|a0|) + (1-a1) exp(-x/(|a2|)), a2 > a0 > 0",
89 "y = a0 exp(-x/|a1|) + a2 exp(-x/|a3|) + a4, a3 >= a1",
90 "y = a0 exp(-x/|a1|) + a2 exp(-x/|a3|) + a4 exp(-x/|a5|) + a6, a5 >= a3 >= a1",
91 "y = a0 exp(-x/|a1|) + a2 exp(-x/|a3|) + a4 exp(-x/|a5|) + a6 exp(-x/|a7|) + a8, a7 >= a5 >= a3 >= a1",
92 "y = exp(-v) (cosh(wv) + 1/w sinh(wv)), v = x/(2 a0), w = sqrt(1 - a1)",
93 "y = 1/2*(a0+a1) - 1/2*(a0-a1)*erf( (x-a2) /a3^2)",
94 "y = a1 *2*a0*((exp(-x/a0)-1)*(a0/x)+1)+(1-a1)*2*a2*((exp(-x/a2)-1)*(a2/x)+1)",
95 "y = (1-a0)*cos(x*a1)*exp(-(x/a2)^a3) + a0*exp(-(x/a4)^a5)"
98 int effnNparams(int effn
)
100 if ((0 <= effn
) && (effn
< effnNR
))
102 return nfp_ffn
[effn
];
110 const char *effnDescription(int effn
)
112 if ((0 <= effn
) && (effn
< effnNR
))
114 return longs_ffn
[effn
];
122 int sffn2effn(const char **sffn
)
127 for (i
= 0; i
< effnNR
; i
++)
129 if (sffn
[i
+1] && strcmp(sffn
[0], sffn
[i
+1]) == 0)
138 /*! \brief Compute exponential function A exp(-x/tau) */
139 static double myexp(double x
, double A
, double tau
)
141 if ((A
== 0) || (tau
== 0))
145 return A
*exp(-x
/tau
);
148 /*! \brief Compute y=(a0+a1)/2-(a0-a1)/2*erf((x-a2)/a3^2) */
149 static double lmc_erffit (double x
, const double *a
)
156 erfarg
= (x
-a
[2])/(a
[3]*a
[3]);
157 myerf
= std::erf(erfarg
);
161 /* If a[3] == 0, a[3]^2 = 0 and the erfarg becomes +/- infinity */
171 return 0.5*((a
[0]+a
[1]) - (a
[0]-a
[1])*myerf
);
174 /*! \brief Exponent function that prevents overflow */
175 static double safe_exp(double x
)
177 double exp_max
= 200;
178 double exp_min
= -exp_max
;
183 else if (x
>= exp_max
)
193 /*! \brief Exponent minus 1 function that prevents overflow */
194 static double safe_expm1(double x
)
196 double exp_max
= 200;
197 double exp_min
= -exp_max
;
202 else if (x
>= exp_max
)
208 return std::expm1(x
);
212 /*! \brief Compute y = exp(-x/|a0|) */
213 static double lmc_exp_one_parm(double x
, const double *a
)
215 return safe_exp(-x
/fabs(a
[0]));
218 /*! \brief Compute y = a1 exp(-x/|a0|) */
219 static double lmc_exp_two_parm(double x
, const double *a
)
221 return a
[1]*safe_exp(-x
/fabs(a
[0]));
224 /*! \brief Compute y = a1 exp(-x/|a0|) + (1-a1) exp(-x/|a2|) */
225 static double lmc_exp_exp(double x
, const double *a
)
229 e1
= safe_exp(-x
/fabs(a
[0]));
230 e2
= safe_exp(-x
/(fabs(a
[0])+fabs(a
[2])));
231 return a
[1]*e1
+ (1-a
[1])*e2
;
234 /*! \brief Compute y = a0 exp(-x/|a1|) + a2 exp(-x/(|a1|+|a3|)) + a4 */
235 static double lmc_exp_5_parm(double x
, const double *a
)
239 e1
= safe_exp(-x
/fabs(a
[1]));
240 e2
= safe_exp(-x
/(fabs(a
[1])+fabs(a
[3])));
241 return a
[0]*e1
+ a
[2]*e2
+ a
[4];
244 /*! \brief Compute 7 parameter exponential function value.
