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Diff for /imach/src/imach.c between versions 1.161 and 1.162

version 1.161, 2014/09/15 20:41:41	version 1.162, 2014/09/25 11:43:39
Line 1	Line 1
/* $Id$	/* $Id$
$State$	$State$
$Log$	$Log$
	Revision 1.162 2014/09/25 11:43:39 brouard
	Summary: temporary backup 0.99!

	Revision 1.1 2014/09/16 11:06:58 brouard
	Summary: With some code (wrong) for nlopt

	Author:

Revision 1.161 2014/09/15 20:41:41 brouard	Revision 1.161 2014/09/15 20:41:41 brouard
Summary: Problem with macro SQR on Intel compiler	Summary: Problem with macro SQR on Intel compiler

Line 515	Line 523
#include <gsl/gsl_multimin.h>	#include <gsl/gsl_multimin.h>
#endif	#endif

	#ifdef NLOPT
	#include <nlopt.h>
	typedef struct {
	double (* function)(double [] );
	} myfunc_data ;
	#endif

/* #include <libintl.h> */	/* #include <libintl.h> */
/* #define _(String) gettext (String) */	/* #define _(String) gettext (String) */

Line 553	Line 568
/* $Id$ */	/* $Id$ */
/* $State$ */	/* $State$ */

char version[]="Imach version 0.98nX, August 2014,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121)";	char version[]="Imach version 0.99, September 2014,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121)";
char fullversion[]="$Revision$ $Date$";	char fullversion[]="$Revision$ $Date$";
char strstart[80];	char strstart[80];
char optionfilext[10], optionfilefiname[FILENAMELENGTH];	char optionfilext[10], optionfilefiname[FILENAMELENGTH];
Line 584 int *mw; / mw[mi][i] is number of the	Line 599 int *mw; / mw[mi][i] is number of the
int *dh; / dh[mi][i] is number of steps between mi,mi+1 for this individual */	int *dh; / dh[mi][i] is number of steps between mi,mi+1 for this individual */
int *bh; / bh[mi][i] is the bias (+ or -) for this individual if the delay between	int *bh; / bh[mi][i] is the bias (+ or -) for this individual if the delay between
* wave mi and wave mi+1 is not an exact multiple of stepm. */	* wave mi and wave mi+1 is not an exact multiple of stepm. */
	int countcallfunc=0; /* Count the number of calls to func */
double jmean=1; /* Mean space between 2 waves */	double jmean=1; /* Mean space between 2 waves */
double *matprod2(); / test */	double *matprod2(); / test */
double oldm, newm, *savm; / Working pointers to matrices */	double oldm, newm, *savm; / Working pointers to matrices */
Line 1093 char subdirf3(char fileres[], char pre	Line 1109 char subdirf3(char fileres[], char pre
return tmpout;	return tmpout;
}	}

	char *asc_diff_time(long time_sec, char ascdiff[])
	{
	long sec_left, days, hours, minutes;
	days = (time_sec) / (606024);
	sec_left = (time_sec) % (606024);
	hours = (sec_left) / (60*60) ;
	sec_left = (sec_left) %(60*60);
	minutes = (sec_left) /60;
	sec_left = (sec_left) % (60);
	sprintf(ascdiff,"%ld day(s) %ld hour(s) %ld minute(s) %ld second(s)",days, hours, minutes, sec_left);
	return ascdiff;
	}

