package com.imsl.test.example.math; import com.imsl.math.*; import com.imsl.stat.Random; /** *
* Approximates a function with a Gaussian radial basis function.
* * Data is generated from the function * $$\exp(\frac{y}{2.0}\sin{x})\cos(\frac{y}{2.0})$$ where a number of * (x,y) pairs make up a set of randomly chosen points. Random noise is * added to the values, a Gaussian radial basis function \(e^{-ax^2}\) is * specified, and a radial basis approximation of the noisy data is computed. * The radial basis fit is then compared to the original function at another set * of randomly chosen points. Both the average normalized error and the maximum * normalized error are computed and printed. * ** In this example, the parameter of the Gaussian radial basis function \(a = * 0.1\). The function is sampled at \(100\) random points and the error is * computed at \)10000\) random points.
* * @see Code * @see Output */ public class RadialBasisEx4 { public static void main(String args[]) { int nDim = 2; // Sample, with noise, the function at 100 randomly choosen points int nData = 100; double xData[][] = new double[nData][nDim]; double fData[] = new double[nData]; Random rand = new Random(123457); rand.setMultiplier(16807); double noise[] = new double[nData * nDim]; for (int k = 0; k < nData; k++) { for (int i = 0; i < nDim; i++) { noise[k * 2 + i] = 1.0d - 2.0d * (double) rand.nextDouble(); xData[k][i] = 3 * noise[k * 2 + i]; } // noisy sample fData[k] = fcn(xData[k]) + noise[k * 2] / 10; } // Compute the radial basis approximation using 100 centers int nCenters = 100; RadialBasis rb = new RadialBasis(nDim, nCenters); rb.setRadialFunction(new RadialBasis.Gaussian(.1)); rb.update(xData, fData); // Compute the error at a randomly selected set of points int nTest = 10000; double maxError = 0.0; double aveError = 0.0; double maxMagnitude = 0.0; double x[][] = new double[nTest][nDim]; noise = new double[nTest * nDim]; for (int i = 0; i < nTest; i++) { for (int j = 0; j < nDim; j++) { noise[i * 2 + j] = 1.0d - 2.0d * rand.nextDouble(); x[i][j] = 3 * noise[i * 2 + j]; } double error = Math.abs(fcn(x[i]) - rb.value(x[i])); maxMagnitude = Math.max(Math.abs(fcn(x[i])), maxMagnitude); aveError += error; maxError = Math.max(error, maxError); } aveError /= nTest; System.out.println("Average normalized error is " + aveError / maxMagnitude); System.out.println("Maximum normalized error is " + maxError / maxMagnitude); } // The function to approximate static private double fcn(double x[]) { return Math.exp((x[1]) / 2.0) * Math.sin(x[0]) - Math.cos((x[1]) / 2.0); } }