246 * Compute y = a0 exp(-x/|a1|) + a2 exp(-x/(|a1|+|a3|)) +
247 * a4 exp(-x/(|a1|+|a3|+|a5|)) + a6
249 static double lmc_exp_7_parm(double x
, const double *a
)
252 double fa1
, fa3
, fa5
;
255 fa3
= fa1
+ fabs(a
[3]);
256 fa5
= fa3
+ fabs(a
[5]);
257 e1
= safe_exp(-x
/fa1
);
258 e2
= safe_exp(-x
/fa3
);
259 e3
= safe_exp(-x
/fa5
);
260 return a
[0]*e1
+ a
[2]*e2
+ a
[4]*e3
+ a
[6];
263 /*! \brief Compute 9 parameter exponential function value.
265 * Compute y = a0 exp(-x/|a1|) + a2 exp(-x/(|a1|+|a3|)) +
266 * a4 exp(-x/(|a1|+|a3|+|a5|)) + a6 exp(-x/(|a1|+|a3|+|a5|+|a7|)) + a8
268 static double lmc_exp_9_parm(double x
, const double *a
)
270 double e1
, e2
, e3
, e4
;
271 double fa1
, fa3
, fa5
, fa7
;
274 fa3
= fa1
+ fabs(a
[3]);
275 fa5
= fa3
+ fabs(a
[5]);
276 fa7
= fa5
+ fabs(a
[7]);
278 e1
= safe_exp(-x
/fa1
);
279 e2
= safe_exp(-x
/fa3
);
280 e3
= safe_exp(-x
/fa5
);
281 e4
= safe_exp(-x
/fa7
);
282 return a
[0]*e1
+ a
[2]*e2
+ a
[4]*e3
+ a
[6]*e4
+ a
[8];
285 /*! \brief Compute y = (1-a0)*exp(-(x/|a2|)^|a3|)*cos(x*|a1|) + a0*exp(-(x/|a4|)^|a5|) */
286 static double lmc_pres_6_parm(double x
, const double *a
)
288 double term1
, term2
, term3
;
292 if ((a
[4] != 0) && (a
[0] != 0))
294 double power
= std::min(fabs(a
[5]), pow_max
);
295 term3
= a
[0] * safe_exp(-pow((x
/fabs(a
[4])), power
));
300 if ((term1
!= 0) && (a
[2] != 0))
302 double power
= std::min(fabs(a
[3]), pow_max
);
303 term2
= safe_exp(-pow((x
/fabs(a
[2])), power
)) * cos(x
*fabs(a
[1]));
306 return term1
*term2
+ term3
;
309 /*! \brief Compute vac function */
310 static double lmc_vac_2_parm(double x
, const double *a
)
314 * y = 1/2 (1 - 1/w) exp(-(1+w)v) + 1/2 (1 + 1/w) exp(-(1-w)v)
316 * = exp(-v) (cosh(wv) + 1/w sinh(wv))
321 * For tranverse current autocorrelation functions:
323 * a1 = 4 tau (eta/rho) k^2
327 double y
, v
, det
, omega
, wv
, em
, ec
, es
;
330 v
= x
/(2*fabs(a
[0]));
335 omega
= sqrt(fabs(det
));
336 wv
= std::min(omega
*v
, wv_max
);
340 ec
= em
*0.5*(safe_exp(wv
)+safe_exp(-wv
));
341 es
= em
*0.5*(safe_exp(wv
)-safe_exp(-wv
))/omega
;
346 es
= em
*sin(wv
)/omega
;
357 /*! \brief Compute error estimate */
358 static double lmc_errest_3_parm(double x
, const double *a
)
360 double e1
, e2
, v1
, v2
;
361 double fa0
= fabs(a
[0]);
363 double fa2
= fa0
+fabs(a
[2]);
367 e1
= safe_expm1(-x
/fa0
);
375 e2
= safe_expm1(-x
/fa2
);
384 v1
= 2*fa0
*(e1
*fa0
/x
+ 1);
385 v2
= 2*fa2
*(e2
*fa2
/x
+ 1);
386 /* We need 0 <= a1 <= 1 */
387 fa1
= std::min(1.0, std::max(0.0, a
[1]));
389 return fa1
*v1
+ (1-fa1
)*v2
;
397 /*! \brief function type for passing to fitting routine */
398 typedef double (*t_lmcurve