/*************** f1dim ***********************/	/*************** f1dim ***********************/
extern int ncom;	extern int ncom;
extern double pcom,xicom;	extern double pcom,xicom;
Line 1131 double brent(double ax, double bx, doubl	Line 1160 double brent(double ax, double bx, doubl
/* if (2.0fabs(fp-(fret)) <= ftol(fabs(fp)+fabs(fret)))*/	/* if (2.0fabs(fp-(fret)) <= ftol(fabs(fp)+fabs(fret)))*/
printf(".");fflush(stdout);	printf(".");fflush(stdout);
fprintf(ficlog,".");fflush(ficlog);	fprintf(ficlog,".");fflush(ficlog);
#ifdef DEBUG	#ifdef DEBUGBRENT
printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);	printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);	fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
/* if ((fabs(x-xm) <= (tol2-0.5(b-a)))\|\|(2.0fabs(fu-ftemp) <= ftol1.e-2(fabs(fu)+fabs(ftemp)))) { */	/* if ((fabs(x-xm) <= (tol2-0.5(b-a)))\|\|(2.0fabs(fu-ftemp) <= ftol1.e-2(fabs(fu)+fabs(ftemp)))) { */
Line 1201 void mnbrak(double ax, double bx, doub	Line 1230 void mnbrak(double ax, double bx, doub
}	}
cx=(bx)+GOLD(bx-*ax);	cx=(bx)+GOLD(bx-*ax);
fc=(func)(*cx);	fc=(func)(*cx);
while (fb > fc) {	while (fb > fc) { /* Declining fa, fb, fc */
r=(bx-ax)(fb-*fc);	r=(bx-ax)(fb-*fc);
q=(bx-cx)(fb-*fa);	q=(bx-cx)(fb-*fa);
u=(bx)-((bx-cx)q-(bx-ax)*r)/	u=(bx)-((bx-cx)q-(bx-ax)*r)/
(2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));	(2.0SIGN(FMAX(fabs(q-r),TINY),q-r)); / Minimum abscisse of a parabolic estimated from (a,fa), (b,fb) and (c,fc). */
ulim=(bx)+GLIMIT(cx-bx);	ulim=(bx)+GLIMIT(cx-bx); /* Maximum abscisse where function can be evaluated */
if ((bx-u)(u-*cx) > 0.0) {	if ((bx-u)(u-cx) > 0.0) { / if u between b and c */
fu=(*func)(u);	fu=(*func)(u);
} else if ((cx-u)(u-ulim) > 0.0) {	} else if ((cx-u)(u-ulim) > 0.0) { /* u is after c but before ulim */
fu=(*func)(u);	fu=(*func)(u);
if (fu < *fc) {	if (fu < *fc) {
SHFT(bx,cx,u,cx+GOLD(cx-bx))	SHFT(bx,cx,u,cx+GOLD(cx-bx))
SHFT(fb,fc,fu,(*func)(u))	SHFT(fb,fc,fu,(*func)(u))
}	}
} else if ((u-ulim)(ulim-cx) >= 0.0) {	} else if ((u-ulim)(ulim-cx) >= 0.0) { /* u outside ulim (verifying that ulim is beyond c) */
u=ulim;	u=ulim;
fu=(*func)(u);	fu=(*func)(u);
} else {	} else {
Line 1228 void mnbrak(double ax, double bx, doub	Line 1257 void mnbrak(double ax, double bx, doub
}	}

/************* linmin **********************/	/************* linmin **********************/
	/* Given an n -dimensional point p[1..n] and an n -dimensional direction xi[1..n] , moves and
	resets p to where the function func(p) takes on a minimum along the direction xi from p ,
	and replaces xi by the actual vector displacement that p was moved. Also returns as fret
	the value of func at the returned location p . This is actually all accomplished by calling the
	routines mnbrak and brent .*/
int ncom;	int ncom;
double pcom,xicom;	double pcom,xicom;
double (*nrfunc)(double []);	double (*nrfunc)(double []);
Line 1254 void linmin(double p[], double xi[], int	Line 1287 void linmin(double p[], double xi[], int
}	}
ax=0.0;	ax=0.0;
xx=1.0;	xx=1.0;
mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);	mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); /* Find a bracket a,x,b in direction n=xi ie xicom */
*fret=brent(ax,xx,bx,f1dim,TOL,&xmin);	fret=brent(ax,xx,bx,f1dim,TOL,&xmin); / Find a minimum P+lambda n in that direction (lambdamin), with TOL between abscisses */
#ifdef DEBUG	#ifdef DEBUG
printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);	printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);	fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
Line 1268 void linmin(double p[], double xi[], int	Line 1301 void linmin(double p[], double xi[], int
free_vector(pcom,1,n);	free_vector(pcom,1,n);
}	}

