PolynomialFit Class Reference

Least squares polynomial fit. More...

#include <PolynomialFit.h>

Inheritance diagram for PolynomialFit:

Public Member Functions
	PolynomialFit (const std::vector< Real > &x, const std::vector< Real > &y, unsigned int order, bool truncate_order=false)
virtual Real	sample (Real x) override
	This function will take an independent variable input and will return the dependent variable based on the generated fit.
virtual void	generate ()
	Generate the fit.
unsigned int	getSampleSize ()
	Size of the array holding the points.
const std::vector< Real > &	getCoefficients ()
	Const reference to the vector of coefficients of the least squares fit.
void	setVariables (const std::vector< Real > &x, const std::vector< Real > &y)

Protected Member Functions
virtual void	fillMatrix () override
	Helper function that creates the matrix necessary for the least squares algorithm.
void	doLeastSquares ()
	Wrapper for the LAPACK dgels function.

Protected Attributes
unsigned int	_order
	Order of the polynomial.
bool	_truncate_order
	Flag to implement a truncated polynomial.
std::vector< Real >	_x
	Independent variable.
std::vector< Real >	_y
	Dependent variable.
std::vector< Real >	_matrix
	Basis functions evaluated at each independent variable (note: actually a vector)
std::vector< Real >	_coeffs
	Vector of coefficients of the least squares fit.
unsigned int	_num_coeff
	The number of coefficients.

Static Protected Attributes
static int	_file_number = 0
	File number.

Detailed Description

Least squares polynomial fit.

Requires: LAPACK

Definition at line 19 of file PolynomialFit.h.

Constructor & Destructor Documentation

PolynomialFit()

PolynomialFit::PolynomialFit	(	const std::vector< Real > &	x,
		const std::vector< Real > &	y,
		unsigned int	order,
		bool	truncate_order = false
	)

Definition at line 21 of file PolynomialFit.C.

  : LeastSquaresFitBase(x, y), _order(order), _truncate_order(truncate_order)
{
  if (_x.size() == 0)
    mooseError("PolynomialFit does not allow empty input vectors");
  if (_truncate_order)
  {
    if (_x.size() <= _order)
      _order = _x.size() - 1;
  }
  else if (_x.size() <= order)
    mooseError("PolynomialFit requires an order less than the size of the input vector");
 
  _num_coeff = _order + 1;
}

Member Function Documentation

doLeastSquares()

void LeastSquaresFitBase::doLeastSquares ( )

protectedinherited

Wrapper for the LAPACK dgels function.

Called by generate() to perform the least squares fit

Definition at line 45 of file LeastSquaresFitBase.C.

{
  _coeffs.resize(_num_coeff);
 
  typedef Eigen::Matrix<Real, Eigen::Dynamic, 1> SolveVec;
  auto b = Eigen::Map<SolveVec, Eigen::Unaligned>(_y.data(), _y.size());
  auto x = Eigen::Map<SolveVec, Eigen::Unaligned>(_coeffs.data(), _num_coeff);
  typedef Eigen::Matrix<Real, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor> SolveMatrix;
  auto A = Eigen::Map<SolveMatrix, Eigen::Unaligned>(_matrix.data(), _y.size(), _num_coeff);
  x = A.colPivHouseholderQr().solve(b);
}

Referenced by LeastSquaresFitBase::generate().

fillMatrix()

void PolynomialFit::fillMatrix ( )

overrideprotectedvirtual

Helper function that creates the matrix necessary for the least squares algorithm.

Implements LeastSquaresFitBase.

Definition at line 41 of file PolynomialFit.C.

{
  unsigned int num_rows = _x.size();
  unsigned int num_cols = _order + 1;
  _matrix.resize(num_rows * num_cols);
 
  for (unsigned int col = 0; col < num_cols; ++col)
    for (unsigned int row = 0; row < num_rows; ++row)
      _matrix[(col * num_rows) + row] = MathUtils::pow(_x[row], col);
}

generate()

void LeastSquaresFitBase::generate ( )

virtualinherited

Generate the fit.

