/*****************************************************************************
* Project: RooFit *
* Package: RooFitCore *
* File: $Id: RooGrid.cc,v 1.13 2005/06/20 15:44:53 wverkerke Exp $
* Authors: *
* WV, Wouter Verkerke, UC Santa Barbara, verkerke@slac.stanford.edu *
* DK, David Kirkby, UC Irvine, dkirkby@uci.edu *
* *
* Copyright (c) 2000-2005, Regents of the University of California *
* and Stanford University. All rights reserved. *
* *
* Redistribution and use in source and binary forms, *
* with or without modification, are permitted according to the terms *
* listed in LICENSE (http://roofit.sourceforge.net/license.txt) *
*****************************************************************************/
// -- CLASS DESCRIPTION [AUX] --
// RooMCIntegrator implements an adaptive multi-dimensional Monte Carlo
// numerical integration, following the VEGAS algorithm.
#include "RooFit.h"
#include "RooGrid.h"
#include "RooGrid.h"
#include "RooAbsFunc.h"
#include "RooNumber.h"
#include "RooRandom.h"
#include "TMath.h"
#include <math.h>
#include "Riostream.h"
#include <iomanip>
ClassImp(RooGrid)
;
RooGrid::RooGrid()
{
}
RooGrid::RooGrid(const RooAbsFunc &function)
: _valid(kTRUE), _xl(0),_xu(0),_delx(0),_xi(0)
{
// check that the input function is valid
if(!(_valid= function.isValid())) {
cout << ClassName() << ": cannot initialize using an invalid function" << endl;
return;
}
// allocate workspace memory
_dim= function.getDimension();
_xl= new Double_t[_dim];
_xu= new Double_t[_dim];
_delx= new Double_t[_dim];
_d= new Double_t[_dim*maxBins];
_xi= new Double_t[_dim*(maxBins+1)];
_xin= new Double_t[maxBins+1];
_weight= new Double_t[maxBins];
if(!_xl || !_xu || !_delx || !_d || !_xi || !_xin || !_weight) {
cout << ClassName() << ": memory allocation failed" << endl;
_valid= kFALSE;
return;
}
// initialize the grid
_valid= initialize(function);
}
RooGrid::~RooGrid() {
if(_xl) delete[] _xl;
if(_xu) delete[] _xu;
if(_delx) delete[] _delx;
if(_d) delete[] _d;
if(_xi) delete[] _xi;
if(_xin) delete[] _xin;
if(_weight) delete[] _weight;
}
Bool_t RooGrid::initialize(const RooAbsFunc &function) {
// Calculate and store the grid dimensions and volume using the
// specified function, and initialize the grid using a single bin.
// Return kTRUE, or else kFALSE if the range is not valid.
_vol= 1;
_bins= 1;
for(UInt_t index= 0; index < _dim; index++) {
_xl[index]= function.getMinLimit(index);
if(RooNumber::isInfinite(_xl[index])) {
cout << ClassName() << ": lower limit of dimension " << index << " is infinite" << endl;
return kFALSE;
}
_xu[index]= function.getMaxLimit(index);
if(RooNumber::isInfinite(_xl[index])) {
cout << ClassName() << ": upper limit of dimension " << index << " is infinite" << endl;
return kFALSE;
}
Double_t dx= _xu[index] - _xl[index];
if(dx <= 0) {
cout << ClassName() << ": bad range for dimension " << index << ": [" << _xl[index]
<< "," << _xu[index] << "]" << endl;
return kFALSE;
}
_delx[index]= dx;
_vol*= dx;
coord(0,index) = 0;
coord(1,index) = 1;
}
return kTRUE;
}
void RooGrid::resize(UInt_t bins) {
// Adjust the subdivision of each axis to give the specified
// number of bins, using an algorithm that preserves relative
// bin density. The new binning can be finer or coarser than
// the original binning.
// is there anything to do?
if(bins == _bins) return;
// weight is ratio of bin sizes
Double_t pts_per_bin = (Double_t) _bins / (Double_t) bins;
// loop over grid dimensions
for (UInt_t j = 0; j < _dim; j++) {
Double_t xold,xnew(0),dw(0);
Int_t i = 1;
// loop over bins in this dimension and load _xin[] with new bin edges
UInt_t k;
for(k = 1; k <= _bins; k++) {
dw += 1.0;
xold = xnew;
xnew = coord(k,j);
while(dw > pts_per_bin) {
dw -= pts_per_bin;
newCoord(i++)= xnew - (xnew - xold) * dw;
}
}
// copy the new edges into _xi[j]
for(k = 1 ; k < bins; k++) {
coord(k, j) = newCoord(k);
}
coord(bins, j) = 1;
}
_bins = bins;
}
void RooGrid::resetValues() {
// Reset the values associated with each grid cell.
for(UInt_t i = 0; i < _bins; i++) {
for (UInt_t j = 0; j < _dim; j++) {
value(i,j)= 0.0;
}
}
}
void RooGrid::generatePoint(const UInt_t box[], Double_t x[], UInt_t bin[], Double_t &vol,
Bool_t useQuasiRandom) const {
// Generate a random vector in the specified box and and store its
// coordinates in the x[] array provided, the corresponding bin
// indices in the bin[] array, and the volume of this bin in vol.