char *asc_diff_time(long time_sec, char ascdiff[])
{
long sec_left, days, hours, minutes;
days = (time_sec) / (606024);
sec_left = (time_sec) % (606024);
hours = (sec_left) / (60*60) ;
sec_left = (sec_left) %(60*60);
minutes = (sec_left) /60;
sec_left = (sec_left) % (60);
sprintf(ascdiff,"%ld day(s) %ld hour(s) %ld minute(s) %ld second(s)",days, hours, minutes, sec_left);
return ascdiff;
}

/************* powell **********************/	/************* powell **********************/
	/*
	Minimization of a function func of n variables. Input consists of an initial starting point
	p[1..n] ; an initial matrix xi[1..n][1..n] , whose columns contain the initial set of di-
	rections (usually the n unit vectors); and ftol , the fractional tolerance in the function value
	such that failure to decrease by more than this amount on one iteration signals doneness. On
	output, p is set to the best point found, xi is the then-current direction set, fret is the returned
	function value at p , and iter is the number of iterations taken. The routine linmin is used.
	*/
void powell(double p[], double *xi, int n, double ftol, int iter, double *fret,	void powell(double p[], double *xi, int n, double ftol, int iter, double *fret,
double (*func)(double []))	double (*func)(double []))
{	{
Line 1322 void powell(double p[], double **xi, int	Line 1351 void powell(double p[], double **xi, int
if(*iter <=3){	if(*iter <=3){
tml = *localtime(&rcurr_time);	tml = *localtime(&rcurr_time);
strcpy(strcurr,asctime(&tml));	strcpy(strcurr,asctime(&tml));
/* asctime_r(&tm,strcurr); */
rforecast_time=rcurr_time;	rforecast_time=rcurr_time;
itmp = strlen(strcurr);	itmp = strlen(strcurr);
if(strcurr[itmp-1]=='\n') /* Windows outputs with a new line */	if(strcurr[itmp-1]=='\n') /* Windows outputs with a new line */
strcurr[itmp-1]='\0';	strcurr[itmp-1]='\0';
printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,rcurr_time-rlast_time);	printf("\nConsidering the time needed for the last iteration #%d: %ld seconds,\n",*iter,rcurr_time-rlast_time);
fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,rcurr_time-rlast_time);	fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,rcurr_time-rlast_time);
for(niterf=10;niterf<=30;niterf+=10){	for(niterf=10;niterf<=30;niterf+=10){
rforecast_time=rcurr_time+(niterf-iter)(rcurr_time-rlast_time);	rforecast_time=rcurr_time+(niterf-iter)(rcurr_time-rlast_time);
forecast_time = *localtime(&rforecast_time);	forecast_time = *localtime(&rforecast_time);
/* asctime_r(&tmf,strfor); */
strcpy(strfor,asctime(&forecast_time));	strcpy(strfor,asctime(&forecast_time));
itmp = strlen(strfor);	itmp = strlen(strfor);
if(strfor[itmp-1]=='\n')	if(strfor[itmp-1]=='\n')
Line 1364 void powell(double p[], double **xi, int	Line 1391 void powell(double p[], double **xi, int
fprintf(ficlog," x(%d)=%.12e",j,xit[j]);	fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
}	}
for(j=1;j<=n;j++) {	for(j=1;j<=n;j++) {
printf(" p=%.12e",p[j]);	printf(" p(%d)=%.12e",j,p[j]);
fprintf(ficlog," p=%.12e",p[j]);	fprintf(ficlog," p(%d)=%.12e",j,p[j]);
}	}
printf("\n");	printf("\n");
fprintf(ficlog,"\n");	fprintf(ficlog,"\n");
#endif	#endif
}	} /* end i */
if (2.0fabs(fp-(fret)) <= ftol(fabs(fp)+fabs(fret))) {	if (2.0fabs(fp-(fret)) <= ftol(fabs(fp)+fabs(fret))) {
#ifdef DEBUG	#ifdef DEBUG
int k[2],l;	int k[2],l;
Line 1410 void powell(double p[], double **xi, int	Line 1437 void powell(double p[], double **xi, int
}	}
fptt=(*func)(ptt);	fptt=(*func)(ptt);
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. Then the parabolic through (x1,f1), (x2,f2) and (x3,f3)	/* Let f"(x2) be the 2nd derivative equal everywhere. */
will reach at f3 = fm + h^2/2 f''m ; f" = (f1 -2f2 +f3 ) / h*2 /	/* 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 /
/* f1-f3 = delta(2h) = 2 h*2 f'' = 2(f1- 2f2 +f3) /	/* f1-f3 = delta(2h) = 2 h*2 f'' = 2(f1- 2f2 +f3) /
/* Thus we compare delta(2h) with observed f1-f3 */	/* 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 */	/* 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)-delSQR(fp-fptt); */	/* t=2.0(fp-2.0(fret)+fptt)SQR(fp-(fret)-del)-delSQR(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),delSQR(fp-fptt),t);	printf("t1= %.12lf, t2= %.12lf, t=%.12lf\n", 2.0(fp-2.0(fret)+fptt)SQR(fp-(fret)-del),delSQR(fp-fptt),t);
Line 1447 void powell(double p[], double **xi, int	Line 1477 void powell(double p[], double **xi, int
printf("\n");	printf("\n");
fprintf(ficlog,"\n");	fprintf(ficlog,"\n");
#endif	#endif
}	} /* end of t negative */
}	} /* end if (fptt < fp) */
}	}
}	}

