version 1.180, 2015/02/11 17:33:45
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version 1.181, 2015/02/11 23:22:24
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/* $Id$ |
/* $Id$ |
$State$ |
$State$ |
$Log$ |
$Log$ |
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Revision 1.181 2015/02/11 23:22:24 brouard |
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Summary: Comments on Powell added |
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Author: |
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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) |
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*/ |
*/ |
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#define POWELL /* Instead of NLOPT */ |
#define POWELL /* Instead of NLOPT */ |
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#define POWELLDIRECT /* Directest to decide new direction instead of Powell test */ |
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#include <math.h> |
#include <math.h> |
#include <stdio.h> |
#include <stdio.h> |
Line 1404 void powell(double p[], double **xi, int
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Line 1410 void powell(double p[], double **xi, int
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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; |
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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
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Line 1471 void powell(double p[], double **xi, int
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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 |
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because that direction will be replaced unless the gain del is small |
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in comparison with the 'probable' gain, mu^2, with the last average direction. |
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Unless the n directions are conjugate some gain in the determinant may be obtained |
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with the new direction. |
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*/ |
del=fabs(fptt-(*fret)); |
del=fabs(fptt-(*fret)); |
ibig=i; |
ibig=i; |
} |
} |
Line 1516 void powell(double p[], double **xi, int
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Line 1528 void powell(double p[], double **xi, int
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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 */ |
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/* or best gain on one ancient line 'del' with total */ |
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/* gain f1-f2 = f1 - f2 - 'del' with del */ |
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/* 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); */ |
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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); |
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#ifdef DEBUG |
#ifdef DEBUG |
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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); |
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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
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Line 1556 void powell(double p[], double **xi, int
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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 */ |
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#else |
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if (t < 0.0) { /* Then we use it for new direction */ |
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#endif |
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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); |
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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); |