)(double x
, const double *a
);
400 /*! \brief array of fitting functions corresponding to the pre-defined types */
401 t_lmcurve lmcurves
[effnNR
+1] = {
402 lmc_exp_one_parm
, lmc_exp_one_parm
, lmc_exp_two_parm
,
403 lmc_exp_exp
, lmc_exp_5_parm
, lmc_exp_7_parm
,
405 lmc_vac_2_parm
, lmc_erffit
, lmc_errest_3_parm
, lmc_pres_6_parm
408 double fit_function(const int eFitFn
, const double parm
[], const double x
)
410 if ((eFitFn
< 0) || (eFitFn
>= effnNR
))
412 fprintf(stderr
, "fitfn = %d, should be in the range 0..%d\n",
416 return lmcurves
[eFitFn
](x
, parm
);
419 /*! \brief lmfit_exp supports fitting of different functions
421 * This routine calls the Levenberg-Marquardt non-linear fitting
422 * routine for fitting a data set with errors to a target function.
423 * Fitting routines included in gromacs in src/external/lmfit.
425 static gmx_bool
lmfit_exp(int nfit
,
434 double chisq
, ochisq
;
438 lm_control_struct control
;
439 lm_status_struct
*status
;
440 int nparam
= effnNparams(eFitFn
);
444 if ((eFitFn
< 0) || (eFitFn
>= effnNR
))
446 fprintf(stderr
, "fitfn = %d, should be in the range 0..%d\n",
450 /* Using default control structure for double precision fitting that
451 * comes with the lmfit package (i.e. from the include file).
453 control
= lm_control_double
;
454 control
.verbosity
= (bVerbose
? 1 : 0);
455 control
.n_maxpri
= 0;
456 control
.m_maxpri
= 0;
464 printf("%4s %10s Parameters\n", "Step", "chi^2");
466 /* Check whether we have to skip some params */
471 p2
= 1 << (nparam
-1);
472 bSkipLast
= ((p2
& nfix
) == p2
);
479 while ((nparam
> 0) && (bSkipLast
));
482 printf("Using %d out of %d parameters\n", nparam
, effnNparams(eFitFn
));
488 gmx_lmcurve(nparam
, parm
, nfit
, x
, y
, dy
,
489 lmcurves
[eFitFn
], &control
, status
);
490 chisq
= gmx::square(status
->fnorm
);
493 printf("status: fnorm = %g, nfev = %d, userbreak = %d\noutcome = %s\n",
494 status
->fnorm
, status
->nfev
, status
->userbreak
,
495 lm_infmsg
[status
->outcome
]);
500 printf("%4d %8g", j
, chisq
);
501 for (mmm
= 0; (mmm
< effnNparams(eFitFn
)); mmm
++)
503 printf(" %8g", parm
[mmm
]);
508 bCont
= (fabs(ochisq
- chisq
) > fabs(control
.ftol
*chisq
));
510 while (bCont
&& (j
< maxiter
));
517 /*! \brief Ensure the fitting parameters are well-behaved.
519 * In order to make sure that fitting behaves according to the
520 * constraint that time constants are positive and increasing
521 * we enforce this here by setting all time constants to their
522 * absolute value and by adding e.g. |a_0| to |a_2|. This is
523 * done in conjunction with the fitting functions themselves.
