--- imach/src/imach.c 2023/05/08 18:48:22 1.353 +++ imach/src/imach.c 2023/06/14 14:55:52 1.357 @@ -1,6 +1,23 @@ -/* $Id: imach.c,v 1.353 2023/05/08 18:48:22 brouard Exp $ +/* $Id: imach.c,v 1.357 2023/06/14 14:55:52 brouard Exp $ $State: Exp $ $Log: imach.c,v $ + Revision 1.357 2023/06/14 14:55:52 brouard + * imach.c (Module): Testing if conjugate gradient could be quicker when lot of variables POWELLORIGINCONJUGATE + + Revision 1.356 2023/05/23 12:08:43 brouard + Summary: 0.99r46 + + * imach.c (Module): Fixed PROB_r + + Revision 1.355 2023/05/22 17:03:18 brouard + Summary: 0.99r46 + + * imach.c (Module): In the ILK....txt file, the number of columns + before the covariates values is dependent of the number of states (16+nlstate): 0.99r46 + + Revision 1.354 2023/05/21 05:05:17 brouard + Summary: Temporary change for imachprax + Revision 1.353 2023/05/08 18:48:22 brouard *** empty log message *** @@ -1278,6 +1295,7 @@ Important routines /* #define POWELLORIGINAL /\* Don't use Directest to decide new direction but original Powell test *\/ */ /* #define MNBRAKORIGINAL /\* Don't use mnbrak fix *\/ */ /* #define FLATSUP *//* Suppresses directions where likelihood is flat */ +#define POWELLORIGINCONJUGATE /* Don't use conjugate but biggest decrease if valuable */ #include #include @@ -1370,12 +1388,12 @@ double gnuplotversion=GNUPLOTVERSION; #define ODIRSEPARATOR '\\' #endif -/* $Id: imach.c,v 1.353 2023/05/08 18:48:22 brouard Exp $ */ +/* $Id: imach.c,v 1.357 2023/06/14 14:55:52 brouard Exp $ */ /* $State: Exp $ */ #include "version.h" char version[]=__IMACH_VERSION__; char copyright[]="April 2023,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121), Intel Software 2015-2020, Nihon University 2021-202, INED 2000-2022"; -char fullversion[]="$Revision: 1.353 $ $Date: 2023/05/08 18:48:22 $"; +char fullversion[]="$Revision: 1.357 $ $Date: 2023/06/14 14:55:52 $"; char strstart[80]; char optionfilext[10], optionfilefiname[FILENAMELENGTH]; int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings */ @@ -1612,7 +1630,7 @@ int **nbcode, *Tvar; /**< model=V2 => Tv /* Tage[cptcovage]=k 5 8 10 */ /* Position in the model of ith cov*age */ /* model="V2+V3+V4+V6+V7+V6*V2+V7*V2+V6*V3+V7*V3+V6*V4+V7*V4+age*V2+age*V3+age*V4+age*V6+age*V7+age*V6*V2+age*V6*V3+age*V7*V3+age*V6*V4+age*V7*V4\r"*/ /* p Tvard[1][1]@21 = {6, 2, 7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0, 0, 0, 0, 0, 0, 0, 0, 0}*/ -/* p Tvard[2][1]@21 = {7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0 } +/* p Tvard[2][1]@21 = {7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0 } */ /* p Tvardk[1][1]@24 = {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 6, 2, 7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0, 0}*/ /* p Tvardk[1][1]@22 = {0, 0, 0, 0, 0, 0, 0, 0, 6, 2, 7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0, 0} */ /* Tvard[1][1]@4={4,3,1,2} V4*V3 V1*V2 */ /* Position in model of the ith prod without age */ @@ -2741,7 +2759,9 @@ void powell(double p[], double **xi, int printf("%d",i);fflush(stdout); /* print direction (parameter) i */ fprintf(ficlog,"%d",i);fflush(ficlog); #ifdef LINMINORIGINAL - linmin(p,xit,n,fret,func); /* Point p[n]. xit[n] has been loaded for direction i as input.*/ + linmin(p,xit,n,fret,func); /* New point i minimizing in direction i has coordinates p[j].*/ + /* xit[j] gives the n coordinates of direction i as input.*/ + /* *fret gives the maximum value on direction xit */ #else linmin(p,xit,n,fret,func,&flat); /* Point p[n]. xit[n] has been loaded for direction i as input.