Merging in free energy, exp. ensemble, & andersen t-control to 4.6
[gromacs.git] / src / tools / expfit.c
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1 /*
2 * $Id: expfit.c,v 1.33 2005/08/29 19:39:11 lindahl Exp $
3 *
4 * This source code is part of
5 *
6 * G R O M A C S
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8 * GROningen MAchine for Chemical Simulations
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10 * VERSION 3.2.0
11 * Written by David van der Spoel, Erik Lindahl, Berk Hess, and others.
12 * Copyright (c) 1991-2000, University of Groningen, The Netherlands.
13 * Copyright (c) 2001-2004, The GROMACS development team,
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36 #ifdef HAVE_CONFIG_H
37 #include <config.h>
38 #endif
41 #include <sysstuff.h>
42 #include <string.h>
43 #include <math.h>
44 #include "typedefs.h"
45 #include "smalloc.h"
46 #include "xvgr.h"
47 #include "futil.h"
48 #include "gstat.h"
49 #include "vec.h"
50 #include "statutil.h"
51 #include "index.h"
53 const int nfp_ffn[effnNR] = { 0, 1, 2, 3, 2, 5, 7, 9, 4, 3};
55 const char *s_ffn[effnNR+2] = { NULL, "none", "exp", "aexp", "exp_exp", "vac",
56 "exp5", "exp7", "exp9","erffit", NULL, NULL };
57 /* We don't allow errest as a choice on the command line */
59 const char *longs_ffn[effnNR] = {
60 "no fit",
61 "y = exp(-x/a1)",
62 "y = a2 exp(-x/a1)",
63 "y = a2 exp(-x/a1) + (1-a2) exp(-x/a3)",
64 "y = exp(-v) (cosh(wv) + 1/w sinh(wv)), v = x/(2 a1), w = sqrt(1 - a2)",
65 "y = a1 exp(-x/a2) + a3 exp(-x/a4) + a5",
66 "y = a1 exp(-x/a2) + a3 exp(-x/a4) + a5 exp(-x/a6) + a7",
67 "y = a1 exp(-x/a2) + a3 exp(-x/a4) + a5 exp(-x/a6) + a7 exp(-x/a8) + a9",
68 "y = 1/2*(a1+a2) - 1/2*(a1-a2)*erf( (x-a3) /a4^2)",
69 "y = a2*ee(a1,x) + (1-a2)*ee(a2,x)"
72 extern gmx_bool mrqmin_new(real x[],real y[],real sig[],int ndata,real a[],
73 int ia[],int ma,real **covar,real **alpha,real *chisq,
74 void (*funcs)(real, real [], real *, real []),
75 real *alamda);
77 static real myexp(real x,real A,real tau)
79 if ((A == 0) || (tau == 0))
80 return 0;
81 return A*exp(-x/tau);
84 void erffit (real x, real a[], real *y, real dyda[])
86 /* Fuction
87 * y=(a1+a2)/2-(a1-a2)/2*erf((x-a3)/a4^2)
90 real erfarg;
91 real erfval;
92 real erfarg2;
93 real derf;
95 erfarg=(x-a[3])/(a[4]*a[4]);
96 erfarg2=erfarg*erfarg;
97 erfval=gmx_erf(erfarg)/2;
98 derf=(2.0/sqrt(M_PI))*(a[1]-a[2])/2*exp(-erfarg2)/(a[4]*a[4]);
99 *y=(a[1]+a[2])/2-(a[1]-a[2])*erfval;
100 dyda[1]=1/2-erfval;
101 dyda[2]=1/2+erfval;
102 dyda[3]=derf;
103 dyda[4]=2*derf*erfarg;
108 static void exp_one_parm(real x,real a[],real *y,real dyda[])
110 /* Fit to function
112 * y = exp(-x/a1)
116 real e1;
118 e1 = exp(-x/a[1]);
119 *y = e1;
120 dyda[1] = x*e1/sqr(a[1]);
123 static void exp_two_parm(real x,real a[],real *y,real dyda[])
125 /* Fit to function
127 * y = a2 exp(-x/a1)
131 real e1;