This function must be called prior to using sample. Note: If you pass a vector that contains duplicate independent measures the call to LAPACK will fail

Definition at line 34 of file LeastSquaresFitBase.C.

{
  if (_x.empty())
    mooseError("Empty variables in LeastSquaresFitBase. x and y must be set in the constructor or "
               "using setVariables(x, y)");
 
  fillMatrix();
  doLeastSquares();
}

Referenced by LeastSquaresFit::execute(), and LeastSquaresFitHistory::execute().

getCoefficients()

const std::vector< Real > & LeastSquaresFitBase::getCoefficients ( )

inherited

Const reference to the vector of coefficients of the least squares fit.

Parameters

return

vector of coefficients

Definition at line 64 of file LeastSquaresFitBase.C.

{
  return _coeffs;
}

Referenced by LeastSquaresFit::execute(), and LeastSquaresFitHistory::execute().

getSampleSize()

unsigned int LeastSquaresFitBase::getSampleSize ( )

inherited

Size of the array holding the points.

Returns

number of sample points

Definition at line 58 of file LeastSquaresFitBase.C.

{
  return _x.size();
}

sample()

Real PolynomialFit::sample ( Real  x )

overridevirtual

This function will take an independent variable input and will return the dependent variable based on the generated fit.

Parameters

x	independent variable

Returns

dependent variable

Implements LeastSquaresFitBase.

Definition at line 53 of file PolynomialFit.C.

{
  unsigned int size = _coeffs.size();
  Real value = 0;
 
  Real curr_x = 1;
  for (unsigned int i = 0; i < size; ++i)
  {
    value += _coeffs[i] * curr_x;
    curr_x *= x;
  }
  return value;
}

Referenced by LeastSquaresFit::execute().

setVariables()

void LeastSquaresFitBase::setVariables ( const std::vector< Real > &  x, const std::vector< Real > &  y  )

inherited

Definition at line 27 of file LeastSquaresFitBase.C.

{
  _x = x;
  _y = y;
}

Member Data Documentation

_coeffs

std::vector<Real> LeastSquaresFitBase::_coeffs

protectedinherited

Vector of coefficients of the least squares fit.

Definition at line 79 of file LeastSquaresFitBase.h.

Referenced by LeastSquaresFitBase::doLeastSquares(), LeastSquaresFitBase::getCoefficients(), and sample().

_file_number

int PolynomialFit::_file_number = 0

staticprotected

File number.

Definition at line 42 of file PolynomialFit.h.

_matrix

std::vector<Real> LeastSquaresFitBase::_matrix

protectedinherited

Basis functions evaluated at each independent variable (note: actually a vector)

Definition at line 77 of file LeastSquaresFitBase.h.

Referenced by LeastSquaresFitBase::doLeastSquares(), and fillMatrix().

_num_coeff

unsigned int LeastSquaresFitBase::_num_coeff

protectedinherited

The number of coefficients.

Definition at line 81 of file LeastSquaresFitBase.h.

Referenced by LeastSquaresFitBase::doLeastSquares(), and PolynomialFit().

_order

unsigned int PolynomialFit::_order

protected

Order of the polynomial.

Definition at line 38 of file PolynomialFit.h.

Referenced by fillMatrix(), and PolynomialFit().

_truncate_order

bool PolynomialFit::_truncate_order

protected

Flag to implement a truncated polynomial.

Definition at line 40 of file PolynomialFit.h.

Referenced by PolynomialFit().

_x

std::vector<Real> LeastSquaresFitBase::_x

protectedinherited

Independent variable.

Definition at line 73 of file LeastSquaresFitBase.h.

Referenced by fillMatrix(), LeastSquaresFitBase::generate(), LeastSquaresFitBase::getSampleSize(), PolynomialFit(), and LeastSquaresFitBase::setVariables().

_y

std::vector<Real> LeastSquaresFitBase::_y

protectedinherited

Dependent variable.

Definition at line 75 of file LeastSquaresFitBase.h.

Referenced by LeastSquaresFitBase::doLeastSquares(), and LeastSquaresFitBase::setVariables().

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The documentation for this class was generated from the following files:

• include/utils/PolynomialFit.h
• src/utils/PolynomialFit.C