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#include "fcn.hpp"
#include "type_caster.hpp"
#include <Minuit2/FCNGradientBase.h>
#include <Minuit2/MnPrint.h>
#include <cmath>
#include <cstdint>
#include <limits>
#include <pybind11/numpy.h>
#include <pybind11/pybind11.h>
#include <sstream>
#include <vector>
namespace py = pybind11;
using namespace ROOT::Minuit2;
FCN::FCN(py::object fcn, py::object grad, bool array_call, double errordef)
: fcn_{fcn}, grad_{grad}, array_call_{array_call}, errordef_{errordef} {
auto util = py::module_::import("iminuit.util");
auto address_of_cfunc = util.attr("_address_of_cfunc");
auto address = py::cast<std::uintptr_t>(address_of_cfunc(fcn_));
if (address) {
MnPrint("FCN").Debug("using cfunc");
cfcn_ = reinterpret_cast<cfcn_t>(address);
array_call_ = true;
}
}
double FCN::operator()(const std::vector<double>& x) const {
++nfcn_;
if (array_call_) {
if (cfcn_) {
return cfcn_(x.size(), x.data());
} else {
py::array_t<double> a(static_cast<py::ssize_t>(x.size()), x.data());
return check_value(py::cast<double>(fcn_(a)), x);
}
}
return check_value(py::cast<double>(fcn_(*py::cast(x))), x);
}
std::vector<double> FCN::Gradient(const std::vector<double>& x) const {
++ngrad_;
if (array_call_) {
py::array_t<double> a(static_cast<py::ssize_t>(x.size()), x.data());
return check_vector(py::cast<std::vector<double>>(grad_(a)), x);
}
return check_vector(py::cast<std::vector<double>>(grad_(*py::cast(x))), x);
}
double FCN::Up() const {
if (errordef_ == 0) {
auto m = py::module_::import("warnings");
auto util = py::module_::import("iminuit.util");
m.attr("warn")("errordef not set, using 1 (appropriate for least-squares)",
util.attr("IMinuitWarning"), 2);
errordef_ = 1.0;
}
return errordef_;
}
void set_errordef(FCN& self, double value) {
if (value > 0) {
self.SetUp(value);
} else
throw std::invalid_argument("errordef must be a positive number");
}
std::string error_message(const std::vector<double>& x) {
std::ostringstream msg;
msg << "result is NaN for [ ";
for (auto&& xi : x) msg << xi << " ";
msg << "]";
return msg.str();
}
double FCN::check_value(double r, const std::vector<double>& x) const {
if (std::isnan(r)) {
if (throw_nan_)
throw std::runtime_error(error_message(x));
else {
MnPrint("FCN").Warn([&](std::ostream& os) { os << error_message(x); });
}
}
return r;
}
std::vector<double> FCN::check_vector(std::vector<double> r,
const std::vector<double>& x) const {
bool has_nan = false;
for (auto&& ri : r) has_nan |= std::isnan(ri);
if (has_nan) {
if (throw_nan_)
throw std::runtime_error(error_message(x));
else {
MnPrint("FCN::Gradient").Warn([&](std::ostream& os) { os << error_message(x); });
}
}
return r;
}
double FCN::ndata() const {
if (py::hasattr(fcn_, "ndata")) return py::cast<double>(fcn_.attr("ndata"));
return std::numeric_limits<double>::quiet_NaN();
}
void bind_fcn(py::module m) {
py::class_<FCNBase>(m, "FCNBase");
py::class_<FCN, FCNBase>(m, "FCN")
.def(py::init<py::object, py::object, bool, double>())
.def("gradient", &FCN::Gradient)
.def("_ndata", &FCN::ndata)
.def_readwrite("_nfcn", &FCN::nfcn_)
.def_readwrite("_ngrad", &FCN::ngrad_)
.def_readwrite("_throw_nan", &FCN::throw_nan_)
.def_property("_errordef", &FCN::Up, &set_errordef)
.def_readonly("_array_call", &FCN::array_call_)
.def_readonly("_fcn", &FCN::fcn_)
.def_readonly("_grad", &FCN::grad_)
.def("__call__", &FCN::operator())
.def(py::pickle(
[](const FCN& self) {
return py::make_tuple(self.fcn_, self.grad_, self.array_call_,
self.errordef_, self.throw_nan_, self.nfcn_,
self.ngrad_);
},
[](py::tuple tp) {
if (tp.size() != 7) throw std::runtime_error("invalid state");
FCN fcn{tp[0], tp[1], tp[2].cast<bool>(), tp[3].cast<double>()};
fcn.throw_nan_ = tp[4].cast<bool>();
fcn.nfcn_ = tp[5].cast<unsigned>();
fcn.ngrad_ = tp[6].cast<unsigned>();
return fcn;
}))
;
}
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