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LSST Data Management Base Package
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SemiEmpiricalPrior.h
Go to the documentation of this file.
1// -*- lsst-c++ -*-
2/*
3 * LSST Data Management System
4 * Copyright 2015-2016 LSST/AURA
5 *
6 * This product includes software developed by the
7 * LSST Project (http://www.lsst.org/).
8 *
9 * This program is free software: you can redistribute it and/or modify
10 * it under the terms of the GNU General Public License as published by
11 * the Free Software Foundation, either version 3 of the License, or
12 * (at your option) any later version.
13 *
14 * This program is distributed in the hope that it will be useful,
15 * but WITHOUT ANY WARRANTY; without even the implied warranty of
16 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
17 * GNU General Public License for more details.
18 *
19 * You should have received a copy of the LSST License Statement and
20 * the GNU General Public License along with this program. If not,
21 * see <http://www.lsstcorp.org/LegalNotices/>.
22 */
23
24#ifndef LSST_MEAS_MODELFIT_SemiEmpiricalPrior_h_INCLUDED
25#define LSST_MEAS_MODELFIT_SemiEmpiricalPrior_h_INCLUDED
26
27#include "lsst/pex/config.h"
29
30namespace lsst { namespace meas { namespace modelfit {
31
33
35 ellipticitySigma, double,
36 "Width of exponential ellipticity distribution (conformal shear units)."
37 );
38
40 ellipticityCore, double,
41 "Softened core width for ellipticity distribution (conformal shear units)."
42 );
43
45 logRadiusMinOuter, double,
46 "Minimum ln(radius)."
47 );
48
50 logRadiusMinInner, double,
51 "ln(radius) at which the softened cutoff begins towards the minimum"
52 );
53
55 logRadiusMu, double,
56 "Mean of the Student's T distribution used for ln(radius) at large radius, and the transition "
57 "point between a flat distribution and the Student's T."
58 );
59
61 logRadiusSigma, double,
62 "Width of the Student's T distribution in ln(radius)."
63 );
64
66 logRadiusNu, double,
67 "Number of degrees of freedom for the Student's T distribution on ln(radius)."
68 );
69
75
77 void validate() const;
78
79};
80
84class SemiEmpiricalPrior : public Prior {
85public:
86
88
89 explicit SemiEmpiricalPrior(Control const & ctrl=Control());
90
93 ndarray::Array<Scalar const,1,1> const & nonlinear,
94 ndarray::Array<Scalar const,1,1> const & amplitudes
95 ) const override;
96
99 ndarray::Array<Scalar const,1,1> const & nonlinear,
100 ndarray::Array<Scalar const,1,1> const & amplitudes,
101 ndarray::Array<Scalar,1,1> const & nonlinearGradient,
102 ndarray::Array<Scalar,1,1> const & amplitudeGradient,
103 ndarray::Array<Scalar,2,1> const & nonlinearHessian,
104 ndarray::Array<Scalar,2,1> const & amplitudeHessian,
105 ndarray::Array<Scalar,2,1> const & crossHessian
106 ) const override;
107
110 Vector const & gradient, Matrix const & hessian,
111 ndarray::Array<Scalar const,1,1> const & nonlinear
112 ) const override;
113
116 Vector const & gradient, Matrix const & hessian,
117 ndarray::Array<Scalar const,1,1> const & nonlinear,
118 ndarray::Array<Scalar,1,1> const & amplitudes
119 ) const override;
120
123 Vector const & gradient, Matrix const & fisher,
124 ndarray::Array<Scalar const,1,1> const & nonlinear,
125 afw::math::Random & rng,
126 ndarray::Array<Scalar,2,1> const & amplitudes,
127 ndarray::Array<Scalar,1,1> const & weights,
128 bool multiplyWeights=false
129 ) const override;
130
131private:
132
133 struct Impl;
134
136};
137
138}}} // namespace lsst::meas::modelfit
139
140#endif // !LSST_MEAS_MODELFIT_SemiEmpiricalPrior_h_INCLUDED
A class that can be used to generate sequences of random numbers according to a number of different a...
Definition Random.h:57
Prior(const Prior &)=delete
Scalar maximize(Vector const &gradient, Matrix const &hessian, ndarray::Array< Scalar const, 1, 1 > const &nonlinear, ndarray::Array< Scalar, 1, 1 > const &amplitudes) const override
Compute the amplitude vector that maximizes the prior x likelihood product.
Scalar marginalize(Vector const &gradient, Matrix const &hessian, ndarray::Array< Scalar const, 1, 1 > const &nonlinear) const override
Return the -log amplitude integral of the prior*likelihood product.
Scalar evaluate(ndarray::Array< Scalar const, 1, 1 > const &nonlinear, ndarray::Array< Scalar const, 1, 1 > const &amplitudes) const override
Evaluate the prior at the given point in nonlinear and amplitude space.
void drawAmplitudes(Vector const &gradient, Matrix const &fisher, ndarray::Array< Scalar const, 1, 1 > const &nonlinear, afw::math::Random &rng, ndarray::Array< Scalar, 2, 1 > const &amplitudes, ndarray::Array< Scalar, 1, 1 > const &weights, bool multiplyWeights=false) const override
Draw a set of Monte Carlo amplitude vectors.
void evaluateDerivatives(ndarray::Array< Scalar const, 1, 1 > const &nonlinear, ndarray::Array< Scalar const, 1, 1 > const &amplitudes, ndarray::Array< Scalar, 1, 1 > const &nonlinearGradient, ndarray::Array< Scalar, 1, 1 > const &amplitudeGradient, ndarray::Array< Scalar, 2, 1 > const &nonlinearHessian, ndarray::Array< Scalar, 2, 1 > const &amplitudeHessian, ndarray::Array< Scalar, 2, 1 > const &crossHessian) const override
Evaluate the derivatives of the prior at the given point in nonlinear and amplitude space.
SemiEmpiricalPrior(Control const &ctrl=Control())
#define LSST_CONTROL_FIELD(NAME, TYPE, DOC)
A preprocessor macro used to define fields in C++ "control object" structs.
Definition config.h:43
Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > Vector
Definition common.h:46
Eigen::Matrix< Scalar, Eigen::Dynamic, Eigen::Dynamic > Matrix
Definition common.h:45
double Scalar
Typedefs to be used for probability and parameter values.
Definition common.h:44
double logRadiusMinInner
"ln(radius) at which the softened cutoff begins towards the minimum" ;
double logRadiusNu
"Number of degrees of freedom for the Student's T distribution on ln(radius)." ;
double logRadiusSigma
"Width of the Student's T distribution in ln(radius)." ;
double ellipticityCore
"Softened core width for ellipticity distribution (conformal shear units)." ;
void validate() const
Raise InvalidParameterException if the configuration options are invalid.
double ellipticitySigma
"Width of exponential ellipticity distribution (conformal shear units)." ;
double logRadiusMu
"Mean of the Student's T distribution used for ln(radius) at large radius, and the transition " "poin...