524 * When there are multiple time constants we make sure that
525 * the successive time constants are at least double the
526 * previous ones and during fitting we enforce the they remain larger.
527 * It may very well help the convergence of the fitting routine.
529 static void initiate_fit_params(int eFitFn
,
534 nparm
= effnNparams(eFitFn
);
539 GMX_ASSERT(params
[0] >= 0, "parameters should be >= 0");
544 GMX_ASSERT(params
[0] >= 0, "parameters should be >= 0");
547 GMX_ASSERT(params
[2] >= 0, "parameters should be >= 0");
548 /* In order to maintain params[2] >= params[0] in the final
549 * result, we fit the difference between the two, that is
550 * params[2]-params[0] and in the add add in params[0]
553 params
[2] = std::max(fabs(params
[2])-params
[0], params
[0]);
559 GMX_ASSERT(params
[1] >= 0, "parameters should be >= 0");
560 params
[1] = fabs(params
[1]);
563 GMX_ASSERT(params
[3] >= 0, "parameters should be >= 0");
564 /* See comment under effnEXPEXP */
565 params
[3] = std::max(fabs(params
[3])-params
[1], params
[1]);
568 GMX_ASSERT(params
[5] >= 0, "parameters should be >= 0");
569 /* See comment under effnEXPEXP */
570 params
[5] = std::max(fabs(params
[5])-params
[3], params
[3]);
573 GMX_ASSERT(params
[7] >= 0, "parameters should be >= 0");
574 /* See comment under effnEXPEXP */
575 params
[7] = std::max(fabs(params
[7])-params
[5], params
[5]);
581 GMX_ASSERT(params
[0] >= 0, "parameters should be >= 0");
582 GMX_ASSERT(params
[1] >= 0 && params
[1] <= 1, "parameter 1 should in 0 .. 1");
583 GMX_ASSERT(params
[2] >= 0, "parameters should be >= 0");
584 /* See comment under effnEXPEXP */
585 params
[2] = fabs(params
[2])-params
[0];
588 for (i
= 1; (i
< nparm
); i
++)
590 GMX_ASSERT(params
[i
] >= 0, "parameters should be >= 0");
598 /*! \brief Process the fitting parameters to get output parameters.
600 * See comment at the previous function.
602 static void extract_fit_params(int eFitFn
,
607 nparm
= effnNparams(eFitFn
);
612 params
[0] = fabs(params
[0]);
617 params
[0] = fabs(params
[0]);
620 /* Back conversion of parameters from the fitted difference
621 * to the absolute value.
623 params
[2] = fabs(params
[2])+params
[0];
629 params
[1] = fabs(params
[1]);
632 /* See comment under effnEXPEXP */
633 params
[3] = fabs(params
[3])+params
[1];
636 /* See comment under effnEXPEXP */
637 params
[5] = fabs(params
[5])+params
[3];
640 /* See comment under effnEXPEXP */
641 params
[7] = fabs(params
[7])+params
[5];
647 params
[0] = fabs(params
[0]);
652 else if (params
[1] > 1)
656 /* See comment under effnEXPEXP */
657 params
[2] = params
[0]+fabs(params
[2]);
660 for (i
= 1; (i
< nparm
); i
++)
662 params
[i
] = fabs(params
[i
]);
670 /*! \brief Print chi-squared value and the parameters */
671 static void print_chi2_params(FILE *fp
,
673 const double fitparms
[],
682 for (i
= 0; (i
< nfitpnts
); i
++)
684 double yfit
= lmcurves
[eFitFn
](x
[i
], fitparms
);
685 chi2
+= gmx::square(y
[i
] - yfit
);
687 fprintf(fp
, "There are %d data points, %d parameters, %s chi2 = %g\nparams:",
688 nfitpnts
, effnNparams(eFitFn
), label
, chi2
);
689 for (i
= 0; (i
< effnNparams(eFitFn
)); i
++)
691 fprintf(fp
, " %10g", fitparms
[i
]);
696 real
do_lmfit(int ndata
, real c1
[], real sig
[], real dt
, real
*x0
,
697 real begintimefit
, real endtimefit
, const gmx_output_env_t
*oenv
,
698 gmx_bool bVerbose
, int eFitFn
, double fitparms
[], int fix
,
699 const char *fn_fitted
)
703 double integral
, ttt
;
708 fprintf(stderr
, "Using fixed parameters in curve fitting is temporarily not working.\n");
712 fprintf(debug
, "There are %d points to fit %d vars!\n", ndata
, effnNparams(eFitFn
));
713 fprintf(debug
, "Fit to function %d from %g through %g, dt=%g\n",
714 eFitFn
, begintimefit
, endtimefit
, dt
);
721 for (i
= 0; i
< ndata
; i
++)
723 ttt
= x0
? x0
[i
] : dt
*i
;
724 if (ttt
>= begintimefit
&& ttt
<= endtimefit
)
730 // No weighting if all values are divided by 1.
