Michael Mayer / gammalib

Commit 2d6c355346543c191dcc6700ea3bfa01e56a1fe1

Authored by Jürgen Knödlseder
2 parents ad9fa30c 78192ad8

Merge branch '1863_CovMat' into integration 

# Conflicts:
#	ChangeLog
#	NEWS
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Showing 4 changed files with 82 additions and 2 deletions
ChangeLog
  View file @2d6c355
1   -2016-10-16
  1 +2016-10-17
2 2  
3 3 * Version 1.2.0 released
4 4 =========================
5 5  
  6 + Add GObservations::save_covmat() method (#1863)
6 7 Add GFft and GFftWavetable classes (#1731)
7 8 Add GNdarray class (#1768)
8 9 Increase precision of gammalib::str() floating point functions
... ...
1 1 New Features and Important Changes in GammaLib 1.2.0
2 2  
3   -16 October 2016
  3 +17 October 2016
4 4  
5 5  
6 6 1. Introduction
... ... @@ -54,6 +54,7 @@ The following methods have been added:
54 54 - GTime::now()
55 55 - GFits::publish()
56 56 - gammalib::rstrip_chars()
  57 +- GObservations::save_covmat()
57 58  
58 59 The following methods have been removed:
59 60 - <all classes>::eval_gradients()
... ... @@ -179,6 +180,9 @@ times that depend on the geographic longitude. Finally, a now() method has
179 180 been added to the GTime class that sets the time to the current time (see
180 181 #1856).
181 182  
  183 +The GObservations::save_covmat() method computes and saves the covariance
  184 +matrix into a FITS file (#1863).
  185 +
182 186  
183 187 11. Optimization module
184 188 -----------------------
... ...
include/GObservations.hpp
  View file @2d6c355
... ... @@ -129,6 +129,7 @@ public:
129 129 void optimize(GOptimizer& opt);
130 130 void errors(GOptimizer& opt);
131 131 void errors_hessian(void);
  132 + void save_covmat(const GFilename& filename) const;
132 133 void eval(void);
133 134 double logL(void) const;
134 135 int nobserved(void) const;
... ...
src/obs/GObservations.cpp
  View file @2d6c355
... ... @@ -35,6 +35,9 @@
35 35 #include "GObservationRegistry.hpp"
36 36 #include "GMatrixSparse.hpp"
37 37 #include "GOptimizer.hpp"
  38 +#include "GFitsBinTable.hpp"
  39 +#include "GFitsTableStringCol.hpp"
  40 +#include "GFitsTableDoubleCol.hpp"
38 41  
39 42 /* __ Method name definitions ____________________________________________ */
40 43 #define G_AT "GObservations::at(int&)"
... ... @@ -837,6 +840,77 @@ void GObservations::errors_hessian(void)
837 840  
838 841  
839 842 /***********************************************************************//**
  843 + * @brief Save covariance matrix into FITS file
  844 + *
  845 + * @param[in] filename FITS filename.
  846 + *
  847 + * Saves the covariance matrix into FITS file. The covariance matrix is
  848 + * calculated as the inverse of the curvature matrix.
  849 + ***************************************************************************/
  850 +void GObservations::save_covmat(const GFilename& filename) const
  851 +{
  852 + // Calculate covariance matrix (circumvent const correctness)
  853 + GMatrixSparse covmat =
  854 + const_cast<GObservations*>(this)->m_fct.curvature()->invert();
  855 +
  856 + // Create covariance matrix entry names
  857 + std::vector<std::string> covmat_entries;
  858 + for (int i = 0 ; i < m_models.size(); ++i) {
  859 + for (int j = 0; j < m_models[i]->size(); ++j) {
  860 + covmat_entries.push_back(m_models[i]->at(j).name() + "(" +
  861 + m_models[i]->name() + ")");
  862 + }
  863 + }
  864 +
  865 + // Create binary table and columns
  866 + int size = covmat_entries.size();
  867 + GFitsBinTable covmat_table;
  868 + GFitsTableStringCol par("Parameters", 1, 50, size);
  869 + GFitsTableDoubleCol cov("Covariance", 1, size*size);
  870 +
  871 + // Fill tables. We need to take the scale factors into account since the
  872 + // covariance matrix is for the unscaled parameters
  873 + int counter = 0;
  874 + for (int i = 0; i < size; ++i) {
  875 + par(0, i) = covmat_entries[i];
  876 + for (int j = 0; j < size; ++j) {
  877 + cov(0, counter) = covmat(i,j) * m_models.pars()[i]->scale()
  878 + * m_models.pars()[j]->scale();
  879 + ++counter;
  880 + }
  881 + }
  882 +
  883 + // Set dimension for covariance matrix column
  884 + std::vector<int> dim;
  885 + dim.push_back(size);
  886 + dim.push_back(size);
  887 + cov.dim(dim);
  888 +
  889 + // Append columns to table
  890 + covmat_table.append(par);
  891 + covmat_table.append(cov);
  892 +
  893 + // Set extension name
  894 + covmat_table.extname("Covariance Matrix");
  895 +
  896 + // Allocate FITS object
  897 + GFits fits;
  898 +
  899 + // Append covariance matrix table to FITS object
  900 + fits.append(covmat_table);
  901 +
  902 + // Save FITS file to disk
  903 + fits.saveto(filename, true);
  904 +
  905 + // Close FITS object
  906 + fits.close();
  907 +
  908 + // Return
  909 + return;
  910 +}
  911 +
  912 +
  913 +/***********************************************************************//**
840 914 * @brief Evaluate function
841 915 *
842 916 * Evaluates the likelihood funtion at the actual set of parameters.
... ...