Function amofitcall, func, p, coords, data, weights, method, model ; evaluates the function and the quantity to be minimized call_procedure,func, coords, p, model ;Eval fcn at trial point r = data-model; residual case method of 'maxabres': y = max(abs(r)) 'sumabres': y = total(weights*abs(r)) 'sumsqres': y = total(weights*r^2) else: y = total(weights*r^2) ; default to the old standby, sum of squared residuals endcase return, y end Function amofittry, p, y, psum, func, ihi, fac, coords, data, weights, method, model ; Extrapolates by a factor fac through the face of the simplex, across ; from the high point, tries it and replaces the high point if the new ; point is better. fac1 = (1.0 - fac) / n_elements(psum) fac2 = fac1 - fac ptry = psum * fac1 - p[*,ihi] * fac2 ; ytry = call_function(func, ptry) ;Eval fcn at trial point ytry = amofitcall(func, ptry, coords, data, weights, method, model) ;Eval fcn at trial point if ytry lt y[ihi] then begin ;If its better than highest, replace highest y[ihi] = ytry psum = psum + ptry - p[*,ihi] p[0,ihi] = ptry endif return, ytry end Function Amoebafit, ftol, data, COORDS=coords, WEIGHTS=weights, METHOD=method, FUNCTION_NAME=func, FUNCTION_VALUE=y, $ NCALLS = ncalls, NMAX = nmax, P0 = p0, SCALE=scale, SIMPLEX=p, MODEL_VALUE = model ; The Numerical Recipes procedure Amoeba, with some embellishments. ; ; Reference: Numerical Recipes, 2nd Edition, Page 411. ; P = fltarr(ndim, ndim+1) ;+ ; NAME: ; AMOEBA ; ; PURPOSE: ; Multidimensional minimization of a function FUNC(X), where ; X is an N-dimensional vector, using the downhill simplex ; method of Nelder and Mead, 1965, Computer Journal, Vol 7, pp 308-313. ; ; This routine is modified from IDL's amoeba routine, which ; in turn is based on the AMOEBA routine, Numerical ; Recipes in C: The Art of Scientific Computing (Second Edition), Page ; 411. ; ; CATEGORY: ; Function minimization/maximization. Simplex method. ; ; CALLING SEQUENCE: ; Result = AMOEBAFIT(Ftol, data, ....) ; INPUTS: ; FTOL: the fractional tolerance to be achieved in the function ; value. e.g. the fractional decrease in the function value in the ; terminating step. This should never be less than the ; machine's single or double precision. ; DATA: The data values ; KEYWORD PARAMETERS: ; FUNCTION_NAME: a string containing the name of the function to ; be minimized. If omitted, the function FUNC is minimized. ; This function must accept an Ndim vector as its only parameter and ; return a scalar single or double precision floating point value as its ; result. ; ************************************************************* ; This function is now the same form as for curvefit, eg ; function_name(coords, param, values, deriv) ; ************************************************************* ; ; COORD: The dependent variable, [0,1,2,3...] if not passed ; WEIGHT: The weights for the data, [1,1,1,1,] if not passed ; ; FUNCTION_VALUE: (output) on exit, an Ndim+1 element vector ; containing the function values at the simplex points. The first ; element contains the function minimum. ; ; NCALLS: (output) the of times the function was evaluated. ; NMAX: the maximum number of function evaluations allowed ; before terminating. Default = 5000. ; P0: Initial starting point, an Ndim element vector. The starting ; point must be specified using either the keyword SIMPLEX, or P0 and ; SCALE. P0 may be either single or double precision floating. ; For example, in a 3-dimensional problem, if