// The box is specified by the array box[] of box integer indices
// that each range from 0 to getNBoxes()-1.
vol= 1;
// generate a vector of quasi-random numbers to use
if(useQuasiRandom) {
RooRandom::quasi(_dim,x);
}
else {
RooRandom::uniform(_dim,x);
}
// loop over coordinate axes
for(UInt_t j= 0; j < _dim; ++j) {
// generate a random point uniformly distributed (in box space)
// within the box[j]-th box of coordinate axis j.
Double_t z= ((box[j] + x[j])/_boxes)*_bins;
// store the bin in which this point lies along the j-th
// coordinate axis and calculate its width and position y
// in normalized bin coordinates.
Int_t k= (Int_t)z;
bin[j] = k;
Double_t y, bin_width;
if(k == 0) {
bin_width= coord(1,j);
y= z * bin_width;
}
else {
bin_width= coord(k+1,j) - coord(k,j);
y= coord(k,j) + (z-k)*bin_width;
}
// transform from normalized bin coordinates to x space.
x[j] = _xl[j] + y*_delx[j];
// update this bin's calculated volume
vol *= bin_width;
}
}
void RooGrid::firstBox(UInt_t box[]) const {
// Reset the specified array of box indices to refer to the first box
// in the standard traversal order.
for(UInt_t i= 0; i < _dim; i++) box[i]= 0;
}
Bool_t RooGrid::nextBox(UInt_t box[]) const {
// Update the specified array of box indices to refer to the next box
// in the standard traversal order and return kTRUE, or else return
// kFALSE if we the indices already refer to the last box.
// try incrementing each index until we find one that does not roll
// over, starting from the last index.
Int_t j(_dim-1);
while (j >= 0) {
box[j]= (box[j] + 1) % _boxes;
if (0 != box[j]) return kTRUE;
j--;
}
// if we get here, then there are no more boxes
return kFALSE;
}
void RooGrid::printToStream(ostream& os, PrintOption opt, TString indent) const {
// Print info about this object to the specified stream.
os << ClassName() << ": volume = " << getVolume() << endl;
if(opt >= Standard) {
cout << indent << " Has " << getDimension() << " dimension(s) each subdivided into "
<< getNBins() << " bin(s) and sampled with " << _boxes << " box(es)" << endl;
for(UInt_t index= 0; index < getDimension(); index++) {
cout << indent << " (" << index << ") ["
<< setw(10) << _xl[index] << "," << setw(10) << _xu[index] << "]" << endl;
if(opt < Verbose) continue;
for(UInt_t bin= 0; bin < _bins; bin++) {
cout << indent << " bin-" << bin << " : x = " << coord(bin,index) << " , y = "
<< value(bin,index) << endl;
}
}
}
}
void RooGrid::accumulate(const UInt_t bin[], Double_t amount) {
// Add the specified amount to bin[j] of the 1D histograms associated
// with each axis j.
for(UInt_t j = 0; j < _dim; j++) value(bin[j],j) += amount;
}
void RooGrid::refine(Double_t alpha) {
// Refine the grid using the values that have been accumulated so far.
// The parameter alpha controls the stiffness of the rebinning and should
// usually be between 1 (stiffer) and 2 (more flexible). A value of zero
// prevents any rebinning.
for (UInt_t j = 0; j < _dim; j++) {
// smooth this dimension's histogram of grid values and calculate the
// new sum of the histogram contents as grid_tot_j
Double_t oldg = value(0,j);
Double_t newg = value(1,j);
value(0,j)= (oldg + newg)/2;
Double_t grid_tot_j = value(0,j);
// this loop implements value(i,j) = ( value(i-1,j)+value(i,j)+value(i+1,j) ) / 3
UInt_t i;
for (i = 1; i < _bins - 1; i++) {
Double_t rc = oldg + newg;
oldg = newg;
newg = value(i+1,j);
value(i,j)= (rc + newg)/3;
grid_tot_j+= value(i,j);
}
value(_bins-1,j)= (newg + oldg)/2;
grid_tot_j+= value(_bins-1,j);
// calculate the weights for each bin of this dimension's histogram of values
// and their sum
Double_t tot_weight(0);
for (i = 0; i < _bins; i++) {
_weight[i] = 0;
if (value(i,j) > 0) {
oldg = grid_tot_j/value(i,j);
/* damped change */
_weight[i] = TMath::Power(((oldg-1.0)/oldg/log(oldg)), alpha);
}
tot_weight += _weight[i];
}
Double_t pts_per_bin = tot_weight / _bins;
Double_t xold;
Double_t xnew = 0;
Double_t dw = 0;
UInt_t k;
i = 1;
for (k = 0; k < _bins; k++) {
dw += _weight[k];
xold = xnew;
xnew = coord(k+1,j);
while(dw > pts_per_bin) {
dw -= pts_per_bin;
newCoord(i++) = xnew - (xnew - xold) * dw / _weight[k];
}
}
for (k = 1 ; k < _bins ; k++) {
coord( k, j) = newCoord(k);
}
coord(_bins, j) = 1;
}
}
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