Printed by Juergen Rose

Okt 10, 11 16:55

cubic_bspline.pl

Page 1/2

Okt 10, 11 16:55

cubic_bspline.pl

Page 2/2

#!/usr/bin/perl w
use strict;
use
use
use
use
use
use
use

# construct the fit matrix X

for (my $i = 0; $i < $n; ++$i) {
my ($xi) = $x>get([$i]);

Math::GSL::BSpline qw/:all/;
Math::GSL::Vector qw/:all/;
Math::GSL::Matrix qw/:all/;
Math::GSL::RNG qw/:all/;
Math::GSL::Multifit qw /:all/;
Math::GSL::Randist qw/:all/;
Math::GSL::Statistics qw /:all/;

# compute B_j(xi) for all j

gsl_bspline_eval($xi, $B>raw(), $bw);
# fill in row i of X
for (my $j = 0; $j < $ncoeffs; ++$j) {
my ($Bj) = $B>get([$j]);
gsl_matrix_set($X>raw(), $i, $j, $Bj);
}

# number of data points to fit

my $N=200;

# number of fit coefficients

my $NCOEFFS=12;

# do the fit
$chisq=gsl_multifit_wlinear($X>raw(), $w>raw(), $y>raw(), $c>raw(), $cov>ra
w(), $mw);

# nbreak = ncoeffs + 2 k = ncoeffs 2 since k = 4

my $NBREAK=$NCOEFFS 2;

$dof = $n $ncoeffs;

my $n = $N;
my $ncoeffs = $NCOEFFS;
my $nbreak = $NBREAK;
my ($chisq, $Rsq, $dof, $tss);
my $seed=5;
#my $r = Math::GSL::RNG>new;
my $r = Math::GSL::RNG>new($gsl_rng_default,$seed);

my @w_data=$w>as_list();
my @y_data=$y>as_list();
my $y_size=$y>length();
$tss = gsl_stats_wtss(\@w_data, 1, \@y_data, 1, $y>length());
$Rsq = 1.0 $chisq / $tss;
printf STDERR "chisq/dof = %e, Rsq = %f\n",$chisq / $dof, $Rsq;
#
{

output the smoothed curve

# allocate a cubic bspline workspace (k = 4)

my $bw = gsl_bspline_alloc(4, $nbreak);
my
my
my
my
my
my
my
my

$B = Math::GSL::Vector>new($ncoeffs);
$x = Math::GSL::Vector>new($n);
$y = Math::GSL::Vector>new($n);
$X = Math::GSL::Matrix>new($n, $ncoeffs);
$c = Math::GSL::Vector>new($ncoeffs);
$w = Math::GSL::Vector>new($n);
$cov = Math::GSL::Matrix>new($ncoeffs, $ncoeffs);
$mw = gsl_multifit_linear_alloc($n, $ncoeffs);

printf("#m=0,S=0\n");
# this is the data to be fitted
for (my $i = 0; $i < $n; ++$i) {
my $xi = (15.0 / ($N 1)) * $i;
my $yi = cos($xi) * exp(0.1 * $xi);
my $sigma = 0.1 * $yi;
my $dy = gsl_ran_gaussian($r>raw(), $sigma);
$yi += $dy;
$x>set([$i], [$xi]);
$y>set([$i], [$yi]);
$w>set([$i], [1.0 / ($sigma * $sigma)]);
printf("%f %f\n", $xi, $yi);
}

my ($xi, $yi, $yerr);

printf("#m=1,S=0\n");
for (my $xi = 0.0; $xi < 15.0; $xi += 0.1) {
gsl_bspline_eval($xi, $B>raw(), $bw);
my $rc;
($rc,$yi,$yerr)=gsl_multifit_linear_est($B>raw(), $c>raw(), $c
ov>raw());
printf("%f %f\n", $xi, $yi);
}
}
$r>free();
gsl_bspline_free($bw);
gsl_vector_free($B>raw());
gsl_vector_free($x>raw());
gsl_vector_free($y>raw());
gsl_matrix_free($X>raw());
gsl_vector_free($c>raw());
gsl_vector_free($w>raw());
gsl_matrix_free($cov>raw());
gsl_multifit_linear_free($mw);
#
#
#
#
#

The output can be plotted with gnu graph.

$ ./a.out > bspline.dat
chisq/dof = 1.118217e+00, Rsq = 0.989771
$ graph T ps X x Y y x 0 15 y 1 1.3 < bspline.dat > bspline.ps

# use uniform breakpoints on [0, 15]

gsl_bspline_knots_uniform(0.0, 15.0, $bw);

Mittwoch Oktober 12, 2011

cubic_bspline.pl

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