67 lines
2.5 KiB
Python
Executable File
67 lines
2.5 KiB
Python
Executable File
import org.apache.commons.math3.geometry.euclidean.twod.Vector2D as Vector2D
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import org.apache.commons.math3.linear.ArrayRealVector as ArrayRealVector
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import org.apache.commons.math3.linear.Array2DRowRealMatrix as Array2DRowRealMatrix
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import org.apache.commons.math3.linear.MatrixUtils as MatrixUtils
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import org.apache.commons.math3.util.Pair as Pair
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import org.apache.commons.math3.optimization.general.LevenbergMarquardtOptimizer as LevenbergMarquardtOptimizer
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import org.apache.commons.math3.fitting.leastsquares.MultivariateJacobianFunction as MultivariateJacobianFunction
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import org.apache.commons.math3.fitting.leastsquares.LeastSquaresBuilder as LeastSquaresBuilder
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import org.apache.commons.math3.fitting.leastsquares.LevenbergMarquardtOptimizer as LevenbergMarquardtOptimizer
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x = [12.0, 13.0, 14.0, 15.0, 16.0, 17.0, 18.0, 19.0]
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y = [30.0, 21.0, 17.0, 15.0, 16.0, 19.0, 22.0, 33.0]
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v = [0.25, 0.5, 0.75, 0.33, 0.7. 0.35, 0.22, 0.35]
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num_samples = len(x)
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w = [1.0/i for i in v]
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W = MatrixUtils.createRealDiagonalMatrix(w)
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initial = [1.0, 1.0, 1.0] #a, b, c
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class Model(MultivariateJacobianFunction):
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def value(self, variables):
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value = ArrayRealVector(num_samples)
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jacobian = Array2DRowRealMatrix(num_samples, 3)
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for i in range(num_samples):
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(a,b,c) = (variables.getEntry(0), variables.getEntry(1), variables.getEntry(2))
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model = a*x[i]*x[i] + b*x[i] + c
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value.setEntry(i, model)
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# derivative with respect to a
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jacobian.setEntry(i, 0, x[i]*x[i])
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# derivative with respect to b
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jacobian.setEntry(i, 1, x[i])
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# derivative with respect to c
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jacobian.setEntry(i, 2, 1.0)
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return Pair(value, jacobian)
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model = Model()
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# the target is to have all points at the specified radius from the center
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target = [v for v in y]
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problem = LeastSquaresBuilder().start(initial).model(model).target(target).lazyEvaluation(False).maxEvaluations(1000).maxIterations(1000).weight(W).build()
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optimizer = LevenbergMarquardtOptimizer()
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optimum = optimizer.optimize(problem)
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optimalValues = optimum.getPoint()
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a,b,c = optimum.getPoint().getEntry(0), optimum.getPoint().getEntry(1), optimum.getPoint().getEntry(2)
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print "A: ", a
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print "B: ", b
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print "C: ", c
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print ""
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print "RMS: " , optimum.getRMS()
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print "evaluations: " , optimum.getEvaluations()
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print "iterations: " , optimum.getIterations()
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