133 e1 = exp(-x/a[1]);
134 *y = a[2]*e1;
135 dyda[1] = x*a[2]*e1/sqr(a[1]);
136 dyda[2] = e1;
139 static void exp_3_parm(real x,real a[],real *y,real dyda[])
141 /* Fit to function
143 * y = a2 exp(-x/a1) + (1-a2) exp(-x/a3)
147 real e1,e2;
149 e1 = exp(-x/a[1]);
150 e2 = exp(-x/a[3]);
151 *y = a[2]*e1 + (1-a[2])*e2;
152 dyda[1] = x*a[2]*e1/sqr(a[1]);
153 dyda[2] = e1-e2;
154 dyda[3] = x*(1-a[2])*e2/sqr(a[3]);
157 static void exp_5_parm(real x,real a[],real *y,real dyda[])
159 /* Fit to function
161 * y = a1 exp(-x/a2) + a3 exp(-x/a4) + a5
165 real e1,e2;
167 e1 = exp(-x/a[2]);
168 e2 = exp(-x/a[4]);
169 *y = a[1]*e1 + a[3]*e2 + a[5];
171 if (debug)
172 fprintf(debug,"exp_5_parm called: x = %10.3f y = %10.3f\n"
173 "a = ( %8.3f %8.3f %8.3f %8.3f %8.3f)\n",
174 x,*y,a[1],a[2],a[3],a[4],a[5]);
175 dyda[1] = e1;
176 dyda[2] = x*e1/sqr(a[2]);
177 dyda[3] = e2;
178 dyda[4] = x*e2/sqr(a[4]);
179 dyda[5] = 0;
182 static void exp_7_parm(real x,real a[],real *y,real dyda[])
184 /* Fit to function
186 * y = a1 exp(-x/a2) + a3 exp(-x/a4) + a5 exp(-x/a6) + a7
190 real e1,e2,e3;
192 e1 = exp(-x/a[2]);
193 e2 = exp(-x/a[4]);
194 e3 = exp(-x/a[6]);
195 *y = a[1]*e1 + a[3]*e2 + a[5]*e3 + a[7];
197 dyda[1] = e1;
198 dyda[2] = x*e1/sqr(a[2]);
199 dyda[3] = e2;
200 dyda[4] = x*e2/sqr(a[4]);
201 dyda[5] = e3;
202 dyda[6] = x*e3/sqr(a[6]);
203 dyda[7] = 0;
206 static void exp_9_parm(real x,real a[],real *y,real dyda[])
208 /* Fit to function
210 * y = a1 exp(-x/a2) + a3 exp(-x/a4) + a5 exp(-x/a6) + a7
214 real e1,e2,e3,e4;
216 e1 = exp(-x/a[2]);
217 e2 = exp(-x/a[4]);
218 e3 = exp(-x/a[6]);
219 e4 = exp(-x/a[8]);
220 *y = a[1]*e1 + a[3]*e2 + a[5]*e3 + a[7]*e4 + a[9];
222 dyda[1] = e1;
223 dyda[2] = x*e1/sqr(a[2]);
224 dyda[3] = e2;
225 dyda[4] = x*e2/sqr(a[4]);
226 dyda[5] = e3;
227 dyda[6] = x*e3/sqr(a[6]);
228 dyda[7] = e4;
229 dyda[8] = x*e4/sqr(a[8]);
230 dyda[9] = 0;
233 static void vac_2_parm(real x,real a[],real *y,real dyda[])
235 /* Fit to function
237 * y = 1/2 (1 - 1/w) exp(-(1+w)v) + 1/2 (1 + 1/w) exp(-(1-w)v)
239 * = exp(-v) (cosh(wv) + 1/w sinh(wv))
241 * v = x/(2 a1)
242 * w = sqrt(1 - a2)
244 * For tranverse current autocorrelation functions:
245 * a1 = tau
246 * a2 = 4 tau (eta/rho) k^2
250 double v,det,omega,omega2,em,ec,es;
252 v = x/(2*a[1]);
253 det = 1 - a[2];
254 em = exp(-v);
255 if (det != 0) {
256 omega2 = fabs(det);
257 omega = sqrt(omega2);
258 if (det > 0) {
259 ec = em*0.5*(exp(omega*v)+exp(-omega*v));
260 es = em*0.5*(exp(omega*v)-exp(-omega*v))/omega;
261 } else {
262 ec = em*cos(omega*v);
263 es = em*sin(omega*v)/omega;
265 *y = ec + es;
266 dyda[2] = (v/det*ec+(v-1/det)*es)/(-2.0);
267 dyda[1] = (1-det)*v/a[1]*es;
268 } else {
269 *y = (1+v)*em;
270 dyda[2] = -v*v*em*(0.5+v/6);
271 dyda[1] = v*v/a[1]*em;
275 static void errest_3_parm(real x,real a[],real *y,real dyda[])
277 real e1,e2,v1,v2;
279 if (a[1])
