Getting StartedΒΆ
The following code snippet shows a simple example of how to use the C++ interface to celerite. In this example, the kernel has the form:
\[k(\tau) = a_1\,e^{-c_1\,\tau} + a_2\,e^{-c_2\,\tau} +
\frac{1}{2}\left[
(a_3 + i\,b_3)\,e^{-(c_3+i\,d_3)\,\tau} +
(a_3 - i\,b_3)\,e^{-(c_3-i\,d_3)\,\tau}
\right]\]
For more details of the kernel structure supported by celerite, check out Kernel Building.
#include <cmath>
#include <iostream>
#include <Eigen/Core>
#include "celerite/celerite.h"
using Eigen::VectorXd;
int main () {
// Choose some demo parameters for the solver
int j_real = 2, j_complex = 1;
double jitter = 0.0;
VectorXd a_real(j_real),
c_real(j_real),
a_comp(j_complex),
b_comp(j_complex),
c_comp(j_complex),
d_comp(j_complex);
a_real << 1.0, 0.3;
c_real << 0.5, 3.5;
a_comp << 1.0;
b_comp << 0.1;
c_comp << 3.0;
d_comp << 1.0;
// Generate some fake data
int N = 500;
srand(42);
VectorXd x = VectorXd::Random(N),
yvar = VectorXd::Random(N),
y;
yvar.array() *= 0.1;
yvar.array() += 1.0;
std::sort(x.data(), x.data() + x.size()); // The independent coordinates must be sorted
y = sin(x.array());
// Set up the solver
celerite::solver::CholeskySolver<double> solver;
solver.compute(
jitter,
a_real, c_real,
a_comp, b_comp, c_comp, d_comp,
x, yvar // Note: this is the measurement _variance_
);
std::cout << solver.log_determinant() << std::endl;
std::cout << solver.dot_solve(y) << std::endl;
return 0;
}
Compiling:
g++ -Icpp/include -Icpp/lib/eigen_3.3.3 -o celerite_demo celerite_demo.cc
and executing this example should output:
86.405
0.82574