Line 1678 double *hpxij(double *po, int nhstep	Line 1708 double *hpxij(double *po, int nhstep
return po;	return po;
}	}

	#ifdef NLOPT
	double myfunc(unsigned n, const double p1, double grad, void *pd){
	double fret;
	double *xt;
	int j;
	myfunc_data d2 = (myfunc_data ) pd;
	/* xt = (p1-1); */
	xt=vector(1,n);
	for (j=1;j<=n;j++) xt[j]=p1[j-1]; /* xt[1]=p1[0] */

	fret=(d2->function)(xt); /* p xt[1]@8 is fine */
	/* fret=(func)(xt); /\ p xt[1]@8 is fine \/ /
	printf("Function = %.12lf ",fret);
	for (j=1;j<=n;j++) printf(" %d %.8lf", j, xt[j]);
	printf("\n");
	free_vector(xt,1,n);
	return fret;
	}
	#endif

/************* log-likelihood ***********/	/************* log-likelihood ***********/
double func( double *x)	double func( double *x)
Line 1696 double func( double *x)	Line 1745 double func( double *x)
/*for(i=1;i<imx;i++)	/*for(i=1;i<imx;i++)
printf(" %d\n",s[4][i]);	printf(" %d\n",s[4][i]);
*/	*/

	++countcallfunc;

cov[1]=1.;	cov[1]=1.;

for(k=1; k<=nlstate; k++) ll[k]=0.;	for(k=1; k<=nlstate; k++) ll[k]=0.;
Line 2082 void mlikeli(FILE *ficres,double p[], in	Line 2134 void mlikeli(FILE *ficres,double p[], in
double fret;	double fret;
double fretone; /* Only one call to likelihood */	double fretone; /* Only one call to likelihood */
/* char filerespow[FILENAMELENGTH];*/	/* char filerespow[FILENAMELENGTH];*/