280 e1 = exp(-x/a[1]) - 1;
281 else
282 e1 = 0;
283 if (a[3])
284 e2 = exp(-x/a[3]) - 1;
285 else
286 e2 = 0;
288 if (x > 0) {
289 v1 = 2*a[1]*(e1*a[1]/x + 1);
290 v2 = 2*a[3]*(e2*a[3]/x + 1);
291 *y = a[2]*v1 + (1-a[2])*v2;
292 dyda[1] = 2* a[2] *(v1/a[1] + e1);
293 dyda[3] = 2*(1 - a[2])*(v2/a[3] + e2);
294 dyda[2] = (v1 - v2);
295 } else {
296 *y = 0;
297 dyda[1] = 0;
298 dyda[3] = 0;
299 dyda[2] = 0;
303 typedef void (*myfitfn)(real x,real a[],real *y,real dyda[]);
304 myfitfn mfitfn[effnNR] = {
305 exp_one_parm, exp_one_parm, exp_two_parm, exp_3_parm, vac_2_parm,
306 exp_5_parm, exp_7_parm, exp_9_parm, erffit, errest_3_parm
309 real fit_function(int eFitFn,real *parm,real x)
311 static real y,dum[8];
313 mfitfn[eFitFn](x,parm-1,&y,dum);
315 return y;
318 /* lmfit_exp supports up to 3 parameter fitting of exponential functions */
319 static gmx_bool lmfit_exp(int nfit,real x[],real y[],real dy[],real ftol,
320 real parm[],real dparm[],gmx_bool bVerbose,
321 int eFitFn,int fix)
323 real chisq,ochisq,alamda;
324 real *a,**covar,**alpha,*dum;
325 gmx_bool bCont;
326 int i,j,ma,mfit,*lista,*ia;
328 if ((eFitFn < 0) || (eFitFn >= effnNR))
329 gmx_fatal(FARGS,"fitfn = %d, should be in 0..%d (%s,%d)",
330 effnNR-1,eFitFn,__FILE__,__LINE__);
332 ma=mfit=nfp_ffn[eFitFn]; /* number of parameters to fit */
333 snew(a,ma+1);
334 snew(covar,ma+1);
335 snew(alpha,ma+1);
336 snew(lista,ma+1);
337 snew(ia,ma+1);
338 snew(dum,ma+1);
339 for(i=1; (i<ma+1); i++) {
340 lista[i] = i;
341 ia[i] = 1; /* fixed bug B.S.S 19/11 */
342 snew(covar[i],ma+1);
343 snew(alpha[i],ma+1);
345 if (fix) {
346 if (bVerbose)
347 fprintf(stderr,"Will keep parameters fixed during fit procedure: %d\n",
348 fix);
349 for(i=0; i<ma; i++)
350 if (fix & 1<<i)
351 ia[i+1] = 0;
353 if (debug)
354 fprintf(debug,"%d parameter fit\n",mfit);
356 /* Initial params */
357 alamda = -1; /* Starting value */
358 chisq = 1e12;
359 for(i=0; (i<mfit); i++)
360 a[i+1] = parm[i];
362 j = 0;
363 if (bVerbose)
364 fprintf(stderr,"%4s %10s %10s %10s %10s %10s %10s\n",
365 "Step","chi^2","Lambda","A1","A2","A3","A4");
366 do {
367 ochisq = chisq;
368 /* mrqmin(x-1,y-1,dy-1,nfit,a,ma,lista,mfit,covar,alpha,
369 * &chisq,expfn[mfit-1],&alamda)
371 if (!mrqmin_new(x-1,y-1,dy-1,nfit,a,ia,ma,covar,alpha,&chisq,
372 mfitfn[eFitFn],&alamda))
373 return FALSE;
375 if (bVerbose) {
376 fprintf(stderr,"%4d %10.5e %10.5e %10.5e",
377 j,chisq,alamda,a[1]);
378 if (mfit > 1)
379 fprintf(stderr," %10.5e",a[2]);
380 if (mfit > 2)
381 fprintf(stderr," %10.5e",a[3]);
382 if (mfit > 3)
383 fprintf(stderr," %10.5e",a[4]);
384 fprintf(stderr,"\n");
386 j++;
387 bCont = ((fabs(ochisq - chisq) > fabs(ftol*chisq)) ||
388 ((ochisq == chisq)));
389 } while (bCont && (alamda != 0.0) && (j < 50));
390 if (bVerbose)
391 fprintf(stderr,"\n");
393 /* Now get the covariance matrix out */
394 alamda = 0;