*/ flatdir[i]=flat; /* Function is vanishing in that direction i */ @@ -2771,9 +2791,8 @@ void powell(double p[], double **xi, int fprintf(ficlog,"\n"); #endif } /* end loop on each direction i */ - /* Convergence test will use last linmin estimation (fret) and compare former iteration (fp) */ + /* Convergence test will use last linmin estimation (fret) and compare to former iteration (fp) */ /* But p and xit have been updated at the end of linmin, *fret corresponds to new p, xit */ - /* New value of last point Pn is not computed, P(n-1) */ for(j=1;j<=n;j++) { if(flatdir[j] >0){ printf(" p(%d)=%lf flat=%d ",j,p[j],flatdir[j]); @@ -2911,10 +2930,17 @@ void powell(double p[], double **xi, int } } #endif +#ifdef POWELLORIGINCONJUGATE for (j=1;j<=n;j++) { xi[j][ibig]=xi[j][n]; /* Replace direction with biggest decrease by last direction n */ xi[j][n]=xit[j]; /* and this nth direction by the by the average p_0 p_n */ } +#else + for (j=1;j<=n-1;j++) { + xi[j][1]=xi[j][j+1]; /* Standard method of conjugate directions */ + xi[j][n]=xit[j]; /* and this nth direction by the by the average p_0 p_n */ + } +#endif #ifdef LINMINORIGINAL #else for (j=1, flatd=0;j<=n;j++) { @@ -2943,6 +2969,15 @@ void powell(double p[], double **xi, int #endif 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 new average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig); + /* The minimization in direction $\xi_1$ gives $P_1$. From $P_1$ minimization in direction $\xi_2$ gives */ + /* $P_2$. Minimization of line $P_2-P_1$ gives new starting point $P^{(1)}_0$ and direction $\xi_1$ is dropped and replaced by second */ + /* direction $\xi_1^{(1)}=\xi_2$. Also second direction is replaced by new direction $\xi^{(1)}_2=P_2-P_0$. */ + + /* At the second iteration, starting from $P_0^{(1)}$, minimization amongst $\xi^{(1)}_1$ gives point $P^{(1)}_1$. */ + /* Minimization amongst $\xi^{(1)}_2=(P_2-P_0)$ gives point $P^{(1)}_2$. As $P^{(2)}_1$ and */ + /* $P^{(1)}_0$ are minimizing in the same direction $P^{(1)}_2 - P^{(1)}_1= P_2-P_0$, directions $P^{(1)}_2-P^{(1)}_0$ */ + /* and $P_2-P_0$ (parallel to $\xi$ and $\xi^c$) are conjugate. } */ + #ifdef DEBUG printf("Direction changed last moved %d in place of ibig=%d, new last is the average:\n",n,ibig); @@ -4553,7 +4588,7 @@ double funcone( double *x) * 3 ncovta=15 +age*V3*V2+age*V2+agev3+ageV4 +age*V6 + age*V7 + age*V6*V3 +age*V7*V3 + age*V6*V4 +age*V7*V4 * 3 TvarAVVA[1]@15= itva 3 2 2 3 4 6 7 6 3 7 3 6 4 7 4 * 3 ncovta 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 - * TvarAVVAind[1]@15= V3 is in k=2 1 1 2 3 4 5 4,2 5,2, 4,3 5 3}TvarVVAind[] + *?TvarAVVAind[1]@15= V3 is in k=2 1 1 2 3 4 5 4,2 5,2, 4,3 5 3}TvarVVAind[] * TvarAVVAind[1]@15= V3 is in k=6 6 12 13 14 15 16 18 18 19,19, 20,20 21,21}TvarVVAind[] * 3 ncovvta=10 +age*V6 + age*V7 + age*V6*V3 +age*V7*V3 + age*V6*V4 +age*V7*V4 * 3 we want to compute =cotvar[mw[mi][i]][TvarVVA[ncovva]][i] at position TvarVVAind[ncovva] @@ -4568,6 +4603,7 @@ double funcone( double *x) * 6, 8, 9, 10, 11} * TvarFind[itv] 0 0 0 * FixedV[itv] 1 1 1 0 1 0 1 0 1 0 0 + *? FixedV[itv] 1 1 1 0 1 0 1 0 1 0 1 0 1 0 * Tvar[TvarFind[ncovf]]=[1]=2 [2]=3 [4]=4 * Tvar[TvarFind[itv]] [0]=? ?ncovv 1 à ncovvt] * Not a fixed cotvar[mw][itv][i] 6 7 6 2 7, 2, 6, 3, 7, 3, 6, 4, 7, 4} @@ -4579,10 +4615,14 @@ double funcone( double *x) ipos=TvarVVind[ncovv]; /* TvarVVind={2, 5, 5] gives the position in the model of the ncovv th varying covariate*/ /* if(TvarFind[itv]==0){ /\* Not a fixed covariate? Could be a fixed covariate of a product with a higher than ncovcol+nqv, itv *\/ */ if(FixedV[itv]!