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Diff for /imach/src/imach.c between versions 1.180 and 1.181

version 1.180, 2015/02/11 17:33:45 version 1.181, 2015/02/11 23:22:24
Line 1 Line 1
 /* $Id$  /* $Id$
   $State$    $State$
   $Log$    $Log$
     Revision 1.181  2015/02/11 23:22:24  brouard
     Summary: Comments on Powell added
   
     Author:
   
   Revision 1.180  2015/02/11 17:33:45  brouard    Revision 1.180  2015/02/11 17:33:45  brouard
   Summary: Finishing move from main to function (hpijx and prevalence_limit)    Summary: Finishing move from main to function (hpijx and prevalence_limit)
   
Line 556 Line 561
 */  */
   
 #define POWELL /* Instead of NLOPT */  #define POWELL /* Instead of NLOPT */
   #define POWELLDIRECT /* Directest to decide new direction instead of Powell test */
   
 #include <math.h>  #include <math.h>
 #include <stdio.h>  #include <stdio.h>
Line 1404  void powell(double p[], double **xi, int Line 1410  void powell(double p[], double **xi, int
               double (*func)(double []));                 double (*func)(double [])); 
   int i,ibig,j;     int i,ibig,j; 
   double del,t,*pt,*ptt,*xit;    double del,t,*pt,*ptt,*xit;
     double directest;
   double fp,fptt;    double fp,fptt;
   double *xits;    double *xits;
   int niterf, itmp;    int niterf, itmp;
Line 1464  void powell(double p[], double **xi, int Line 1471  void powell(double p[], double **xi, int
       printf("%d",i);fflush(stdout);        printf("%d",i);fflush(stdout);
       fprintf(ficlog,"%d",i);fflush(ficlog);        fprintf(ficlog,"%d",i);fflush(ficlog);
       linmin(p,xit,n,fret,func);         linmin(p,xit,n,fret,func); 
       if (fabs(fptt-(*fret)) > del) {         if (fabs(fptt-(*fret)) > del) { /* We are keeping the max gain on each of the n directions 
                                          because that direction will be replaced unless the gain del is small
                                         in comparison with the 'probable' gain, mu^2, with the last average direction.
                                         Unless the n directions are conjugate some gain in the determinant may be obtained
                                         with the new direction.
                                         */
         del=fabs(fptt-(*fret));           del=fabs(fptt-(*fret)); 
         ibig=i;           ibig=i; 
       }         } 
Line 1516  void powell(double p[], double **xi, int Line 1528  void powell(double p[], double **xi, int
       return;         return; 
     }       } 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");       if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
     for (j=1;j<=n;j++) { /* Computes an extrapolated point */      for (j=1;j<=n;j++) { /* Computes the extrapolated point P_0 + 2 (P_n-P_0) */
       ptt[j]=2.0*p[j]-pt[j];         ptt[j]=2.0*p[j]-pt[j]; 
       xit[j]=p[j]-pt[j];         xit[j]=p[j]-pt[j]; 
       pt[j]=p[j];         pt[j]=p[j]; 
     }       } 
     fptt=(*func)(ptt);       fptt=(*func)(ptt); /* f_3 */
     if (fptt < fp) { /* If extrapolated point is better, decide if we keep that new direction or not */      if (fptt < fp) { /* If extrapolated point is better, decide if we keep that new direction or not */
       /* (x1 f1=fp), (x2 f2=*fret), (x3 f3=fptt), (xm fm) */        /* (x1 f1=fp), (x2 f2=*fret), (x3 f3=fptt), (xm fm) */
       /* From x1 (P0) distance of x2 is at h and x3 is 2h */        /* From x1 (P0) distance of x2 is at h and x3 is 2h */
       /* Let f"(x2) be the 2nd derivative equal everywhere.  */        /* Let f"(x2) be the 2nd derivative equal everywhere.  */
       /* Then the parabolic through (x1,f1), (x2,f2) and (x3,f3) */        /* Then the parabolic through (x1,f1), (x2,f2) and (x3,f3) */
       /* will reach at f3 = fm + h^2/2 f"m  ; f" = (f1 -2f2 +f3 ) / h**2 */        /* will reach at f3 = fm + h^2/2 f"m  ; f" = (f1 -2f2 +f3 ) / h**2 */
       /* f1-f3 = delta(2h) = 2 h**2 f'' = 2(f1- 2f2 +f3) */        /* Conditional for using this new direction is that mu^2 = (f1-2f2+f3)^2 /2 < del */
       /* Thus we compare delta(2h) with observed f1-f3 */  
       /* or best gain on one ancient line 'del' with total  */  
       /* gain f1-f2 = f1 - f2 - 'del' with del  */  
       /* t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); */        /* t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); */
   
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del);
       t= t- del*SQR(fp-fptt);        t= t- del*SQR(fp-fptt);
       printf("t1= %.12lf, t2= %.12lf, t=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t);        directest = SQR(fp-2.0*(*fret)+fptt) - 2.0 * del; /* If del was big enough we change it for a new direction */
       fprintf(ficlog,"t1= %.12lf, t2= %.12lf, t=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t);  
 #ifdef DEBUG  #ifdef DEBUG
         printf("t1= %.12lf, t2= %.12lf, t=%.12lf  directest=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t,directest);
         fprintf(ficlog,"t1= %.12lf, t2= %.12lf, t=%.12lf directest=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t,directest);
       printf("t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt),        printf("t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt),
              (fp-(*fret)-del)*(fp-(*fret)-del),(fp-fptt)*(fp-fptt));               (fp-(*fret)-del)*(fp-(*fret)-del),(fp-fptt)*(fp-fptt));
       fprintf(ficlog,"t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt),        fprintf(ficlog,"t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt),
Line 1546  void powell(double p[], double **xi, int Line 1556  void powell(double p[], double **xi, int
       printf("tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t);        printf("tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t);
       fprintf(ficlog, "tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t);        fprintf(ficlog, "tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t);
 #endif  #endif
       if (t < 0.0) { /* Then we use it for last direction */  #ifdef POWELLDIRECT
         linmin(p,xit,n,fret,func); /* computes mean on the extrapolated direction.*/        if (directest < 0.0) { /* Then we use it for new direction */
   #else
         if (t < 0.0) { /* Then we use it for new direction */
   #endif
           linmin(p,xit,n,fret,func); /* computes minimum on the extrapolated direction.*/
         for (j=1;j<=n;j++) {           for (j=1;j<=n;j++) { 
           xi[j][ibig]=xi[j][n]; /* Replace the direction with biggest decrease by n */            xi[j][ibig]=xi[j][n]; /* Replace direction with biggest decrease by last direction n */
           xi[j][n]=xit[j];      /* and nth direction by the extrapolated */            xi[j][n]=xit[j];      /* and this nth direction by the by the average p_0 p_n */
         }          }
         printf("Gaining to use average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig);          printf("Gaining to use new average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig);
         fprintf(ficlog,"Gaining to use average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig);          fprintf(ficlog,"Gaining to use new average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig);
   
 #ifdef DEBUG  #ifdef DEBUG
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
Removed from v.1.180  
changed lines
  Added in v.1.181

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