the initial guess ; is the point [0,0,0], and it is known that the function's ; minimum value occurs in the interval: -10 < ; X(0) < 10, -100 < X(1) < 100, -200 < X(2) < 200, specify: P0=[0,0,0], ; SCALE=[10, 100, 200]. ; SCALE: a scalar or Ndim element vector contaiing the problem's ; characteristic length scale for each dimension. ; SCALE is used with P0 to form an initial (Ndim+1) point simplex. ; If all dimensions have the same scale, specify a scalar. ; SIMPLEX: (output and/or optional input) On input, if P0 and SCALE ; are not set, SIMPLEX contains the Ndim+1 vertices, each of ; Ndim elements, of starting simplex, in either single or double ; precision floating point, in an (Ndim, Ndim+1) array. On output, ; SIMPLEX contains the simplex, of dimensions (Ndim, Ndim+1), enclosing ; the function minimum. The first point, Simplex(*,0), corresponds to ; the function's minimum. ; METHOD: What to minimize. Choices are ; 'sumsqres' to minimize the sum of (data-model)^2, ; 'sumabres' to minimize the sum of |data-model|, ; 'maxabdev' to minimize the maximum of |data-model| ; ; OUTPUTS: ; Result: If the minimum is found, an Ndim vector, corresponding to ; the Function's minimum value is returned. If a function minimum ; within the given tolerance, is NOT found in the given number of ; evaluations, a scalar value of -1 is returned. ; ; COMMON BLOCKS: ; None. ; ; SIDE EFFECTS: ; None. ; ; PROCEDURE: ; This procedure implements the Simplex method, described in ; Numerical Recipes, Section 10.4. See also the POWELL procedure. ; ; Advantages: requires only function evaluations, not ; derivatives, may be more reliable than the POWELL method. ; Disadvantages: not as efficient as Powell's method, and usually ; requires more function evaluations. ; ; Results are performed in the mode (single or double precision) ; returned by the user-supplied function. The mode of the inputs P0, ; SCALE, or SIMPLEX, should match that returned by the function. The ; mode of the input vector supplied to the user-written function, is ; determined by P0, SCALE, or SIMPLEX. ; ; EXAMPLE: ; Use Amoeba to find the slope and intercept of a straight line fitting ; a given set of points minimizing the maximum error: ; ; The function to be minimized returns the maximum error, ; given p(0) = intercept, and p(1) = slope: ; FUNCTION FUNC, x, p, y ; RETURN, (p[0] + p[1] * x) ; END ; ; Define the data points: ; x = findgen(17)*5 ; y = [ 12.0, 24.3, 39.6, 51.0, 66.5, 78.4, 92.7, 107.8, 120.0, $ ; 135.5, 147.5, 161.0, 175.4, 187.4, 202.5, 215.4, 229.9] ; ; Call the function. Fractional tolerance = 1 part in 10^5, ; Initial guess = [0,0], and the minimum should be found within ; a distance of 100 of that point: ; r = AMOEBAFIT(1.0e-5, y, COORD=x, SCALE=1.0e2, P0 = [0, 0], FUNCTION_VALUE=fval, METHOD='maxabres') ; ; Check for convergence: ; if n_elements(r) eq 1 then message,'AMOEBA failed to converge' ; Print results. ; print, 'Intercept, Slope:', r, 'Function value (max error): ', fval(0) ;Intercept, Slope: 11.4100 2.72800 ;Function value: 1.33000 ; ; ; MODIFICATION HISTORY: ; LAY, Oct, 2002. Modified Amoeba. ;- if keyword_set(scale) then begin ;If set, then p0 is initial starting pnt ndim = n_elements(p0) p = p0 # replicate(1.0, ndim+1) for i=0, ndim-1 do p[i,i+1] = p0[i] + scale[i < (n_elements(scale)-1)] endif s = size(p) if s[0] ne 2 then message, 'Either (SCALE,P0) or SIMPLEX must be initialized' ndim = s[1] ;Dimensionality of simplex mpts = ndim+1 ;# of points in simplex ;if n_elements(func) eq 0 then func = 'FUNC' if n_elements(func) eq 0 then func = 'FUNCT' ; LAY default function for curvefit if n_elements(nmax) eq 0 then nmax = 5000L ; Start LAY changes ndata = n_elements(data) if n_elements(coords) ne ndata then coords = findgen(ndata) if n_elements(weights) ne ndata then weights = replicate(1., ndata) if n_elements(method) eq 0 then method = 'sumsqres' ; End LAY changes ;y = replicate(call_function(func, p[*,0]), mpts) ;Init Y to proper type ;for i=1, ndim do y[i] = call_function(func, p[*,i]) ;Fill in rest of the vals ; Start LAY changes ;Init Y to proper type. LAY new function call y = replicate(amofitcall(func, p[*,0], coords, data, weights, method), mpts) for i=1, ndim do y[i] = amofitcall(func, p[*,i], coords, data, weights, method) ;Fill in rest of the vals ; End LAY changes ncalls = 0L psum = total(p,2) while ncalls le nmax do begin ;Each iteration s = sort(y) ilo = s[0] ;Lowest point ihi = s[ndim] ;Highest point inhi = s[ndim-1] ;Next highest point d = abs(y[ihi]) + abs(y[ilo]) ;Denominator = interval if d ne 0.0 then rtol = 2.0 * abs(y[ihi]-y[ilo])/d $ else rtol = ftol / 2. ;Terminate if interval is 0 if rtol lt ftol then begin ;Done? t = y[0] & y[0] = y[ilo] & y[ilo] = t ;Sort so fcn min is 0th elem t = p[*,ilo] & p[*,ilo] = p[*,0] & p[*,0] = t temp = amofitcall(func, p[*,ilo], coords, data, weights, method, model) ; fill in model return, t ;params for fcn min endif ncalls = ncalls + 2 ytry = amofittry(p, y, psum, func, ihi, -1.0, coords, data, weights, method, modeltry) if ytry le y[ilo] then ytry = amofittry(p,y,psum, func, ihi, 2.0, coords, data, weights, method, modeltry) $ else if ytry ge y[inhi] then begin ysave = y[ihi] ytry = amofittry(p,y,psum,func, ihi, 0.5, coords, data, weights, method, modeltry) if ytry ge ysave then begin for i=0, ndim do if i ne ilo then begin psum = 0.5 * (p[*,i] + p[*,ilo]) p[*,i] = psum ; y[i] = call_function(func, psum) y[i] = amofitcall(func, psum, coords, data, weights, method) endif ncalls = ncalls + ndim psum = total(p,2) endif ;ytry ge ysave endif else ncalls = ncalls - 1 endwhile return, -1 ;Here, the function failed to converge. end pro amofitfunc, x, p, y y = (p[0] + p[1] * x) END pro amoebafittest ; Define the data points: x = findgen(17)*5 y = [ 12.0, 24.3, 39.6, 51.0, 66.5, 78.4, 92.7, 107.8, 120.0, $ 135.5, 147.5, 161.0, 175.4, 187.4, 202.5, 215.4, 229.9] ; ; Call the function. Fractional tolerance = 1 part in 10^5, ; Initial guess = [0,0], and the minimum should be found within ; a distance of 100 of that point: r = AMOEBAFIT(1.0e-5, y, COORD=x, SCALE=1.0e2, P0 = [0, 0], FUNCTION_NAME='amofitfunc', FUNCTION_VALUE=fval, METHOD='maxabres') ; ; Check for convergence: if n_elements(r) eq 1 then message,'AMOEBA failed to converge' ; Print results. print, 'Intercept, Slope:', r, 'Function value (max error): ', fval(0) ;Intercept, Slope: 11.4100 2.72800 ;Function value: 1.33000 r = AMOEBAFIT(1.0e-5, y, COORD=x, SCALE=1.0e2, P0 = [0, 0], FUNCTION_NAME='amofitfunc', FUNCTION_VALUE=fval, METHOD='sumabres') if n_elements(r) eq 1 then message,'AMOEBA failed to converge' print, 'Intercept, Slope:', r, 'Function value (max error): ', fval(0) r = AMOEBAFIT(1.0e-5, y, COORD=x, SCALE=1.0e2, P0 = [0, 0], FUNCTION_NAME='amofitfunc', FUNCTION_VALUE=fval, METHOD='sumsqres') if n_elements(r) eq 1 then message,'AMOEBA failed to converge' print, 'Intercept, Slope:', r, 'Function value (max error): ', fval(0) end