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tl_uval.py
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# Copyright (c) 2018 Technical University of Munich
# Author: Martin Becker
#
# This program is free software; you can redistribute it and/or modify it
# under the terms and conditions of the GNU General Public License,
# version 2, as published by the Free Software Foundation.
#
# This program is distributed in the hope it will be useful, but WITHOUT
# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
# FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for
# more details.
#
import math
import logging
import operator
log = logging.getLogger(__name__)
TEMPVAL = 'anon'
div_op = operator.div if 'div' in operator.__dict__ else None
def combine_uval(ulist):
"""
Combine multiple measurements of the same event into one measurement.
Uses weighted average.
"""
combined = None
if ulist is not None:
combined = ulist[0]
for oth in ulist[1:]:
combined.update(oth)
return combined
class UVal:
"""
Measurement value annotated with uncertainty. Supports binary operators for error propagation.
"""
def __init__(self, name, value, stddev=0., samples=1, mux=100., comment="", computed=False):
self.name = name
self.comment = comment
self.value = value
self.stddev = stddev
self.samples = samples
self.computed = computed
self.is_ratio = False
self.multiplex = mux
def __repr__(self):
return "{} [{} +- {}]*{}".format(self.name, self.value, self.stddev, self.samples)
def format_value(self, unit):
if self.value is None:
return ""
if self.is_ratio:
return "{:>16.1f} ".format(self.value * 100.)
elif unit == "Count" or unit == "Clocks":
return "{:16,.0f} ".format(self.value)
elif self.value > 1000:
return "{:16,.1f} ".format(self.value)
else:
return "{:16.2f}".format(self.value)
def format_value_raw(self):
if self.value is None:
return ""
if self.is_ratio:
return "{:>13.1f}".format(self.value * 100.)
else:
return "{:13.1f}".format(self.value)
def format_uncertainty(self):
"""string representation of measurement uncertainty"""
vs = ""
if self.stddev is not None:
if self.is_ratio:
if self.value != 0.:
v = self.stddev * 100.
else:
v = 0.
vs += "{:.1f}".format(v)
else:
vs += "{:6,.1f}".format(self.stddev)
return vs
def format_mux(self):
vs = ""
if self.multiplex and self.multiplex == self.multiplex:
vs = "[{:4.1f}%]".format(self.multiplex)
return vs
@staticmethod
def _merge_mux(lhs, rhs):
return min(lhs.multiplex, rhs.multiplex)
def update(self, other):
"""merge data from other event into this"""
assert isinstance(other, UVal), "wrong type"
# --
# calc weighted average
n = self.samples + other.samples
res = (1. / n) * (self.samples * self + other.samples * other)
# apply 'res' to this
self.samples = n
self.value = res.value
self.stddev = res.stddev
self.multiplex = UVal._merge_mux(self, other)
######################
# operators
######################
def ensure_uval(binop):
"""decorator to ensure binary operators are both UVals"""
def wrapper(self, v):
if isinstance(v, UVal):
return binop(self, v)
elif isinstance(v, (float, int)):
return binop(self, UVal(TEMPVAL, value=v, stddev=0))
else:
return NotImplemented
return wrapper
@ensure_uval
def __sub__(self, other):
return UVal._calc(operator.sub, self, other)
@ensure_uval
def __add__(self, other):
return UVal._calc(operator.add, self, other)
@ensure_uval
def __mul__(self, other):
return UVal._calc(operator.mul, self, other)
@ensure_uval
def __div__(self, other):
return UVal._calc(operator.div, self, other)
@ensure_uval
def __truediv__(self, other):
return UVal._calc(operator.truediv, self, other)
@ensure_uval
def __lt__(self, other):
return self.value < other.value
@ensure_uval
def __le__(self, other):
return self.value <= other.value
@ensure_uval
def __eq__(self, other):
return self.value == other.value
@ensure_uval
def __ne__(self, other):
return not self.__eq__(other)
@ensure_uval
def __ge__(self, other):
return self.value >= other.value
@ensure_uval
def __gt__(self, other):
return self.value > other.value
@ensure_uval
def __rsub__(self, other):
"""other - self"""
return UVal._calc(operator.sub, other, self)
@ensure_uval
def __radd__(self, other):
"""other + self"""
return UVal._calc(operator.add, other, self)
@ensure_uval
def __rmul__(self, other):
"""other * self"""
return UVal._calc(operator.mul, other, self)
@ensure_uval
def __rdiv__(self, other):
"""other / self"""
return UVal._calc(operator.div, other, self)
@ensure_uval
def __rtruediv__(self, other):
"""other / self"""
return UVal._calc(operator.truediv, other, self)
#########################
# uncertainty propagator
#########################
@staticmethod
def _calc(op, lhs, rhs, cov=0.):
"""Compute the result of 'lhs [op] rhs' and propagate standard deviations"""
A = lhs.value
B = rhs.value
a = lhs.stddev
b = rhs.stddev
# new value
f = op(float(A), B)
if isinstance(f, float) and f.is_integer():
f = int(f)
# uncertainty
if op in (operator.mul, operator.truediv, div_op):
sgn = 1 if op == operator.mul else -1
if A != 0 and B != 0:
u = abs(f) * math.sqrt(pow(float(a)/A, 2) + pow(float(b)/B, 2) + sgn*2.*cov/(A*B))
elif op == operator.mul:
u = 0.
elif op == div_op or op == operator.truediv:
u = 0.
if A != 0:
log.warning("Error prop failed because of DIV/0: {} {} {}", lhs, op, rhs)
elif op in (operator.add, operator.sub):
sgn = 1 if op == operator.add else -1
u = math.sqrt(pow(a, 2) + pow(b, 2) + sgn*2.*cov)
else:
u = None
log.error("Unsupported operation for uncertainty propagator in {} {} {}", lhs, op, rhs)
# --
ret = UVal(TEMPVAL, value=f, stddev=u, mux=UVal._merge_mux(lhs, rhs), computed=True)
log.debug("{} {} {} => {}", lhs, op, rhs, ret)
return ret