version 1.356, 2023/05/23 12:08:43
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version 1.357, 2023/06/14 14:55:52
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/* $Id$ |
/* $Id$ |
$State$ |
$State$ |
$Log$ |
$Log$ |
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Revision 1.357 2023/06/14 14:55:52 brouard |
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* imach.c (Module): Testing if conjugate gradient could be quicker when lot of variables POWELLORIGINCONJUGATE |
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Revision 1.356 2023/05/23 12:08:43 brouard |
Revision 1.356 2023/05/23 12:08:43 brouard |
Summary: 0.99r46 |
Summary: 0.99r46 |
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Line 1292 Important routines
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Line 1295 Important routines
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/* #define POWELLORIGINAL /\* Don't use Directest to decide new direction but original Powell test *\/ */ |
/* #define POWELLORIGINAL /\* Don't use Directest to decide new direction but original Powell test *\/ */ |
/* #define MNBRAKORIGINAL /\* Don't use mnbrak fix *\/ */ |
/* #define MNBRAKORIGINAL /\* Don't use mnbrak fix *\/ */ |
/* #define FLATSUP *//* Suppresses directions where likelihood is flat */ |
/* #define FLATSUP *//* Suppresses directions where likelihood is flat */ |
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#define POWELLORIGINCONJUGATE /* Don't use conjugate but biggest decrease if valuable */ |
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#include <math.h> |
#include <math.h> |
#include <stdio.h> |
#include <stdio.h> |
Line 2755 void powell(double p[], double **xi, int
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Line 2759 void powell(double p[], double **xi, int
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printf("%d",i);fflush(stdout); /* print direction (parameter) i */ |
printf("%d",i);fflush(stdout); /* print direction (parameter) i */ |
fprintf(ficlog,"%d",i);fflush(ficlog); |
fprintf(ficlog,"%d",i);fflush(ficlog); |
#ifdef LINMINORIGINAL |
#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].*/ |
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/* xit[j] gives the n coordinates of direction i as input.*/ |
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/* *fret gives the maximum value on direction xit */ |
#else |
#else |
linmin(p,xit,n,fret,func,&flat); /* Point p[n]. xit[n] has been loaded for direction i as input.*/ |
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 */ |
flatdir[i]=flat; /* Function is vanishing in that direction i */ |
Line 2785 void powell(double p[], double **xi, int
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Line 2791 void powell(double p[], double **xi, int
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fprintf(ficlog,"\n"); |
fprintf(ficlog,"\n"); |
#endif |
#endif |
} /* end loop on each direction i */ |
} /* 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 */ |
/* 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) */ |
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for(j=1;j<=n;j++) { |
for(j=1;j<=n;j++) { |
if(flatdir[j] >0){ |
if(flatdir[j] >0){ |
printf(" p(%d)=%lf flat=%d ",j,p[j],flatdir[j]); |
printf(" p(%d)=%lf flat=%d ",j,p[j],flatdir[j]); |
Line 2925 void powell(double p[], double **xi, int
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Line 2930 void powell(double p[], double **xi, int
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} |
} |
} |
} |
#endif |
#endif |
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#ifdef POWELLORIGINCONJUGATE |
for (j=1;j<=n;j++) { |
for (j=1;j<=n;j++) { |
xi[j][ibig]=xi[j][n]; /* Replace direction with biggest decrease by last direction n */ |
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 */ |
xi[j][n]=xit[j]; /* and this nth direction by the by the average p_0 p_n */ |
} |
} |
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#else |
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for (j=1;j<=n-1;j++) { |
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xi[j][1]=xi[j][j+1]; /* Standard method of conjugate directions */ |
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xi[j][n]=xit[j]; /* and this nth direction by the by the average p_0 p_n */ |
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} |
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#endif |
#ifdef LINMINORIGINAL |
#ifdef LINMINORIGINAL |
#else |
#else |
for (j=1, flatd=0;j<=n;j++) { |
for (j=1, flatd=0;j<=n;j++) { |
Line 2957 void powell(double p[], double **xi, int
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Line 2969 void powell(double p[], double **xi, int
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#endif |
#endif |
printf("Gaining to use new 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 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); |
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/* The minimization in direction $\xi_1$ gives $P_1$. From $P_1$ minimization in direction $\xi_2$ gives */ |
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/* $P_2$. Minimization of line $P_2-P_1$ gives new starting point $P^{(1)}_0$ and direction $\xi_1$ is dropped and replaced by second */ |
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/* direction $\xi_1^{(1)}=\xi_2$. Also second direction is replaced by new direction $\xi^{(1)}_2=P_2-P_0$. */ |
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/* At the second iteration, starting from $P_0^{(1)}$, minimization amongst $\xi^{(1)}_1$ gives point $P^{(1)}_1$. */ |
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/* Minimization amongst $\xi^{(1)}_2=(P_2-P_0)$ gives point $P^{(1)}_2$. As $P^{(2)}_1$ and */ |
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/* $P^{(1)}_0$ are minimizing in the same direction $P^{(1)}_2 - P^{(1)}_1= P_2-P_0$, directions $P^{(1)}_2-P^{(1)}_0$ */ |
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/* and $P_2-P_0$ (parallel to $\xi$ and $\xi^c$) are conjugate. } */ |
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#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); |
Line 4967 void mlikeli(FILE *ficres,double p[], in
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Line 4988 void mlikeli(FILE *ficres,double p[], in
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xi=matrix(1,npar,1,npar); |
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++) |
for (j=1;j<=npar;j++) |
xi[i][j]=(i==j ? 1.0 : 0.0); |
xi[i][j]=(i==j ? 1.0 : 0.0); |
printf("Powell\n"); fprintf(ficlog,"Powell\n"); |
printf("Powell\n"); fprintf(ficlog,"Powell\n"); |