W dniu 07.04.2011 23:22, Dominik Wójt pisze:
> W dniu 07.04.2011 23:12, Dominik Wójt pisze:
>
>> Hello,
>>
>> I have a problem with smoothing out my data when it is more than 3000
>> points long. Code is copied from example in documentation.
>>
>> I attach the data set which I want to smooth out. Its enough to shorten
>> it to e.g. 800 point and it works properly.
>> The source code is also attached.
>>
>> Is there a way around? Should I divide the data into chunks? If so is
>> there a way not to get discontinuities on the joints?
>>
>> Thank you in advance, regards,
>> Dominik Wójt
>>
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>>
>>
> As usually forgot the attachment ;)
>
>
>
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I'm back. The solution I found might not be perfect but it works for me.
I divided my data into chunks 100 points each + 2*20 points overlapping
with neighbours to keep my curve smooth. I attach the modified smooth.cc
I think this is quite common problem, shouldn't there exist a solution
in the library?
Sorry if I create unnecessary load on the list. Maybe someone will
benefit from the solution.
Regards,
Dominik Wójt
#include "smooth.h"
#include "vicinity.h"
#include <iostream>
#include <algorithm>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_bspline.h>
#include <gsl/gsl_multifit.h>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_statistics.h>
void smooth( const std::vector<double> &x, const std::vector<double> &y, std::vector<double> &smoothed_y, int param ) throw ( TError_Generic_error ) {
if( x.size() < size_t( param*2 ) )
throw TError_Generic_error( "Not enough elements in vecotr x" );
if( x.size() != y.size() )
throw TError_Generic_error( "x.size() != y.size() in smooth(...)" );
using std::max;
using std::min;
const size_t chunk_size = 100,
chunk_overlap = 20;
smoothed_y.resize( y.size() );
for( size_t k=0; k<x.size(); k+=chunk_size )
{
// this part will be written
size_t chunk_start = k;
size_t chunk_end = min( k+chunk_size, x.size() );
// this part is used in calculation to ensure continuity
// chunk_overlap_end - chunk_overlap_start is guaranteed to be at least chunk_overlap long provided the x.size()>=chunk_overlap
size_t chunk_overlap_start = max( chunk_overlap, chunk_start )-chunk_overlap;
size_t chunk_overlap_end = min( chunk_end+chunk_overlap, x.size() );
size_t n = chunk_overlap_end-chunk_overlap_start;
gsl_vector_const_view gV_x = gsl_vector_const_view_array( &x[chunk_overlap_start], n );
gsl_vector_const_view gV_y = gsl_vector_const_view_array( &y[chunk_overlap_start], n );
gsl_vector_view gV_sy = gsl_vector_view_array ( &smoothed_y[chunk_overlap_start], n );
size_t ncoeffs = n/param;
size_t nbreak = ncoeffs - 2;
gsl_bspline_workspace *bw;
gsl_vector *B;
gsl_vector *c;
const gsl_vector *gx, *gy;
gsl_matrix *X, *cov;
gsl_multifit_linear_workspace *mw;
double chisq;//, Rsq, dof, tss;
/* allocate a cubic bspline workspace (k = 4) */
bw = gsl_bspline_alloc(4, nbreak);
B = gsl_vector_alloc(ncoeffs);
gx = &gV_x.vector;
gy = &gV_y.vector;
X = gsl_matrix_alloc(n, ncoeffs);
c = gsl_vector_alloc(ncoeffs);
cov = gsl_matrix_alloc(ncoeffs, ncoeffs);
mw = gsl_multifit_linear_alloc(n, ncoeffs);
/* use uniform breakpoints */
gsl_bspline_knots_uniform(x[chunk_overlap_start], x[chunk_overlap_end-1], bw);
/* construct the fit matrix X */
for( size_t i = 0; i < n; ++i ) {
double xi = gsl_vector_get(gx, i);
/* compute B_j(xi) for all j */
gsl_bspline_eval(xi, B, bw);
/* fill in row i of X */
for( size_t j=0; j < ncoeffs; ++j ) {
double Bj = gsl_vector_get(B, j);
gsl_matrix_set(X, i, j, Bj);
}
}
/* do the fit */
//size_t rank;
gsl_multifit_linear(X, gy, c, cov, &chisq, mw);
/* dof = n - ncoeffs;
tss = gsl_stats_wtss(w->data, 1, gy->data, 1, gy->size);
Rsq = 1.0 - chisq / tss;
fprintf(stderr, "chisq/dof = %e, Rsq = %f\n",
chisq / dof, Rsq);
*/
/* output the smoothed curve */
{
double yi, yerr;
//printf("#m=1,S=0\n");
for( size_t i=chunk_start; i<chunk_end; i++ ) {
gsl_bspline_eval(x[i], B, bw);
gsl_multifit_linear_est(B, c, cov, &yi, &yerr);
smoothed_y[i] = yi;
}
}
gsl_bspline_free(bw);
gsl_vector_free(B);
gsl_matrix_free(X);
gsl_vector_free(c);
gsl_matrix_free(cov);
gsl_multifit_linear_free(mw);
}
}
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