396 /* mrqmin(x-1,y-1,dy-1,nfit,a,ma,lista,mfit,covar,alpha,
397 * &chisq,expfn[mfit-1],&alamda)
399 if ( !mrqmin_new(x-1,y-1,dy-1,nfit,a,ia,ma,covar,alpha,&chisq,
400 mfitfn[eFitFn],&alamda))
401 return FALSE;
403 for(j=0; (j<mfit); j++) {
404 parm[j] = a[j+1];
405 dparm[j] = covar[j+1][j+1];
408 for(i=0; (i<ma+1); i++) {
409 sfree(covar[i]);
410 sfree(alpha[i]);
412 sfree(a);
413 sfree(covar);
414 sfree(alpha);
415 sfree(lista);
416 sfree(dum);
418 return TRUE;
421 real do_lmfit(int ndata,real c1[],real sig[],real dt,real x0[],
422 real begintimefit,real endtimefit,const output_env_t oenv,
423 gmx_bool bVerbose, int eFitFn,real fitparms[],int fix)
425 FILE *fp;
426 char buf[32];
428 int i,j,nparm,nfitpnts;
429 real integral,ttt;
430 real *parm,*dparm;
431 real *x,*y,*dy;
432 real ftol = 1e-4;
434 nparm = nfp_ffn[eFitFn];
435 if (debug) {
436 fprintf(debug,"There are %d points to fit %d vars!\n",ndata,nparm);
437 fprintf(debug,"Fit to function %d from %g through %g, dt=%g\n",
438 eFitFn,begintimefit,endtimefit,dt);
441 snew(x,ndata);
442 snew(y,ndata);
443 snew(dy,ndata);
445 j=0;
446 for(i=0; i<ndata; i++) {
447 ttt = x0 ? x0[i] : dt*i;
448 if (ttt>=begintimefit && ttt<=endtimefit) {
449 x[j] = ttt;
450 y[j] = c1[i];
452 /* mrqmin does not like sig to be zero */
453 if (sig[i]<1.0e-7)
454 dy[j]=1.0e-7;
455 else
456 dy[j]=sig[i];
457 if (debug)
458 fprintf(debug,"j= %d, i= %d, x= %g, y= %g, dy= %g\n",
459 j,i,x[j],y[j],dy[j]);
460 j++;
463 nfitpnts = j;
464 integral = 0;
465 if (nfitpnts < nparm)
466 fprintf(stderr,"Not enough data points for fitting!\n");
467 else {
468 snew(parm,nparm);
469 snew(dparm,nparm);
470 if (fitparms)
471 for(i=0; (i < nparm); i++)
472 parm[i]=fitparms[i];
474 if (!lmfit_exp(nfitpnts,x,y,dy,ftol,parm,dparm,bVerbose,eFitFn,fix))
475 fprintf(stderr,"Fit failed!\n");
476 else if (nparm <= 3) {
477 /* Compute the integral from begintimefit */
478 if (nparm == 3)
479 integral=(parm[0]*myexp(begintimefit,parm[1], parm[0]) +
480 parm[2]*myexp(begintimefit,1-parm[1],parm[2]));
481 else if (nparm == 2)
482 integral=parm[0]*myexp(begintimefit,parm[1], parm[0]);
483 else if (nparm == 1)
484 integral=parm[0]*myexp(begintimefit,1, parm[0]);
485 else
486 gmx_fatal(FARGS,"nparm = %d in file %s, line %d",
487 nparm,__FILE__,__LINE__);
489 /* Generate THE output */
490 if (bVerbose) {
491 fprintf(stderr,"FIT: # points used in fit is: %d\n",nfitpnts);
492 fprintf(stderr,"FIT: %21s%21s%21s\n",
493 "parm0 ","parm1 (ps) ","parm2 (ps) ");
494 fprintf(stderr,"FIT: ------------------------------------------------------------\n");
495 fprintf(stderr,"FIT: %8.3g +/- %8.3g%9.4g +/- %8.3g%8.3g +/- %8.3g\n",
496 parm[0],dparm[0],parm[1],dparm[1],parm[2],dparm[2]);
497 fprintf(stderr,"FIT: Integral (calc with fitted function) from %g ps to inf. is: %g\n",
498 begintimefit,integral);
500 sprintf(buf,"test%d.xvg",nfitpnts);