735 dy
[j
] = std::max(1.0e-7, (double)sig
[i
]);
739 fprintf(debug
, "j= %d, i= %d, x= %g, y= %g, dy=%g, ttt=%g\n",
740 j
, i
, x
[j
], y
[j
], dy
[j
], ttt
);
747 if (nfitpnts
< effnNparams(eFitFn
))
749 fprintf(stderr
, "Not enough (%d) data points for fitting, dt = %g!\n",
758 print_chi2_params(stdout
, eFitFn
, fitparms
, "initial", nfitpnts
, x
, y
);
760 initiate_fit_params(eFitFn
, fitparms
);
762 bSuccess
= lmfit_exp(nfitpnts
, x
, y
, dy
, fitparms
, bVerbose
, eFitFn
, fix
);
763 extract_fit_params(eFitFn
, fitparms
);
767 fprintf(stderr
, "Fit failed!\n");
773 print_chi2_params(stdout
, eFitFn
, fitparms
, "final", nfitpnts
, x
, y
);
778 integral
= fitparms
[0]*myexp(begintimefit
, 1, fitparms
[0]);
781 integral
= fitparms
[0]*myexp(begintimefit
, fitparms
[1], fitparms
[0]);
784 integral
= (fitparms
[0]*myexp(begintimefit
, fitparms
[1], fitparms
[0]) +
785 fitparms
[2]*myexp(begintimefit
, 1-fitparms
[1], fitparms
[2]));
791 for (i
= 0; (i
< (effnNparams(eFitFn
)-1)/2); i
++)
793 integral
+= fitparms
[2*i
]*myexp(begintimefit
, fitparms
[2*i
+1], fitparms
[2*i
]);
797 /* Do numerical integration */
799 for (i
= 0; (i
< nfitpnts
-1); i
++)
801 double y0
= lmcurves
[eFitFn
](x
[i
], fitparms
);
802 double y1
= lmcurves
[eFitFn
](x
[i
+1], fitparms
);
803 integral
+= (x
[i
+1]-x
[i
])*(y1
+y0
)*0.5;
810 printf("FIT: Integral of fitted function: %g\n", integral
);
811 if ((effnEXP5
== eFitFn
) || (effnEXP7
== eFitFn
) || (effnEXP9
== eFitFn
))
813 printf("FIT: Note that the constant term is not taken into account when computing integral.\n");
816 /* Generate debug output */
817 if (NULL
!= fn_fitted
)
819 fp
= xvgropen(fn_fitted
, "Data + Fit", "Time (ps)",
821 for (i
= 0; (i
< effnNparams(eFitFn
)); i
++)
823 fprintf(fp
, "# fitparms[%d] = %g\n", i
, fitparms
[i
]);
825 for (j
= 0; (j
< nfitpnts
); j
++)
827 real ttt
= x0
? x0
[j
] : dt
*j
;
828 fprintf(fp
, "%10.5e %10.5e %10.5e\n",
829 x
[j
], y
[j
], (lmcurves
[eFitFn
])(ttt
, fitparms
));
843 real
fit_acf(int ncorr
, int fitfn
, const gmx_output_env_t
*oenv
, gmx_bool bVerbose
,
844 real tbeginfit
, real tendfit
, real dt
, real c1
[], real
*fit
)
847 double tStart
, tail_corr
, sum
, sumtot
= 0, c_start
