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Fitting data into ODE system/model http://forum.alglib.net/viewtopic.php?f=2&t=3775 |
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Author: | Chad Dean [ Wed Nov 02, 2016 6:15 pm ] |
Post subject: | Fitting data into ODE system/model |
Hello everybody! I've got an Octave program that fits experimental data into a model of different ODEs. The Octave program uses the leasqr() function to fit the data, which uses the Levenberg-Marquardt-Algorithm. My task is to reimplement this in C++, but I haven't found any library yet, which provides a similar function. I've seen that ALG provides functions to simulate an ODE system without experimental data, or fit data into a single ODE. The ODE system look like that: Code: dA/dt = -k1*A dB/dt = k1*A-k2*B-k3*B dC/dt = k3*B-k4*C Has anyone an idea how to solve this problem with ALG? I can't imagine that this is possible in Octave (or R), but nobody has accomplished that before in C++. Thanks for your help! |
Author: | Chad Dean [ Mon Nov 07, 2016 8:50 pm ] |
Post subject: | Re: Fitting data into ODE system/model |
Maybe I have to specify the problem a bit. I want to estimate k1-k4 and I've experimental values for B and C (but no values for A). Any idea or hint how (or if) I can accomplish this in ALG? |
Author: | Chad Dean [ Thu Dec 01, 2016 10:04 am ] |
Post subject: | Re: Fitting data into ODE system/model |
So I figured out a semi-nice implementation using lmmin() from the lmfit library (http://apps.jcns.fz-juelich.de/doku/sc/lmfit) as Levenberg-Marquardt solver, using alglibs ODE solver to get values for every lmmin() iteration. The full working example is attached below. I really would like to get a similar result using just alglib. While the implementation is working fine in most cases, I discovered, that for some initial parameters (use 3 in my example below), the solver (odesolversolve()) gets stuck in an infinit loop. Using so debug code in the ode_model() function I discovered, that the solver is stuck at one timepoint. Is this a general problem or is this based on my model/implementation? I know that the same initial parameter doesn't work for Octave as well I assume it's the first case, but the Octave program stops after some time. Is there a way to, at least, stop the solver in such a case? Thx for the help! Code: #include <stdio.h>
#include "lmmin.h" #include "libalglib/diffequations.h" using namespace alglib; /* Model for alglib ODE solver */ void ode_model(const real_1d_array &x, double t, real_1d_array &dxdt, void *ptr) { double* k = (double*) ptr; // Debug code: /*printf("t = %.5f\n", t); printf("k = %.5f\n", k[0]); printf("--\n");*/ dxdt[0] = -k[0]*x[0]; dxdt[1] = k[0]*x[0]; } /* data structure to transmit arrays and fit model */ typedef struct { double *t; // Array of timepoints double *x; // Array of datapoints (experimental) double *sx; // Array of known start values } data_struct; /* Evaluation of parameters. Calls alglibs ODE solver to generate data with estimated parameters. Returns the difference of experimental and simulated timepoints. */ void evaluate_model( const double *par, int m_dat, const void *data, double *fvec, int *info) { // ODE solver routine /* for readability, explicit type conversion */ data_struct *D; D = (data_struct*)data; // Initial Values for y real_1d_array y; y.setcontent(2,D->sx); // Time points real_1d_array t; t.setcontent(m_dat/2,D->t); double k[] = {par[0]}; double eps = 0.000001; // Error tolerance double h = 0.001; // Step length ae_int_t m; // Number of result values real_1d_array ttbl; // Array of time values real_2d_array ytbl; // Matrix of result data odesolverreport rep; odesolverstate stt; odesolverrkck(y, t, eps, h, stt); odesolversolve(stt, ode_model, &k); odesolverresults(stt, m, ttbl, ytbl, rep); // calculate difference to experimental data for (int i = 0; i < m_dat/2; i++ ) { fvec[i] = D->x[i] - ytbl[i][0]; fvec[i+m_dat/2] = D->x[i+m_dat/2] - ytbl[i][1]; } } int main() { // Array of initial parameter guess double par[] = {0.1}; // Use 3 as initial guess for strange behaviour // Number of parameters to estimate int n_par = (int)(sizeof(par)/sizeof(*par)); // Array of starting values double sx[2] = {10,0}; // Array of time values double t[11] = {0,1,2,3,4,5,6,7,8,9,10}; // Number of datapoints int m_dat = (int)(sizeof(t)/sizeof(*t))*(sizeof(sx)/sizeof(*sx)); // Array of testdata double x[22] = {10,8.24,6.09,4.95,3.95,2.65,2.08,1.91,1.26,1.03,0.91,0,2.26,4.05,5.49,6.19,7.44,8.46,8.43,9.05,9.13,8.41}; // Data struct to send data to lmmin data_struct data = { t, x, sx }; // Initialization of lmmin parameters lm_status_struct status; lm_control_struct control = lm_control_double; control.verbosity = 0; // No output during parameter estimation // perform the fit lmmin( n_par, par, m_dat, (const void*) &data, evaluate_model, &control, &status ); /* print results */ printf( "\nResults:\n" ); printf( "status after %d function evaluations:\n %i = %s\n", status.nfev, status.outcome, lm_infmsg[status.outcome] ); printf("obtained parameters:\n"); int i; for ( i=0; i<n_par; ++i ) printf(" par[%i] = %12g\n", i, par[i]); printf("obtained norm:\n %12g\n", status.fnorm ); return 0; } |
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