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/** \file GenericHouseholder.cc
*
*
* \author Lorenzo Agostino, R.Ofierzynski, CERN
*/
#include "Calibration/Tools/interface/GenericHouseholder.h"
#include <cfloat>
#include <cmath>
GenericHouseholder::GenericHouseholder(bool normalise) : normaliseFlag(normalise) {}
GenericHouseholder::~GenericHouseholder() {}
std::vector<float> GenericHouseholder::iterate(const std::vector<std::vector<float> >& eventMatrix,
const std::vector<float>& energyVector,
const int nIter) {
std::vector<float> solution;
std::vector<float> theCalibVector(energyVector.size(), 1.);
std::vector<std::vector<float> > myEventMatrix(eventMatrix);
int Nevents = eventMatrix.size(); // Number of events to calibrate with
int Nchannels = eventMatrix[0].size(); // Number of channel coefficients
// Iterate the correction
for (int iter = 1; iter <= nIter; iter++) {
// make one iteration
solution = iterate(myEventMatrix, energyVector);
if (solution.empty())
return solution;
// R.O.: or throw an exception, what's the standard CMS way ?
// re-calibrate eventMatrix with solution
for (int i = 0; i < Nchannels; i++) {
for (int ievent = 0; ievent < Nevents; ievent++) {
myEventMatrix[ievent][i] *= solution[i];
}
// save solution into theCalibVector
theCalibVector[i] *= solution[i];
}
} // end iterate the correction
return theCalibVector;
}
std::vector<float> GenericHouseholder::iterate(const std::vector<std::vector<float> >& eventMatrix,
const std::vector<float>& energyVector) {
// An implementation of the Householder in-situ calibration algorithm
// (Least squares minimisation of residual R=b-Ax, with QR decomposition of A)
// A: matrix of channel response for all calib events
// x: vector of channel calibration coefficients
// b: vector of energies
// adapted from the original code by Matt Probert 9/08/01.
std::vector<float> solution;
unsigned int m = eventMatrix.size(); // Number of events to calibrate with
unsigned int n = eventMatrix[0].size(); // Number of channel coefficients to optimize
std::cout << "Householder::runIter(): starting calibration optimization:" << std::endl;
std::cout << " Events:" << m << ", channels: " << n << std::endl;
// Sanity check
if (m != energyVector.size()) {
std::cout << "Householder::runIter(): matrix dimensions non-conformant. " << std::endl;
std::cout << " energyVector.size()=" << energyVector.size() << std::endl;
std::cout << " eventMatrix[0].size()=" << eventMatrix[0].size() << std::endl;
std::cout << " ****************** ERROR *********************" << std::endl;
return solution; // empty vector
}
// Reserve workspace
float e25p;
unsigned int i, j;
std::vector<std::vector<float> > A(eventMatrix);
std::vector<float> energies(energyVector);
float normalisation = 0.;
// Normalise if normaliseFlag is set
if (normaliseFlag) {
std::cout << "Householder::iterate(): Normalising event data" << std::endl;
std::cout << " WARNING: assuming 5x5 filtering has already been done" << std::endl;
for (i = 0; i < m; i++) {
e25p = 0.;
for (j = 0; j < n; j++) {
e25p += eventMatrix[i][j]; // lorenzo -> trying to use ESetup which already performs calibs on rechits
}
e25p /= energyVector[i];
normalisation += e25p; // SUM e25p for all events
}
normalisation /= m;
std::cout << " Normalisation = " << normalisation << std::endl;
for (i = 0; i < energies.size(); ++i)
energies[i] *= normalisation;
}
// This is where the work goes on...
// matrix decomposition
std::vector<std::vector<float> > Acopy(A);
std::vector<float> alpha(n);
std::vector<int> pivot(n);
if (!decompose(m, n, A, alpha, pivot)) {
std::cout << "Householder::runIter(): Failed: Singular condition in decomposition." << std::endl;
std::cout << "***************** PROBLEM in DECOMPOSITION *************************" << std::endl;
return solution; // empty vector
}
/* DBL_EPSILON: Difference between 1.0 and the minimum float greater than 1.0 */
float etasqr = DBL_EPSILON * DBL_EPSILON;
std::cout << "LOOK at DBL_EPSILON :" << DBL_EPSILON << std::endl;
std::vector<float> r(energies); // copy energies vector
std::vector<float> e(n);
// apply transformations to rhs - find solution vector
solution.assign(n, 0.);
solve(m, n, A, alpha, pivot, r, solution);
// compute residual vector r
for (i = 0; i < m; i++) {
r[i] = energies[i];
for (j = 0; j < n; j++)
r[i] -= Acopy[i][j] * solution[j];
}
// compute first correction vector e