501 fp = xvgropen(buf,"C(t) + Fit to C(t)","Time (ps)","C(t)",oenv);
502 fprintf(fp,"# parm0 = %g, parm1 = %g, parm2 = %g\n",
503 parm[0],parm[1],parm[2]);
504 for(j=0; (j<nfitpnts); j++) {
505 ttt = x0 ? x0[j] : dt*j;
506 fprintf(fp,"%10.5e %10.5e %10.5e\n",
507 ttt,c1[j],fit_function(eFitFn,parm,ttt));
509 xvgrclose(fp);
512 if (fitparms)
514 for(i=0;(i<nparm);i++)
516 fitparms[i] = parm[i];
519 sfree(parm);
520 sfree(dparm);
523 sfree(x);
524 sfree(y);
525 sfree(dy);
527 return integral;
530 void do_expfit(int ndata,real c1[],real dt,real begintimefit,real endtimefit)
532 int i,n;
533 real *x,*y,*Dy;
534 real aa,bb,saa,sbb,A,tau,dA,dtau;
536 fprintf(stderr,"Will fit data from %g (ps) to %g (ps).\n",
537 begintimefit,endtimefit);
539 snew(x,ndata); /* allocate the maximum necessary space */
540 snew(y,ndata);
541 snew(Dy,ndata);
542 n=0;
544 for(i=0; (i<ndata); i++) {
545 if ( (dt*i >= begintimefit) && (dt*i <= endtimefit) ) {
546 x[n]=dt*i;
547 y[n]=c1[i];
548 Dy[n]=0.5;
549 fprintf(stderr,"n= %d, i= %d, x= %g, y= %g\n",n,i,x[n],y[n]);
550 n++;
553 fprintf(stderr,"# of data points used in the fit is : %d\n\n",n);
554 expfit(n,x,y,Dy,&aa,&saa,&bb,&sbb);
556 A=exp(aa);
557 dA=exp(aa)*saa;
558 tau=-1.0/bb;
559 dtau=sbb/sqr(bb);
560 fprintf(stderr,"Fitted to y=exp(a+bx):\n");
561 fprintf(stderr,"a = %10.5f\t b = %10.5f",aa,bb);
562 fprintf(stderr,"\n");
563 fprintf(stderr,"Fitted to y=Aexp(-x/tau):\n");
564 fprintf(stderr,"A = %10.5f\t tau = %10.5f\n",A,tau);
565 fprintf(stderr,"dA = %10.5f\t dtau = %10.5f\n",dA,dtau);
569 void expfit(int n, real *x, real *y, real *Dy, real *a, real *sa,
570 real *b, real *sb)
572 real *w,*ly,A,SA,B,SB;
573 int i;
574 real sum,xbar,ybar,Sxx,Sxy,wr2,chi2,gamma,Db;
576 #define ZERO 0.0
577 #define ONE 1.0
578 #define ONEP5 1.5
579 #define TWO 2.0
581 #define sqr(x) ((x)*(x))
583 /*allocate memory */
584 snew(w,n);
585 snew(ly,n);
587 /* Calculate weights and values of ln(y). */
588 for(i=0;(i<n); i++){
589 w[i]=sqr(y[i]/Dy[i]);
590 ly[i]=log(y[i]);
593 /* The weighted averages of x and y: xbar and ybar. */
594 sum=ZERO;
595 xbar=ZERO;
596 ybar=ZERO;
597 for(i=0;(i<n);i++){
598 sum+=w[i];
599 xbar+=w[i]*x[i];
600 ybar+=w[i]*ly[i];
602 xbar/=sum;
603 ybar/=sum;
605 /* The centered product sums Sxx and Sxy, and hence A and B. */
606 Sxx=ZERO;
607 Sxy=ZERO;
608 for(i=0;(i<n);i++){
609 Sxx+=w[i]*sqr(x[i]-xbar);
610 Sxy+=w[i]*(x[i]-xbar)*(ly[i]-ybar);
612 B=Sxy/Sxx;
613 A=ybar-B*xbar;
615 /* Chi-squared (chi2) and gamma. */
616 chi2=ZERO;
617 gamma=ZERO;
618 for(i=0;(i<n);i++){
619 wr2=w[i]*sqr(ly[i]-A-B*x[i]);
620 chi2+=wr2;
621 gamma+=wr2*(x[i]-xbar);
624 /* Refined values of A and B. Also SA and SB. */
625 Db=-ONEP5*gamma/Sxx;
626 B+=Db;
627 A-=ONEP5*chi2/sum-xbar*Db;
628 SB=sqrt((chi2/(n-2))/Sxx);
629 SA=SB*sqrt(Sxx/sum+sqr(xbar));
630 *a=A;
631 *b=B;
632 *sa=SA;
633 *sb=SB;