PCAHandler.h

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#pragma once
 
// MaCh3 Includes
#include "Manager/Manager.h"
#include "Parameters/ParameterHandlerUtils.h"
 
#ifdef DEBUG
  #define DEBUG_PCA 1
#endif
 
#ifdef DEBUG_PCA
//KS: When debugging we produce some fancy plots, but we don't need it during normal work flow
#include "TCanvas.h"
#include "TROOT.h"
#include "TStyle.h"
#include "TColor.h"
#include "TLine.h"
#include "TText.h"
#include "TLegend.h"
 
#if DEBUG_PCA == 2
#include "Eigen/Eigenvalues"
#endif
 
#endif
 
class PCAHandler{
 public:
  PCAHandler();
 
  virtual ~PCAHandler();
 
  void Print();
  int GetNumberPCAedParameters() const { return NumParPCA; }
 
  void SetupPointers(std::vector<double>* fCurr_Val,
                     std::vector<double>* fProp_Val);
 
  void ConstructPCA(TMatrixDSym * CovMatrix, const int firstPCAd, const int lastPCAd,
                    const double eigen_thresh, const int _fNumPar);
 
  void TransferToPCA();
  void TransferToParam();
 
  void ThrowParameters(const std::vector<std::unique_ptr<TRandom3>>& random_number,
                       double** throwMatrixCholDecomp,
                       double* randParams,
                       double* corr_throw,
                       const std::vector<double>& fPreFitValue,
                       const std::vector<double>& fLowBound,
                       const std::vector<double>& fUpBound,
                       int _fNumPar);
 
  void AcceptStep() _noexcept_;
  void CorrelateSteps(const std::vector<double>& IndivStepScale,
                      const double GlobalStepScale,
                      const double* _restrict_ randParams,
                      const double* _restrict_ corr_throw) _noexcept_;
 
  void SetInitialParameters(std::vector<double>& IndStepScale);
  void ThrowParProp(const double mag, const double* _restrict_ randParams);
  void ThrowParCurr(const double mag, const double* _restrict_ randParams);
  void SetBranches(TTree &tree, bool SaveProposal, const std::vector<std::string>& Names);
  void ToggleFixAllParameters();
  void ToggleFixParameter(const int i, const std::vector<std::string>& Names);
 
  void SetParametersPCA(const std::vector<double> &pars) {
    if (int(pars.size()) != NumParPCA) {
      MACH3LOG_ERROR("Parameter arrays of incompatible size! Not changing parameters! has size {} but was expecting {}", pars.size(), NumParPCA);
      throw MaCh3Exception(__FILE__ , __LINE__ );
    }
    int parsSize = int(pars.size());
    for (int i = 0; i < parsSize; i++) {
      _fParPropPCA(i) = pars[i];
    }
    //KS: Transfer to normal base
    TransferToParam();
  }
 
  bool IsParameterFixedPCA(const int i) const {
    if (_fErrorPCA[i] < 0) { return true;  }
    else                   { return false; }
  }
 
  const TMatrixD GetEigenVectors() const {
    return eigen_vectors;
  }
 
  void SetParPropPCA(const int i, const double value) {
    _fParPropPCA(i) = value;
    // And then transfer back to the parameter basis
    TransferToParam();
  }
  void SetParCurrPCA(const int i, const double value) {
    _fParCurrPCA(i) = value;
    // And then transfer back to the parameter basis
    TransferToParam();
  }
 
  double GetParPropPCA(const int i) const {
    return _fParPropPCA(i);
  }
 
  double GetPreFitValuePCA(const int i) const {
    return _fPreFitValuePCA[i];
  }
 
  double GetParCurrPCA(const int i) const {
    return _fParCurrPCA(i);
  }
 
  const TMatrixD GetTransferMatrix() const {
    return TransferMat;
  }
 
  const TVectorD GetEigenValues() const {
    return eigen_values;
  }
  const std::vector<double> GetEigenValuesMaster() const {
    return eigen_values_master;
  }
 
  bool IsParameterDecomposed(const int i) const {
    if(isDecomposedPCA[i] >= 0) return false;
    else return true;
  }
 
  #ifdef DEBUG_PCA
  void DebugPCA(const double sum, TMatrixD temp, TMatrixDSym submat, int NumPar);
  #endif
 
 private:
  void SanitisePCA(TMatrixDSym* CovMatrix);
 
  std::vector<double> _fPreFitValuePCA;
  TVectorD _fParPropPCA;
  TVectorD _fParCurrPCA;
  std::vector<double> _fErrorPCA;
  std::vector<int> isDecomposedPCA;
  int NumParPCA;
 
  TMatrixD TransferMat;
  TMatrixD TransferMatT;
  TVectorD eigen_values;
  TMatrixD eigen_vectors;
  std::vector<double> eigen_values_master;
 
  int nKeptPCApars;
  int FirstPCAdpar;
  int LastPCAdpar;
  double eigen_threshold;
 
  std::vector<double>* _pCurrVal;
  std::vector<double>* _pPropVal;
};