, ct_estimate
;
849 int i
, j
, jmax
, nf_int
;
852 bPrint
= bVerbose
|| bDebugMode();
863 nf_int
= std::min(ncorr
, (int)(tendfit
/dt
));
864 sum
= print_and_integrate(debug
, nf_int
, dt
, c1
, NULL
, 1);
868 printf("COR: Correlation time (plain integral from %6.3f to %6.3f ps) = %8.5f ps\n",
869 0.0, dt
*nf_int
, sum
);
870 printf("COR: Relaxation times are computed as fit to an exponential:\n");
871 printf("COR: %s\n", effnDescription(fitfn
));
872 printf("COR: Fit to correlation function from %6.3f ps to %6.3f ps, results in a\n", tbeginfit
, std::min(ncorr
*dt
, tendfit
));
878 printf("COR:%11s%11s%11s%11s%11s%11s%11s\n",
879 "Fit from", "Integral", "Tail Value", "Sum (ps)", " a1 (ps)",
880 (effnNparams(fitfn
) >= 2) ? " a2 ()" : "",
881 (effnNparams(fitfn
) >= 3) ? " a3 (ps)" : "");
894 for (j
= 0; ((j
< jmax
) && (tStart
< tendfit
) && (tStart
< ncorr
*dt
)); j
++)
896 /* Estimate the correlation time for better fitting */
899 for (i
= 0; (i
< ncorr
) && (dt
*i
< tStart
|| c1
[i
] > 0); i
++)
906 ct_estimate
= 0.5*c1
[i
];
911 ct_estimate
+= c1
[i
];
916 ct_estimate
*= dt
/c_start
;
920 /* The data is strange, so we need to choose somehting */
921 ct_estimate
= tendfit
;
925 fprintf(debug
, "tStart %g ct_estimate: %g\n", tStart
, ct_estimate
);
928 if (fitfn
== effnEXPEXP
)
930 fitparm
[0] = 0.002*ncorr
*dt
;
932 fitparm
[2] = 0.2*ncorr
*dt
;
936 /* Good initial guess, this increases the probability of convergence */
937 fitparm
[0] = ct_estimate
;
942 /* Generate more or less appropriate sigma's */
943 for (i
= 0; i
< ncorr
; i
++)
945 sig
[i
] = sqrt(ct_estimate
+dt
*i
);
948 nf_int
= std::min(ncorr
, (int)((tStart
+1e-4)/dt
));
949 sum
= print_and_integrate(debug
, nf_int
, dt
, c1
, NULL
, 1);
950 tail_corr
= do_lmfit(ncorr
, c1
, sig
, dt
, NULL
, tStart
, tendfit
, oenv
,
951 bDebugMode(), fitfn
, fitparm
, 0, NULL
);
952 sumtot
= sum
+tail_corr
;
953 if (fit
&& ((jmax
== 1) || (j
== 1)))
956 for (i
= 0; (i
< 3); i
++)
960 for (i
= 0; (i
< ncorr
); i
++)
962 fit
[i
] = lmcurves
[fitfn
](i
*dt
, mfp
);
967 printf("COR:%11.4e%11.4e%11.4e%11.4e", tStart
, sum
, tail_corr
, sumtot
);
968 for (i
= 0; (i
< effnNparams(fitfn
)); i
++)
970 printf(" %11.4e", fitparm
[i
]);