	#ifdef NLOPT
	int creturn;
	nlopt_opt opt;
	/* double lb[9] = { -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL }; /\* lower bounds \/ /
	double *lb;
	double minf; /* the minimum objective value, upon return */
	double * p1; /* Shifted parameters from 0 instead of 1 */
	myfunc_data dinst, *d = &dinst;
	#endif


xi=matrix(1,npar,1,npar);	xi=matrix(1,npar,1,npar);
for (i=1;i<=npar;i++)	for (i=1;i<=npar;i++)
for (j=1;j<=npar;j++)	for (j=1;j<=npar;j++)
Line 2098 void mlikeli(FILE *ficres,double p[], in	Line 2162 void mlikeli(FILE *ficres,double p[], in
for(j=1;j<=nlstate+ndeath;j++)	for(j=1;j<=nlstate+ndeath;j++)
if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);	if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
fprintf(ficrespow,"\n");	fprintf(ficrespow,"\n");
	#ifdef POWELL
powell(p,xi,npar,ftol,&iter,&fret,func);	powell(p,xi,npar,ftol,&iter,&fret,func);
	#endif

	#ifdef NLOPT
	#ifdef NEWUOA
	opt = nlopt_create(NLOPT_LN_NEWUOA,npar);
	#else
	opt = nlopt_create(NLOPT_LN_BOBYQA,npar);
	#endif
	lb=vector(0,npar-1);
	for (i=0;i<npar;i++) lb[i]= -HUGE_VAL;
	nlopt_set_lower_bounds(opt, lb);
	nlopt_set_initial_step1(opt, 0.1);

	p1= (p+1); /* p (p+1)@8 and p (p1)@8 are equal p1[0]=p[1] */
	d->function = func;
	printf(" Func %.12lf \n",myfunc(npar,p1,NULL,d));
	nlopt_set_min_objective(opt, myfunc, d);
	nlopt_set_xtol_rel(opt, ftol);
	if ((creturn=nlopt_optimize(opt, p1, &minf)) < 0) {
	printf("nlopt failed! %d\n",creturn);
	}
	else {
	printf("found minimum after %d evaluations (NLOPT=%d)\n", countcallfunc ,NLOPT);
	printf("found minimum at f(%g,%g) = %0.10g\n", p[0], p[1], minf);
	iter=1; /* not equal */
	}
	nlopt_destroy(opt);
	#endif
free_matrix(xi,1,npar,1,npar);	free_matrix(xi,1,npar,1,npar);
fclose(ficrespow);	fclose(ficrespow);
printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));	printf("\n#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));
fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));	fprintf(ficlog,"\n#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));
fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));	fprintf(ficres,"\n#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));

}	}

Line 6019 Interval (in months) between two waves:	Line 6110 Interval (in months) between two waves:

#ifdef GSL	#ifdef GSL
printf("GSL optimization\n"); fprintf(ficlog,"Powell\n");	printf("GSL optimization\n"); fprintf(ficlog,"Powell\n");
#elsedef	#else
printf("Powell\n"); fprintf(ficlog,"Powell\n");	printf("Powell\n"); fprintf(ficlog,"Powell\n");
#endif	#endif
strcpy(filerespow,"pow-mort");	strcpy(filerespow,"pow-mort");
Line 6030 Interval (in months) between two waves:	Line 6121 Interval (in months) between two waves:
}	}
#ifdef GSL	#ifdef GSL
fprintf(ficrespow,"# GSL optimization\n# iter -2*LL");	fprintf(ficrespow,"# GSL optimization\n# iter -2*LL");
#elsedef	#else
fprintf(ficrespow,"# Powell\n# iter -2*LL");	fprintf(ficrespow,"# Powell\n# iter -2*LL");
#endif	#endif
/* for (i=1;i<=nlstate;i++)	/* for (i=1;i<=nlstate;i++)

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