From: N. Brouard <brouard@ined.fr>
Date: Wed, 14 Jun 2023 14:55:52 +0000 (+0000)
Subject: * imach.c (Module): Testing if conjugate gradient could be quicker when lot of variab... 
X-Git-Tag: imach-099s7~42
X-Git-Url: https://henry.ined.fr/git/?a=commitdiff_plain;h=c138dd12b3565ff750795acbe407902955f093f9;p=.git

* imach.c (Module): Testing if conjugate gradient could be quicker when lot of variables POWELLORIGINCONJUGATE
---

diff --git a/src/imach.c b/src/imach.c
index 76a9ffb..ccfbedb 100644
--- a/src/imach.c
+++ b/src/imach.c
@@ -1,6 +1,11 @@
 /* $Id$
   $State$
   $Log$
+  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
 
@@ -1287,6 +1292,7 @@ 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 <math.h>
 #include <stdio.h>
@@ -2750,7 +2756,9 @@ void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret
       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 */
@@ -2780,9 +2788,8 @@ void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret
       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]);
@@ -2920,10 +2927,17 @@ void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret
 	  }
 	}
 #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++) {
@@ -2952,6 +2966,15 @@ void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret
 #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);
@@ -4962,7 +4985,7 @@ void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, doub
 
 
   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");