public LM_NBMT(NBMTHost gH, int gnadj, int gnpts, int nresp) throws Exception
// Constructor sets up fields and drives iterations.
{
myH = gH;
nadj = gnadj;
npts = gnpts;
this.nresp = nresp;
delta = new double[nadj];
beta = new double[nadj];
alpha = new double[nadj][nadj];
amatrix = new double[nadj][nadj];
lambda = LAMBDAZERO;
int niter = 0;
boolean done = false;
PrintWriter out = new PrintWriter(new FileWriter("LM.txt"));
do {
done = bLMiter(out);
niter++;
out.println("New parameters: ");
Printer.printArray(myH.getParms(), out);
logger.info("niter: " + niter);
out.println("niter: " + niter);
} while (!done && (niter < LMITER));
out.close();
}
private boolean bLMiter(PrintWriter out) throws Exception
// Each call performs one LM iteration.
// Returns true if done with iterations; false=wants more.
// Global nadj, npts; needs nadj, myH to be preset.
// Ref: M.Lampton, Computers in Physics v.11 pp.110-115 1997.
{
// PrintWriter out = new PrintWriter(new FileWriter("LM.txt"));
PrintWriter out_SSQ = new PrintWriter(new FileWriter("SSQ_LM.txt"));
sos = myH.dComputeResid();
if (sos == BIGVAL) {
logger.debug("bLMiter finds faulty initial dComputeResid()");
return false;
}
sosprev = sos;
logger.info("sosprev: " + sosprev);
out.println("sosprev: " + sosprev);
// out.println("bLMiter..sos= "+sos);
// if (!myH.bBuildJacobian_forward())
if (!myH.bBuildJacobian()) {
logger.debug("bLMiter finds bBuildJacobian()=false");
return false;
}
logger.info("jacobian[i][j]: ");
out.println("jacobian[i][j]: ");
Printer.printMatrix(myH.dGetFullJac(), out);
for (int k = 0; k < nadj; k++) // get downhill gradient beta
{
beta[k] = 0.0;
for (int i = 0; i < npts * nresp; i++) beta[k] -= myH.dGetResid(i) * myH.dGetJac(i, k);
}
logger.info("beta[i]: ");
out.println("beta[i]: ");
Printer.printArray(beta, out);
for (int k = 0; k < nadj; k++) // get curvature matrix alpha
for (int j = 0; j < nadj; j++) {
alpha[j][k] = 0.0;
for (int i = 0; i < npts * nresp; i++) alpha[j][k] += myH.dGetJac(i, j) * myH.dGetJac(i, k);
}
logger.info("alpha[i][j]: ");
out.println("alpha[i][j]: ");
Printer.printMatrix(alpha, out);
double rrise = 0;
do /// damping loop searches for one downhill step
{
// System.out.println(" lambda = "+lambda);
for (int k = 0; k < nadj; k++) // copy and damp it
for (int j = 0; j < nadj; j++) amatrix[j][k] = alpha[j][k] + ((j == k) ? lambda : 0.0);
logger.info("amatrix[i][j]: ");
out.println("amatrix[i][j]: ");
Printer.printMatrix(amatrix, out);
Algebra.gaussj(amatrix, nadj); // invert
logger.info("amatrix[i][j] inverted: ");
out.println("amatrix[i][j] inverted: ");
Printer.printMatrix(amatrix, out);
for (int k = 0; k < nadj; k++) // compute delta[]
{
delta[k] = 0.0;
for (int j = 0; j < nadj; j++) delta[k] += amatrix[j][k] * beta[j];
}
logger.info("delta[k]: ");
out.println("delta[k]: ");
Printer.printArray(delta, out);
sos = myH.dNudge(delta); // try it out.
out_SSQ.println("SSQ: " + sos);
if (sos == BIGVAL) {
logger.info("LMinner failed SOS step");
return false;
}
rrise = (sos - sosprev) / (1 + sos);
logger.info("rrise: " + rrise);
out.println("rrise: " + rrise);
if (rrise <= 0.0) // good step!
{
out.println("lambda: " + lambda);
logger.info("lambda: " + lambda);
lambda *= LMSHRINK; // shrink lambda
break; // leave lmInner.
}
for (int q = 0; q < nadj; q++) // reverse course!
delta[q] *= -1.0;
myH.dNudge(delta); // sosprev should still be OK
if (rrise < LMTOL) // finished but keep prev parms
break; // leave inner loop
lambda *= LMBOOST; // else try more damping.
out.println("lambda: " + lambda);
logger.info("lambda: " + lambda);
} while (lambda < LAMBDAMAX);
boolean done = (rrise > -LMTOL) || (lambda > LAMBDAMAX);
// out.close();
out_SSQ.close();
return done;
}