=0){ /* Not a fixed covariate? Could be a fixed covariate of a product with a higher than ncovcol+nqv, itv */ + /* printf("DEBUG ncovv=%d, Varying TvarVV[ncovv]=%d\n",ncovv, TvarVV[ncovv]); */ cotvarv=cotvar[mw[mi][i]][TvarVV[ncovv]][i]; /* because cotvar starts now at first ncovcol+nqv+ntv+nqtv (1 to nqtv) */ + /* printf("DEBUG Varying cov[ioffset+ipos=%d]=%g \n",ioffset+ipos,cotvarv); */ }else{ /* fixed covariate */ /* cotvarv=covar[Tvar[TvarFind[itv]]][i]; /\* Error: TvarFind gives the name, that is the true column of fixed covariates, but Tvar of the model *\/ */ + /* printf("DEBUG ncovv=%d, Fixed TvarVV[ncovv]=%d\n",ncovv, TvarVV[ncovv]); */ cotvarv=covar[itv][i]; /* Good: In V6*V3, 3 is fixed at position of the data */ + /* printf("DEBUG Fixed cov[ioffset+ipos=%d]=%g \n",ioffset+ipos,cotvarv); */ } if(ipos!=iposold){ /* Not a product or first of a product */ cotvarvold=cotvarv; @@ -4591,6 +4631,7 @@ double funcone( double *x) } iposold=ipos; cov[ioffset+ipos]=cotvarv; + /* printf("DEBUG Product cov[ioffset+ipos=%d] \n",ioffset+ipos); */ /* For products */ } /* for(itv=1; itv <= ntveff; itv++){ /\* Varying dummy covariates single *\/ */ @@ -4933,20 +4974,21 @@ void mlikeli(FILE *ficres,double p[], in double fret; double fretone; /* Only one call to likelihood */ /* char filerespow[FILENAMELENGTH];*/ - + + double * p1; /* Shifted parameters from 0 instead of 1 */ #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); - for (i=1;i<=npar;i++) + for (i=1;i<=npar;i++) /* Starting with canonical directions j=1,n xi[i=1,n][j] */ for (j=1;j<=npar;j++) xi[i][j]=(i==j ? 1.0 : 0.0); printf("Powell\n"); fprintf(ficlog,"Powell\n"); @@ -5275,6 +5317,7 @@ double hessij( double x[], double **hess kmax=kmax+10; } if(kmax >=10 || firstime ==1){ + /* What are the thetai and thetaj? thetai/ncovmodel thetai=(thetai-thetai%ncovmodel)/ncovmodel +thetai%ncovmodel=(line,pos) */ printf("Warning: directions %d-%d, you are not estimating the Hessian at the exact maximum likelihood; you could increase ftol=%.2e\n",thetai,thetaj, ftol); fprintf(ficlog,"Warning: directions %d-%d, you are not estimating the Hessian at the exact maximum likelihood; you could increase ftol=%.2e\n",thetai,thetaj, ftol); printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti*k=%.12e deltj*k=%.12e, xi-de*k=%.12e xj-de*k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); @@ -7612,7 +7655,7 @@ void varprob(char optionfilefiname[], do double ***varpij; strcpy(fileresprob,"PROB_"); - strcat(fileresprob,fileres); + strcat(fileresprob,fileresu); if((ficresprob=fopen(fileresprob,"w"))==NULL) { printf("Problem with resultfile: %s\n", fileresprob); fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob); @@ -8360,8 +8403,8 @@ true period expectancies (those weighted /******************* Gnuplot file **************/ void printinggnuplot(char fileresu[], char optionfilefiname[], double ageminpar, double agemaxpar, double bage, double fage , int prevfcast, int prevbcast, char pathc[], double p[], int offyear, int offbyear){ - char dirfileres[132],optfileres[132]; - char gplotcondition[132], gplotlabel[132]; + char dirfileres[256],optfileres[256]; + char gplotcondition[256], gplotlabel[256]; int cpt=0,k1=0,i=0,k=0,j=0,jk=0,k2=0,k3=0,k4=0,kf=0,kvar=0,kk=0,ipos=0,iposold=0,ij=0, ijp=0, l=0; int lv=0, vlv=0, kl=0; int ng=0; @@ -8432,7 +8475,8 @@ void printinggnuplot(char fileresu[], ch kvar=Tvar[TvarFind[kf]]; /* variable name */ /* k=18+Tvar[TvarFind[kf]];/\*offset because there are 18 columns in the ILK_ file but could be placed else where *\/ */ /* k=18+kf;/\*offset because there are 18 columns in the ILK_ file *\/ */ - k=19+kf;/*offset because there are 19 columns in the ILK_ file */ + /* k=19+kf;/\*offset because there are 19 columns in the ILK_ file *\/ */ + k=16+nlstate+kf;/*offset because there are 19 columns in the ILK_ file, first cov Vn on col 21 with 4 living states */ for (i=1; i<= nlstate ; i ++) { fprintf(ficgp,"\nset out \"%s-p%dj-%d.png\";set ylabel \"Probability for each individual/wave\";",subdirf2(optionfilefiname,"ILK_"),i,kvar); fprintf(ficgp,"unset log;\n# For each simple dummy covariate of the model \n plot \"%s\"",subdirf(fileresilk));