solve(m, n, A, alpha, pivot, r, e);
float normy0 = 0.;
float norme1 = 0.;
float norme0;
for (i = 0; i < n; i++) {
normy0 += solution[i] * solution[i];
norme1 += e[i] * e[i];
}
std::cout << "Householder::runIter(): applying first correction" << std::endl;
std::cout << " normy0 = " << normy0 << std::endl;
std::cout << " norme1 = " << norme1 << std::endl;
// not attempt at obtaining the solution is made unless the norm of the first
// correction is significantly smaller than the norm of the initial solution
if (norme1 > (0.0625 * normy0)) {
std::cout << "Householder::runIter(): first correction is too large. Failed." << std::endl;
}
// improve the solution
for (i = 0; i < n; i++)
solution[i] += e[i];
std::cout << "Householder::runIter(): improving solution...." << std::endl;
// only continue iteration if the correction was significant
while (norme1 > (etasqr * normy0)) {
std::cout << "Householder::runIter(): norme1 = " << norme1 << std::endl;
for (i = 0; i < m; i++) {
r[i] = energies[i];
for (j = 0; j < n; j++)
r[i] -= Acopy[i][j] * solution[j];
}
// compute next correction vector
solve(m, n, A, alpha, pivot, r, e);
norme0 = norme1;
norme1 = 0.;
for (i = 0; i < n; i++)
norme1 += e[i] * e[i];
// terminate iteration if the norm of the new correction failed to decrease
// significantly compared to the norm of the previous correction
if (norme1 > (0.0625 * norme0))
break;
// apply correction vector
for (i = 0; i < n; i++)
solution[i] += e[i];
}
return solution;
}
bool GenericHouseholder::decompose(const int m,
const int n,
std::vector<std::vector<float> >& qr,
std::vector<float>& alpha,
std::vector<int>& pivot) {
int i, j, jbar, k;
float beta, sigma, alphak, qrkk;
std::vector<float> y(n);
std::vector<float> sum(n);
std::cout << "Householder::decompose() started" << std::endl;
for (j = 0; j < n; j++) {
// jth column sum
sum[j] = 0.;
for (i = 0; i < m; i++)
// std::cout << "0: qr[i][j]" << qr[i][j] << " i = " << i << " j = " << j << std::endl;
sum[j] += qr[i][j] * qr[i][j];
pivot[j] = j;
}
for (k = 0; k < n; k++) {
// kth Householder transformation
sigma = sum[k];
jbar = k;
for (j = k + 1; j < n; j++) {
if (sigma < sum[j]) {
sigma = sum[j];
jbar = j;
}
}
if (jbar != k) {
// column interchange
i = pivot[k];
pivot[k] = pivot[jbar];
pivot[jbar] = i;
sum[jbar] = sum[k];
sum[k] = sigma;
for (i = 0; i < m; i++) {
sigma = qr[i][k];
qr[i][k] = qr[i][jbar];
// std::cout << "A: qr[i][k]" << qr[i][k] << " i = " << i << " k = " << k << std::endl;
qr[i][jbar] = sigma;
// std::cout << "B: qr[i][jbar]" << qr[i][k] << " i = " << i << " jbar = " << jbar << std::endl;
}
} // end column interchange
sigma = 0.;
for (i = k; i < m; i++) {
sigma += qr[i][k] * qr[i][k];
// std::cout << "C: qr[i][k]" << qr[i][k] << " i = " << i << " k = " << k << std::endl;
}
if (sigma == 0.) {
std::cout << "Householder::decompose() failed" << std::endl;
return false;
}
qrkk = qr[k][k];
if (qrkk < 0.)
alpha[k] = sqrt(sigma);
else
alpha[k] = sqrt(sigma) * (-1.);
alphak = alpha[k];
beta = 1 / (sigma - qrkk * alphak);
qr[k][k] = qrkk - alphak;
for (j = k + 1; j < n; j++) {
y[j] = 0.;
for (i = k; i < m; i++)
y[j] += qr[i][k] * qr[i][j];
y[j] *= beta;
}
for (j = k + 1; j < n; j++) {
for (i = k; i < m; i++) {
qr[i][j] -= qr[i][k] * y[j];
sum[j] -= qr[k][j] * qr[k][j];
}
}
} // end of kth householder transformation
std::cout << "Householder::decompose() finished" << std::endl;
return true;
}
void GenericHouseholder::solve(int m,
int n,
const std::vector<std::vector<float> >& qr,
const std::vector<float>& alpha,
const std::vector<int>& pivot,
std::vector<float>& r,
std::vector<float>& y) {
std::vector<float> z(n, 0.);
float gamma;
int i, j;
std::cout << "Householder::solve() begin" << std::endl;
for (j = 0; j < n; j++) {
// apply jth transformation to the right hand side
gamma = 0.;
for (i = j; i < m; i++)
gamma += qr[i][j] * r[i];
gamma /= (alpha[j] * qr[j][j]);
for (i = j; i < m; i++)
r[i] += gamma * qr[i][j];
}
// std::cout<<"OK1:"<<std::endl;
z[n - 1] = r[n - 1] / alpha[n - 1];
// std::cout<<"OK2:"<<std::endl;
for (i = n - 2; i >= 0; i--) {
z[i] = r[i];
for (j = i + 1; j < n; j++)
z[i] -= qr[i][j] * z[j];
z[i] /= alpha[i];
}
// std::cout<<"OK3:"<<std::endl;
for (i = 0; i < n; i++)
y[pivot[i]] = z[i];
std::cout << "Householder::solve() finished." << std::endl;
}
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