ChebFitter.h

/**************************************************************************
 * basf2 (Belle II Analysis Software Framework)                           *
 * Author: The Belle II Collaboration                                     *
 *                                                                        *
 * See git log for contributors and copyright holders.                    *
 * This file is licensed under LGPL-3.0, see LICENSE.md.                  *
 **************************************************************************/
 
 
#pragma once
 
#include <vector>
#include <map>
#include <Eigen/Dense>
#include <functional>
 
 
namespace Belle2 {
  typedef std::map<std::string, double> Pars;
 
  typedef std::map<std::string, std::pair<double, double>> Limits;
 
 
  class ChebFitter {
 
  public:
 
    void setDataAndFunction(std::function<double(double, Pars)> fun, const std::vector<double>& data)
    {
      m_myFun = fun;
      m_data = data;
    }
 
    void init(int Size, double xMin, double xMax);
 
    double operator()(const double* par) const;
 
 
    std::pair<Pars, Eigen::MatrixXd> fitData(Pars pars, Limits limits, bool UseCheb = true);
 
 
  private:
 
    Eigen::VectorXd getLogFunction(Pars pars) const;
 
    double getLogLikelihoodSlow(const Pars& pars) const;
 
    double getLogLikelihoodFast(const Pars& pars) const;
 
 
    Eigen::VectorXd getDataGrid() const;
 
    std::pair<Eigen::VectorXd, Eigen::MatrixXd> getDataGridWithCov() const;
 
    double getFunctionFast(const Pars& pars, double x);
 
 
 
 
    std::vector<double> m_data;         
    Eigen::VectorXd m_dataGrid;         
    Eigen::MatrixXd m_dataGridCov;      
    Eigen::MatrixXd m_coefsMat;         
 
    Eigen::VectorXd m_nodes;            
    Eigen::VectorXd m_weights;          
 
    std::vector<std::string> m_parNames; 
    bool m_useCheb = true;               
 
    std::function<double(double, Pars)> m_myFun; 
 
  };
 
}